Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in KHLHCON2025, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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The earliest data available for this chart is Sep 5, 2025, corresponding to the inception date of SOS
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio KHLHCON2025 | 0.13% | -3.04% | -3.68% | 1.57% | — | — | — | — |
| Portfolio components: | ||||||||
AAPL Apple Inc | 0.11% | -2.97% | -5.78% | -0.28% | 14.80% | 16.04% | 16.39% | 26.10% |
ABBV AbbVie Inc. | -2.86% | -10.70% | -7.86% | -10.37% | 5.19% | 13.21% | 18.43% | 18.22% |
ADP Automatic Data Processing, Inc. | 1.36% | -4.89% | -20.03% | -28.58% | -31.93% | 0.26% | 3.69% | 10.95% |
AMGN Amgen Inc. | -1.51% | -7.71% | 7.04% | 18.64% | 17.39% | 16.07% | 10.31% | 11.72% |
AMZN Amazon.com, Inc | -0.38% | 0.50% | -9.12% | -5.68% | 7.02% | 27.00% | 5.83% | 21.61% |
BA The Boeing Company | 0.43% | -7.09% | -4.10% | -4.24% | 23.53% | -1.12% | -3.82% | 6.18% |
BAC Bank of America Corporation | 0.22% | -0.62% | -9.71% | -1.11% | 20.65% | 23.14% | 7.14% | 16.38% |
BK The Bank of New York Mellon Corporation | 0.96% | 3.54% | 5.67% | 15.88% | 48.07% | 43.25% | 24.26% | 15.59% |
BP BP p.l.c. | 2.06% | 21.26% | 37.43% | 42.92% | 47.58% | 11.66% | 19.74% | 10.99% |
BX The Blackstone Group Inc. | -1.12% | 1.92% | -25.81% | -30.74% | -20.83% | 13.46% | 12.26% | 20.50% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 8, 2025, KHLHCON2025's average daily return is +0.06%, while the average monthly return is +1.06%. At this rate, your investment would double in approximately 5.5 years.
Historically, 75% of months were positive and 25% were negative. The best month was Sep 2025 with a return of +5.3%, while the worst month was Mar 2026 at -4.7%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 2 months.
On a daily basis, KHLHCON2025 closed higher 53% of trading days. The best single day was Mar 31, 2026 with a return of +3.3%, while the worst single day was Oct 10, 2025 at -2.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.60% | -1.59% | -4.72% | 1.10% | -3.68% | ||||||||
| 2025 | 5.30% | 5.12% | 1.48% | 0.21% | 12.56% |
Benchmark Metrics
KHLHCON2025 has an annualized alpha of 12.15%, beta of 1.03, and R² of 0.91 versus S&P 500 Index. Calculated based on daily prices since September 08, 2025.
- This portfolio captured 201.85% of S&P 500 Index gains and 101.06% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 12.15% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 1.03 and R² of 0.91, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 12.15%
- Beta
- 1.03
- R²
- 0.91
- Upside Capture
- 201.85%
- Downside Capture
- 101.06%
Expense Ratio
KHLHCON2025 has an expense ratio of 0.00%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Return / Risk — by metrics
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
AAPL Apple Inc | 55 | 0.47 | 0.92 | 1.13 | 0.66 | 2.04 |
ABBV AbbVie Inc. | 43 | 0.19 | 0.44 | 1.06 | 0.28 | 0.62 |
ADP Automatic Data Processing, Inc. | 3 | -1.42 | -1.98 | 0.75 | -0.86 | -1.78 |
AMGN Amgen Inc. | 59 | 0.60 | 1.07 | 1.13 | 1.10 | 2.65 |
AMZN Amazon.com, Inc | 46 | 0.20 | 0.55 | 1.07 | 0.42 | 1.00 |
BA The Boeing Company | 60 | 0.64 | 1.16 | 1.16 | 0.95 | 2.37 |
BAC Bank of America Corporation | 63 | 0.77 | 1.11 | 1.17 | 1.21 | 3.25 |
BK The Bank of New York Mellon Corporation | 88 | 2.04 | 2.52 | 1.38 | 3.77 | 11.60 |
BP BP p.l.c. | 78 | 1.57 | 1.97 | 1.28 | 2.09 | 6.37 |
BX The Blackstone Group Inc. | 20 | -0.53 | -0.55 | 0.93 | -0.41 | -0.94 |
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Dividends
Dividend yield
KHLHCON2025 provided a 1.14% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.14% | 1.10% | 1.17% | 1.27% | 1.35% | 1.21% | 1.34% | 1.34% | 1.60% | 1.52% | 1.67% | 1.93% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.41% | 0.38% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% |
ABBV AbbVie Inc. | 3.18% | 2.87% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% |
ADP Automatic Data Processing, Inc. | 3.18% | 2.46% | 1.96% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% |
AMGN Amgen Inc. | 2.78% | 2.91% | 3.45% | 2.96% | 2.95% | 3.13% | 2.78% | 2.41% | 2.71% | 2.65% | 2.74% | 1.95% |
AMZN Amazon.com, Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BA The Boeing Company | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.96% | 2.52% | 2.12% | 1.93% | 2.80% | 2.52% |
BAC Bank of America Corporation | 2.23% | 1.96% | 2.28% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% |
BK The Bank of New York Mellon Corporation | 1.69% | 1.72% | 2.32% | 3.04% | 3.12% | 2.24% | 2.92% | 2.34% | 2.21% | 1.60% | 1.52% | 1.65% |
BP BP p.l.c. | 4.20% | 5.64% | 6.20% | 4.71% | 3.94% | 4.83% | 9.21% | 6.52% | 6.41% | 5.66% | 6.37% | 7.63% |
BX The Blackstone Group Inc. | 4.19% | 3.04% | 2.00% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 6.14% | 11.76% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the KHLHCON2025. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the KHLHCON2025 was 10.74%, occurring on Mar 30, 2026. The portfolio has not yet recovered.
The current KHLHCON2025 drawdown is 6.92%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -10.74% | Jan 28, 2026 | 43 | Mar 30, 2026 | — | — | — |
| -3.8% | Nov 13, 2025 | 6 | Nov 20, 2025 | 5 | Nov 28, 2025 | 11 |
| -2.81% | Dec 11, 2025 | 5 | Dec 17, 2025 | 3 | Dec 22, 2025 | 8 |
| -2.68% | Oct 9, 2025 | 2 | Oct 10, 2025 | 10 | Oct 24, 2025 | 12 |
| -2.5% | Jan 13, 2026 | 5 | Jan 20, 2026 | 4 | Jan 26, 2026 | 9 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 98 assets, with an effective number of assets of 20.66, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.