Candidate (2/22/25) Fixed
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
Candidate (2/22/25) Fixed
Last updated Apr 18, 2025
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ABBV AbbVie Inc. | Healthcare | 4.77% |
AVGO Broadcom Inc. | Technology | 2.37% |
BSX Boston Scientific Corporation | Healthcare | 1.75% |
CEG Constellation Energy Corp | Utilities | 4.25% |
GILD Gilead Sciences, Inc. | Healthcare | 3.37% |
HWM Howmet Aerospace Inc. | Industrials | 3.59% |
IBM International Business Machines Corporation | Technology | 4.28% |
LLY Eli Lilly and Company | Healthcare | 12.58% |
MCK McKesson Corporation | Healthcare | 14.04% |
MPC Marathon Petroleum Corporation | Energy | 2.01% |
ORLY O'Reilly Automotive, Inc. | Consumer Cyclical | 1.64% |
PGR The Progressive Corporation | Financial Services | 7.61% |
PLTR Palantir Technologies Inc. | Technology | 2.70% |
PM Philip Morris International Inc. | Consumer Defensive | 8.75% |
T AT&T Inc. | Communication Services | 1.31% |
TMUS T-Mobile US, Inc. | Communication Services | 7.60% |
UBER Uber Technologies, Inc. | Technology | 0.02% |
VST Vistra Corp. | Utilities | 5.21% |
WMB The Williams Companies, Inc. | Energy | 0.32% |
WMT | 11.56% | |
XOM | 0.25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Candidate (2/22/25) Fixed, 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.
Candidate (2/22/25) Fixed
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Feb 2, 2022, corresponding to the inception date of CEG
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -5.91% | -9.57% | 5.19% | 12.98% | 9.68% |
| Candidate (2/22/25) Fixed | 11.27% | 0.45% | 15.06% | 50.30% | N/A | N/A |
| Portfolio components: | ||||||
ABBV AbbVie Inc. | -0.82% | -18.36% | -6.54% | 9.15% | 20.59% | 15.27% |
AVGO Broadcom Inc. | -26.02% | -9.10% | -5.27% | 34.94% | 48.99% | 33.58% |
BSX Boston Scientific Corporation | 6.49% | -4.13% | 10.07% | 39.96% | 20.01% | 18.03% |
CEG Constellation Energy Corp | -7.44% | -1.98% | -23.53% | 12.24% | N/A | N/A |
GILD Gilead Sciences, Inc. | 13.97% | -5.16% | 21.52% | 62.06% | 8.80% | 3.90% |
HWM Howmet Aerospace Inc. | 12.76% | -3.91% | 16.20% | 94.76% | 60.84% | N/A |
IBM International Business Machines Corporation | 9.36% | -3.30% | 4.04% | 34.81% | 21.25% | 8.77% |
LLY Eli Lilly and Company | 8.99% | 2.12% | -8.10% | 12.61% | 41.64% | 30.23% |
MCK McKesson Corporation | 22.45% | 5.36% | 37.33% | 33.16% | 38.60% | 12.67% |
MPC Marathon Petroleum Corporation | -7.92% | -12.52% | -18.39% | -35.57% | 42.71% | 13.46% |
ORLY O'Reilly Automotive, Inc. | 17.30% | 3.90% | 15.50% | 27.05% | 30.16% | 20.45% |
PGR The Progressive Corporation | 13.03% | -6.26% | 7.76% | 29.62% | 28.98% | 28.80% |
PLTR Palantir Technologies Inc. | 24.00% | 11.79% | 123.29% | 340.08% | N/A | N/A |
PM Philip Morris International Inc. | 36.81% | 7.03% | 38.57% | 88.27% | 22.22% | 12.33% |
T AT&T Inc. | 22.06% | 3.11% | 27.90% | 77.24% | 9.69% | 7.12% |
TMUS T-Mobile US, Inc. | 19.11% | 0.50% | 18.88% | 65.99% | 24.22% | 23.49% |
UBER Uber Technologies, Inc. | 24.73% | 5.16% | -5.83% | 4.59% | 21.92% | N/A |
VST Vistra Corp. | -16.14% | -7.10% | -9.01% | 69.53% | 49.56% | N/A |
WMB The Williams Companies, Inc. | 9.29% | 0.38% | 15.75% | 61.88% | 33.86% | 7.27% |
WMT | 3.46% | 9.21% | 15.82% | 58.05% | N/A | N/A |
XOM | 0.28% | -5.91% | -9.63% | -6.83% | N/A | N/A |
*Annualized
Monthly Returns
The table below presents the monthly returns of Candidate (2/22/25) Fixed, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 8.69% | 6.45% | -3.45% | -0.40% | 11.27% | ||||||||
| 2024 | 5.75% | 10.05% | 5.24% | -1.15% | 7.65% | 2.13% | 3.01% | 7.11% | 3.13% | 1.25% | 10.69% | -5.10% | 61.08% |
| 2023 | 1.11% | -3.55% | 4.03% | 1.71% | 2.59% | 7.03% | 1.30% | 3.75% | 0.67% | 2.07% | 5.22% | 1.46% | 30.61% |
| 2022 | 0.15% | 7.70% | -0.41% | 3.70% | -3.25% | 4.59% | 0.31% | -4.43% | 12.67% | 4.12% | -2.82% | 23.20% |
Expense Ratio
Candidate (2/22/25) Fixed has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
The portfolio doesn't include any funds that charge management fees.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 98, Candidate (2/22/25) Fixed is among the top 2% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Overall Rank
Sharpe Ratio Rank
Sortino Ratio Rank
Omega Ratio Rank
Calmar Ratio Rank
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Portfolio: 2.97
^GSPC: 0.24
Portfolio: 3.75
^GSPC: 0.47
Portfolio: 1.57
^GSPC: 1.07
Portfolio: 3.90
^GSPC: 0.24
Portfolio: 18.02
^GSPC: 1.08
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
ABBV AbbVie Inc. | 0.38 | 0.65 | 1.10 | 0.51 | 1.30 |
AVGO Broadcom Inc. | 0.48 | 1.15 | 1.15 | 0.73 | 2.19 |
BSX Boston Scientific Corporation | 1.76 | 2.27 | 1.36 | 2.55 | 11.06 |
CEG Constellation Energy Corp | 0.17 | 0.74 | 1.10 | 0.23 | 0.60 |
GILD Gilead Sciences, Inc. | 2.46 | 3.47 | 1.44 | 2.30 | 14.27 |
HWM Howmet Aerospace Inc. | 2.30 | 3.15 | 1.44 | 4.79 | 18.17 |
IBM International Business Machines Corporation | 1.24 | 1.86 | 1.27 | 2.04 | 5.84 |
LLY Eli Lilly and Company | 0.37 | 0.79 | 1.10 | 0.54 | 1.11 |
MCK McKesson Corporation | 1.20 | 1.61 | 1.27 | 1.36 | 3.36 |
MPC Marathon Petroleum Corporation | -0.99 | -1.33 | 0.82 | -0.80 | -1.67 |
ORLY O'Reilly Automotive, Inc. | 1.35 | 1.97 | 1.24 | 1.53 | 5.96 |
PGR The Progressive Corporation | 1.24 | 1.72 | 1.24 | 2.44 | 6.38 |
PLTR Palantir Technologies Inc. | 4.59 | 4.22 | 1.58 | 8.09 | 23.79 |
PM Philip Morris International Inc. | 3.63 | 4.80 | 1.73 | 8.25 | 25.12 |
T AT&T Inc. | 3.46 | 4.09 | 1.61 | 5.45 | 28.67 |
TMUS T-Mobile US, Inc. | 2.86 | 3.40 | 1.53 | 4.59 | 14.28 |
UBER Uber Technologies, Inc. | 0.03 | 0.37 | 1.05 | 0.05 | 0.11 |
VST Vistra Corp. | 0.97 | 1.57 | 1.22 | 1.48 | 3.57 |
WMB The Williams Companies, Inc. | 2.42 | 2.86 | 1.42 | 5.09 | 13.95 |
WMT | 2.32 | 3.15 | 1.44 | 2.62 | 9.19 |
XOM | -0.29 | -0.24 | 0.97 | -0.36 | -0.86 |
Candidate (2/22/25) Fixed
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
Candidate (2/22/25) Fixed provided a 1.39% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.39% | 1.41% | 1.70% | 1.76% | 2.29% | 2.29% | 2.34% | 2.27% | 1.70% | 2.75% | 1.85% | 1.92% |
| Portfolio components: | ||||||||||||
ABBV AbbVie Inc. | 3.69% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% |
AVGO Broadcom Inc. | 1.31% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
BSX Boston Scientific Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CEG Constellation Energy Corp | 0.70% | 0.63% | 0.97% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GILD Gilead Sciences, Inc. | 2.97% | 3.33% | 3.70% | 3.40% | 3.91% | 4.67% | 3.88% | 3.65% | 2.90% | 2.57% | 1.27% | 0.00% |
HWM Howmet Aerospace Inc. | 0.25% | 0.24% | 0.31% | 0.25% | 0.13% | 0.05% | 0.39% | 1.42% | 0.88% | 0.49% | 0.00% | 0.00% |
IBM International Business Machines Corporation | 2.80% | 3.03% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% | 2.65% |
LLY Eli Lilly and Company | 0.64% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% |
MCK McKesson Corporation | 0.39% | 0.47% | 0.50% | 0.54% | 0.72% | 0.95% | 1.16% | 1.32% | 0.80% | 0.80% | 0.53% | 0.46% |
MPC Marathon Petroleum Corporation | 2.72% | 2.43% | 2.07% | 2.14% | 3.63% | 5.61% | 3.52% | 3.12% | 2.30% | 2.70% | 2.20% | 2.04% |
ORLY O'Reilly Automotive, 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% |
PGR The Progressive Corporation | 1.85% | 0.48% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% |
PLTR Palantir Technologies 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% |
PM Philip Morris International Inc. | 3.28% | 4.40% | 5.46% | 4.98% | 5.16% | 5.73% | 5.43% | 6.73% | 3.99% | 4.50% | 4.60% | 4.76% |
T AT&T Inc. | 4.09% | 4.87% | 6.62% | 6.66% | 8.45% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% | 5.48% |
TMUS T-Mobile US, Inc. | 1.17% | 1.28% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UBER Uber Technologies, 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% |
VST Vistra Corp. | 0.77% | 0.63% | 2.13% | 3.12% | 2.64% | 2.75% | 2.17% | 0.00% | 0.00% | 14.97% | 0.00% | 0.00% |
WMB The Williams Companies, Inc. | 3.28% | 3.51% | 5.14% | 5.17% | 6.30% | 7.98% | 6.41% | 6.17% | 3.94% | 5.39% | 9.53% | 4.36% |
WMT | 0.92% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% |
XOM | 3.63% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% |
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.
Candidate (2/22/25) Fixed
Benchmark (^GSPC)
Portfolio components
Worst Drawdowns
The table below displays the maximum drawdowns of the Candidate (2/22/25) Fixed. 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 Candidate (2/22/25) Fixed was 12.88%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current Candidate (2/22/25) Fixed drawdown is 5.03%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -12.88% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -10.1% | Apr 21, 2022 | 41 | Jun 17, 2022 | 36 | Aug 10, 2022 | 77 |
| -8.33% | Aug 19, 2022 | 30 | Sep 30, 2022 | 18 | Oct 26, 2022 | 48 |
| -6.82% | Dec 5, 2022 | 66 | Mar 10, 2023 | 20 | Apr 10, 2023 | 86 |
| -5.77% | Dec 6, 2024 | 9 | Dec 18, 2024 | 22 | Jan 23, 2025 | 31 |
Volatility
Volatility Chart
The current Candidate (2/22/25) Fixed volatility is 10.92%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Candidate (2/22/25) Fixed
Benchmark (^GSPC)
Portfolio components
Diversification
Asset Correlations Table
The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
| UBER | MCK | LLY | ABBV | PLTR | GILD | XOM | T | PM | AVGO | MPC | PGR | ORLY | WMT | VST | CEG | TMUS | WMB | BSX | IBM | HWM | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| UBER | 1.00 | 0.01 | 0.17 | 0.08 | 0.54 | 0.09 | 0.10 | 0.12 | 0.09 | 0.41 | 0.19 | 0.06 | 0.17 | 0.14 | 0.26 | 0.25 | 0.19 | 0.15 | 0.28 | 0.25 | 0.36 |
| MCK | 0.01 | 1.00 | 0.30 | 0.30 | -0.03 | 0.21 | 0.18 | 0.20 | 0.22 | 0.04 | 0.22 | 0.33 | 0.35 | 0.26 | 0.16 | 0.16 | 0.32 | 0.19 | 0.30 | 0.24 | 0.23 |
| LLY | 0.17 | 0.30 | 1.00 | 0.33 | 0.17 | 0.21 | 0.08 | 0.13 | 0.17 | 0.26 | 0.11 | 0.24 | 0.24 | 0.28 | 0.21 | 0.25 | 0.25 | 0.16 | 0.37 | 0.25 | 0.22 |
| ABBV | 0.08 | 0.30 | 0.33 | 1.00 | 0.03 | 0.44 | 0.22 | 0.29 | 0.33 | 0.08 | 0.19 | 0.29 | 0.28 | 0.26 | 0.08 | 0.08 | 0.26 | 0.22 | 0.31 | 0.28 | 0.13 |
| PLTR | 0.54 | -0.03 | 0.17 | 0.03 | 1.00 | 0.11 | 0.09 | 0.19 | 0.10 | 0.52 | 0.13 | 0.07 | 0.19 | 0.22 | 0.32 | 0.36 | 0.22 | 0.25 | 0.27 | 0.32 | 0.39 |
| GILD | 0.09 | 0.21 | 0.21 | 0.44 | 0.11 | 1.00 | 0.20 | 0.32 | 0.34 | 0.15 | 0.15 | 0.27 | 0.32 | 0.28 | 0.08 | 0.08 | 0.36 | 0.20 | 0.28 | 0.33 | 0.14 |
| XOM | 0.10 | 0.18 | 0.08 | 0.22 | 0.09 | 0.20 | 1.00 | 0.23 | 0.22 | 0.12 | 0.68 | 0.26 | 0.17 | 0.15 | 0.23 | 0.25 | 0.17 | 0.58 | 0.14 | 0.26 | 0.28 |
| T | 0.12 | 0.20 | 0.13 | 0.29 | 0.19 | 0.32 | 0.23 | 1.00 | 0.40 | 0.05 | 0.18 | 0.27 | 0.21 | 0.26 | 0.15 | 0.12 | 0.42 | 0.31 | 0.25 | 0.35 | 0.22 |
| PM | 0.09 | 0.22 | 0.17 | 0.33 | 0.10 | 0.34 | 0.22 | 0.40 | 1.00 | 0.10 | 0.18 | 0.26 | 0.29 | 0.32 | 0.14 | 0.12 | 0.31 | 0.30 | 0.31 | 0.33 | 0.25 |
| AVGO | 0.41 | 0.04 | 0.26 | 0.08 | 0.52 | 0.15 | 0.12 | 0.05 | 0.10 | 1.00 | 0.20 | 0.12 | 0.19 | 0.21 | 0.37 | 0.41 | 0.19 | 0.23 | 0.33 | 0.39 | 0.46 |
| MPC | 0.19 | 0.22 | 0.11 | 0.19 | 0.13 | 0.15 | 0.68 | 0.18 | 0.18 | 0.20 | 1.00 | 0.25 | 0.21 | 0.14 | 0.29 | 0.26 | 0.16 | 0.51 | 0.17 | 0.27 | 0.34 |
| PGR | 0.06 | 0.33 | 0.24 | 0.29 | 0.07 | 0.27 | 0.26 | 0.27 | 0.26 | 0.12 | 0.25 | 1.00 | 0.30 | 0.31 | 0.18 | 0.19 | 0.32 | 0.24 | 0.29 | 0.29 | 0.31 |
| ORLY | 0.17 | 0.35 | 0.24 | 0.28 | 0.19 | 0.32 | 0.17 | 0.21 | 0.29 | 0.19 | 0.21 | 0.30 | 1.00 | 0.36 | 0.13 | 0.18 | 0.35 | 0.18 | 0.30 | 0.33 | 0.30 |
| WMT | 0.14 | 0.26 | 0.28 | 0.26 | 0.22 | 0.28 | 0.15 | 0.26 | 0.32 | 0.21 | 0.14 | 0.31 | 0.36 | 1.00 | 0.22 | 0.25 | 0.30 | 0.27 | 0.35 | 0.34 | 0.26 |
| VST | 0.26 | 0.16 | 0.21 | 0.08 | 0.32 | 0.08 | 0.23 | 0.15 | 0.14 | 0.37 | 0.29 | 0.18 | 0.13 | 0.22 | 1.00 | 0.62 | 0.18 | 0.44 | 0.35 | 0.31 | 0.47 |
| CEG | 0.25 | 0.16 | 0.25 | 0.08 | 0.36 | 0.08 | 0.25 | 0.12 | 0.12 | 0.41 | 0.26 | 0.19 | 0.18 | 0.25 | 0.62 | 1.00 | 0.19 | 0.42 | 0.31 | 0.36 | 0.43 |
| TMUS | 0.19 | 0.32 | 0.25 | 0.26 | 0.22 | 0.36 | 0.17 | 0.42 | 0.31 | 0.19 | 0.16 | 0.32 | 0.35 | 0.30 | 0.18 | 0.19 | 1.00 | 0.24 | 0.35 | 0.29 | 0.30 |
| WMB | 0.15 | 0.19 | 0.16 | 0.22 | 0.25 | 0.20 | 0.58 | 0.31 | 0.30 | 0.23 | 0.51 | 0.24 | 0.18 | 0.27 | 0.44 | 0.42 | 0.24 | 1.00 | 0.31 | 0.35 | 0.41 |
| BSX | 0.28 | 0.30 | 0.37 | 0.31 | 0.27 | 0.28 | 0.14 | 0.25 | 0.31 | 0.33 | 0.17 | 0.29 | 0.30 | 0.35 | 0.35 | 0.31 | 0.35 | 0.31 | 1.00 | 0.36 | 0.44 |
| IBM | 0.25 | 0.24 | 0.25 | 0.28 | 0.32 | 0.33 | 0.26 | 0.35 | 0.33 | 0.39 | 0.27 | 0.29 | 0.33 | 0.34 | 0.31 | 0.36 | 0.29 | 0.35 | 0.36 | 1.00 | 0.39 |
| HWM | 0.36 | 0.23 | 0.22 | 0.13 | 0.39 | 0.14 | 0.28 | 0.22 | 0.25 | 0.46 | 0.34 | 0.31 | 0.30 | 0.26 | 0.47 | 0.43 | 0.30 | 0.41 | 0.44 | 0.39 | 1.00 |
The correlation results are calculated based on daily price changes starting from Feb 3, 2022