Perfprmance Portfolio- MAX

Asset Allocation

Position	Category/Sector	Target Weight
WELL Welltower Inc.	Real Estate	30%
AMD Advanced Micro Devices, Inc.	Technology	30%
ABBV AbbVie Inc.	Healthcare	20%
NVDA NVIDIA Corporation	Technology	10%
WMT Walmart Inc.	Consumer Defensive	10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Perfprmance Portfolio- MAX, 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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Returns By Period

As of Jun 6, 2026, the Perfprmance Portfolio- MAX returned 46.19% Year-To-Date and 41.83% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio Perfprmance Portfolio- MAX	1.70%	2.77%	46.19%	41.73%	105.79%	52.04%	39.17%	41.83%
Portfolio components:
ABBV AbbVie Inc.	-1.83%	10.68%	-0.77%	1.62%	21.34%	21.59%	18.74%	18.63%
AMD Advanced Micro Devices, Inc.	5.14%	7.72%	128.95%	121.76%	322.01%	57.74%	43.72%	60.51%
NVDA NVIDIA Corporation	1.73%	-2.94%	12.01%	12.58%	47.43%	75.35%	64.54%	68.47%
WELL Welltower Inc.	-3.35%	-6.50%	8.50%	0.26%	31.48%	37.93%	23.47%	14.83%
WMT Walmart Inc.	0.80%	-8.13%	7.98%	6.15%	23.97%	34.37%	22.47%	19.62%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 3, 2013, Perfprmance Portfolio- MAX's average daily return is +0.14%, while the average monthly return is +2.86%. At this rate, an investment would double in approximately 2.0 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2026 with a return of +27.2%, while the worst month was Oct 2018 at -16.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Perfprmance Portfolio- MAX closed higher 55% of trading days. The best single day was Apr 22, 2016 with a return of +15.4%, while the worst single day was Mar 16, 2020 at -15.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.23%	-1.10%	-2.63%	27.17%	17.64%	-2.65%							46.19%
2025	2.06%	3.53%	-1.67%	-1.75%	6.15%	10.61%	11.21%	-0.02%	4.90%	17.41%	-1.71%	-3.25%	56.08%
2024	7.25%	12.01%	1.19%	-5.63%	8.28%	2.46%	0.14%	6.43%	5.44%	-0.13%	-0.71%	-7.04%	31.84%
2023	11.15%	4.16%	10.52%	-0.10%	8.83%	2.91%	4.27%	-1.30%	-2.26%	-1.90%	10.16%	9.79%	70.84%
2022	-7.43%	2.37%	5.61%	-12.65%	2.71%	-11.05%	10.21%	-9.23%	-14.94%	0.90%	19.00%	-9.48%	-26.14%
2021	-4.80%	4.37%	0.33%	5.03%	0.96%	10.92%	6.10%	4.34%	-7.43%	9.04%	13.08%	0.37%	48.71%

Benchmark Metrics

Perfprmance Portfolio- MAX has an annualized alpha of 21.58%, beta of 1.10, and R2 of 0.52 versus S&P 500 Index. Calculated based on daily prices since January 03, 2013.

This portfolio captured 204.47% of S&P 500 Index gains and 103.29% of its losses - amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 21.58% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 1.10 and R2 of 0.52, 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: 21.58%

Beta: 1.10

R²: 0.52

Upside Capture: 204.47%

Downside Capture: 103.29%

Expense Ratio

Perfprmance Portfolio- MAX 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.

Return for Risk

Risk / Return Rank

Perfprmance Portfolio- MAX ranks 95 for risk / return — in the top 95% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Perfprmance Portfolio- MAX and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	4.00	1.94	+2.07
Sortino ratioReturn per unit of downside risk	5.01	2.63	+2.38
Omega ratioGain probability vs. loss probability	1.69	1.35	+0.34
Calmar ratioReturn relative to maximum drawdown	10.37	2.59	+7.79
Martin ratioReturn relative to average drawdown	26.17	11.84	+14.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ABBV AbbVie Inc.	66	0.88	1.37	1.17	1.24	2.77
AMD Advanced Micro Devices, Inc.	97	4.91	4.51	1.60	11.69	24.15
NVDA NVIDIA Corporation	77	1.37	1.94	1.24	2.36	5.73
WELL Welltower Inc.	79	1.48	2.03	1.26	2.51	6.21
WMT Walmart Inc.	71	1.02	1.54	1.20	1.53	5.02

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Perfprmance Portfolio- MAX Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 4.00
5-Year: 1.60
10-Year: 1.57
All Time: 1.41

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.64 to 2.53, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Perfprmance Portfolio- MAX compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Perfprmance Portfolio- MAX provided a 1.14% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.14%	1.12%	1.40%	1.72%	1.98%	1.78%	2.30%	2.45%	2.55%	2.40%	2.60%	2.58%
Portfolio components:
ABBV AbbVie Inc.	3.02%	2.87%	3.49%	3.82%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%
AMD Advanced Micro Devices, 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%
NVDA NVIDIA Corporation	0.14%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
WELL Welltower Inc.	1.48%	1.52%	2.03%	2.71%	3.72%	2.84%	4.18%	4.26%	5.01%	5.46%	5.14%	4.85%
WMT Walmart Inc.	0.81%	0.84%	0.92%	1.45%	1.58%	1.52%	1.50%	1.78%	2.23%	2.07%	2.89%	3.20%

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 Perfprmance Portfolio- MAX. 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 Perfprmance Portfolio- MAX was 38.81%, occurring on Oct 14, 2022. Recovery took 154 trading sessions.

The current Perfprmance Portfolio- MAX drawdown is 6.36%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-38.81%Oct 2022	6mo 18d	7mo 14d	1y 1moMar 2022 - May 2023
COVID crash2020	-36.81%Mar 2020	27d	4mo 13d	5mo 10dFeb 2020 - Jul 2020
2015 bear market2015	-24.45%Aug 2015	6mo 20d	4mo 5d	10mo 25dFeb 2015 - Dec 2015
Rate-hike selloffLate 2018	-22.17%Dec 2018	3mo 8d	2mo 27d	6mo 5dSep 2018 - Mar 2019
2025 selloff2025	-21.86%Apr 2025	5mo 10d	2mo 9d	7mo 19dOct 2024 - Jun 2025

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 5 assets, with an effective number of assets of 4.17, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.59	1.54	1.48	1.47	1.48

The portfolio has a diversification ratio of 1.48, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Perfprmance Portfolio- MAX correlation to the S&P 500 Index

Perfprmance Portfolio- MAX has a 0.55 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.55
Correlation (3Y) Calculated over the trailing 3-year period	0.69
Correlation (5Y) Calculated over the trailing 5-year period	0.75
Correlation (10Y) Calculated over the trailing 10-year period	0.69
Correlation (All Time) Calculated using the full available price history since Jan 3, 2013	0.68

Benchmark Correlations

Correlation vs. S&P 500 Index. NVDA has the highest benchmark correlation at 0.61, while WELL has the lowest at 0.33.

0.33

0.38

0.41

0.51

0.61

Portfolio Correlations

Correlation vs. Perfprmance Portfolio- MAX. AMD has the highest portfolio correlation at 0.85, while WMT has the lowest at 0.30.

0.30

0.39

0.45

0.66

0.85

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	WMT	WELL	ABBV	NVDA	AMD
WMT	1.00	0.23	0.23	0.17	0.14
WELL	0.23	1.00	0.22	0.12	0.12
ABBV	0.23	0.22	1.00	0.17	0.12
NVDA	0.17	0.12	0.17	1.00	0.61
AMD	0.14	0.12	0.12	0.61	1.00

The correlation results are calculated based on daily price changes starting from Jan 3, 2013

Diversification Analysis

Find what Perfprmance Portfolio- MAX is missing

See which holdings overlap, where Perfprmance Portfolio- MAX is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification