Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GILD Gilead Sciences, Inc. | Healthcare | 16.67% |
CMCSA Comcast Corporation | Communication Services | 16.67% |
QCOM QUALCOMM Incorporated | Technology | 16.67% |
INTC Intel Corporation | Technology | 16.67% |
CSCO Cisco Systems, Inc. | Technology | 16.67% |
ORCL Oracle Corporation | Technology | 16.67% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in 失败案例, 2013-6, 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 13, 2026, the 失败案例, 2013-6 returned 51.46% Year-To-Date and 17.62% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | -0.93% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio 失败案例, 2013-6 | 2.86% | 2.47% | 51.46% | 52.67% | 77.62% | 31.61% | 18.21% | 17.62% |
| Portfolio components: | ||||||||
CMCSA Comcast Corporation | 2.21% | -2.66% | -5.28% | 3.97% | -17.53% | -8.98% | -10.72% | 1.27% |
CSCO Cisco Systems, Inc. | -0.60% | 4.82% | 58.91% | 57.34% | 93.30% | 37.33% | 20.60% | 18.92% |
GILD Gilead Sciences, Inc. | -0.22% | -4.90% | 2.90% | 5.60% | 16.40% | 21.02% | 17.08% | 7.84% |
INTC Intel Corporation | 6.51% | 7.45% | 237.59% | 229.46% | 518.52% | 55.34% | 18.67% | 17.03% |
ORCL Oracle Corporation | 0.02% | -5.87% | -4.95% | -2.48% | -13.59% | 17.80% | 18.90% | 18.60% |
QCOM QUALCOMM Incorporated | 4.32% | 6.21% | 25.03% | 19.95% | 39.72% | 22.00% | 11.87% | 18.10% |
Monthly Returns
Based on dividend-adjusted daily data since Jan 22, 1992, 失败案例, 2013-6's average daily return is +0.10%, while the average monthly return is +1.94%. At this rate, an investment would double in approximately 3.0 years.
Historically, 64% of months were positive and 36% were negative. The best month was Dec 1999 with a return of +42.0%, while the worst month was Aug 1998 at -20.6%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.
On a daily basis, 失败案例, 2013-6 closed higher 53% of trading days. The best single day was May 8, 2002 with a return of +13.4%, while the worst single day was Jul 15, 1996 at -11.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.17% | -0.89% | -4.52% | 29.29% | 23.15% | -4.41% | 51.46% | ||||||
| 2025 | 1.73% | 6.48% | -3.95% | -5.18% | 4.57% | 12.34% | -1.40% | 3.33% | 10.17% | 4.35% | -3.24% | -0.42% | 30.78% |
| 2024 | -0.29% | -2.11% | 5.15% | -11.65% | 5.49% | 4.22% | 1.49% | -4.12% | 7.15% | 0.22% | 4.98% | -6.79% | 1.94% |
| 2023 | 8.46% | -4.97% | 8.91% | -1.79% | 0.80% | 6.04% | 4.42% | 0.23% | -4.42% | -0.82% | 7.81% | 5.47% | 32.94% |
| 2022 | -5.48% | -4.78% | 0.27% | -9.62% | 2.71% | -8.07% | 3.79% | -3.95% | -13.63% | 15.70% | 9.70% | -5.81% | -20.73% |
| 2021 | 2.68% | 0.63% | 6.21% | 0.77% | 1.81% | 1.45% | 3.47% | 2.96% | -5.57% | -1.02% | 5.66% | 4.02% | 25.01% |
Benchmark Metrics
失败案例, 2013-6 has an annualized alpha of 12.93%, beta of 1.17, and R2 of 0.58 versus S&P 500 Index. Calculated based on daily prices since January 22, 1992.
- This portfolio captured 161.66% of S&P 500 Index gains but only 98.80% of its losses - a favorable profile for investors.
- This portfolio generated an annualized alpha of 12.93% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 12.93%
- Beta
- 1.17
- R²
- 0.58
- Upside Capture
- 161.66%
- Downside Capture
- 98.80%
Expense Ratio
失败案例, 2013-6 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.
Return for Risk
Risk / Return Rank
失败案例, 2013-6 ranks 91 for risk / return — in the top 91% 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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 失败案例, 2013-6 and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.97 | 1.86 | +1.11 |
| Sortino ratioReturn per unit of downside risk | 3.74 | 2.53 | +1.21 |
| Omega ratioGain probability vs. loss probability | 1.52 | 1.34 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 6.76 | 2.53 | +4.23 |
| Martin ratioReturn relative to average drawdown | 19.97 | 11.37 | +8.60 |
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 |
|---|---|---|---|---|---|---|
CMCSA Comcast Corporation | 16 | -0.62 | -0.71 | 0.90 | -0.67 | -1.26 |
CSCO Cisco Systems, Inc. | 95 | 2.94 | 3.47 | 1.53 | 6.69 | 18.37 |
GILD Gilead Sciences, Inc. | 58 | 0.57 | 1.03 | 1.12 | 0.70 | 1.99 |
INTC Intel Corporation | 99 | 6.84 | 5.30 | 1.67 | 20.85 | 48.84 |
ORCL Oracle Corporation | 38 | -0.11 | 0.33 | 1.04 | -0.12 | -0.20 |
QCOM QUALCOMM Incorporated | 65 | 0.75 | 1.36 | 1.19 | 1.10 | 2.44 |
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Dividends
Dividend yield
失败案例, 2013-6 provided a 2.98% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.98% | 2.01% | 2.38% | 2.41% | 3.23% | 2.29% | 2.57% | 2.47% | 2.97% | 2.40% | 2.57% | 2.35% |
| Portfolio components: | ||||||||||||
CMCSA Comcast Corporation | 11.84% | 4.35% | 3.25% | 2.60% | 3.03% | 1.95% | 1.72% | 1.40% | 2.69% | 1.18% | 1.96% | 1.73% |
CSCO Cisco Systems, Inc. | 1.36% | 2.12% | 2.69% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% |
GILD Gilead Sciences, Inc. | 1.91% | 2.57% | 3.33% | 3.70% | 3.40% | 3.91% | 4.67% | 3.88% | 3.65% | 2.90% | 2.57% | 1.27% |
INTC Intel Corporation | 0.00% | 0.00% | 1.87% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% |
ORCL Oracle Corporation | 1.09% | 0.97% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% |
QCOM QUALCOMM Incorporated | 1.70% | 2.06% | 2.18% | 2.18% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% |
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 失败案例, 2013-6. 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 失败案例, 2013-6 was 63.24%, occurring on Oct 8, 2002. Recovery took 1008 trading sessions.
The current 失败案例, 2013-6 drawdown is 4.41%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Dot-com crash2000–2002 | -63.24%Oct 2002 | 2y 6mo | 4y 2d | 6y 6moMar 2000 - Oct 2006 |
Financial crisis2007–2009 | -40.45%Mar 2009 | 6mo 23d | 1y 10mo | 2y 5moAug 2008 - Jan 2011 |
Bear market2022 | -35.06%Sep 2022 | 8mo 21d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
1994 bear market1994 | -31.42%May 1994 | 7mo 4d | 8mo 15d | 1y 3moOct 1993 - Jan 1995 |
COVID crash2020 | -23.82%Mar 2020 | 28d | 2mo 25d | 3mo 23dFeb 2020 - Jun 2020 |
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 6 assets, with an effective number of assets of 6.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.94 | 1.71 | 1.61 | 1.50 | 1.51 |
The portfolio has a diversification ratio of 1.51, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
失败案例, 2013-6 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jan 22, 1992 | 0.74 |
Benchmark Correlations
Correlation vs. S&P 500 Index. CSCO has the highest benchmark correlation at 0.61, while GILD has the lowest at 0.38.
Asset Correlations Table
Find what 失败案例, 2013-6 is missing
See which holdings overlap, where 失败案例, 2013-6 is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification