Donald Trump win - gpt4o: top 10

Asset Allocation

Position	Category/Sector	Target Weight
XOM Exxon Mobil Corporation	Energy	10%
LMT Lockheed Martin Corporation	Industrials	10%
NOC Northrop Grumman Corporation	Industrials	10%
JPM JPMorgan Chase & Co.	Financial Services	10%
GS The Goldman Sachs Group, Inc.	Financial Services	10%
CAT Caterpillar Inc.	Industrials	10%
DE Deere & Company	Industrials	10%
AMZN Amazon.com, Inc	Consumer Cyclical	10%
GOOGL Alphabet Inc. Class A	Communication Services	10%
PFE Pfizer Inc.	Healthcare	10%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Donald Trump win - gpt4o: top 10, 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 5, 2026, the Donald Trump win - gpt4o: top 10 returned 18.99% Year-To-Date and 20.48% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-2.64%	0.25%	7.86%	7.47%	—	—	—	—
Portfolio Donald Trump win - gpt4o: top 10	-1.59%	-1.49%	18.99%	19.31%	50.49%	27.32%	18.71%	20.48%
Portfolio components:
AMZN Amazon.com, Inc	-3.06%	-10.53%	6.59%	7.19%	18.33%	24.79%	8.94%	21.13%
CAT Caterpillar Inc.	-3.85%	-2.44%	58.52%	50.56%	161.94%	61.01%	32.30%	30.90%
DE Deere & Company	-1.40%	-1.39%	25.68%	23.59%	15.73%	17.63%	11.81%	22.89%
GOOGL Alphabet Inc. Class A	-0.98%	-7.41%	17.82%	14.87%	119.85%	42.91%	25.43%	26.10%
GS The Goldman Sachs Group, Inc.	-4.94%	11.30%	19.31%	22.72%	74.88%	50.51%	24.53%	23.45%
JPM JPMorgan Chase & Co.	0.48%	-0.80%	-2.12%	0.11%	21.57%	33.89%	16.32%	20.14%
LMT Lockheed Martin Corporation	0.91%	2.51%	9.57%	17.20%	12.52%	7.37%	8.75%	11.04%
NOC Northrop Grumman Corporation	-0.14%	-2.29%	-3.80%	-0.08%	13.28%	8.49%	9.35%	11.47%
PFE Pfizer Inc.	1.36%	-0.23%	8.09%	3.39%	20.50%	-6.48%	-2.98%	2.09%
XOM Exxon Mobil Corporation	-1.39%	1.51%	26.26%	30.38%	51.92%	16.01%	24.00%	9.82%

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

Monthly Returns

Based on dividend-adjusted daily data since Aug 20, 2004, Donald Trump win - gpt4o: top 10's average daily return is +0.07%, while the average monthly return is +1.51%. At this rate, an investment would double in approximately 3.9 years.

Historically, 65% of months were positive and 35% were negative. The best month was Oct 2022 with a return of +15.6%, while the worst month was Oct 2008 at -17.9%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Donald Trump win - gpt4o: top 10 closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +11.1%, while the worst single day was Mar 16, 2020 at -10.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	11.97%	2.79%	-2.62%	6.75%	-0.66%	0.10%							18.99%
2025	5.51%	-4.04%	-3.14%	-1.96%	5.61%	5.90%	4.43%	2.00%	4.95%	3.93%	1.57%	1.16%	28.37%
2024	-0.60%	3.10%	7.38%	-1.21%	2.47%	0.64%	5.46%	1.35%	1.83%	-0.56%	5.38%	-2.99%	24.02%
2023	2.03%	-3.32%	0.34%	0.65%	-1.45%	5.55%	4.13%	-0.60%	-3.17%	-2.94%	5.08%	5.07%	11.29%
2022	-0.26%	1.11%	5.37%	-8.07%	4.70%	-8.47%	8.07%	-2.26%	-8.44%	15.61%	5.40%	-3.30%	6.68%
2021	0.80%	10.47%	5.57%	5.43%	1.84%	0.36%	0.16%	3.89%	-4.73%	4.30%	-0.32%	3.44%	35.04%

Benchmark Metrics

Donald Trump win - gpt4o: top 10 has an annualized alpha of 27.00%, beta of 0.76, and R2 of 0.49 versus S&P 500 Index. Calculated based on daily prices since August 20, 2004.

This portfolio captured 136.28% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -17.99%) - a profile typical of hedging or uncorrelated assets.
R2 of 0.49 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha: 27.00%

Beta: 0.76

R²: 0.49

Upside Capture: 136.28%

Downside Capture: -17.99%

Expense Ratio

Donald Trump win - gpt4o: top 10 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

Donald Trump win - gpt4o: top 10 ranks 96 for risk / return — in the top 96% 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 Donald Trump win - gpt4o: top 10 and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	3.81	—	—
Sortino ratioReturn per unit of downside risk	5.37	—	—
Omega ratioGain probability vs. loss probability	1.69	—	—
Calmar ratioReturn relative to maximum drawdown	8.07	—	—
Martin ratioReturn relative to average drawdown	33.32	—	—
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
AMZN Amazon.com, Inc	58	0.61	1.04	1.13	0.85	2.03
CAT Caterpillar Inc.	98	4.76	5.44	1.69	11.74	38.98
DE Deere & Company	57	0.53	1.01	1.12	0.79	1.68
GOOGL Alphabet Inc. Class A	96	4.10	5.42	1.65	5.92	21.69
GS The Goldman Sachs Group, Inc.	90	2.68	3.28	1.43	3.88	12.98
JPM JPMorgan Chase & Co.	67	1.00	1.42	1.18	1.40	3.33
LMT Lockheed Martin Corporation	53	0.47	0.78	1.11	0.50	1.21
NOC Northrop Grumman Corporation	54	0.50	0.92	1.12	0.43	1.15
PFE Pfizer Inc.	67	0.86	1.43	1.17	1.79	3.68
XOM Exxon Mobil Corporation	86	2.13	2.70	1.35	3.33	9.35

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.

Donald Trump win - gpt4o: top 10 Sharpe ratios as of Jun 5, 2026 (values are recalculated daily):

1-Year: 3.81
5-Year: 1.16
10-Year: 1.12
All Time: 0.89

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 1.84 to 2.81, 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 Donald Trump win - gpt4o: top 10 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

Donald Trump win - gpt4o: top 10 provided a 1.92% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.92%	2.06%	2.14%	2.18%	1.85%	2.02%	2.51%	2.09%	2.17%	1.73%	2.01%	2.31%
Portfolio components:
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%
CAT Caterpillar Inc.	0.67%	1.02%	1.49%	1.69%	1.93%	2.07%	2.26%	2.56%	2.58%	1.97%	3.32%	4.33%
DE Deere & Company	1.11%	1.39%	1.42%	1.33%	1.05%	1.14%	1.13%	1.75%	1.84%	1.53%	2.33%	3.15%
GOOGL Alphabet Inc. Class A	0.23%	0.27%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GS The Goldman Sachs Group, Inc.	1.64%	1.59%	2.01%	2.72%	2.62%	1.70%	1.90%	1.80%	1.89%	1.14%	1.09%	1.41%
JPM JPMorgan Chase & Co.	1.89%	1.72%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%
LMT Lockheed Martin Corporation	2.61%	2.76%	2.62%	2.68%	2.34%	2.98%	2.76%	2.31%	3.13%	2.32%	2.71%	2.83%
NOC Northrop Grumman Corporation	1.73%	1.58%	1.72%	1.57%	1.24%	1.59%	1.86%	1.50%	1.92%	1.27%	1.50%	1.64%
PFE Pfizer Inc.	6.61%	6.91%	6.33%	5.70%	3.12%	2.64%	3.92%	3.68%	3.12%	3.53%	3.69%	3.47%
XOM Exxon Mobil Corporation	2.72%	3.32%	3.57%	3.68%	3.22%	5.70%	8.44%	4.92%	4.74%	3.66%	3.30%	3.69%

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 Donald Trump win - gpt4o: top 10. 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 Donald Trump win - gpt4o: top 10 was 52.92%, occurring on Nov 20, 2008. Recovery took 479 trading sessions.

Related event	Drawdown	Fall	Recovery	Underwater
Financial crisis2007–2009	-52.92%Nov 2008	11mo 15d	1y 11mo	2y 10moDec 2007 - Oct 2010
COVID crash2020	-33.51%Mar 2020	2mo 2d	5mo 7d	7mo 9dJan 2020 - Aug 2020
Rate-hike selloffLate 2018	-22.76%Dec 2018	2mo 21d	6mo 20d	9mo 11dOct 2018 - Jul 2019
2011 bear market2011	-21.79%Oct 2011	6mo 1d	4mo 13d	10mo 14dApr 2011 - Feb 2012
2025 selloff2025	-18.08%Apr 2025	2mo 10d	2mo 20d	5moJan 2025 - 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 10 assets, with an effective number of assets of 10.00, 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	2.10	1.82	1.72	1.52	1.45

The portfolio has a diversification ratio of 1.45, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Donald Trump win - gpt4o: top 10 correlation to the S&P 500 Index

Donald Trump win - gpt4o: top 10 has a 0.67 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	0.67
Correlation (3Y) Calculated over the trailing 3-year period	0.67
Correlation (5Y) Calculated over the trailing 5-year period	0.67
Correlation (10Y) Calculated over the trailing 10-year period	0.67
Correlation (All Time) Calculated using the full available price history since Aug 20, 2004	0.67

Benchmark Correlations

Correlation vs. S&P 500 Index. GS has the highest benchmark correlation at 0.68, while XOM has the lowest at -0.17.

XOM

-0.17

NOC

0.01

LMT

0.05

0.20

0.20

0.51

0.57

0.57

0.60

0.68

Portfolio Correlations

Correlation vs. Donald Trump win - gpt4o: top 10. CAT has the highest portfolio correlation at 0.75, while PFE has the lowest at 0.52.

0.52

0.56

0.57

0.59

0.60

0.62

0.70

JPM

0.72

0.73

CAT

0.75

Asset Correlations Table

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

	PFE	LMT	NOC	XOM	AMZN	GOOGL	DE	JPM	GS	CAT
PFE	1.00	0.32	0.32	0.32	0.26	0.28	0.31	0.37	0.33	0.32
LMT	0.32	1.00	0.70	0.33	0.22	0.25	0.35	0.34	0.32	0.36
NOC	0.32	0.70	1.00	0.33	0.22	0.25	0.36	0.36	0.33	0.36
XOM	0.32	0.33	0.33	1.00	0.23	0.28	0.45	0.43	0.40	0.51
AMZN	0.26	0.22	0.22	0.23	1.00	0.58	0.30	0.35	0.38	0.36
GOOGL	0.28	0.25	0.25	0.28	0.58	1.00	0.32	0.39	0.41	0.38
DE	0.31	0.35	0.36	0.45	0.30	0.32	1.00	0.46	0.46	0.68
JPM	0.37	0.34	0.36	0.43	0.35	0.39	0.46	1.00	0.74	0.53
GS	0.33	0.32	0.33	0.40	0.38	0.41	0.46	0.74	1.00	0.53
CAT	0.32	0.36	0.36	0.51	0.36	0.38	0.68	0.53	0.53	1.00

The correlation results are calculated based on daily price changes starting from Aug 20, 2004

Diversification Analysis

Find what Donald Trump win - gpt4o: top 10 is missing

See which holdings overlap, where Donald Trump win - gpt4o: top 10 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification