Optimized joseph Carlson max

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	6.25%
ABBV AbbVie Inc.	Healthcare	6.25%
AMZN Amazon.com, Inc	Consumer Cyclical	6.25%
AVGO Broadcom Inc.	Technology	6.25%
BLK BlackRock, Inc.	Financial Services	6.25%
COST Costco Wholesale Corporation	Consumer Defensive	6.25%
JNJ Johnson & Johnson	Healthcare	6.25%
JPM JPMorgan Chase & Co.	Financial Services	6.25%
LLY Eli Lilly and Company	Healthcare	6.25%
MA Mastercard Inc	Financial Services	6.25%
MSFT Microsoft Corporation	Technology	6.25%
NVDA NVIDIA Corporation	Technology	6.25%
PEP PepsiCo, Inc.	Consumer Defensive	6.25%
PG The Procter & Gamble Company	Consumer Defensive	6.25%
UNP Union Pacific Corporation	Industrials	6.25%
V Visa Inc.	Financial Services	6.25%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Optimized joseph Carlson 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.

Loading graphics...

The earliest data available for this chart is Jan 2, 2013, corresponding to the inception date of ABBV

Returns By Period

As of Apr 3, 2026, the Optimized joseph Carlson max returned -3.79% Year-To-Date and 24.76% of annualized return in the last 10 years.

	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 Optimized joseph Carlson max	0.12%	-4.45%	-3.79%	-1.53%	17.19%	26.22%	20.72%	24.76%
Portfolio components:
AAPL Apple Inc	0.11%	-2.97%	-5.78%	-0.28%	14.80%	16.04%	16.39%	26.10%
MSFT Microsoft Corporation	1.11%	-7.54%	-22.60%	-27.29%	-1.52%	10.00%	9.94%	22.58%
AVGO Broadcom Inc.	0.34%	0.44%	-8.93%	-6.61%	84.26%	72.07%	48.84%	38.50%
NVDA NVIDIA Corporation	0.93%	-1.47%	-4.88%	-6.08%	60.69%	85.17%	66.71%	70.07%
COST Costco Wholesale Corporation	1.85%	0.71%	17.86%	11.02%	5.74%	28.60%	24.74%	22.54%
PEP PepsiCo, Inc.	1.53%	-3.94%	10.38%	12.40%	9.51%	-1.63%	5.35%	7.43%
PG The Procter & Gamble Company	-0.67%	-10.39%	0.58%	-4.54%	-13.25%	1.10%	3.87%	8.50%
AMZN Amazon.com, Inc	-0.38%	0.50%	-9.12%	-5.68%	7.02%	27.00%	5.83%	21.61%
JNJ Johnson & Johnson	-0.44%	-1.50%	18.06%	32.21%	60.80%	19.22%	11.44%	11.41%
LLY Eli Lilly and Company	-1.98%	-7.16%	-12.80%	14.47%	15.19%	39.72%	39.64%	31.19%

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

Monthly Returns

Based on dividend-adjusted daily data since Jan 3, 2013, Optimized joseph Carlson max's average daily return is +0.09%, while the average monthly return is +1.91%. At this rate, your investment would double in approximately 3.1 years.

Historically, 72% of months were positive and 28% were negative. The best month was Apr 2020 with a return of +12.6%, while the worst month was Sep 2022 at -8.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Optimized joseph Carlson max closed higher 56% of trading days. The best single day was Mar 13, 2020 with a return of +10.1%, while the worst single day was Mar 16, 2020 at -11.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.11%	1.25%	-5.38%	0.31%									-3.79%
2025	2.89%	2.08%	-6.00%	-0.72%	5.63%	4.03%	2.31%	2.98%	2.83%	1.97%	2.16%	-0.88%	20.49%
2024	4.60%	7.49%	2.56%	-3.85%	4.69%	4.83%	1.83%	4.31%	0.19%	-0.14%	3.79%	0.48%	34.86%
2023	5.27%	-0.71%	5.96%	3.12%	3.79%	6.64%	4.13%	0.28%	-5.04%	-0.68%	9.21%	5.18%	42.99%
2022	-4.72%	-1.94%	5.65%	-8.59%	-0.68%	-5.92%	8.38%	-5.32%	-8.94%	9.02%	7.92%	-4.50%	-11.47%
2021	-1.39%	1.54%	2.29%	4.67%	1.63%	4.29%	3.21%	2.78%	-5.26%	8.12%	1.83%	6.64%	34.08%

Benchmark Metrics

Optimized joseph Carlson max has an annualized alpha of 11.46%, beta of 0.98, and R² of 0.91 versus S&P 500 Index. Calculated based on daily prices since January 03, 2013.

This portfolio captured 133.96% of S&P 500 Index gains but only 77.96% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 11.46% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.98 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: 11.46%

Beta: 0.98

R²: 0.91

Upside Capture: 133.96%

Downside Capture: 77.96%

Expense Ratio

Optimized joseph Carlson 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

Optimized joseph Carlson max ranks 36 for risk / return — below 36% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.05	0.88	+0.17
Sortino ratio Return per unit of downside risk	1.59	1.37	+0.22
Omega ratio Gain probability vs. loss probability	1.24	1.21	+0.03
Calmar ratio Return relative to maximum drawdown	1.63	1.39	+0.25
Martin ratio Return relative to average drawdown	7.37	6.43	+0.93
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.

	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
MSFT Microsoft Corporation	35	-0.06	0.11	1.01	-0.05	-0.12
AVGO Broadcom Inc.	84	1.76	2.49	1.32	3.08	7.50
NVDA NVIDIA Corporation	81	1.47	2.17	1.27	3.02	7.54
COST Costco Wholesale Corporation	45	0.29	0.56	1.07	0.36	0.72
PEP PepsiCo, Inc.	51	0.42	0.81	1.09	0.60	1.23
PG The Procter & Gamble Company	12	-0.71	-0.87	0.90	-0.75	-1.39
AMZN Amazon.com, Inc	46	0.20	0.55	1.07	0.42	1.00
JNJ Johnson & Johnson	97	3.51	4.77	1.64	7.48	25.03
LLY Eli Lilly and Company	51	0.36	0.78	1.11	0.56	1.37

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.

Optimized joseph Carlson max Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 1.05
5-Year: 1.27
10-Year: 1.36
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 0.98 to 1.66, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

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

Loading graphics...

Dividends

Dividend yield

Optimized joseph Carlson max provided a 1.45% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.45%	1.40%	1.46%	1.69%	1.70%	1.44%	1.84%	1.84%	2.00%	1.89%	1.91%	2.16%
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%
MSFT Microsoft Corporation	0.93%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
AVGO Broadcom Inc.	0.79%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
COST Costco Wholesale Corporation	0.51%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
PEP PepsiCo, Inc.	3.62%	3.92%	3.51%	2.91%	2.50%	2.45%	2.71%	2.77%	3.25%	2.64%	2.83%	2.76%
PG The Procter & Gamble Company	2.95%	2.91%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.31%
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%
JNJ Johnson & Johnson	2.14%	2.48%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%
LLY Eli Lilly and Company	0.67%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%

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.

Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the Optimized joseph Carlson 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 Optimized joseph Carlson max was 29.52%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.

The current Optimized joseph Carlson max drawdown is 5.64%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-29.52%	Feb 20, 2020	23	Mar 23, 2020	52	Jun 5, 2020	75
-22.23%	Jan 4, 2022	194	Oct 11, 2022	132	Apr 21, 2023	326
-18.33%	Oct 2, 2018	58	Dec 24, 2018	59	Mar 21, 2019	117
-16.68%	Feb 20, 2025	34	Apr 8, 2025	45	Jun 12, 2025	79
-13.54%	Dec 7, 2015	46	Feb 11, 2016	43	Apr 14, 2016	89

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading graphics...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 16 assets, with an effective number of assets of 16.00, 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.

Asset Correlations Table

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

	Benchmark	LLY	ABBV	PG	PEP	JNJ	COST	NVDA	UNP	JPM	AVGO	AMZN	AAPL	MSFT	BLK	V	MA	Portfolio
Benchmark	1.00	0.41	0.42	0.39	0.42	0.41	0.53	0.61	0.59	0.65	0.64	0.64	0.63	0.71	0.74	0.67	0.68	0.92
LLY	0.41	1.00	0.41	0.30	0.28	0.43	0.28	0.21	0.22	0.24	0.23	0.24	0.23	0.29	0.28	0.29	0.29	0.48
ABBV	0.42	0.41	1.00	0.32	0.33	0.46	0.23	0.18	0.30	0.30	0.22	0.20	0.22	0.26	0.33	0.34	0.34	0.48
PG	0.39	0.30	0.32	1.00	0.63	0.48	0.39	0.11	0.32	0.23	0.14	0.18	0.24	0.27	0.31	0.35	0.35	0.44
PEP	0.42	0.28	0.33	0.63	1.00	0.48	0.39	0.13	0.31	0.23	0.19	0.20	0.27	0.29	0.34	0.36	0.35	0.47
JNJ	0.41	0.43	0.46	0.48	0.48	1.00	0.32	0.11	0.35	0.30	0.17	0.18	0.22	0.25	0.37	0.36	0.35	0.46
COST	0.53	0.28	0.23	0.39	0.39	0.32	1.00	0.32	0.32	0.28	0.32	0.38	0.37	0.42	0.38	0.39	0.39	0.56
NVDA	0.61	0.21	0.18	0.11	0.13	0.11	0.32	1.00	0.28	0.32	0.59	0.52	0.47	0.55	0.42	0.39	0.41	0.66
UNP	0.59	0.22	0.30	0.32	0.31	0.35	0.32	0.28	1.00	0.52	0.35	0.27	0.34	0.35	0.55	0.45	0.47	0.58
JPM	0.65	0.24	0.30	0.23	0.23	0.30	0.28	0.32	0.52	1.00	0.37	0.32	0.33	0.36	0.63	0.47	0.47	0.59
AVGO	0.64	0.23	0.22	0.14	0.19	0.17	0.32	0.59	0.35	0.37	1.00	0.46	0.49	0.51	0.45	0.40	0.42	0.68
AMZN	0.64	0.24	0.20	0.18	0.20	0.18	0.38	0.52	0.27	0.32	0.46	1.00	0.49	0.59	0.43	0.46	0.48	0.65
AAPL	0.63	0.23	0.22	0.24	0.27	0.22	0.37	0.47	0.34	0.33	0.49	0.49	1.00	0.54	0.42	0.43	0.45	0.65
MSFT	0.71	0.29	0.26	0.27	0.29	0.25	0.42	0.55	0.35	0.36	0.51	0.59	0.54	1.00	0.49	0.52	0.53	0.72
BLK	0.74	0.28	0.33	0.31	0.34	0.37	0.38	0.42	0.55	0.63	0.45	0.43	0.42	0.49	1.00	0.53	0.56	0.72
V	0.67	0.29	0.34	0.35	0.36	0.36	0.39	0.39	0.45	0.47	0.40	0.46	0.43	0.52	0.53	1.00	0.84	0.72
MA	0.68	0.29	0.34	0.35	0.35	0.35	0.39	0.41	0.47	0.47	0.42	0.48	0.45	0.53	0.56	0.84	1.00	0.73
Portfolio	0.92	0.48	0.48	0.44	0.47	0.46	0.56	0.66	0.58	0.59	0.68	0.65	0.65	0.72	0.72	0.72	0.73	1.00

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

Optimized joseph Carlson max

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table