Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
WELL Welltower Inc. | Real Estate | 25% |
NEXA Nexa Resources S.A. | Basic Materials | 21% |
JNJ Johnson & Johnson | Healthcare | 19% |
IBM International Business Machines Corporation | Technology | 18% |
NVDA NVIDIA Corporation | Technology | 17% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in AA+ PORT, 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
| Position | 1D | 1M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* | ALL TIME* |
|---|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.19% | -0.76% | 7.25% | 8.73% | 18.21% | 17.95% | 11.30% | 13.09% | 8.08% |
Portfolio AA+ PORT | -0.37% | -1.50% | 5.99% | 15.87% | 51.28% | 43.71% | 28.54% | — | 23.12% |
| Portfolio components: | |||||||||
IBM International Business Machines Corporation | 0.16% | -14.49% | -29.40% | -27.15% | -23.58% | 19.09% | 13.91% | 7.64% | 7.00% |
JNJ Johnson & Johnson | -1.67% | 8.95% | 15.06% | 21.57% | 55.80% | 16.86% | 11.06% | 10.10% | 12.23% |
NEXA Nexa Resources S.A. | -1.39% | -15.59% | 1.86% | 35.82% | 151.99% | 39.81% | 10.20% | — | -0.45% |
NVDA NVIDIA Corporation | 0.23% | -3.52% | 9.29% | 9.13% | 18.06% | 66.27% | 60.07% | 65.23% | 36.39% |
WELL Welltower Inc. | 0.65% | 18.48% | 28.83% | 32.83% | 56.31% | 46.82% | 25.77% | 16.15% | 17.22% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 27, 2017, AA+ PORT's average daily return is +0.09%, while the average monthly return is +1.92%. At this rate, an investment would double in approximately 3.0 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +16.2%, while the worst month was Mar 2020 at -21.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, AA+ PORT closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +12.9%, while the worst single day was Mar 16, 2020 at -13.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 12.13% | 1.73% | -7.80% | 12.29% | 4.13% | -2.94% | -2.92% | 15.87% | |||||
| 2025 | -1.73% | 3.95% | -0.45% | -2.84% | 3.07% | 6.03% | 2.39% | 1.59% | 6.51% | 7.24% | 8.10% | 4.11% | 44.38% |
| 2024 | 6.09% | 6.57% | 4.93% | -3.83% | 9.40% | 2.59% | 3.24% | 1.76% | 6.73% | 3.68% | 1.72% | -1.13% | 49.71% |
| 2023 | 11.40% | -1.29% | 5.66% | 2.12% | 1.22% | 5.96% | 4.38% | 7.24% | -4.88% | -1.10% | 6.93% | 6.20% | 52.17% |
| 2022 | -1.28% | -3.85% | 13.35% | -6.12% | 0.30% | -11.78% | 5.09% | -10.40% | -10.39% | 4.09% | 12.59% | -3.59% | -14.78% |
| 2021 | -4.13% | 5.84% | 6.10% | 4.53% | 3.65% | 3.77% | 0.08% | 2.85% | -5.93% | 4.23% | 2.64% | 3.52% | 29.78% |
Benchmark Metrics
AA+ PORT has an annualized alpha of 10.57%, beta of 0.97, and R2 of 0.60 versus S&P 500 Index. Calculated based on daily prices since October 27, 2017.
- This portfolio captured 131.42% of S&P 500 Index gains but only 93.25% of its losses - a favorable profile for investors.
- This portfolio generated an annualized alpha of 10.57% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.97 and R2 of 0.60, 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
- 10.57%
- Beta
- 0.97
- R²
- 0.60
- Upside Capture
- 131.42%
- Downside Capture
- 93.25%
Expense Ratio
AA+ PORT 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
AA+ PORT ranks 84 for risk / return — in the top 84% 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 AA+ PORT 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 | 2.31 | 1.45 | +0.86 |
| Sortino ratioReturn per unit of downside risk | 3.01 | 2.03 | +0.98 |
| Omega ratioGain probability vs. loss probability | 1.42 | 1.26 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.61 | 2.01 | +1.60 |
| Martin ratioReturn relative to average drawdown | 12.32 | 8.68 | +3.64 |
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 |
|---|---|---|---|---|---|---|
IBM International Business Machines Corporation | 20 | -0.49 | -0.38 | 0.94 | -0.66 | -1.53 |
JNJ Johnson & Johnson | 96 | 3.11 | 4.29 | 1.53 | 5.12 | 14.40 |
NEXA Nexa Resources S.A. | 91 | 2.20 | 2.59 | 1.35 | 4.10 | 11.32 |
NVDA NVIDIA Corporation | 62 | 0.51 | 0.95 | 1.11 | 0.90 | 1.90 |
WELL Welltower Inc. | 94 | 2.52 | 3.22 | 1.42 | 4.49 | 10.95 |
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Dividends
Dividend yield
AA+ PORT provided a 1.29% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.29% | 1.50% | 1.70% | 2.54% | 3.58% | 2.74% | 3.30% | 3.82% | 3.89% | 2.56% | 2.48% | 2.62% |
| Portfolio components: | ||||||||||||
IBM International Business Machines Corporation | 3.16% | 2.27% | 3.03% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% |
JNJ Johnson & Johnson | 2.11% | 2.48% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% |
NEXA Nexa Resources S.A. | 0.00% | 1.14% | 0.00% | 2.64% | 6.26% | 3.36% | 3.92% | 6.46% | 5.04% | 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. | 1.21% | 1.52% | 2.03% | 2.71% | 3.72% | 2.84% | 4.18% | 4.26% | 5.01% | 5.46% | 5.14% | 4.85% |
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 AA+ PORT. 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 AA+ PORT was 42.99%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current AA+ PORT drawdown is 8.91%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-42.99%Mar 2020 | 1mo 2d | 4mo 16d | 5mo 18dFeb 2020 - Aug 2020 | COVID crash2020 |
-33.39%Oct 2022 | 6mo 12d | 8mo 3d | 1y 2moApr 2022 - Jun 2023 | Bear market2022 |
-20.50%Dec 2018 | 10mo 29d | 9mo 26d | 1y 8moJan 2018 - Oct 2019 | Rate-hike selloffLate 2018 |
-14.26%Mar 2026 | 17d | 26d | 1mo 13dMar 2026 - Apr 2026 | — |
-13.44%Apr 2025 | 1mo 16d | 2mo 5d | 3mo 21dFeb 2025 - Jun 2025 | 2025 selloff2025 |
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 4.90, 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 | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.91 | 1.93 | 1.75 | 1.61 |
The portfolio has a diversification ratio of 1.61, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
AA+ PORT correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 0.71 |
Benchmark Correlations
Correlation vs. S&P 500 Index. NVDA has the highest benchmark correlation at 0.67, while JNJ has the lowest at 0.31.
Asset Correlations Table
Find what AA+ PORT is missing
See which holdings overlap, where AA+ PORT is concentrated, and which low-correlation assets could fill the gaps.
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