Candidate (3/23/25), 1/2 sample space

Asset Allocation

Position	Category/Sector	Target Weight
ABBV AbbVie Inc.	Healthcare	11.02%
AVGO Broadcom Inc.	Technology	3.04%
CB Chubb Limited	Financial Services	1.88%
COST Costco Wholesale Corporation	Consumer Defensive	0.19%
GE General Electric Company	Industrials	7.74%
GILD Gilead Sciences, Inc.	Healthcare	3.95%
IBM International Business Machines Corporation	Technology	2.98%
LLY Eli Lilly and Company	Healthcare	11.85%
NVDA NVIDIA Corporation	Technology	2.83%
PANW Palo Alto Networks, Inc.	Technology	3.60%
PGR The Progressive Corporation	Financial Services	10.01%
PLTR Palantir Technologies Inc.	Technology	2.62%
PM Philip Morris International Inc.	Consumer Defensive	11.08%
SO The Southern Company	Utilities	8.24%
T AT&T Inc.	Communication Services	0.27%
TMUS T-Mobile US, Inc.	Communication Services	1.34%
WMT Walmart Inc.	Consumer Defensive	8%
XOM Exxon Mobil Corporation	Energy	9.37%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Candidate (3/23/25), 1/2 sample space, 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 when any position deviates by more than 0.0% from its target allocation.

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The earliest data available for this chart is Sep 30, 2020, corresponding to the inception date of PLTR

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.80%	4.83%	2.59%	5.27%	30.14%	19.29%	10.91%	12.94%
Portfolio Candidate (3/23/25), 1/2 sample space	-0.01%	-2.99%	1.24%	5.74%	25.18%	34.45%	29.31%	—
Portfolio components:
LLY Eli Lilly and Company	-1.89%	-8.50%	-15.65%	9.84%	20.41%	35.16%	38.12%	30.34%
PM Philip Morris International Inc.	-1.43%	-9.26%	-1.13%	1.46%	1.67%	21.77%	16.49%	9.93%
ABBV AbbVie Inc.	-0.05%	-5.10%	-7.29%	-6.36%	21.73%	12.83%	18.43%	18.12%
PGR The Progressive Corporation	2.36%	-1.65%	-5.97%	-5.46%	-22.39%	17.47%	17.91%	23.02%
XOM Exxon Mobil Corporation	-0.15%	-5.23%	24.65%	35.57%	49.50%	12.45%	26.07%	10.49%
SO The Southern Company	-1.38%	-4.51%	9.38%	-3.56%	7.39%	13.54%	11.90%	10.97%
WMT Walmart Inc.	-0.23%	-0.77%	12.21%	14.90%	33.94%	37.67%	23.24%	20.52%
GE General Electric Company	-1.28%	3.27%	2.06%	4.87%	69.97%	61.18%	36.94%	9.03%
GILD Gilead Sciences, Inc.	-0.48%	-3.75%	14.52%	19.60%	35.77%	23.07%	20.29%	7.31%
PANW Palo Alto Networks, Inc.	1.56%	-1.99%	-10.91%	-20.60%	-5.44%	18.06%	21.84%	21.48%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 1, 2020, Candidate (3/23/25), 1/2 sample space's average daily return is +0.12%, while the average monthly return is +2.49%. At this rate, an investment would double in approximately 2.3 years.

Historically, 75% of months were positive and 25% were negative. The best month was Nov 2020 with a return of +16.3%, while the worst month was Sep 2022 at -5.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 2 months.

On a daily basis, Candidate (3/23/25), 1/2 sample space closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +5.9%, while the worst single day was Apr 4, 2025 at -7.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.86%	3.57%	-4.66%	-0.33%									1.24%
2025	5.81%	9.22%	-2.20%	2.64%	1.67%	2.84%	-1.43%	2.47%	4.28%	-0.26%	5.25%	0.37%	34.60%
2024	5.44%	7.40%	5.08%	-0.14%	4.54%	3.77%	4.02%	8.77%	1.72%	0.73%	3.48%	-4.03%	48.40%
2023	3.12%	-0.58%	5.31%	2.15%	0.43%	5.74%	2.94%	2.35%	-0.85%	0.51%	5.60%	1.78%	32.18%
2022	0.22%	0.35%	6.61%	-3.91%	3.77%	-4.58%	4.12%	-1.84%	-5.86%	12.73%	6.28%	-2.04%	15.20%
2021	2.70%	2.83%	3.04%	3.64%	3.02%	3.37%	0.22%	4.17%	-4.84%	5.07%	-2.67%	8.33%	32.19%

Benchmark Metrics

Candidate (3/23/25), 1/2 sample space has an annualized alpha of 22.75%, beta of 0.64, and R² of 0.60 versus S&P 500 Index. Calculated based on daily prices since October 01, 2020.

This portfolio captured 111.56% of S&P 500 Index gains but only 24.74% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 22.75% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
Beta of 0.64 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 22.75%

Beta: 0.64

R²: 0.60

Upside Capture: 111.56%

Downside Capture: 24.74%

Expense Ratio

Candidate (3/23/25), 1/2 sample space 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

Candidate (3/23/25), 1/2 sample space ranks 41 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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	2.21	2.30	-0.08
Sortino ratio Return per unit of downside risk	3.15	3.18	-0.03
Omega ratio Gain probability vs. loss probability	1.39	1.43	-0.04
Calmar ratio Return relative to maximum drawdown	4.20	3.40	+0.80
Martin ratio Return relative to average drawdown	15.70	15.35	+0.34
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
LLY Eli Lilly and Company	47	0.50	0.95	1.13	0.81	1.94
PM Philip Morris International Inc.	33	0.07	0.25	1.03	0.28	0.57
ABBV AbbVie Inc.	57	0.86	1.31	1.17	1.62	3.66
PGR The Progressive Corporation	7	-0.99	-1.31	0.85	-0.76	-1.19
XOM Exxon Mobil Corporation	82	2.18	2.79	1.35	3.77	13.71
SO The Southern Company	43	0.47	0.77	1.09	0.59	1.44
WMT Walmart Inc.	75	1.56	2.34	1.29	3.26	8.83
GE General Electric Company	84	2.44	2.98	1.40	3.54	12.94
GILD Gilead Sciences, Inc.	70	1.28	1.99	1.23	2.88	8.25
PANW Palo Alto Networks, Inc.	26	-0.16	0.02	1.00	-0.07	-0.17

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.

Candidate (3/23/25), 1/2 sample space Sharpe ratios as of Apr 16, 2026 (values are recalculated daily):

1-Year: 2.21
5-Year: 2.15
All Time: 2.42

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 2.19 to 3.00, 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 Candidate (3/23/25), 1/2 sample space 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

Candidate (3/23/25), 1/2 sample space provided a 2.40% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.40%	1.93%	2.05%	2.33%	2.28%	3.18%	3.37%	3.46%	3.52%	2.77%	2.93%	2.92%
Portfolio components:
LLY Eli Lilly and Company	0.69%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
PM Philip Morris International Inc.	3.66%	3.52%	4.40%	5.46%	4.98%	5.16%	5.73%	5.43%	6.73%	3.99%	4.50%	4.60%
ABBV AbbVie Inc.	3.23%	2.87%	3.49%	3.82%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%
PGR The Progressive Corporation	6.91%	2.15%	0.48%	0.25%	0.31%	6.23%	2.68%	3.89%	1.86%	1.21%	2.50%	2.16%
XOM Exxon Mobil Corporation	2.71%	3.32%	3.57%	3.68%	3.22%	5.70%	8.44%	4.92%	4.74%	3.66%	3.30%	3.69%
SO The Southern Company	3.13%	3.37%	3.47%	3.96%	3.78%	3.82%	4.13%	3.86%	5.42%	4.78%	4.52%	4.60%
WMT Walmart Inc.	0.76%	0.84%	0.92%	1.45%	1.58%	1.52%	1.50%	1.78%	2.23%	2.07%	2.89%	3.20%
GE General Electric Company	0.49%	0.47%	0.67%	0.25%	0.38%	0.34%	0.37%	4.12%	4.89%	4.81%	2.94%	2.95%
GILD Gilead Sciences, Inc.	2.28%	2.57%	3.33%	3.70%	3.40%	3.91%	4.67%	3.88%	3.65%	2.90%	2.57%	1.27%
PANW Palo Alto Networks, 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%

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 Candidate (3/23/25), 1/2 sample space. 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 Candidate (3/23/25), 1/2 sample space was 12.31%, occurring on Jun 17, 2022. Recovery took 92 trading sessions.

The current Candidate (3/23/25), 1/2 sample space drawdown is 4.97%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-12.31%	Apr 11, 2022	48	Jun 17, 2022	92	Oct 28, 2022	140
-12.28%	Mar 3, 2025	27	Apr 8, 2025	15	Apr 30, 2025	42
-7.06%	Oct 13, 2020	12	Oct 28, 2020	7	Nov 6, 2020	19
-6.6%	Mar 2, 2026	20	Mar 27, 2026	—	—	—
-5.29%	Sep 15, 2023	13	Oct 3, 2023	9	Oct 16, 2023	22

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 18 assets, with an effective number of assets of 12.03, 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	XOM	PLTR	PANW	NVDA	LLY	T	SO	GILD	PM	ABBV	PGR	TMUS	AVGO	WMT	CB	GE	IBM	COST	Portfolio
Benchmark	1.00	0.26	0.53	0.52	0.68	0.34	0.23	0.21	0.30	0.26	0.28	0.25	0.32	0.69	0.34	0.33	0.54	0.49	0.53	0.71
XOM	0.26	1.00	0.07	0.05	0.04	0.07	0.25	0.16	0.15	0.23	0.20	0.22	0.12	0.08	0.11	0.32	0.27	0.26	0.06	0.43
PLTR	0.53	0.07	1.00	0.46	0.49	0.10	0.07	-0.05	0.05	0.01	0.00	0.00	0.11	0.44	0.14	0.00	0.32	0.23	0.26	0.38
PANW	0.52	0.05	0.46	1.00	0.45	0.19	0.05	0.01	0.08	0.05	0.07	0.11	0.19	0.44	0.18	0.08	0.23	0.22	0.34	0.40
NVDA	0.68	0.04	0.49	0.45	1.00	0.19	-0.04	-0.07	0.03	0.00	0.04	0.03	0.15	0.67	0.12	0.03	0.34	0.19	0.33	0.38
LLY	0.34	0.07	0.10	0.19	0.19	1.00	0.10	0.19	0.25	0.19	0.38	0.19	0.20	0.20	0.23	0.20	0.19	0.20	0.26	0.58
T	0.23	0.25	0.07	0.05	-0.04	0.10	1.00	0.38	0.28	0.36	0.27	0.27	0.37	-0.01	0.24	0.34	0.23	0.33	0.15	0.36
SO	0.21	0.16	-0.05	0.01	-0.07	0.19	0.38	1.00	0.31	0.38	0.31	0.30	0.32	-0.03	0.31	0.36	0.10	0.23	0.25	0.41
GILD	0.30	0.15	0.05	0.08	0.03	0.25	0.28	0.31	1.00	0.30	0.43	0.24	0.28	0.12	0.25	0.29	0.15	0.26	0.22	0.43
PM	0.26	0.23	0.01	0.05	0.00	0.19	0.36	0.38	0.30	1.00	0.31	0.28	0.26	0.07	0.29	0.32	0.19	0.28	0.23	0.50
ABBV	0.28	0.20	0.00	0.07	0.04	0.38	0.27	0.31	0.43	0.31	1.00	0.25	0.23	0.09	0.22	0.31	0.16	0.26	0.18	0.54
PGR	0.25	0.22	0.00	0.11	0.03	0.19	0.27	0.30	0.24	0.28	0.25	1.00	0.32	0.08	0.28	0.51	0.21	0.25	0.27	0.50
TMUS	0.32	0.12	0.11	0.19	0.15	0.20	0.37	0.32	0.28	0.26	0.23	0.32	1.00	0.14	0.28	0.30	0.15	0.18	0.33	0.38
AVGO	0.69	0.08	0.44	0.44	0.67	0.20	-0.01	-0.03	0.12	0.07	0.09	0.08	0.14	1.00	0.15	0.07	0.38	0.31	0.35	0.44
WMT	0.34	0.11	0.14	0.18	0.12	0.23	0.24	0.31	0.25	0.29	0.22	0.28	0.28	0.15	1.00	0.26	0.21	0.24	0.59	0.49
CB	0.33	0.32	0.00	0.08	0.03	0.20	0.34	0.36	0.29	0.32	0.31	0.51	0.30	0.07	0.26	1.00	0.33	0.30	0.24	0.49
GE	0.54	0.27	0.32	0.23	0.34	0.19	0.23	0.10	0.15	0.19	0.16	0.21	0.15	0.38	0.21	0.33	1.00	0.37	0.23	0.56
IBM	0.49	0.26	0.23	0.22	0.19	0.20	0.33	0.23	0.26	0.28	0.26	0.25	0.18	0.31	0.24	0.30	0.37	1.00	0.27	0.51
COST	0.53	0.06	0.26	0.34	0.33	0.26	0.15	0.25	0.22	0.23	0.18	0.27	0.33	0.35	0.59	0.24	0.23	0.27	1.00	0.48
Portfolio	0.71	0.43	0.38	0.40	0.38	0.58	0.36	0.41	0.43	0.50	0.54	0.50	0.38	0.44	0.49	0.49	0.56	0.51	0.48	1.00

The correlation results are calculated based on daily price changes starting from Oct 1, 2020

Candidate (3/23/25), 1/2 sample space

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