Claude Pro No index

Asset Allocation

Position	Category/Sector	Target Weight
NVDA NVIDIA Corporation	Technology	12.30%
MSFT Microsoft Corporation	Technology	10.80%
ASML ASML Holding N.V.	Technology	7.70%
NEE NextEra Energy, Inc.	Utilities	7.70%
SU.PA Schneider Electric S.E.	Industrials	7.70%
PWR Quanta Services, Inc.	Industrials	7.70%
LLY Eli Lilly and Company	Healthcare	6.90%
ISRG Intuitive Surgical, Inc.	Healthcare	6.20%
RHM.DE Rheinmetall AG	Industrials	6.20%
DHR Danaher Corporation	Healthcare	5.40%
LHX L3Harris Technologies, Inc.	Industrials	5.40%
V Visa Inc.	Financial Services	4.60%
ACM AECOM	Industrials	3.80%
NU Nu Holdings Ltd.	Financial Services	3.80%
HDB HDFC Bank Limited	Financial Services	3.80%

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 Claude Pro No index, 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	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	1.65%	1.97%	10.35%	10.82%	26.39%	19.66%	12.33%	13.81%
Portfolio Claude Pro No index	1.24%	1.30%	4.70%	5.31%	21.57%	31.43%	—	—
Portfolio components:
ACM AECOM	-0.76%	-2.41%	-26.51%	-28.48%	-37.17%	-6.12%	3.10%	8.48%
ASML ASML Holding N.V.	1.56%	26.03%	77.53%	74.60%	150.66%	39.28%	23.28%	36.21%
DHR Danaher Corporation	0.56%	11.85%	-20.72%	-20.48%	-9.13%	-4.95%	-3.10%	11.22%
HDB HDFC Bank Limited	2.36%	1.19%	-32.29%	-31.26%	-31.53%	-7.62%	-6.14%	5.53%
ISRG Intuitive Surgical, Inc.	1.34%	-1.09%	-26.45%	-25.55%	-18.67%	8.14%	7.48%	19.30%
LHX L3Harris Technologies, Inc.	-1.18%	0.66%	4.39%	6.22%	20.28%	18.17%	8.64%	16.18%
LLY Eli Lilly and Company	-0.32%	12.38%	5.44%	6.68%	38.81%	37.10%	39.92%	33.49%
MSFT Microsoft Corporation	2.31%	-5.05%	-16.97%	-15.43%	-15.16%	6.13%	10.11%	24.60%
NEE NextEra Energy, Inc.	0.15%	-7.08%	8.80%	6.97%	18.50%	7.57%	6.03%	13.52%
NU Nu Holdings Ltd.	1.97%	1.97%	-25.75%	-25.35%	4.45%	18.13%	—	—

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

Monthly Returns

Based on dividend-adjusted daily data since Dec 9, 2021, Claude Pro No index's average daily return is +0.10%, while the average monthly return is +2.16%. At this rate, an investment would double in approximately 2.7 years.

Historically, 64% of months were positive and 36% were negative. The best month was Feb 2024 with a return of +12.6%, while the worst month was Apr 2022 at -13.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Claude Pro No index closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +8.6%, while the worst single day was Apr 4, 2025 at -5.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.83%	0.95%	-8.05%	7.58%	1.38%	-0.40%							4.70%
2025	2.40%	0.42%	-1.48%	5.13%	10.06%	6.17%	0.39%	-0.09%	7.21%	4.91%	-0.34%	-0.28%	39.54%
2024	5.45%	12.58%	7.00%	-2.84%	9.52%	2.33%	-1.03%	5.38%	0.14%	-1.63%	4.39%	-4.65%	41.43%
2023	8.39%	2.02%	8.67%	2.96%	6.27%	7.74%	0.97%	-0.29%	-6.84%	-1.27%	11.00%	5.78%	54.02%
2022	-10.23%	3.81%	10.46%	-12.98%	-0.27%	-4.81%	10.09%	-7.11%	-8.78%	9.90%	11.81%	-5.51%	-7.90%
2021												0.39%	0.39%

Benchmark Metrics

Claude Pro No index has an annualized alpha of 13.38%, beta of 1.08, and R2 of 0.80 versus S&P 500 Index. Calculated based on daily prices since December 09, 2021.

This portfolio captured 147.87% of S&P 500 Index gains but only 87.89% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 13.38% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 1.08 and R2 of 0.80, 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: 13.38%

Beta: 1.08

R²: 0.80

Upside Capture: 147.87%

Downside Capture: 87.89%

See how alpha, beta & R² have trended over time →

Expense Ratio

Claude Pro No index 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

Claude Pro No index ranks 19 for risk / return — in the bottom 19% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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 Claude Pro No index 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	1.37	2.14	-0.77
Sortino ratioReturn per unit of downside risk	2.01	2.89	-0.87
Omega ratioGain probability vs. loss probability	1.24	1.39	-0.15
Calmar ratioReturn relative to maximum drawdown	1.71	2.91	-1.20
Martin ratioReturn relative to average drawdown	6.94	13.08	-6.14

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
ACM AECOM	7	-1.16	-1.53	0.78	-0.77	-1.46
ASML ASML Holding N.V.	96	3.56	3.91	1.48	8.49	22.87
DHR Danaher Corporation	28	-0.33	-0.30	0.97	-0.28	-0.66
HDB HDFC Bank Limited	5	-1.29	-1.89	0.77	-0.77	-1.56
ISRG Intuitive Surgical, Inc.	17	-0.61	-0.79	0.91	-0.58	-1.16
LHX L3Harris Technologies, Inc.	64	0.83	1.30	1.15	0.99	2.55
LLY Eli Lilly and Company	71	1.03	1.58	1.21	1.68	4.19
MSFT Microsoft Corporation	20	-0.60	-0.68	0.91	-0.45	-0.92
NEE NextEra Energy, Inc.	65	0.78	1.22	1.16	1.28	3.53
NU Nu Holdings Ltd.	44	0.12	0.43	1.05	0.12	0.29

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. Learn how to interpret the Sharpe ratio.

The current Claude Pro No index Sharpe ratio is 1.37 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.56 to 2.44, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Claude Pro No index 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

Claude Pro No index provided a 0.94% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.94%	0.86%	0.89%	1.62%	1.02%	0.78%	0.92%	1.06%	1.26%	1.12%	3.06%	1.28%
Portfolio components:
ACM AECOM	1.64%	1.09%	0.82%	0.78%	0.71%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ASML ASML Holding N.V.	0.46%	0.97%	0.97%	0.86%	1.27%	0.50%	0.50%	1.40%	0.94%	0.64%	0.92%	0.73%
DHR Danaher Corporation	0.75%	0.56%	0.47%	12.64%	0.38%	0.26%	0.32%	0.44%	0.62%	0.60%	32.55%	0.58%
HDB HDFC Bank Limited	3.43%	2.32%	2.19%	2.06%	1.70%	0.81%	0.00%	0.17%	0.55%	0.49%	0.66%	0.58%
ISRG Intuitive Surgical, 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%
LHX L3Harris Technologies, Inc.	1.61%	1.64%	2.21%	2.17%	2.15%	1.91%	1.80%	1.45%	1.86%	1.55%	2.01%	2.23%
LLY Eli Lilly and Company	0.57%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
MSFT Microsoft Corporation	0.89%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
NEE NextEra Energy, Inc.	2.76%	2.82%	2.87%	3.08%	2.03%	1.65%	1.81%	2.06%	2.55%	2.52%	2.91%	2.96%
NU Nu Holdings Ltd.	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 Claude Pro No index. 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 Claude Pro No index was 26.45%, occurring on Oct 14, 2022. Recovery took 86 trading sessions.

The current Claude Pro No index drawdown is 2.90%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-26.45%Oct 2022	6mo 12d	4mo 3d	10mo 15dApr 2022 - Feb 2023
Bear market2022	-15.19%Jan 2022	1mo	1mo 23d	2mo 23dDec 2021 - Mar 2022
2025 selloff2025	-12.99%Apr 2025	2mo 14d	24d	3mo 8dJan 2025 - May 2025
2026 correction2026	-12.27%Mar 2026	2mo 1d	—	4mo 19dJan 2026 - now
2023 correction2023	-11.64%Oct 2023	2mo 16d	1mo 20d	4mo 6dJul 2023 - Nov 2023

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 15 assets, with an effective number of assets of 13.29, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	All Time
Diversification Ratio	2.11	1.86	1.68

The portfolio has a diversification ratio of 1.68, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Claude Pro No index correlation to the S&P 500 Index

Claude Pro No index has a 0.81 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	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (All Time) Calculated using the full available price history since Dec 9, 2021	0.88

Benchmark Correlations

Correlation vs. S&P 500 Index. MSFT has the highest benchmark correlation at 0.73, while RHM.DE has the lowest at 0.17.

0.17

0.29

0.33

0.33

0.43

0.48

0.51

DHR

0.52

0.57

0.58

0.60

0.67

0.71

0.71

0.73

Portfolio Correlations

Correlation vs. Claude Pro No index. NVDA has the highest portfolio correlation at 0.78, while LHX has the lowest at 0.28.

0.28

0.33

0.35

0.38

0.43

0.48

DHR

0.50

0.55

0.56

0.57

0.66

0.67

0.68

0.76

0.78

Asset Correlations Table

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

	RHM.DE	LHX	LLY	NEE	HDB	SU.PA	NU	DHR	V	ACM	PWR	NVDA	MSFT	ISRG	ASML
RHM.DE	1.00	0.20	0.04	0.07	0.14	0.24	0.13	0.08	0.11	0.19	0.15	0.13	0.11	0.13	0.13
LHX	0.20	1.00	0.17	0.30	0.14	0.08	0.11	0.27	0.22	0.36	0.26	0.06	0.12	0.18	0.11
LLY	0.04	0.17	1.00	0.21	0.15	0.11	0.15	0.27	0.24	0.20	0.25	0.20	0.22	0.32	0.20
NEE	0.07	0.30	0.21	1.00	0.21	0.16	0.17	0.28	0.23	0.26	0.30	0.08	0.16	0.21	0.18
HDB	0.14	0.14	0.15	0.21	1.00	0.28	0.31	0.27	0.33	0.31	0.26	0.26	0.29	0.31	0.29
SU.PA	0.24	0.08	0.11	0.16	0.28	1.00	0.28	0.29	0.25	0.32	0.38	0.36	0.32	0.31	0.50
NU	0.13	0.11	0.15	0.17	0.31	0.28	1.00	0.24	0.33	0.33	0.35	0.43	0.37	0.38	0.41
DHR	0.08	0.27	0.27	0.28	0.27	0.29	0.24	1.00	0.38	0.39	0.30	0.26	0.35	0.45	0.38
V	0.11	0.22	0.24	0.23	0.33	0.25	0.33	0.38	1.00	0.38	0.29	0.30	0.43	0.45	0.35
ACM	0.19	0.36	0.20	0.26	0.31	0.32	0.33	0.39	0.38	1.00	0.57	0.35	0.36	0.40	0.42
PWR	0.15	0.26	0.25	0.30	0.26	0.38	0.35	0.30	0.29	0.57	1.00	0.46	0.36	0.40	0.48
NVDA	0.13	0.06	0.20	0.08	0.26	0.36	0.43	0.26	0.30	0.35	0.46	1.00	0.61	0.49	0.65
MSFT	0.11	0.12	0.22	0.16	0.29	0.32	0.37	0.35	0.43	0.36	0.36	0.61	1.00	0.53	0.51
ISRG	0.13	0.18	0.32	0.21	0.31	0.31	0.38	0.45	0.45	0.40	0.40	0.49	0.53	1.00	0.52
ASML	0.13	0.11	0.20	0.18	0.29	0.50	0.41	0.38	0.35	0.42	0.48	0.65	0.51	0.52	1.00

The correlation results are calculated based on daily price changes starting from Dec 9, 2021

Diversification Analysis

Find what Claude Pro No index is missing

See which holdings overlap, where Claude Pro No index is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification