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Weirjrhhehr fuck
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


NVDA 10.00%AVGO 10.00%MSFT 10.00%META 10.00%GOOG 10.00%AMAT 10.00%LRCX 10.00%AMD 10.00%AAPL 10.00%TSLA 10.00%EquityEquity

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Weirjrhhehr fuck , 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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The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns By Period

As of Apr 2, 2026, the Weirjrhhehr fuck returned -1.46% Year-To-Date and 42.07% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.72%-3.54%-3.95%-2.09%15.95%16.96%10.34%12.24%
Portfolio
Weirjrhhehr fuck
2.00%-1.84%-1.46%6.73%67.81%46.35%30.44%42.07%
NVDA
NVIDIA Corporation
0.77%-3.68%-5.76%-6.13%59.59%85.01%66.40%69.75%
AVGO
Broadcom Inc.
1.29%-1.47%-9.23%-5.59%87.53%71.96%48.74%38.30%
MSFT
Microsoft Corporation
-0.22%-7.32%-23.45%-28.63%-2.61%9.46%9.70%22.41%
META
Meta Platforms, Inc.
1.24%-11.30%-12.17%-19.12%-0.85%40.18%14.34%17.53%
GOOG
Alphabet Inc
2.80%-3.67%-5.96%20.27%86.25%41.93%22.70%23.01%
AMAT
Applied Materials, Inc.
3.51%-4.94%37.84%63.01%145.07%43.51%21.14%33.86%
LRCX
Lam Research Corporation
3.91%-3.78%29.85%55.92%207.07%62.75%29.65%40.86%
AMD
Advanced Micro Devices, Inc.
3.33%5.84%-1.84%28.17%104.52%28.96%20.99%53.85%
AAPL
Apple Inc
0.73%-3.43%-5.88%0.26%15.03%16.29%16.37%26.22%
TSLA
Tesla, Inc.
2.56%-5.47%-15.22%-17.02%42.02%22.49%11.57%37.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 4, 2014, Weirjrhhehr fuck 's average daily return is +0.15%, while the average monthly return is +3.00%. At this rate, your investment would double in approximately 2.0 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +19.1%, while the worst month was Apr 2022 at -16.2%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Weirjrhhehr fuck closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +16.6%, while the worst single day was Mar 16, 2020 at -16.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.68%-3.67%-5.99%2.00%-1.46%
20252.29%-8.66%-8.83%2.04%14.21%11.39%5.80%0.62%13.36%12.34%-0.98%-0.06%48.34%
20243.86%13.13%1.54%-3.74%7.76%9.87%-3.50%-1.16%6.21%-3.39%3.92%6.32%47.02%
202317.95%6.34%13.11%-1.49%18.84%7.44%5.42%-1.38%-6.33%-3.75%13.99%8.51%106.91%
2022-11.31%-5.15%4.29%-16.15%1.60%-14.64%15.34%-8.05%-13.79%-0.68%13.98%-10.86%-41.13%
20212.60%3.69%2.82%6.57%0.22%8.41%3.22%4.50%-5.44%12.88%10.35%1.01%62.54%

Benchmark Metrics

Weirjrhhehr fuck has an annualized alpha of 21.97%, beta of 1.46, and R² of 0.72 versus S&P 500 Index. Calculated based on daily prices since April 04, 2014.

  • This portfolio captured 232.10% of S&P 500 Index gains and 104.65% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • This portfolio generated an annualized alpha of 21.97% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha
21.97%
Beta
1.46
0.72
Upside Capture
232.10%
Downside Capture
104.65%

Expense Ratio

Weirjrhhehr fuck 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

Weirjrhhehr fuck ranks 90 for risk / return — in the top 90% 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.


Weirjrhhehr fuck Risk / Return Rank: 9090
Overall Rank
Weirjrhhehr fuck Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
Weirjrhhehr fuck Sortino Ratio Rank: 9090
Sortino Ratio Rank
Weirjrhhehr fuck Omega Ratio Rank: 8787
Omega Ratio Rank
Weirjrhhehr fuck Calmar Ratio Rank: 9494
Calmar Ratio Rank
Weirjrhhehr fuck Martin Ratio Rank: 9090
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


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.07

0.92

+1.16

Sortino ratio

Return per unit of downside risk

2.76

1.41

+1.35

Omega ratio

Gain probability vs. loss probability

1.39

1.21

+0.17

Calmar ratio

Return relative to maximum drawdown

4.57

1.41

+3.16

Martin ratio

Return relative to average drawdown

15.87

6.61

+9.26


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
NVIDIA Corporation
821.452.141.273.087.73
AVGO
Broadcom Inc.
861.822.551.333.107.61
MSFT
Microsoft Corporation
35-0.100.041.01-0.03-0.07
META
Meta Platforms, Inc.
38-0.020.271.030.020.06
GOOG
Alphabet Inc
942.883.831.484.3116.52
AMAT
Applied Materials, Inc.
952.973.151.446.8318.96
LRCX
Lam Research Corporation
973.873.691.5110.3832.62
AMD
Advanced Micro Devices, Inc.
851.622.401.313.777.68
AAPL
Apple Inc
560.480.931.130.682.10
TSLA
Tesla, Inc.
680.761.411.171.714.17

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.

Weirjrhhehr fuck Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

  • 1-Year: 2.07
  • 5-Year: 0.94
  • 10-Year: 1.34
  • All Time: 1.29

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 1.00 to 1.70, 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 Weirjrhhehr fuck 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

Weirjrhhehr fuck provided a 0.38% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio0.38%0.37%0.49%0.47%0.75%0.48%0.68%0.89%1.20%0.73%0.87%1.01%
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%
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%
MSFT
Microsoft Corporation
0.94%0.70%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%
META
Meta Platforms, Inc.
0.36%0.32%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOOG
Alphabet Inc
0.28%0.26%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMAT
Applied Materials, Inc.
0.52%0.69%0.93%0.75%1.05%0.60%1.01%1.36%2.14%0.78%1.24%2.14%
LRCX
Lam Research Corporation
0.45%0.57%1.19%0.95%1.53%0.78%1.04%1.54%2.79%1.01%1.28%1.36%
AMD
Advanced Micro Devices, 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%
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%
TSLA
Tesla, 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 Weirjrhhehr fuck . 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 Weirjrhhehr fuck was 47.73%, occurring on Oct 14, 2022. Recovery took 165 trading sessions.

The current Weirjrhhehr fuck drawdown is 9.68%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47.73%Dec 28, 2021202Oct 14, 2022165Jun 13, 2023367
-38.8%Feb 20, 202020Mar 18, 202057Jun 9, 202077
-30.18%Jan 23, 202553Apr 8, 202552Jun 24, 2025105
-25.14%Oct 2, 201858Dec 24, 201859Mar 21, 2019117
-22.19%Jul 11, 202420Aug 7, 202490Dec 13, 2024110

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. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

BenchmarkTSLAAMDMETAAAPLGOOGAVGOMSFTNVDAAMATLRCXPortfolio
Benchmark1.000.470.520.610.670.690.650.730.630.660.660.80
TSLA0.471.000.370.370.400.390.390.380.410.380.380.62
AMD0.520.371.000.410.420.420.490.460.630.540.540.74
META0.610.370.411.000.490.630.480.570.500.440.460.66
AAPL0.670.400.420.491.000.550.520.580.490.480.490.66
GOOG0.690.390.420.630.551.000.470.650.510.480.500.68
AVGO0.650.390.490.480.520.471.000.540.610.650.640.75
MSFT0.730.380.460.570.580.650.541.000.580.510.520.71
NVDA0.630.410.630.500.490.510.610.581.000.630.620.80
AMAT0.660.380.540.440.480.480.650.510.631.000.870.78
LRCX0.660.380.540.460.490.500.640.520.620.871.000.79
Portfolio0.800.620.740.660.660.680.750.710.800.780.791.00
The correlation results are calculated based on daily price changes starting from Apr 4, 2014