TAI | P&I 500 ranking_2 | PortfoliosLab

Asset Allocation

Position	Category/Sector	Target Weight
BX Blackstone Inc.	Financial Services	16.67%
FHI Federated Hermes, Inc.	Financial Services	16.67%
AB AllianceBernstein Holding L.P.	Financial Services	16.67%
PFG Principal Financial Group, Inc.	Financial Services	16.67%
AMG Affiliated Managers Group, Inc.	Financial Services	16.67%
MET MetLife, Inc.	Financial Services	16.67%

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 TAI | P&I 500 ranking_2, 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

As of Jun 9, 2026, the TAI | P&I 500 ranking_2 returned 5.41% Year-To-Date and 15.37% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio TAI \| P&I 500 ranking_2	-0.49%	2.27%	5.41%	6.49%	24.54%	20.26%	12.77%	15.37%
Portfolio components:
AB AllianceBernstein Holding L.P.	-1.64%	-6.29%	-0.39%	-8.47%	-0.43%	11.52%	3.78%	14.30%
AMG Affiliated Managers Group, Inc.	-0.06%	11.17%	16.78%	24.59%	84.69%	31.53%	15.94%	8.09%
BX Blackstone Inc.	-1.01%	-7.74%	-24.36%	-22.98%	-15.74%	12.42%	7.53%	21.22%
FHI Federated Hermes, Inc.	-0.14%	1.79%	10.86%	14.99%	38.36%	19.65%	16.33%	11.31%
MET MetLife, Inc.	-0.13%	8.90%	8.48%	9.68%	8.74%	19.71%	8.72%	13.20%
PFG Principal Financial Group, Inc.	-0.18%	5.34%	21.10%	22.95%	41.47%	17.87%	14.05%	13.61%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 22, 2007, TAI | P&I 500 ranking_2's average daily return is +0.06%, while the average monthly return is +1.04%. At this rate, an investment would double in approximately 5.6 years.

Historically, 58% of months were positive and 42% were negative. The best month was Apr 2009 with a return of +37.0%, while the worst month was Oct 2008 at -39.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, TAI | P&I 500 ranking_2 closed higher 53% of trading days. The best single day was Nov 24, 2008 with a return of +19.1%, while the worst single day was Oct 9, 2008 at -17.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.52%	-4.48%	-3.22%	8.35%	-0.63%	2.31%							5.41%
2025	3.56%	-2.27%	-3.19%	-3.75%	4.96%	5.43%	4.38%	4.12%	0.95%	-2.85%	3.50%	2.77%	18.29%
2024	1.69%	1.68%	5.99%	-7.08%	3.54%	-1.35%	9.43%	-0.79%	5.24%	4.24%	6.02%	-5.13%	24.59%
2023	11.34%	-1.98%	-8.53%	1.52%	-8.89%	6.97%	2.89%	-0.19%	-2.20%	-6.88%	8.74%	8.83%	9.33%
2022	-2.75%	-1.91%	3.25%	-12.59%	10.17%	-9.67%	5.99%	0.94%	-8.77%	12.65%	9.28%	-8.10%	-5.39%
2021	1.99%	12.63%	8.34%	6.52%	4.85%	-0.15%	2.63%	8.22%	-5.40%	8.83%	-1.17%	1.18%	58.69%

Benchmark Metrics

TAI | P&I 500 ranking_2 has an annualized alpha of -0.54%, beta of 1.42, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since June 22, 2007.

This portfolio captured 149.31% of S&P 500 Index gains and 137.62% of its losses - amplifying both gains and losses, but participating more in upside than downside.

Alpha: -0.54%

Beta: 1.42

R²: 0.72

Upside Capture: 149.31%

Downside Capture: 137.62%

Expense Ratio

TAI | P&I 500 ranking_2 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

TAI | P&I 500 ranking_2 ranks 21 for risk / return — below 21% 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

The table below presents risk-adjusted performance metrics for TAI | P&I 500 ranking_2 and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.33	1.94	-0.61
Sortino ratioReturn per unit of downside risk	1.86	2.63	-0.76
Omega ratioGain probability vs. loss probability	1.24	1.35	-0.12
Calmar ratioReturn relative to maximum drawdown	2.13	2.59	-0.46
Martin ratioReturn relative to average drawdown	6.64	11.84	-5.20
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AB AllianceBernstein Holding L.P.	38	-0.02	0.13	1.02	-0.03	-0.07
AMG Affiliated Managers Group, Inc.	92	2.75	3.32	1.47	4.32	12.31
BX Blackstone Inc.	25	-0.46	-0.45	0.95	-0.35	-0.66
FHI Federated Hermes, Inc.	83	1.72	2.26	1.29	3.07	9.52
MET MetLife, Inc.	52	0.38	0.66	1.08	0.50	1.36
PFG Principal Financial Group, Inc.	86	1.92	2.51	1.33	3.48	11.28

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.

TAI | P&I 500 ranking_2 Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 1.33
5-Year: 0.55
10-Year: 0.58
All Time: 0.27

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 1.59 to 2.46, 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 TAI | P&I 500 ranking_2 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

TAI | P&I 500 ranking_2 provided a 3.65% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.65%	3.49%	3.62%	3.47%	4.29%	3.23%	4.52%	3.88%	5.45%	6.01%	4.40%	4.96%
Portfolio components:
AB AllianceBernstein Holding L.P.	9.30%	9.02%	8.03%	8.44%	10.30%	7.33%	8.26%	7.67%	10.54%	8.50%	7.46%	8.09%
AMG Affiliated Managers Group, Inc.	0.01%	0.01%	0.02%	0.03%	0.03%	0.02%	0.34%	1.51%	1.23%	0.39%	0.00%	0.00%
BX Blackstone Inc.	4.35%	3.04%	2.00%	2.54%	6.66%	2.76%	2.95%	3.43%	8.12%	7.25%	6.14%	11.76%
FHI Federated Hermes, Inc.	2.46%	2.55%	5.38%	3.38%	2.97%	2.87%	7.20%	3.31%	3.99%	2.77%	7.07%	3.49%
MET MetLife, Inc.	2.72%	2.85%	2.63%	3.12%	2.74%	3.04%	3.88%	3.41%	4.04%	14.52%	2.92%	3.06%
PFG Principal Financial Group, Inc.	3.04%	3.49%	3.68%	3.30%	3.05%	3.37%	4.52%	3.96%	4.75%	2.65%	2.78%	3.33%

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 TAI | P&I 500 ranking_2. 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 TAI | P&I 500 ranking_2 was 78.34%, occurring on Nov 20, 2008. Recovery took 1170 trading sessions.

The current TAI | P&I 500 ranking_2 drawdown is 0.49%.

Related event	Drawdown	Fall	Recovery	Underwater
Financial crisis2007–2009	-78.34%Nov 2008	1y 1mo	4y 8mo	5y 9moOct 2007 - Jul 2013
COVID crash2020	-53.79%Mar 2020	1mo 1d	8mo 16d	9mo 17dFeb 2020 - Dec 2020
2016 bear market2016	-38.90%Feb 2016	8mo 12d	1y 5mo	2y 1moJun 2015 - Jul 2017
Rate-hike selloffLate 2018	-29.91%Dec 2018	10mo 29d	1y 20d	1y 11moJan 2018 - Jan 2020
Bear market2022	-21.87%Jun 2022	7mo 2d	7mo 19d	1y 2moNov 2021 - Jan 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 6 assets, with an effective number of assets of 6.00, 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	10Y	All Time
Diversification Ratio	1.38	1.30	1.26	1.23	1.23

The portfolio has a diversification ratio of 1.23, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

TAI | P&I 500 ranking_2 correlation to the S&P 500 Index

TAI | P&I 500 ranking_2 has a 0.59 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	0.59
Correlation (3Y) Calculated over the trailing 3-year period	0.60
Correlation (5Y) Calculated over the trailing 5-year period	0.72
Correlation (10Y) Calculated over the trailing 10-year period	0.71
Correlation (All Time) Calculated using the full available price history since Jun 22, 2007	0.79

Benchmark Correlations

Correlation vs. S&P 500 Index. AMG has the highest benchmark correlation at 0.70, while AB has the lowest at 0.57.

0.57

FHI

0.59

0.62

MET

0.67

PFG

0.70

AMG

0.70

Portfolio Correlations

Correlation vs. TAI | P&I 500 ranking_2. AMG has the highest portfolio correlation at 0.84, while BX has the lowest at 0.72.

0.72

0.73

0.76

0.81

0.84

0.84

Asset Correlations Table

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

	BX	AB	FHI	MET	AMG	PFG
BX	1.00	0.47	0.45	0.48	0.55	0.51
AB	0.47	1.00	0.49	0.51	0.56	0.52
FHI	0.45	0.49	1.00	0.59	0.64	0.61
MET	0.48	0.51	0.59	1.00	0.65	0.78
AMG	0.55	0.56	0.64	0.65	1.00	0.68
PFG	0.51	0.52	0.61	0.78	0.68	1.00

The correlation results are calculated based on daily price changes starting from Jun 22, 2007

Diversification Analysis

Find what TAI | P&I 500 ranking_2 is missing

See which holdings overlap, where TAI | P&I 500 ranking_2 is concentrated, and which low-correlation assets could fill the gaps.

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