Asset Allocation
Find the right asset allocation for 2025-08 Stock Rater All Stocks 4
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2025-08 Stock Rater All Stocks 4, 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 | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio 2025-08 Stock Rater All Stocks 4 | 0.64% | 4.83% | 7.80% | 6.15% | 16.57% | 11.12% | 7.74% | — |
| Portfolio components: | ||||||||
ACN Accenture plc | 1.65% | 0.86% | -35.62% | -36.39% | -43.95% | -16.94% | -8.24% | 5.50% |
ADP Automatic Data Processing, Inc. | 0.96% | 6.27% | -10.66% | -13.64% | -24.22% | 3.25% | 4.80% | 12.40% |
AVY Avery Dennison Corporation | 0.31% | 2.60% | -11.44% | -11.79% | -6.75% | 0.06% | -4.53% | 9.69% |
BHP BHP Group Limited | 3.20% | 7.61% | 53.40% | 55.28% | 94.96% | 19.44% | 16.25% | 23.18% |
BLDR Builders FirstSource, Inc. | -1.02% | 10.45% | -24.41% | -28.31% | -30.12% | -14.86% | 12.14% | 21.56% |
CARR Carrier Global Corporation | 0.24% | 8.10% | 33.35% | 33.09% | -0.12% | 16.03% | 10.28% | — |
CDW CDW Corporation | 2.37% | 30.28% | -1.88% | -7.79% | -20.93% | -7.68% | -3.49% | 13.42% |
CMS CMS Energy Corporation | 0.99% | 2.69% | 6.82% | 6.95% | 7.49% | 10.50% | 7.32% | 8.55% |
COP ConocoPhillips Company | 1.40% | -4.44% | 26.87% | 24.31% | 24.65% | 7.68% | 18.49% | 13.66% |
CPK Chesapeake Utilities Corporation | 1.01% | -0.98% | -0.45% | -1.95% | 5.77% | 0.97% | 2.45% | 9.34% |
Monthly Returns
Based on dividend-adjusted daily data since Apr 3, 2020, 2025-08 Stock Rater All Stocks 4's average daily return is +0.07%, while the average monthly return is +1.48%. At this rate, an investment would double in approximately 3.9 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +16.0%, while the worst month was Sep 2022 at -9.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 2025-08 Stock Rater All Stocks 4 closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +7.2%, while the worst single day was Jun 11, 2020 at -6.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.03% | 5.39% | -5.11% | 2.78% | 0.85% | -0.03% | 7.80% | ||||||
| 2025 | 3.45% | 1.39% | -4.37% | -1.50% | 3.75% | 2.20% | 1.12% | 3.22% | 2.55% | 0.17% | -1.20% | 0.04% | 11.02% |
| 2024 | -1.72% | 3.97% | 2.96% | -3.14% | 2.88% | -2.64% | 4.81% | 2.96% | 3.43% | -3.34% | 3.48% | -6.55% | 6.49% |
| 2023 | 7.16% | -3.40% | 2.79% | 0.92% | -3.37% | 6.64% | 3.73% | -3.37% | -4.28% | -3.78% | 9.27% | 5.27% | 17.50% |
| 2022 | -4.10% | -2.61% | 2.46% | -5.58% | 0.49% | -7.34% | 8.59% | -3.92% | -9.31% | 8.57% | 6.49% | -3.67% | -11.34% |
| 2021 | -1.97% | 3.57% | 4.96% | 4.80% | 0.70% | 1.87% | 1.64% | 2.88% | -5.92% | 5.99% | -1.06% | 5.53% | 24.73% |
Benchmark Metrics
2025-08 Stock Rater All Stocks 4 has an annualized alpha of 2.18%, beta of 0.83, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since April 03, 2020.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (87.23%) than losses (86.77%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 2.18% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 2.18%
- Beta
- 0.83
- R²
- 0.78
- Upside Capture
- 87.23%
- Downside Capture
- 86.77%
Expense Ratio
2025-08 Stock Rater All Stocks 4 has an expense ratio of 0.01%, which is considered low. 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
2025-08 Stock Rater All Stocks 4 ranks 20 for risk / return — in the bottom 20% 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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 2025-08 Stock Rater All Stocks 4 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 | 1.23 | 1.86 | -0.63 |
| Sortino ratioReturn per unit of downside risk | 1.84 | 2.53 | -0.69 |
| Omega ratioGain probability vs. loss probability | 1.22 | 1.34 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | 2.53 | -0.62 |
| Martin ratioReturn relative to average drawdown | 5.28 | 11.37 | -6.09 |
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 |
|---|---|---|---|---|---|---|
ACN Accenture plc | 3 | -1.26 | -1.93 | 0.77 | -0.94 | -1.72 |
ADP Automatic Data Processing, Inc. | 11 | -1.02 | -1.41 | 0.83 | -0.65 | -1.21 |
AVY Avery Dennison Corporation | 24 | -0.39 | -0.47 | 0.95 | -0.43 | -0.91 |
BHP BHP Group Limited | 93 | 2.80 | 3.34 | 1.42 | 4.57 | 16.96 |
BLDR Builders FirstSource, Inc. | 17 | -0.67 | -0.90 | 0.91 | -0.59 | -1.11 |
CARR Carrier Global Corporation | 38 | -0.05 | 0.17 | 1.02 | -0.05 | -0.08 |
CDW CDW Corporation | 20 | -0.57 | -0.57 | 0.92 | -0.51 | -0.99 |
CMS CMS Energy Corporation | 54 | 0.44 | 0.70 | 1.08 | 0.62 | 1.61 |
COP ConocoPhillips Company | 69 | 0.95 | 1.43 | 1.17 | 1.86 | 4.08 |
CPK Chesapeake Utilities Corporation | 47 | 0.23 | 0.44 | 1.05 | 0.34 | 0.70 |
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Dividends
Dividend yield
2025-08 Stock Rater All Stocks 4 provided a 2.10% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.10% | 2.14% | 2.07% | 2.00% | 2.42% | 1.84% | 2.07% | 1.93% | 2.17% | 1.87% | 1.99% | 2.42% |
| Portfolio components: | ||||||||||||
ACN Accenture plc | 3.74% | 2.26% | 1.52% | 1.33% | 1.51% | 0.87% | 1.26% | 1.07% | 1.98% | 1.66% | 1.97% | 2.03% |
ADP Automatic Data Processing, Inc. | 2.94% | 2.46% | 1.96% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% |
AVY Avery Dennison Corporation | 2.40% | 2.03% | 1.84% | 1.57% | 1.62% | 1.23% | 1.52% | 1.73% | 2.24% | 1.53% | 2.28% | 2.33% |
BHP BHP Group Limited | 2.93% | 3.64% | 5.98% | 4.98% | 22.44% | 9.98% | 3.67% | 8.59% | 4.89% | 3.61% | 1.68% | 9.38% |
BLDR Builders FirstSource, 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% |
CARR Carrier Global Corporation | 1.65% | 1.70% | 1.16% | 1.30% | 1.54% | 0.94% | 0.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CDW CDW Corporation | 1.90% | 1.84% | 1.43% | 1.05% | 1.17% | 0.83% | 1.17% | 0.89% | 1.14% | 0.99% | 0.93% | 0.74% |
CMS CMS Energy Corporation | 3.02% | 3.10% | 3.09% | 3.36% | 3.62% | 2.67% | 2.67% | 2.43% | 2.88% | 2.81% | 2.98% | 3.22% |
COP ConocoPhillips Company | 2.82% | 3.40% | 3.35% | 3.37% | 4.23% | 2.70% | 4.23% | 2.05% | 1.86% | 1.93% | 1.99% | 6.30% |
CPK Chesapeake Utilities Corporation | 2.22% | 2.16% | 2.07% | 2.18% | 1.76% | 1.29% | 1.59% | 1.65% | 1.77% | 1.63% | 1.80% | 2.00% |
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 2025-08 Stock Rater All Stocks 4. 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 2025-08 Stock Rater All Stocks 4 was 20.92%, occurring on Sep 30, 2022. Recovery took 202 trading sessions.
The current 2025-08 Stock Rater All Stocks 4 drawdown is 1.67%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -20.92%Sep 2022 | 8mo 28d | 9mo 27d | 1y 6moJan 2022 - Jul 2023 |
2025 selloff2025 | -17.63%Apr 2025 | 1mo 17d | 3mo 3d | 4mo 20dFeb 2025 - Jul 2025 |
2023 correction2023 | -12.54%Oct 2023 | 2mo 27d | 1mo 17d | 4mo 14dAug 2023 - Dec 2023 |
2020 pullback2020 | -8.43%Jun 2020 | 2d | 1mo 11d | 1mo 13dJun 2020 - Jul 2020 |
2025 pullback2025 | -8.31%Jan 2025 | 2mo 21d | 1mo 10d | 4mo 1dOct 2024 - Feb 2025 |
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 50 assets, with an effective number of assets of 50.00, 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 | All Time | |
|---|---|---|---|---|
Diversification Ratio | 2.48 | 2.11 | 1.89 | 1.84 |
The portfolio has a diversification ratio of 1.84, placing it in the top 5% across portfolios — assets in this portfolio move largely independently, providing strong diversification benefit.
2025-08 Stock Rater All Stocks 4 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2020 | 0.83 |
Benchmark Correlations
Correlation vs. S&P 500 Index. SPY has the highest benchmark correlation at 1.00, while IAU has the lowest at 0.14.
Portfolio Correlations
Correlation vs. 2025-08 Stock Rater All Stocks 4. SPY has the highest portfolio correlation at 0.84, while IAU has the lowest at 0.21.
Asset Correlations Table
Find what 2025-08 Stock Rater All Stocks 4 is missing
See which holdings overlap, where 2025-08 Stock Rater All Stocks 4 is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification