2025-08 Stock Rater test 1

Asset Allocation

Position	Category/Sector	Target Weight
MSFT Microsoft Corporation	Technology	5.30%
FSLR First Solar, Inc.	Technology	5.30%
META Meta Platforms, Inc.	Communication Services	5.30%
CDNS Cadence Design Systems, Inc.	Technology	5.30%
AVGO Broadcom Inc.	Technology	5.30%
NFLX Netflix, Inc.	Communication Services	5.30%
SHOP Shopify Inc.	Technology	5.30%
LRCX Lam Research Corporation	Technology	5.30%
MA Mastercard Incorporated	Financial Services	5.30%
PWR Quanta Services, Inc.	Industrials	5.30%
GS The Goldman Sachs Group, Inc.	Financial Services	5.30%
PM Philip Morris International Inc.	Consumer Defensive	5.30%
AMD Advanced Micro Devices, Inc.	Technology	5.20%
GE General Electric Company	Industrials	5.20%
MSI Motorola Solutions, Inc.	Technology	5.20%
JNJ Johnson & Johnson	Healthcare	5.20%
MO Altria Group, Inc.	Consumer Defensive	5.20%
GILD Gilead Sciences, Inc.	Healthcare	5.20%
ADI Analog Devices, Inc.	Technology	5.20%

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 2025-08 Stock Rater test 1, 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 13, 2026, the 2025-08 Stock Rater test 1 returned 22.15% Year-To-Date and 30.72% of annualized return in the last 10 years.

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 test 1	0.99%	4.86%	22.15%	22.79%	49.59%	37.76%	28.64%	30.72%
Portfolio components:
ADI Analog Devices, Inc.	1.37%	0.35%	54.96%	50.45%	88.15%	31.61%	22.09%	24.34%
AMD Advanced Micro Devices, Inc.	4.73%	20.62%	138.87%	142.70%	340.40%	60.16%	44.46%	60.93%
AVGO Broadcom Inc.	-0.91%	-10.14%	10.62%	6.58%	54.87%	67.17%	55.09%	40.96%
CDNS Cadence Design Systems, Inc.	0.32%	10.86%	23.16%	19.10%	28.32%	17.22%	24.39%	31.77%
FSLR First Solar, Inc.	-1.42%	14.54%	2.33%	4.91%	52.57%	10.90%	27.42%	18.76%
GE General Electric Company	0.76%	19.10%	9.01%	12.13%	42.47%	58.72%	38.14%	9.96%
GILD Gilead Sciences, Inc.	-0.22%	-3.08%	2.90%	5.60%	16.40%	21.02%	17.08%	7.84%
GS The Goldman Sachs Group, Inc.	2.62%	12.54%	22.08%	20.84%	76.70%	49.31%	25.98%	24.48%
JNJ Johnson & Johnson	1.07%	6.86%	17.68%	15.11%	57.15%	17.82%	10.94%	10.46%
LRCX Lam Research Corporation	1.18%	28.83%	114.54%	128.79%	312.75%	81.91%	43.22%	48.23%

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

Monthly Returns

Based on dividend-adjusted daily data since May 21, 2015, 2025-08 Stock Rater test 1's average daily return is +0.11%, while the average monthly return is +2.25%. At this rate, an investment would double in approximately 2.6 years.

Historically, 70% of months were positive and 30% were negative. The best month was Jan 2019 with a return of +15.8%, while the worst month was Apr 2022 at -11.2%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 2025-08 Stock Rater test 1 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +10.5%, while the worst single day was Mar 16, 2020 at -12.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.62%	2.54%	-5.49%	12.58%	10.01%	-1.77%							22.15%
2025	4.75%	-1.36%	-4.56%	2.94%	10.52%	8.56%	3.99%	2.96%	4.36%	4.24%	-0.06%	-0.60%	40.93%
2024	2.20%	7.03%	3.40%	-3.89%	7.68%	2.18%	0.33%	4.86%	3.32%	-1.52%	7.41%	-2.53%	34.04%
2023	10.58%	-0.29%	9.82%	0.53%	6.12%	5.56%	3.09%	-2.30%	-5.80%	-2.90%	13.60%	6.79%	52.40%
2022	-9.08%	-4.97%	2.34%	-11.16%	3.15%	-10.25%	13.22%	-1.54%	-8.79%	9.26%	12.57%	-5.41%	-13.99%
2021	-0.62%	5.57%	3.16%	1.79%	2.22%	4.89%	1.66%	4.33%	-3.55%	6.16%	0.54%	2.52%	32.20%

Benchmark Metrics

2025-08 Stock Rater test 1 has an annualized alpha of 14.15%, beta of 1.11, and R2 of 0.87 versus S&P 500 Index. Calculated based on daily prices since May 21, 2015.

This portfolio captured 154.51% of S&P 500 Index gains but only 84.60% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 14.15% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 1.11 and R2 of 0.87, 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: 14.15%

Beta: 1.11

R²: 0.87

Upside Capture: 154.51%

Downside Capture: 84.60%

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

Expense Ratio

2025-08 Stock Rater test 1 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

2025-08 Stock Rater test 1 ranks 86 for risk / return — in the top 86% 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.

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 2025-08 Stock Rater test 1 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	2.70	1.86	+0.84
Sortino ratioReturn per unit of downside risk	3.44	2.53	+0.91
Omega ratioGain probability vs. loss probability	1.45	1.34	+0.12
Calmar ratioReturn relative to maximum drawdown	5.13	2.53	+2.59
Martin ratioReturn relative to average drawdown	19.02	11.37	+7.65

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
ADI Analog Devices, Inc.	93	2.59	3.38	1.42	5.27	14.52
AMD Advanced Micro Devices, Inc.	98	5.01	4.54	1.60	12.04	24.74
AVGO Broadcom Inc.	73	1.11	1.69	1.22	1.77	4.11
CDNS Cadence Design Systems, Inc.	61	0.65	1.18	1.15	0.87	1.84
FSLR First Solar, Inc.	72	1.02	1.63	1.22	1.70	3.57
GE General Electric Company	76	1.29	1.82	1.23	1.95	5.26
GILD Gilead Sciences, Inc.	58	0.57	1.03	1.12	0.70	1.99
GS The Goldman Sachs Group, Inc.	91	2.59	3.19	1.41	3.80	12.61
JNJ Johnson & Johnson	96	3.42	4.94	1.61	5.28	15.52
LRCX Lam Research Corporation	98	5.79	4.75	1.63	15.26	51.20

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 2025-08 Stock Rater test 1 Sharpe ratio is 2.70 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 1.53 to 2.41, 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 2025-08 Stock Rater test 1 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

2025-08 Stock Rater test 1 provided a 1.04% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.04%	1.22%	1.46%	1.66%	1.65%	1.47%	1.70%	1.82%	2.01%	1.48%	1.44%	1.43%
Portfolio components:
ADI Analog Devices, Inc.	1.00%	1.46%	1.73%	1.73%	1.85%	1.57%	1.68%	1.82%	2.24%	2.02%	2.31%	2.89%
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%
AVGO Broadcom Inc.	0.65%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
CDNS Cadence Design Systems, 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%
FSLR First Solar, 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%
GE General Electric Company	0.46%	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.	1.91%	2.57%	3.33%	3.70%	3.40%	3.91%	4.67%	3.88%	3.65%	2.90%	2.57%	1.27%
GS The Goldman Sachs Group, Inc.	1.60%	1.59%	2.01%	2.72%	2.62%	1.70%	1.90%	1.80%	1.89%	1.14%	1.09%	1.41%
JNJ Johnson & Johnson	2.18%	2.48%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%
LRCX Lam Research Corporation	0.28%	0.57%	1.19%	0.95%	1.53%	0.78%	1.04%	1.54%	2.79%	1.01%	1.28%	1.36%

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 test 1. 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 test 1 was 31.24%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.

The current 2025-08 Stock Rater test 1 drawdown is 3.27%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-31.24%Mar 2020	1mo 2d	2mo 17d	3mo 19dFeb 2020 - Jun 2020
Bear market2022	-29.79%Jun 2022	7mo 1d	9mo 16d	1y 4moNov 2021 - Mar 2023
Rate-hike selloffLate 2018	-22.29%Dec 2018	3mo 4d	1mo 23d	4mo 27dSep 2018 - Feb 2019
2025 selloff2025	-19.05%Apr 2025	1mo 17d	1mo 4d	2mo 21dFeb 2025 - May 2025
2016 correction2016	-14.52%Feb 2016	1mo 13d	1mo 5d	2mo 18dDec 2015 - Mar 2016

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 19 assets, with an effective number of assets of 19.00, 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	2.18	1.82	1.68	1.62	1.63

The portfolio has a diversification ratio of 1.63, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

2025-08 Stock Rater test 1 correlation to the S&P 500 Index

2025-08 Stock Rater test 1 has a 0.86 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	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (10Y) Calculated over the trailing 10-year period	0.89
Correlation (All Time) Calculated using the full available price history since May 21, 2015	0.89

Benchmark Correlations

Correlation vs. S&P 500 Index. MSFT has the highest benchmark correlation at 0.73, while MO has the lowest at 0.27.

0.27

0.34

0.36

0.38

0.45

0.49

0.50

0.51

0.54

0.56

0.60

Portfolio Correlations

Correlation vs. 2025-08 Stock Rater test 1. LRCX has the highest portfolio correlation at 0.75, while MO has the lowest at 0.23.

0.23

JNJ

0.28

0.30

GILD

0.36

0.49

0.54

0.55

0.56

0.60

0.61

0.62

SHOP

0.63

Asset Correlations Table

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

	MO	JNJ	PM	GILD	FSLR	GE	NFLX	SHOP	MSI	PWR	AMD	META	GS	MA	AVGO	CDNS	LRCX	MSFT	ADI
MO	1.00	0.36	0.64	0.24	0.08	0.23	0.08	0.00	0.25	0.18	0.01	0.09	0.22	0.22	0.10	0.07	0.07	0.14	0.13
JNJ	0.36	1.00	0.38	0.42	0.13	0.16	0.13	0.06	0.30	0.15	0.09	0.13	0.24	0.32	0.12	0.16	0.16	0.22	0.21
PM	0.64	0.38	1.00	0.27	0.10	0.23	0.13	0.06	0.26	0.20	0.06	0.15	0.26	0.27	0.14	0.13	0.15	0.19	0.19
GILD	0.24	0.42	0.27	1.00	0.18	0.20	0.21	0.14	0.26	0.21	0.16	0.20	0.27	0.28	0.21	0.21	0.22	0.25	0.28
FSLR	0.08	0.13	0.10	0.18	1.00	0.25	0.25	0.31	0.27	0.38	0.31	0.29	0.33	0.26	0.35	0.35	0.39	0.32	0.39
GE	0.23	0.16	0.23	0.20	0.25	1.00	0.20	0.19	0.30	0.45	0.25	0.28	0.49	0.33	0.33	0.27	0.36	0.27	0.36
NFLX	0.08	0.13	0.13	0.21	0.25	0.20	1.00	0.43	0.30	0.23	0.37	0.49	0.28	0.39	0.38	0.44	0.35	0.49	0.34
SHOP	0.00	0.06	0.06	0.14	0.31	0.19	0.43	1.00	0.28	0.27	0.43	0.45	0.31	0.42	0.42	0.50	0.42	0.48	0.40
MSI	0.25	0.30	0.26	0.26	0.27	0.30	0.30	0.28	1.00	0.38	0.31	0.31	0.35	0.47	0.37	0.42	0.35	0.43	0.40
PWR	0.18	0.15	0.20	0.21	0.38	0.45	0.23	0.27	0.38	1.00	0.34	0.30	0.50	0.34	0.43	0.40	0.45	0.34	0.44
AMD	0.01	0.09	0.06	0.16	0.31	0.25	0.37	0.43	0.31	0.34	1.00	0.42	0.33	0.34	0.52	0.50	0.56	0.47	0.55
META	0.09	0.13	0.15	0.20	0.29	0.28	0.49	0.45	0.31	0.30	0.42	1.00	0.34	0.46	0.47	0.51	0.47	0.59	0.43
GS	0.22	0.24	0.26	0.27	0.33	0.49	0.28	0.31	0.35	0.50	0.33	0.34	1.00	0.46	0.41	0.38	0.45	0.38	0.47
MA	0.22	0.32	0.27	0.28	0.26	0.33	0.39	0.42	0.47	0.34	0.34	0.46	0.46	1.00	0.40	0.49	0.43	0.56	0.47
AVGO	0.10	0.12	0.14	0.21	0.35	0.33	0.38	0.42	0.37	0.43	0.52	0.47	0.41	0.40	1.00	0.57	0.65	0.54	0.63
CDNS	0.07	0.16	0.13	0.21	0.35	0.27	0.44	0.50	0.42	0.40	0.50	0.51	0.38	0.49	0.57	1.00	0.59	0.64	0.57
LRCX	0.07	0.16	0.15	0.22	0.39	0.36	0.35	0.42	0.35	0.45	0.56	0.47	0.45	0.43	0.65	0.59	1.00	0.52	0.70
MSFT	0.14	0.22	0.19	0.25	0.32	0.27	0.49	0.48	0.43	0.34	0.47	0.59	0.38	0.56	0.54	0.64	0.52	1.00	0.49
ADI	0.13	0.21	0.19	0.28	0.39	0.36	0.34	0.40	0.40	0.44	0.55	0.43	0.47	0.47	0.63	0.57	0.70	0.49	1.00

The correlation results are calculated based on daily price changes starting from May 21, 2015

Diversification Analysis

Find what 2025-08 Stock Rater test 1 is missing

See which holdings overlap, where 2025-08 Stock Rater test 1 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification