High Growth Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
WELL Welltower Inc.	Real Estate	30%
NVDA NVIDIA Corporation	Technology	20%
TSLA Tesla, Inc.	Consumer Cyclical	20%
IBM International Business Machines Corporation	Technology	10%
JNJ Johnson & Johnson	Healthcare	10%
ABBV AbbVie Inc.	Healthcare	10%

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 High Growth Portfolio, 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 6, 2026, the High Growth Portfolio returned 5.08% Year-To-Date and 36.76% 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 High Growth Portfolio	-0.02%	-0.28%	5.08%	3.13%	37.72%	43.02%	34.96%	36.76%
Portfolio components:
ABBV AbbVie Inc.	-1.83%	10.68%	-0.77%	1.62%	21.34%	21.59%	18.74%	18.63%
IBM International Business Machines Corporation	-1.41%	22.22%	-3.95%	-7.98%	7.12%	31.74%	18.84%	11.34%
JNJ Johnson & Johnson	-0.26%	5.50%	13.43%	16.43%	53.49%	16.56%	10.04%	10.06%
NVDA NVIDIA Corporation	1.73%	-2.94%	12.01%	12.58%	47.43%	75.35%	64.54%	68.47%
TSLA Tesla, Inc.	4.59%	-4.53%	-9.07%	-6.97%	38.56%	18.72%	15.43%	39.56%
WELL Welltower Inc.	-3.35%	-6.50%	8.50%	0.26%	31.48%	37.93%	23.47%	14.83%

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

Monthly Returns

Based on dividend-adjusted daily data since Jan 3, 2013, High Growth Portfolio's average daily return is +0.13%, while the average monthly return is +2.81%. At this rate, an investment would double in approximately 2.1 years.

Historically, 72% of months were positive and 28% were negative. The best month was Aug 2020 with a return of +27.0%, while the worst month was Mar 2020 at -19.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, High Growth Portfolio closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +11.5%, while the worst single day was Mar 16, 2020 at -16.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.26%	-0.27%	-3.74%	5.18%	5.35%	-2.45%							5.08%
2025	3.10%	1.92%	-4.24%	0.25%	10.46%	2.97%	3.79%	3.55%	12.48%	3.28%	2.27%	-2.19%	43.30%
2024	0.89%	11.47%	2.93%	-2.60%	7.95%	6.10%	7.25%	3.23%	7.37%	2.19%	8.64%	0.09%	70.58%
2023	17.34%	8.38%	4.44%	-1.45%	8.63%	11.49%	5.14%	0.84%	-4.17%	-5.20%	10.40%	3.49%	74.44%
2022	-5.02%	-2.71%	13.85%	-12.42%	-1.89%	-6.98%	10.34%	-9.57%	-9.79%	1.07%	10.55%	-11.10%	-24.82%
2021	0.03%	1.79%	2.76%	6.19%	0.27%	10.13%	1.58%	5.29%	-4.05%	12.61%	6.50%	0.75%	52.16%

Benchmark Metrics

High Growth Portfolio has an annualized alpha of 21.12%, beta of 1.09, and R2 of 0.62 versus S&P 500 Index. Calculated based on daily prices since January 03, 2013.

This portfolio captured 178.51% of S&P 500 Index gains but only 76.82% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 21.12% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 1.09 and R2 of 0.62, 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: 21.12%

Beta: 1.09

R²: 0.62

Upside Capture: 178.51%

Downside Capture: 76.82%

Expense Ratio

High Growth Portfolio 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

High Growth Portfolio ranks 67 for risk / return — better than 67% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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 High Growth Portfolio and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.38	1.94	+0.44
Sortino ratioReturn per unit of downside risk	3.16	2.63	+0.54
Omega ratioGain probability vs. loss probability	1.42	1.35	+0.07
Calmar ratioReturn relative to maximum drawdown	4.23	2.59	+1.65
Martin ratioReturn relative to average drawdown	14.95	11.84	+3.10
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
ABBV AbbVie Inc.	66	0.88	1.37	1.17	1.24	2.77
IBM International Business Machines Corporation	47	0.18	0.53	1.07	0.23	0.50
JNJ Johnson & Johnson	95	3.19	4.65	1.57	4.91	14.52
NVDA NVIDIA Corporation	77	1.37	1.94	1.24	2.36	5.73
TSLA Tesla, Inc.	66	0.87	1.43	1.17	1.29	3.01
WELL Welltower Inc.	79	1.48	2.03	1.26	2.51	6.21

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.

High Growth Portfolio Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 2.38
5-Year: 1.56
10-Year: 1.47
All Time: 1.55

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 1.64 to 2.53, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of High Growth Portfolio 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

High Growth Portfolio provided a 1.24% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.24%	1.22%	1.61%	1.91%	2.21%	1.97%	2.49%	2.55%	2.81%	2.58%	2.60%	2.69%
Portfolio components:
ABBV AbbVie Inc.	3.02%	2.87%	3.49%	3.82%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%
IBM International Business Machines Corporation	2.40%	2.27%	3.03%	4.05%	4.68%	4.74%	5.17%	4.80%	5.46%	3.85%	3.31%	3.63%
JNJ Johnson & Johnson	2.26%	2.48%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%
NVDA NVIDIA Corporation	0.14%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
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%
WELL Welltower Inc.	1.48%	1.52%	2.03%	2.71%	3.72%	2.84%	4.18%	4.26%	5.01%	5.46%	5.14%	4.85%

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 High Growth Portfolio. 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 High Growth Portfolio was 46.69%, occurring on Mar 18, 2020. Recovery took 79 trading sessions.

The current High Growth Portfolio drawdown is 3.93%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-46.69%Mar 2020	27d	3mo 24d	4mo 21dFeb 2020 - Jul 2020
Bear market2022	-35.40%Oct 2022	6mo 18d	7mo 18d	1y 2moMar 2022 - May 2023
2016 bear market2016	-21.33%Feb 2016	1mo 13d	1mo 6d	2mo 19dDec 2015 - Mar 2016
2025 selloff2025	-18.85%Apr 2025	1mo 16d	1mo 7d	2mo 23dFeb 2025 - May 2025
Rate-hike selloffLate 2018	-16.17%Dec 2018	3mo 28d	3mo 10d	7mo 8dAug 2018 - Apr 2019

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 5.00, 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	5Y	10Y	All Time
Diversification Ratio	1.91	1.69	1.59	1.54	1.56

The portfolio has a diversification ratio of 1.56, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

High Growth Portfolio correlation to the S&P 500 Index

High Growth Portfolio has a 0.63 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	0.63
Correlation (3Y) Calculated over the trailing 3-year period	0.74
Correlation (5Y) Calculated over the trailing 5-year period	0.79
Correlation (10Y) Calculated over the trailing 10-year period	0.74
Correlation (All Time) Calculated using the full available price history since Jan 3, 2013	0.73

Benchmark Correlations

Correlation vs. S&P 500 Index. NVDA has the highest benchmark correlation at 0.61, while WELL has the lowest at 0.33.

0.33

0.41

0.41

0.46

0.58

0.61

Portfolio Correlations

Correlation vs. High Growth Portfolio. TSLA has the highest portfolio correlation at 0.75, while JNJ has the lowest at 0.30.

0.30

0.37

0.45

0.48

0.68

0.75

Asset Correlations Table

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

	WELL	JNJ	ABBV	TSLA	NVDA	IBM
WELL	1.00	0.25	0.22	0.13	0.12	0.25
JNJ	0.25	1.00	0.46	0.08	0.10	0.34
ABBV	0.22	0.46	1.00	0.13	0.17	0.31
TSLA	0.13	0.08	0.13	1.00	0.39	0.21
NVDA	0.12	0.10	0.17	0.39	1.00	0.29
IBM	0.25	0.34	0.31	0.21	0.29	1.00

The correlation results are calculated based on daily price changes starting from Jan 3, 2013

Diversification Analysis

Find what High Growth Portfolio is missing

See which holdings overlap, where High Growth Portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification