(16.8.2025) Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
ADP Automatic Data Processing, Inc.	Industrials	3.30%
CRM salesforce.com, inc.	Technology	39.80%
DGRO iShares Core Dividend Growth ETF	Large Cap Growth Equities, Dividend	7.20%
FANG Diamondback Energy, Inc.	Energy	7.60%
IEMG iShares Core MSCI Emerging Markets ETF	Emerging Markets Diversified	1.70%
IWM iShares Russell 2000 ETF	Small Cap Blend Equities	12.30%
LMT Lockheed Martin Corporation	Industrials	4.70%
NESN.SW Nestlé S.A.	Consumer Defensive	5.10%
QCOM QUALCOMM Incorporated	Technology	4.30%
QQQ Invesco QQQ ETF	Large Cap Growth Equities	2.50%
STXS Stereotaxis, Inc.	Healthcare	0.40%
WMT Walmart Inc.	Consumer Defensive	5.40%
XOM Exxon Mobil Corporation	Energy	5.70%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in (16.8.2025) 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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The earliest data available for this chart is Jun 12, 2014, corresponding to the inception date of DGRO

Returns By Period

As of Apr 3, 2026, the (16.8.2025) Portfolio returned -6.69% Year-To-Date and 14.28% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio (16.8.2025) Portfolio	0.49%	-1.90%	-6.69%	-1.05%	-0.81%	9.94%	8.31%	14.28%
Portfolio components:
CRM salesforce.com, inc.	0.50%	-4.52%	-29.34%	-21.52%	-30.62%	-1.21%	-2.83%	9.61%
ADP Automatic Data Processing, Inc.	1.36%	-4.89%	-20.03%	-28.58%	-31.93%	0.26%	3.69%	10.95%
DGRO iShares Core Dividend Growth ETF	0.16%	-3.33%	1.76%	4.21%	15.91%	14.42%	10.17%	12.88%
FANG Diamondback Energy, Inc.	1.71%	9.86%	29.74%	37.15%	23.33%	14.46%	24.15%	12.97%
IEMG iShares Core MSCI Emerging Markets ETF	-1.02%	-3.09%	3.48%	6.02%	32.00%	15.85%	4.31%	8.31%
IWM iShares Russell 2000 ETF	0.69%	-2.89%	2.27%	3.51%	25.33%	13.42%	3.61%	10.00%
LMT Lockheed Martin Corporation	0.83%	-6.74%	29.44%	26.33%	41.28%	11.53%	13.95%	13.73%
QCOM QUALCOMM Incorporated	-0.38%	-7.61%	-25.39%	-24.04%	-15.78%	2.87%	0.53%	12.71%
QQQ Invesco QQQ ETF	0.11%	-2.64%	-4.65%	-3.18%	23.45%	22.97%	13.18%	19.05%
STXS Stereotaxis, Inc.	1.08%	-12.62%	-18.70%	-38.49%	6.86%	-1.89%	-22.76%	1.26%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 13, 2014, (16.8.2025) Portfolio's average daily return is +0.06%, while the average monthly return is +1.19%. At this rate, your investment would double in approximately 4.9 years.

Historically, 62% of months were positive and 38% were negative. The best month was Aug 2020 with a return of +18.7%, while the worst month was Mar 2020 at -15.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, (16.8.2025) Portfolio closed higher 54% of trading days. The best single day was Aug 26, 2020 with a return of +10.5%, while the worst single day was Mar 16, 2020 at -13.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-4.18%	-0.48%	-2.19%	0.04%									-6.69%
2025	2.55%	-5.41%	-4.98%	-1.08%	1.14%	2.42%	-2.27%	2.34%	-1.60%	4.35%	-3.86%	6.18%	-0.99%
2024	2.70%	7.12%	1.96%	-5.58%	-1.80%	3.09%	2.91%	0.30%	2.73%	1.81%	7.78%	-2.60%	21.52%
2023	14.12%	-2.80%	10.06%	0.44%	2.38%	0.51%	5.65%	-1.40%	-5.08%	-1.85%	12.99%	4.72%	44.87%
2022	-3.19%	-2.22%	1.56%	-9.77%	-1.49%	-5.05%	9.44%	-6.65%	-8.41%	13.41%	1.72%	-10.00%	-21.19%
2021	1.90%	1.91%	2.13%	6.10%	1.99%	3.61%	-2.10%	4.18%	0.40%	8.16%	-1.81%	-2.04%	26.67%

Benchmark Metrics

(16.8.2025) Portfolio has an annualized alpha of 2.78%, beta of 1.01, and R² of 0.71 versus S&P 500 Index. Calculated based on daily prices since June 13, 2014.

This portfolio captured 107.68% of S&P 500 Index gains but only 96.82% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 2.78% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 1.01 and R² of 0.71, 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: 2.78%

Beta: 1.01

R²: 0.71

Upside Capture: 107.68%

Downside Capture: 96.82%

Expense Ratio

(16.8.2025) Portfolio has an expense ratio of 0.04%, 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.

IWM

iShares Russell 2000 ETF

QQQ

Invesco QQQ ETF

IEMG

iShares Core MSCI Emerging Markets ETF

DGRO

iShares Core Dividend Growth ETF

Return for Risk

Risk / Return Rank

(16.8.2025) Portfolio ranks 7 for risk / return — in the bottom 7% 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.

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	-0.04	0.88	-0.92
Sortino ratio Return per unit of downside risk	0.08	1.37	-1.29
Omega ratio Gain probability vs. loss probability	1.01	1.21	-0.20
Calmar ratio Return relative to maximum drawdown	0.81	1.39	-0.58
Martin ratio Return relative to average drawdown	1.76	6.43	-4.67
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.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
CRM salesforce.com, inc.	8	-0.87	-1.13	0.86	-0.79	-1.64
ADP Automatic Data Processing, Inc.	3	-1.42	-1.98	0.75	-0.86	-1.78
DGRO iShares Core Dividend Growth ETF	58	1.11	1.61	1.24	1.52	6.97
FANG Diamondback Energy, Inc.	58	0.60	1.03	1.14	0.91	2.30
IEMG iShares Core MSCI Emerging Markets ETF	79	1.62	2.21	1.32	2.43	9.12
IWM iShares Russell 2000 ETF	60	1.10	1.64	1.21	1.99	7.27
LMT Lockheed Martin Corporation	81	1.55	1.99	1.29	2.74	7.01
QCOM QUALCOMM Incorporated	21	-0.41	-0.35	0.95	-0.48	-1.18
QQQ Invesco QQQ ETF	59	1.04	1.62	1.23	1.93	7.00
STXS Stereotaxis, Inc.	43	0.12	0.59	1.07	0.19	0.38

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.

(16.8.2025) Portfolio Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: -0.04
5-Year: 0.41
10-Year: 0.66
All Time: 0.63

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 0.98 to 1.67, 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 (16.8.2025) 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

(16.8.2025) Portfolio provided a 1.55% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.55%	1.52%	1.69%	1.53%	1.60%	1.21%	1.54%	1.23%	1.39%	1.15%	1.23%	1.34%
Portfolio components:
CRM salesforce.com, inc.	0.89%	0.63%	0.48%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ADP Automatic Data Processing, Inc.	3.18%	2.46%	1.96%	2.21%	1.83%	1.55%	2.08%	1.92%	2.14%	2.00%	2.10%	2.36%
DGRO iShares Core Dividend Growth ETF	2.09%	2.09%	2.26%	2.45%	2.34%	1.93%	2.30%	2.21%	2.44%	2.03%	2.27%	2.52%
FANG Diamondback Energy, Inc.	2.09%	2.66%	5.06%	5.15%	6.55%	1.62%	3.10%	0.74%	0.40%	0.00%	0.00%	0.00%
IEMG iShares Core MSCI Emerging Markets ETF	2.66%	2.75%	3.20%	2.89%	2.71%	3.06%	1.87%	3.15%	2.76%	2.35%	2.28%	2.53%
IWM iShares Russell 2000 ETF	1.01%	1.04%	1.15%	1.35%	1.48%	0.94%	1.04%	1.26%	1.40%	1.26%	1.38%	1.54%
LMT Lockheed Martin Corporation	2.17%	2.76%	2.62%	2.68%	2.34%	2.98%	2.76%	2.31%	3.13%	2.32%	2.71%	2.83%
QCOM QUALCOMM Incorporated	2.81%	2.06%	2.18%	2.18%	2.67%	1.47%	1.69%	2.81%	4.27%	3.50%	3.17%	3.72%
QQQ Invesco QQQ ETF	0.48%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
STXS Stereotaxis, 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 (16.8.2025) 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 (16.8.2025) Portfolio was 34.78%, occurring on Mar 16, 2020. Recovery took 102 trading sessions.

The current (16.8.2025) Portfolio drawdown is 13.94%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-34.78%	Feb 20, 2020	18	Mar 16, 2020	102	Aug 6, 2020	120
-30.04%	Nov 9, 2021	232	Sep 30, 2022	300	Nov 30, 2023	532
-23.4%	Dec 5, 2024	87	Apr 8, 2025	—	—	—
-22.23%	Oct 2, 2018	60	Dec 24, 2018	82	Apr 22, 2019	142
-18.07%	Dec 7, 2015	44	Feb 8, 2016	49	Apr 18, 2016	93

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 13 assets, with an effective number of assets of 5.02, 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.

	Benchmark	NESN.SW	STXS	WMT	LMT	FANG	XOM	CRM	QCOM	ADP	IEMG	QQQ	IWM	DGRO	Portfolio
Benchmark	1.00	0.19	0.24	0.38	0.37	0.37	0.43	0.61	0.65	0.63	0.69	0.91	0.82	0.90	0.80
NESN.SW	0.19	1.00	0.03	0.12	0.13	0.04	0.06	0.11	0.12	0.17	0.24	0.16	0.14	0.22	0.18
STXS	0.24	0.03	1.00	0.05	0.07	0.12	0.08	0.19	0.19	0.15	0.18	0.22	0.30	0.22	0.25
WMT	0.38	0.12	0.05	1.00	0.26	0.08	0.18	0.18	0.19	0.33	0.21	0.32	0.27	0.43	0.29
LMT	0.37	0.13	0.07	0.26	1.00	0.20	0.30	0.18	0.17	0.39	0.22	0.25	0.33	0.46	0.33
FANG	0.37	0.04	0.12	0.08	0.20	1.00	0.66	0.18	0.24	0.21	0.34	0.25	0.45	0.40	0.46
XOM	0.43	0.06	0.08	0.18	0.30	0.66	1.00	0.18	0.27	0.30	0.37	0.25	0.44	0.51	0.45
CRM	0.61	0.11	0.19	0.18	0.18	0.18	0.18	1.00	0.45	0.43	0.44	0.65	0.51	0.48	0.88
QCOM	0.65	0.12	0.19	0.19	0.17	0.24	0.27	0.45	1.00	0.38	0.53	0.68	0.56	0.58	0.58
ADP	0.63	0.17	0.15	0.33	0.39	0.21	0.30	0.43	0.38	1.00	0.38	0.53	0.53	0.67	0.55
IEMG	0.69	0.24	0.18	0.21	0.22	0.34	0.37	0.44	0.53	0.38	1.00	0.66	0.62	0.62	0.59
QQQ	0.91	0.16	0.22	0.32	0.25	0.25	0.25	0.65	0.68	0.53	0.66	1.00	0.70	0.72	0.75
IWM	0.82	0.14	0.30	0.27	0.33	0.45	0.44	0.51	0.56	0.53	0.62	0.70	1.00	0.80	0.74
DGRO	0.90	0.22	0.22	0.43	0.46	0.40	0.51	0.48	0.58	0.67	0.62	0.72	0.80	1.00	0.72
Portfolio	0.80	0.18	0.25	0.29	0.33	0.46	0.45	0.88	0.58	0.55	0.59	0.75	0.74	0.72	1.00

The correlation results are calculated based on daily price changes starting from Jun 13, 2014

(16.8.2025) Portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table