(16.8.2025) Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
CRM Salesforce, Inc.	Technology	39.80%
IWM iShares Russell 2000 ETF	Small Cap Blend Equities	12.30%
FANG Diamondback Energy, Inc.	Energy	7.60%
DGRO iShares Core Dividend Growth ETF	Large Cap Growth Equities, Dividend	7.20%
XOM Exxon Mobil Corporation	Energy	5.70%
WMT Walmart Inc.	Consumer Defensive	5.40%
NESN.SW Nestlé S.A.	Consumer Defensive	5.10%
LMT Lockheed Martin Corporation	Industrials	4.70%
QCOM QUALCOMM Incorporated	Technology	4.30%
ADP Automatic Data Processing, Inc.	Industrials	3.30%
QQQ Invesco QQQ ETF	Nasdaq-100	2.50%
IEMG iShares Core MSCI Emerging Markets ETF	Emerging Markets Diversified	1.70%
STXS Stereotaxis, Inc.	Healthcare	0.40%

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 (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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Returns By Period

As of Jun 9, 2026, the (16.8.2025) Portfolio returned -2.37% Year-To-Date and 14.04% 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 (16.8.2025) Portfolio	-0.16%	0.69%	-2.37%	-1.70%	2.36%	10.39%	7.88%	14.04%
Portfolio components:
ADP Automatic Data Processing, Inc.	-1.24%	7.55%	-10.21%	-10.14%	-28.14%	4.26%	5.16%	12.50%
CRM Salesforce, Inc.	-1.68%	0.40%	-30.92%	-29.37%	-33.00%	-4.89%	-4.74%	8.51%
DGRO iShares Core Dividend Growth ETF	-0.29%	2.67%	8.47%	9.27%	21.90%	16.63%	10.64%	13.26%
FANG Diamondback Energy, Inc.	2.89%	5.61%	33.36%	27.27%	44.64%	18.70%	22.65%	11.24%
IEMG iShares Core MSCI Emerging Markets ETF	1.70%	-3.66%	18.97%	20.80%	40.80%	20.51%	6.57%	9.88%
IWM iShares Russell 2000 ETF	0.87%	-0.02%	15.62%	13.83%	35.52%	16.64%	5.48%	10.78%
LMT Lockheed Martin Corporation	-0.70%	3.35%	8.80%	13.08%	10.88%	6.80%	9.00%	10.91%
NESN.SW Nestlé S.A.	-0.42%	-2.63%	1.70%	3.22%	-4.09%	-3.42%	-1.99%	5.59%
QCOM QUALCOMM Incorporated	0.85%	-0.24%	28.60%	25.48%	48.99%	24.96%	12.79%	18.18%
QQQ Invesco QQQ ETF	1.56%	0.68%	16.71%	15.00%	35.78%	27.15%	16.98%	21.59%

*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 +1.20%. At this rate, an investment would double in approximately 4.8 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%	2.11%	5.44%	-2.78%							-2.37%
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 2.20%, beta of 1.01, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since June 13, 2014.

This portfolio captured 104.73% of S&P 500 Index gains but only 97.08% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 2.20% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 1.01 and R2 of 0.70, 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: 2.20%

Beta: 1.01

R²: 0.70

Upside Capture: 104.73%

Downside Capture: 97.08%

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 5 for risk / return — in the bottom 5% 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

The table below presents risk-adjusted performance metrics for (16.8.2025) Portfolio and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	0.15	1.94	-1.79
Sortino ratioReturn per unit of downside risk	0.31	2.63	-2.31
Omega ratioGain probability vs. loss probability	1.04	1.35	-0.32
Calmar ratioReturn relative to maximum drawdown	0.20	2.59	-2.39
Martin ratioReturn relative to average drawdown	0.50	11.84	-11.34
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
ADP Automatic Data Processing, Inc.	8	-1.16	-1.68	0.80	-0.72	-1.33
CRM Salesforce, Inc.	8	-0.88	-1.17	0.86	-0.84	-1.62
DGRO iShares Core Dividend Growth ETF	78	2.32	3.37	1.42	3.40	13.12
FANG Diamondback Energy, Inc.	80	1.43	1.97	1.24	3.58	7.07
IEMG iShares Core MSCI Emerging Markets ETF	67	1.99	2.58	1.38	3.10	11.68
IWM iShares Russell 2000 ETF	63	1.83	2.54	1.30	3.24	11.44
LMT Lockheed Martin Corporation	52	0.41	0.71	1.10	0.43	1.04
NESN.SW Nestlé S.A.	31	-0.22	-0.17	0.98	-0.28	-0.52
QCOM QUALCOMM Incorporated	71	1.04	1.69	1.24	1.49	3.34
QQQ Invesco QQQ ETF	69	2.15	2.77	1.38	3.00	11.43

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 Jun 9, 2026 (values are recalculated daily):

1-Year: 0.15
5-Year: 0.38
10-Year: 0.65
All Time: 0.64

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 1.62 to 2.49, 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 1.52% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.52%	1.52%	1.69%	1.53%	1.60%	1.21%	1.54%	1.23%	1.39%	1.15%	1.23%	1.34%
Portfolio components:
ADP Automatic Data Processing, Inc.	2.83%	2.46%	1.96%	2.21%	1.83%	1.55%	2.08%	1.92%	2.14%	2.00%	2.10%	2.36%
CRM Salesforce, Inc.	0.92%	0.63%	0.48%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DGRO iShares Core Dividend Growth ETF	1.96%	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	2.31%	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	0.89%	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	2.62%	2.76%	2.62%	2.68%	2.34%	2.98%	2.76%	2.31%	3.13%	2.32%	2.71%	2.83%
NESN.SW Nestlé S.A.	4.04%	3.87%	4.01%	3.03%	2.61%	2.16%	2.59%	2.34%	2.94%	2.74%	3.08%	2.95%
QCOM QUALCOMM Incorporated	1.65%	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	0.39%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%

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 9.96%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-34.78%Mar 2020	25d	4mo 23d	5mo 18dFeb 2020 - Aug 2020
Bear market2022	-30.04%Sep 2022	10mo 25d	1y 2mo	2y 21dNov 2021 - Nov 2023
2025 selloff2025	-23.40%Apr 2025	4mo 4d	—	1y 6moDec 2024 - now
Rate-hike selloffLate 2018	-22.23%Dec 2018	2mo 23d	3mo 29d	6mo 22dOct 2018 - Apr 2019
2016 correction2016	-18.07%Feb 2016	2mo 3d	2mo 10d	4mo 13dDec 2015 - Apr 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 13 assets, with an effective number of assets of 5.02, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.74	1.54	1.44	1.40	1.40

The portfolio has a diversification ratio of 1.40, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

(16.8.2025) Portfolio correlation to the S&P 500 Index

(16.8.2025) Portfolio has a 0.43 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	0.43
Correlation (3Y) Calculated over the trailing 3-year period	0.65
Correlation (5Y) Calculated over the trailing 5-year period	0.75
Correlation (10Y) Calculated over the trailing 10-year period	0.78
Correlation (All Time) Calculated using the full available price history since Jun 13, 2014	0.79

Benchmark Correlations

Correlation vs. S&P 500 Index. QQQ has the highest benchmark correlation at 0.91, while NESN.SW has the lowest at 0.19.

0.19

0.24

0.36

0.37

0.37

0.41

0.60

0.62

0.65

0.70

0.82

0.90

0.91

Portfolio Correlations

Correlation vs. (16.8.2025) Portfolio. CRM has the highest portfolio correlation at 0.88, while NESN.SW has the lowest at 0.17.

0.17

0.24

0.28

0.33

0.45

0.46

0.56

0.58

0.59

0.71

0.73

0.74

0.88

Asset Correlations Table

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

	NESN.SW	STXS	WMT	LMT	FANG	XOM	CRM	QCOM	ADP	IEMG	QQQ	IWM	DGRO
NESN.SW	1.00	0.03	0.12	0.12	0.03	0.05	0.11	0.12	0.16	0.24	0.16	0.14	0.22
STXS	0.03	1.00	0.05	0.07	0.11	0.08	0.19	0.19	0.15	0.19	0.23	0.30	0.22
WMT	0.12	0.05	1.00	0.26	0.08	0.18	0.17	0.18	0.32	0.21	0.31	0.26	0.42
LMT	0.12	0.07	0.26	1.00	0.20	0.29	0.18	0.16	0.38	0.21	0.24	0.32	0.46
FANG	0.03	0.11	0.08	0.20	1.00	0.66	0.18	0.23	0.20	0.33	0.25	0.44	0.39
XOM	0.05	0.08	0.18	0.29	0.66	1.00	0.18	0.26	0.30	0.36	0.24	0.42	0.50
CRM	0.11	0.19	0.17	0.18	0.18	0.18	1.00	0.43	0.44	0.42	0.64	0.50	0.47
QCOM	0.12	0.19	0.18	0.16	0.23	0.26	0.43	1.00	0.37	0.53	0.67	0.56	0.57
ADP	0.16	0.15	0.32	0.38	0.20	0.30	0.44	0.37	1.00	0.37	0.51	0.51	0.66
IEMG	0.24	0.19	0.21	0.21	0.33	0.36	0.42	0.53	0.37	1.00	0.66	0.62	0.62
QQQ	0.16	0.23	0.31	0.24	0.25	0.24	0.64	0.67	0.51	0.66	1.00	0.70	0.71
IWM	0.14	0.30	0.26	0.32	0.44	0.42	0.50	0.56	0.51	0.62	0.70	1.00	0.80
DGRO	0.22	0.22	0.42	0.46	0.39	0.50	0.47	0.57	0.66	0.62	0.71	0.80	1.00

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

Diversification Analysis

Find what (16.8.2025) Portfolio is missing

See which holdings overlap, where (16.8.2025) Portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification