Dave Combined

Asset Allocation

Position	Category/Sector	Target Weight
BIL SPDR Barclays 1-3 Month T-Bill ETF	Government Bonds	3.52%
BILPX BlackRock Event Driven Equity Fund	Event Driven	4.72%
COWZ Pacer US Cash Cows 100 ETF	Mid Cap Value Equities, Dividend	1.76%
FISCX Franklin Convertible Securities Fund	Convertible Bonds	0.88%
FRDPX Franklin Rising Dividends Fund	Large Cap Blend Equities	7.04%
GSFTX Columbia Dividend Income Fund	Large Cap Value Equities	2.96%
INTAX Columbia Strategic Municipal Income Fund	Municipal Bonds	7.40%
LVHI Legg Mason International Low Volatility High Dividend ETF	Volatility Hedged Equity, Dividend	12.96%
MEDIX MFS Emerging Markets Debt Fund	Emerging Markets Bonds	1.76%
MEIIX MFS Value Fund Class I	Large Cap Value Equities	2.64%
MFIOX MFS Income Fund	Intermediate Core-Plus Bond	16.69%
MGTIX MFS Massachusetts Investors Growth Stock Fund	Large Cap Growth Equities	3.52%
MRSIX MFS Research International Fund	Foreign Large Cap Equities	7.04%
MVCAX MFS Mid Cap Value Fund	Mid Cap Value Equities	2.64%
NMI Nuveen Municipal Income Fund, Inc.	Municipal Bonds	1.76%
OEGYX Invesco Discovery Mid Cap Growth Fund	Mid Cap Growth Equities	2.64%
PEIYX Putnam Large Cap Value Fund	Large Cap Value Equities	2.64%
PFFD Global X U.S. Preferred ETF	Preferred Stock/Convertible Bonds	0.88%
SCJIX Crossmark Steward Covered Call Income Fund	Derivative Income	0.88%
SLV iShares Silver Trust	Precious Metals	0.88%
SRHMX Columbia High Yield Municipal Fund	High Yield Muni	7.43%
VSCAX Invesco Small Cap Value Fund	Small Cap Value Equities	2.64%
XLE State Street Energy Select Sector SPDR ETF	Energy Equities	0.74%
XLP State Street Consumer Staples Select Sector SPDR ETF	Consumer Staples Equities	0.74%
XLRE Real Estate Select Sector SPDR Fund	REIT	0.88%
XLU Utilities Select Sector SPDR Fund	Utilities Equities	0.74%
XLV State Street Health Care Select Sector SPDR ETF	Health & Biotech Equities	1.62%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dave Combined, 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 Dec 21, 2017, corresponding to the inception date of SCJIX

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	2.51%	-0.19%	-0.92%	0.43%	36.13%	18.22%	10.44%	12.72%
Portfolio Dave Combined	0.19%	-0.19%	2.82%	5.51%	22.94%	10.95%	6.67%	—
Portfolio components:
GSFTX Columbia Dividend Income Fund	-0.03%	-0.43%	3.99%	6.75%	30.51%	15.27%	10.65%	12.30%
XLV State Street Health Care Select Sector SPDR ETF	2.12%	-2.58%	-2.92%	4.44%	14.56%	5.62%	6.58%	9.81%
XLU Utilities Select Sector SPDR Fund	1.10%	0.55%	10.35%	4.54%	31.65%	13.68%	10.93%	10.16%
XLE State Street Energy Select Sector SPDR ETF	-3.51%	3.75%	30.69%	32.47%	56.76%	14.63%	23.72%	10.82%
XLP State Street Consumer Staples Select Sector SPDR ETF	1.87%	-3.17%	7.17%	7.87%	11.42%	6.03%	6.50%	7.31%
LVHI Legg Mason International Low Volatility High Dividend ETF	0.95%	4.19%	12.58%	20.52%	50.49%	21.90%	16.62%	—
SRHMX Columbia High Yield Municipal Fund	0.00%	-0.44%	0.66%	2.23%	7.70%	5.06%	0.81%	2.70%
BILPX BlackRock Event Driven Equity Fund	0.10%	0.19%	0.96%	2.39%	10.13%	6.17%	3.92%	5.05%
MGTIX MFS Massachusetts Investors Growth Stock Fund	-0.20%	-4.11%	-8.63%	-8.65%	18.94%	14.07%	8.77%	14.16%
PEIYX Putnam Large Cap Value Fund	-0.05%	-0.40%	1.73%	7.67%	34.88%	18.09%	12.92%	13.54%

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

Monthly Returns

Based on dividend-adjusted daily data since Dec 22, 2017, Dave Combined's average daily return is +0.03%, while the average monthly return is +0.63%. At this rate, your investment would double in approximately 9.2 years.

Historically, 70% of months were positive and 30% were negative. The best month was Nov 2020 with a return of +7.4%, while the worst month was Mar 2020 at -11.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Dave Combined closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +4.5%, while the worst single day was Mar 12, 2020 at -6.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.40%	3.24%	-3.53%	0.82%									2.82%
2025	2.35%	0.83%	-1.49%	-0.93%	2.25%	2.03%	0.38%	2.00%	1.79%	0.78%	1.71%	0.78%	13.12%
2024	0.28%	1.99%	2.64%	-2.39%	2.60%	0.25%	2.61%	1.88%	1.22%	-1.59%	2.78%	-2.65%	9.81%
2023	4.32%	-2.36%	1.22%	1.27%	-2.23%	3.27%	1.93%	-1.67%	-2.85%	-2.23%	6.40%	3.73%	10.77%
2022	-2.64%	-1.32%	0.13%	-3.89%	1.07%	-5.44%	4.44%	-2.65%	-6.27%	3.75%	6.09%	-1.81%	-8.98%
2021	-0.31%	1.42%	2.83%	2.44%	1.53%	0.42%	1.32%	1.02%	-2.34%	2.62%	-1.33%	2.93%	13.14%

Benchmark Metrics

Dave Combined has an annualized alpha of 1.74%, beta of 0.45, and R² of 0.86 versus S&P 500 Index. Calculated based on daily prices since December 22, 2017.

This portfolio participated in 57.87% of S&P 500 Index downside but only 51.00% of its upside — more exposed to losses than it benefited from rallies.
Beta of 0.45 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 1.74%

Beta: 0.45

R²: 0.86

Upside Capture: 51.00%

Downside Capture: 57.87%

Expense Ratio

Dave Combined has an expense ratio of 0.66%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Top 10 holdings

BILPX

BlackRock Event Driven Equity Fund

VSCAX

Invesco Small Cap Value Fund

MVCAX

MFS Mid Cap Value Fund

SCJIX

Crossmark Steward Covered Call Income Fund

FRDPX

Franklin Rising Dividends Fund

FISCX

Franklin Convertible Securities Fund

MEDIX

MFS Emerging Markets Debt Fund

OEGYX

Invesco Discovery Mid Cap Growth Fund

INTAX

Columbia Strategic Municipal Income Fund

MRSIX

MFS Research International Fund

Return for Risk

Risk / Return Rank

Dave Combined ranks 82 for risk / return — in the top 82% 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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	3.20	2.19	+1.02
Sortino ratio Return per unit of downside risk	4.89	3.49	+1.40
Omega ratio Gain probability vs. loss probability	1.68	1.48	+0.20
Calmar ratio Return relative to maximum drawdown	3.87	3.70	+0.17
Martin ratio Return relative to average drawdown	16.20	16.45	-0.24
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
GSFTX Columbia Dividend Income Fund	89	2.46	3.90	1.51	3.87	14.43
XLV State Street Health Care Select Sector SPDR ETF	23	0.87	1.34	1.16	1.24	3.33
XLU Utilities Select Sector SPDR Fund	59	2.17	2.96	1.38	3.17	7.89
XLE State Street Energy Select Sector SPDR ETF	81	2.58	3.31	1.44	7.09	18.28
XLP State Street Consumer Staples Select Sector SPDR ETF	20	0.87	1.38	1.16	0.87	2.04
LVHI Legg Mason International Low Volatility High Dividend ETF	97	4.41	6.29	1.98	7.44	33.07
SRHMX Columbia High Yield Municipal Fund	13	0.99	1.41	1.28	0.43	1.16
BILPX BlackRock Event Driven Equity Fund	94	2.65	4.69	1.65	5.49	21.06
MGTIX MFS Massachusetts Investors Growth Stock Fund	17	1.02	1.69	1.21	0.71	2.62
PEIYX Putnam Large Cap Value Fund	86	2.45	3.78	1.50	3.35	12.89

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.

Dave Combined Sharpe ratios as of Apr 8, 2026 (values are recalculated daily):

1-Year: 3.20
5-Year: 0.84
All Time: 0.79

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 1.91 to 2.75, 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 Dave Combined 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

Dave Combined provided a 5.52% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	5.52%	5.80%	5.58%	4.42%	4.15%	4.40%	2.97%	3.87%	6.03%	3.69%	2.75%	7.04%
Portfolio components:
GSFTX Columbia Dividend Income Fund	5.19%	5.35%	6.02%	4.96%	3.87%	2.87%	1.74%	2.90%	7.63%	4.00%	3.77%	8.27%
XLV State Street Health Care Select Sector SPDR ETF	1.67%	1.60%	1.67%	1.59%	1.47%	1.33%	1.49%	2.17%	1.57%	1.47%	1.60%	1.43%
XLU Utilities Select Sector SPDR Fund	2.54%	2.71%	2.96%	3.39%	2.92%	2.79%	3.14%	2.95%	3.33%	3.33%	3.41%	3.67%
XLE State Street Energy Select Sector SPDR ETF	2.57%	3.28%	3.36%	3.55%	3.68%	4.21%	5.62%	6.72%	3.54%	3.03%	2.26%	3.39%
XLP State Street Consumer Staples Select Sector SPDR ETF	2.63%	2.75%	2.77%	2.63%	2.47%	2.28%	2.50%	2.57%	3.04%	2.62%	2.53%	2.52%
LVHI Legg Mason International Low Volatility High Dividend ETF	4.47%	4.92%	3.98%	8.12%	7.74%	4.13%	3.97%	6.67%	10.67%	3.38%	2.02%	0.00%
SRHMX Columbia High Yield Municipal Fund	4.22%	5.65%	4.79%	4.30%	4.46%	3.40%	3.83%	4.55%	5.10%	4.30%	4.56%	4.55%
BILPX BlackRock Event Driven Equity Fund	4.15%	4.19%	4.16%	1.99%	2.58%	2.66%	2.97%	3.41%	1.97%	5.12%	1.11%	74.64%
MGTIX MFS Massachusetts Investors Growth Stock Fund	12.12%	11.08%	16.84%	4.17%	4.59%	10.30%	7.43%	7.38%	10.72%	6.83%	5.00%	6.61%
PEIYX Putnam Large Cap Value Fund	5.20%	5.29%	7.06%	5.17%	7.31%	7.32%	6.20%	3.59%	5.96%	3.44%	2.51%	6.14%

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 Dave Combined. 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 Dave Combined was 24.57%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current Dave Combined drawdown is 2.91%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-24.57%	Feb 20, 2020	23	Mar 23, 2020	161	Nov 9, 2020	184
-15.83%	Jan 5, 2022	186	Sep 30, 2022	306	Dec 19, 2023	492
-8.78%	Sep 24, 2018	64	Dec 24, 2018	38	Feb 20, 2019	102
-8.33%	Feb 19, 2025	35	Apr 8, 2025	28	May 19, 2025	63
-5.38%	Jan 29, 2018	39	Mar 23, 2018	110	Aug 29, 2018	149

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 27 assets, with an effective number of assets of 13.09, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

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	BIL	INTAX	SRHMX	NMI	SLV	MFIOX	MEDIX	XLU	XLE	XLP	PFFD	LVHI	BILPX	XLRE	XLV	FISCX	OEGYX	MRSIX	VSCAX	COWZ	MGTIX	SCJIX	MVCAX	MEIIX	PEIYX	FRDPX	GSFTX	Portfolio
Benchmark	1.00	-0.01	0.04	0.04	0.13	0.20	0.09	0.29	0.39	0.45	0.52	0.52	0.60	0.63	0.58	0.68	0.81	0.85	0.75	0.76	0.77	0.95	0.97	0.83	0.84	0.87	0.92	0.89	0.89
BIL	-0.01	1.00	0.04	0.02	0.03	0.02	0.01	0.03	0.04	0.00	0.01	-0.00	-0.01	-0.02	0.01	-0.02	-0.02	-0.01	-0.01	-0.01	-0.03	-0.01	-0.01	-0.01	-0.01	-0.02	-0.01	-0.00	-0.00
INTAX	0.04	0.04	1.00	0.88	0.23	0.08	0.52	0.48	0.13	-0.08	0.08	0.23	-0.01	0.05	0.17	0.05	0.09	0.05	0.08	-0.02	0.00	0.05	0.04	0.02	0.02	0.01	0.05	0.03	0.17
SRHMX	0.04	0.02	0.88	1.00	0.23	0.08	0.55	0.49	0.14	-0.08	0.08	0.23	-0.02	0.06	0.17	0.06	0.09	0.05	0.08	-0.02	0.01	0.06	0.04	0.02	0.02	0.01	0.05	0.03	0.17
NMI	0.13	0.03	0.23	0.23	1.00	0.12	0.26	0.19	0.15	0.08	0.07	0.25	0.09	0.11	0.18	0.11	0.15	0.14	0.12	0.12	0.12	0.13	0.12	0.13	0.13	0.12	0.13	0.13	0.21
SLV	0.20	0.02	0.08	0.08	0.12	1.00	0.17	0.19	0.15	0.19	0.12	0.20	0.18	0.18	0.16	0.13	0.23	0.20	0.34	0.23	0.19	0.19	0.19	0.18	0.17	0.20	0.19	0.19	0.29
MFIOX	0.09	0.01	0.52	0.55	0.26	0.17	1.00	0.61	0.22	-0.09	0.14	0.39	0.03	0.15	0.26	0.13	0.14	0.11	0.16	0.01	0.05	0.12	0.08	0.07	0.09	0.05	0.12	0.09	0.25
MEDIX	0.29	0.03	0.48	0.49	0.19	0.19	0.61	1.00	0.22	0.07	0.21	0.43	0.20	0.25	0.30	0.25	0.30	0.26	0.39	0.22	0.24	0.31	0.28	0.26	0.26	0.26	0.30	0.26	0.42
XLU	0.39	0.04	0.13	0.14	0.15	0.15	0.22	0.22	1.00	0.21	0.59	0.36	0.36	0.30	0.64	0.44	0.29	0.30	0.31	0.30	0.34	0.39	0.39	0.45	0.51	0.44	0.46	0.52	0.48
XLE	0.45	0.00	-0.08	-0.08	0.08	0.19	-0.09	0.07	0.21	1.00	0.26	0.25	0.45	0.38	0.27	0.31	0.35	0.34	0.41	0.65	0.69	0.36	0.46	0.62	0.56	0.63	0.46	0.56	0.53
XLP	0.52	0.01	0.08	0.08	0.07	0.12	0.14	0.21	0.59	0.26	1.00	0.34	0.47	0.37	0.61	0.60	0.34	0.37	0.44	0.38	0.50	0.53	0.53	0.56	0.65	0.58	0.62	0.67	0.60
PFFD	0.52	-0.00	0.23	0.23	0.25	0.20	0.39	0.43	0.36	0.25	0.34	1.00	0.42	0.45	0.47	0.40	0.53	0.51	0.50	0.47	0.47	0.51	0.51	0.52	0.50	0.50	0.51	0.49	0.61
LVHI	0.60	-0.01	-0.01	-0.02	0.09	0.18	0.03	0.20	0.36	0.45	0.47	0.42	1.00	0.47	0.46	0.50	0.48	0.48	0.68	0.59	0.62	0.57	0.59	0.64	0.65	0.67	0.60	0.65	0.74
BILPX	0.63	-0.02	0.05	0.06	0.11	0.18	0.15	0.25	0.30	0.38	0.37	0.45	0.47	1.00	0.46	0.51	0.62	0.62	0.56	0.63	0.63	0.61	0.63	0.68	0.64	0.65	0.63	0.62	0.68
XLRE	0.58	0.01	0.17	0.17	0.18	0.16	0.26	0.30	0.64	0.27	0.61	0.47	0.46	0.46	1.00	0.55	0.49	0.50	0.48	0.46	0.52	0.57	0.56	0.64	0.64	0.60	0.62	0.65	0.66
XLV	0.68	-0.02	0.05	0.06	0.11	0.13	0.13	0.25	0.44	0.31	0.60	0.40	0.50	0.51	0.55	1.00	0.56	0.58	0.57	0.48	0.62	0.69	0.66	0.63	0.75	0.69	0.76	0.75	0.72
FISCX	0.81	-0.02	0.09	0.09	0.15	0.23	0.14	0.30	0.29	0.35	0.34	0.53	0.48	0.62	0.49	0.56	1.00	0.90	0.67	0.67	0.65	0.79	0.78	0.70	0.65	0.70	0.75	0.68	0.77
OEGYX	0.85	-0.01	0.05	0.05	0.14	0.20	0.11	0.26	0.30	0.34	0.37	0.51	0.48	0.62	0.50	0.58	0.90	1.00	0.67	0.69	0.65	0.84	0.82	0.73	0.69	0.73	0.81	0.73	0.79
MRSIX	0.75	-0.01	0.08	0.08	0.12	0.34	0.16	0.39	0.31	0.41	0.44	0.50	0.68	0.56	0.48	0.57	0.67	0.67	1.00	0.67	0.67	0.76	0.74	0.71	0.72	0.73	0.73	0.71	0.84
VSCAX	0.76	-0.01	-0.02	-0.02	0.12	0.23	0.01	0.22	0.30	0.65	0.38	0.47	0.59	0.63	0.46	0.48	0.67	0.69	0.67	1.00	0.86	0.68	0.74	0.90	0.78	0.86	0.74	0.77	0.81
COWZ	0.77	-0.03	0.00	0.01	0.12	0.19	0.05	0.24	0.34	0.69	0.50	0.47	0.62	0.63	0.52	0.62	0.65	0.65	0.67	0.86	1.00	0.71	0.76	0.90	0.84	0.88	0.79	0.84	0.84
MGTIX	0.95	-0.01	0.05	0.06	0.13	0.19	0.12	0.31	0.39	0.36	0.53	0.51	0.57	0.61	0.57	0.69	0.79	0.84	0.76	0.68	0.71	1.00	0.92	0.78	0.81	0.82	0.92	0.85	0.87
SCJIX	0.97	-0.01	0.04	0.04	0.12	0.19	0.08	0.28	0.39	0.46	0.53	0.51	0.59	0.63	0.56	0.66	0.78	0.82	0.74	0.74	0.76	0.92	1.00	0.82	0.83	0.86	0.90	0.88	0.87
MVCAX	0.83	-0.01	0.02	0.02	0.13	0.18	0.07	0.26	0.45	0.62	0.56	0.52	0.64	0.68	0.64	0.63	0.70	0.73	0.71	0.90	0.90	0.78	0.82	1.00	0.92	0.94	0.86	0.90	0.90
MEIIX	0.84	-0.01	0.02	0.02	0.13	0.17	0.09	0.26	0.51	0.56	0.65	0.50	0.65	0.64	0.64	0.75	0.65	0.69	0.72	0.78	0.84	0.81	0.83	0.92	1.00	0.94	0.91	0.96	0.90
PEIYX	0.87	-0.02	0.01	0.01	0.12	0.20	0.05	0.26	0.44	0.63	0.58	0.50	0.67	0.65	0.60	0.69	0.70	0.73	0.73	0.86	0.88	0.82	0.86	0.94	0.94	1.00	0.89	0.94	0.91
FRDPX	0.92	-0.01	0.05	0.05	0.13	0.19	0.12	0.30	0.46	0.46	0.62	0.51	0.60	0.63	0.62	0.76	0.75	0.81	0.73	0.74	0.79	0.92	0.90	0.86	0.91	0.89	1.00	0.93	0.91
GSFTX	0.89	-0.00	0.03	0.03	0.13	0.19	0.09	0.26	0.52	0.56	0.67	0.49	0.65	0.62	0.65	0.75	0.68	0.73	0.71	0.77	0.84	0.85	0.88	0.90	0.96	0.94	0.93	1.00	0.91
Portfolio	0.89	-0.00	0.17	0.17	0.21	0.29	0.25	0.42	0.48	0.53	0.60	0.61	0.74	0.68	0.66	0.72	0.77	0.79	0.84	0.81	0.84	0.87	0.87	0.90	0.90	0.91	0.91	0.91	1.00

The correlation results are calculated based on daily price changes starting from Dec 22, 2017

Dave Combined

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Top 10 holdings

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