Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

5

Currency in USD · Last updated May 31, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	11.11%
ACN Accenture plc	Technology	11.11%
APO Apollo Global Management, Inc.	Financial Services	11.11%
ARCC Ares Capital Corporation	Financial Services	11.11%
ARES Ares Management Corporation	Financial Services	11.11%
BCSF Bain Capital Specialty Finance, Inc.	Financial Services	11.11%
HUBS HubSpot, Inc.	Technology	11.11%
JPM JPMorgan Chase & Co.	Financial Services	11.11%
LMT Lockheed Martin Corporation	Industrials	11.11%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Nov 15, 2018, corresponding to the inception date of BCSF

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.51%	6.15%	-2.00%	12.92%	14.19%	10.85%
5	-7.01%	2.20%	-8.29%	13.87%	23.65%	N/A
Portfolio components:
ARES Ares Management Corporation	-5.78%	8.50%	-5.14%	18.82%	38.71%	29.27%
ARCC Ares Capital Corporation	3.04%	6.73%	4.09%	12.74%	19.17%	13.16%
APO Apollo Global Management, Inc.	-20.36%	-3.90%	-24.85%	13.43%	25.54%	24.94%
ACN Accenture plc	-9.11%	5.91%	-11.76%	13.22%	11.10%	14.50%
AAPL Apple Inc	-19.60%	-5.36%	-15.17%	5.49%	21.05%	21.31%
HUBS HubSpot, Inc.	-15.34%	-3.53%	-18.19%	-2.70%	24.16%	28.28%
BCSF Bain Capital Specialty Finance, Inc.	-7.78%	2.75%	-3.19%	5.63%	20.01%	N/A
LMT Lockheed Martin Corporation	0.00%	0.97%	-7.64%	7.40%	7.15%	12.61%
JPM JPMorgan Chase & Co.	11.38%	7.92%	6.92%	35.52%	25.54%	18.06%

*Annualized

Monthly Returns

The table below presents the monthly returns of 5, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	5.63%	-4.62%	-9.22%	-0.52%	2.20%								-7.01%
2024	1.62%	3.88%	1.36%	-1.91%	3.76%	1.03%	4.99%	0.98%	2.63%	2.42%	9.82%	-1.38%	32.79%
2023	9.52%	1.08%	0.91%	1.05%	4.73%	7.30%	4.70%	0.41%	-2.90%	-3.43%	9.53%	5.30%	44.22%
2022	-3.76%	-0.70%	-0.52%	-10.72%	1.02%	-9.79%	9.93%	0.55%	-13.41%	15.63%	5.92%	-6.99%	-15.67%
2021	-2.86%	10.43%	2.98%	6.19%	0.60%	5.64%	2.36%	4.29%	-1.39%	9.91%	-1.79%	2.37%	45.03%
2020	2.69%	-8.73%	-20.56%	15.11%	10.40%	4.93%	2.34%	8.35%	-3.82%	-4.44%	17.63%	5.49%	25.56%
2019	12.98%	5.36%	0.59%	8.78%	-4.54%	5.83%	3.29%	3.64%	-1.70%	3.41%	5.44%	5.50%	59.31%
2018											0.31%	-11.79%	-11.52%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

5 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.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 5 is 30, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ARES Ares Management Corporation	0.46	0.82	1.12	0.44	1.41
ARCC Ares Capital Corporation	0.62	1.01	1.15	0.70	2.69
APO Apollo Global Management, Inc.	0.31	0.76	1.11	0.37	1.03
ACN Accenture plc	0.49	0.62	1.08	0.28	0.71
AAPL Apple Inc	0.17	0.51	1.07	0.19	0.57
HUBS HubSpot, Inc.	-0.06	0.05	1.01	-0.16	-0.40
BCSF Bain Capital Specialty Finance, Inc.	0.25	0.67	1.10	0.34	1.08
LMT Lockheed Martin Corporation	0.32	0.59	1.09	0.26	0.48
JPM JPMorgan Chase & Co.	1.26	1.82	1.26	1.45	4.83

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.

5 Sharpe ratios as of May 31, 2025 (values are recalculated daily):

1-Year: 0.62
5-Year: 1.17
All Time: 0.94

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 0.60 to 1.13, 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 5 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

5 provided a 3.43% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	3.43%	3.19%	3.50%	3.93%	3.16%	4.09%	3.55%	4.13%	3.20%	3.19%	4.45%	3.88%
Portfolio components:
ARES Ares Management Corporation	2.36%	2.10%	2.59%	3.57%	2.31%	3.40%	3.59%	7.50%	6.30%	4.32%	6.81%	2.45%
ARCC Ares Capital Corporation	8.71%	8.77%	9.59%	10.12%	7.65%	9.47%	9.01%	9.88%	9.67%	9.22%	11.02%	10.06%
APO Apollo Global Management, Inc.	1.45%	1.10%	1.81%	2.51%	2.90%	4.72%	4.23%	7.86%	5.53%	6.46%	12.91%	13.19%
ACN Accenture plc	1.81%	1.52%	1.33%	1.51%	0.87%	1.26%	1.07%	1.98%	1.66%	1.97%	2.03%	2.18%
AAPL Apple Inc	0.50%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%
HUBS HubSpot, 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%
BCSF Bain Capital Specialty Finance, Inc.	11.45%	10.27%	10.62%	11.60%	8.94%	11.73%	8.30%	2.44%	0.00%	0.00%	0.00%	0.00%
LMT Lockheed Martin Corporation	2.67%	2.62%	2.68%	2.34%	2.98%	2.76%	2.31%	3.13%	2.32%	2.71%	2.83%	2.85%
JPM JPMorgan Chase & Co.	1.91%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%	2.49%

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 5. 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 5 was 44.04%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.

The current 5 drawdown is 11.96%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-44.04%	Feb 20, 2020	23	Mar 23, 2020	107	Aug 24, 2020	130
-26.51%	Oct 26, 2021	235	Sep 30, 2022	167	Jun 1, 2023	402
-25.5%	Feb 3, 2025	46	Apr 8, 2025	—	—	—
-17.71%	Dec 4, 2018	14	Dec 24, 2018	27	Feb 4, 2019	41
-9.54%	Sep 3, 2020	41	Oct 30, 2020	6	Nov 9, 2020	47

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 9 assets, with an effective number of assets of 9.00, 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.

	^GSPC	LMT	BCSF	HUBS	AAPL	JPM	ARCC	ACN	APO	ARES	Portfolio
^GSPC	1.00	0.33	0.40	0.55	0.72	0.62	0.54	0.73	0.64	0.65	0.86
LMT	0.33	1.00	0.21	0.09	0.18	0.32	0.26	0.28	0.20	0.20	0.36
BCSF	0.40	0.21	1.00	0.24	0.26	0.38	0.54	0.28	0.35	0.33	0.52
HUBS	0.55	0.09	0.24	1.00	0.42	0.24	0.29	0.46	0.42	0.45	0.68
AAPL	0.72	0.18	0.26	0.42	1.00	0.34	0.33	0.51	0.42	0.44	0.64
JPM	0.62	0.32	0.38	0.24	0.34	1.00	0.48	0.43	0.50	0.47	0.62
ARCC	0.54	0.26	0.54	0.29	0.33	0.48	1.00	0.41	0.47	0.49	0.64
ACN	0.73	0.28	0.28	0.46	0.51	0.43	0.41	1.00	0.47	0.51	0.71
APO	0.64	0.20	0.35	0.42	0.42	0.50	0.47	0.47	1.00	0.65	0.75
ARES	0.65	0.20	0.33	0.45	0.44	0.47	0.49	0.51	0.65	1.00	0.77
Portfolio	0.86	0.36	0.52	0.68	0.64	0.62	0.64	0.71	0.75	0.77	1.00

The correlation results are calculated based on daily price changes starting from Nov 16, 2018

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

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5

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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