BTM9

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

BTM9

Currency in USD · Last updated Jun 2, 2025

Asset Allocation

Position	Category/Sector	Target Weight
ON ON Semiconductor Corporation	Technology	6.67%
ORCL Oracle Corporation	Technology	6.67%
ORLY O'Reilly Automotive, Inc.	Consumer Cyclical	6.67%
PANW Palo Alto Networks, Inc.	Technology	6.67%
PAYX Paychex, Inc.	Industrials	6.67%
PCAR PACCAR Inc	Industrials	6.67%
PDD Pinduoduo Inc.	Consumer Cyclical	6.67%
PFE Pfizer Inc.	Healthcare	6.67%
PG The Procter & Gamble Company	Consumer Defensive	6.67%
PLTR Palantir Technologies Inc.	Technology	6.67%
PM Philip Morris International Inc.	Consumer Defensive	6.67%
PRX.AS Prosus N.V.	Communication Services	6.67%
PYPL PayPal Holdings, Inc.	Financial Services	6.67%
QCOM QUALCOMM Incorporated	Technology	6.67%
REGN Regeneron Pharmaceuticals, Inc.	Healthcare	6.67%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Sep 30, 2020, corresponding to the inception date of PLTR

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.92%	4.38%	-1.84%	12.48%	13.71%	10.99%
BTM9	5.86%	1.87%	2.53%	22.90%	N/A	N/A
Portfolio components:
ON ON Semiconductor Corporation	-32.53%	1.50%	-42.47%	-41.76%	17.70%	12.65%
ORCL Oracle Corporation	0.58%	10.51%	-7.61%	43.74%	27.38%	16.08%
ORLY O'Reilly Automotive, Inc.	15.59%	-2.54%	9.93%	42.30%	26.63%	19.96%
PANW Palo Alto Networks, Inc.	7.09%	3.81%	-0.12%	32.15%	38.02%	21.01%
PAYX Paychex, Inc.	13.87%	5.89%	9.78%	34.84%	19.36%	15.97%
PCAR PACCAR Inc	-11.20%	2.43%	-18.25%	-11.09%	17.22%	12.29%
PDD Pinduoduo Inc.	-0.57%	-13.05%	-2.57%	-35.61%	7.19%	N/A
PFE Pfizer Inc.	-8.40%	-1.21%	-5.88%	-12.67%	-2.97%	0.92%
PG The Procter & Gamble Company	1.33%	4.52%	-5.46%	4.48%	9.87%	11.09%
PLTR Palantir Technologies Inc.	74.59%	6.24%	98.89%	509.04%	N/A	N/A
PM Philip Morris International Inc.	53.19%	6.96%	42.28%	88.36%	26.19%	14.31%
PRX.AS Prosus N.V.	30.24%	5.90%	25.24%	43.17%	5.43%	N/A
PYPL PayPal Holdings, Inc.	-16.90%	5.49%	-18.03%	12.61%	-14.67%	N/A
QCOM QUALCOMM Incorporated	-4.04%	4.88%	-9.10%	-27.00%	14.03%	11.05%
REGN Regeneron Pharmaceuticals, Inc.	-30.91%	-18.84%	-35.44%	-49.79%	-4.02%	-0.91%

*Annualized

Monthly Returns

The table below presents the monthly returns of BTM9, 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	3.28%	1.05%	-3.15%	1.11%	3.29%	0.28%							5.86%
2024	0.63%	4.86%	2.22%	-2.63%	5.53%	1.72%	3.29%	2.64%	4.99%	-0.72%	6.43%	-2.95%	28.69%
2023	8.49%	-2.10%	3.65%	-2.82%	3.39%	8.27%	8.20%	-4.70%	-3.41%	-4.73%	14.80%	-0.27%	30.10%
2022	-5.65%	-5.80%	0.60%	-7.94%	1.92%	-1.74%	6.75%	-0.58%	-6.96%	5.54%	9.73%	-4.72%	-10.18%
2021	2.24%	-1.49%	0.99%	2.71%	0.36%	3.58%	-0.35%	5.77%	-4.50%	4.40%	0.07%	4.42%	19.26%
2020										1.51%	24.44%	5.19%	32.87%

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

Expense Ratio

BTM9 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 BTM9 is 71, 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
ON ON Semiconductor Corporation	-0.72	-0.95	0.89	-0.60	-1.46
ORCL Oracle Corporation	1.02	1.42	1.20	0.99	2.59
ORLY O'Reilly Automotive, Inc.	2.03	2.83	1.34	2.76	12.42
PANW Palo Alto Networks, Inc.	0.88	1.23	1.16	0.97	2.87
PAYX Paychex, Inc.	1.53	2.08	1.30	2.69	9.01
PCAR PACCAR Inc	-0.36	-0.33	0.96	-0.40	-0.97
PDD Pinduoduo Inc.	-0.61	-0.55	0.92	-0.62	-1.35
PFE Pfizer Inc.	-0.52	-0.50	0.94	-0.18	-0.75
PG The Procter & Gamble Company	0.23	0.31	1.04	0.23	0.50
PLTR Palantir Technologies Inc.	6.77	5.10	1.70	11.59	34.80
PM Philip Morris International Inc.	3.48	4.53	1.69	7.67	22.75
PRX.AS Prosus N.V.	1.29	1.77	1.24	0.94	4.72
PYPL PayPal Holdings, Inc.	0.33	0.47	1.06	0.07	0.38
QCOM QUALCOMM Incorporated	-0.62	-0.76	0.90	-0.65	-1.05
REGN Regeneron Pharmaceuticals, Inc.	-1.32	-2.01	0.71	-0.86	-1.47

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.

BTM9 Sharpe ratios as of Jun 2, 2025 (values are recalculated daily):

1-Year: 1.12
All Time: 1.07

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 0.59 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 BTM9 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

BTM9 provided a 1.54% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.54%	1.55%	1.66%	1.45%	1.20%	1.34%	1.56%	1.84%	1.43%	1.43%	1.64%	1.33%
Portfolio components:
ON ON Semiconductor Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ORCL Oracle Corporation	1.02%	0.96%	1.44%	1.57%	1.38%	1.48%	1.72%	1.68%	1.52%	1.56%	1.56%	1.07%
ORLY O'Reilly Automotive, 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%
PANW Palo Alto Networks, 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%
PAYX Paychex, Inc.	2.55%	2.73%	2.90%	2.62%	1.90%	2.66%	2.85%	3.35%	2.82%	2.89%	3.03%	3.16%
PCAR PACCAR Inc	4.64%	4.01%	4.34%	4.23%	3.22%	2.29%	4.53%	5.41%	3.08%	2.44%	4.89%	2.73%
PDD Pinduoduo 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%
PFE Pfizer Inc.	7.25%	6.33%	5.70%	3.12%	2.64%	3.92%	3.68%	3.12%	3.53%	3.69%	3.47%	3.34%
PG The Procter & Gamble Company	2.43%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.32%	2.78%
PLTR Palantir Technologies 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%
PM Philip Morris International Inc.	2.93%	4.40%	5.46%	4.98%	5.16%	5.73%	5.43%	6.73%	3.99%	4.50%	4.60%	4.76%
PRX.AS Prosus N.V.	0.22%	0.26%	0.26%	0.22%	0.19%	0.12%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PYPL PayPal Holdings, 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%
QCOM QUALCOMM Incorporated	1.74%	2.18%	2.18%	2.67%	1.47%	1.69%	2.81%	4.27%	3.50%	3.17%	3.72%	2.17%
REGN Regeneron Pharmaceuticals, Inc.	0.36%	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 BTM9. 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 BTM9 was 24.47%, occurring on May 11, 2022. Recovery took 199 trading sessions.

The current BTM9 drawdown is 4.62%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-24.47%	Nov 17, 2021	125	May 11, 2022	199	Feb 15, 2023	324
-19.79%	Feb 19, 2025	35	Apr 8, 2025	—	—	—
-12.32%	Aug 2, 2023	65	Oct 31, 2023	22	Nov 30, 2023	87
-10.27%	Feb 10, 2021	19	Mar 8, 2021	104	Aug 2, 2021	123
-8.69%	Dec 9, 2024	23	Jan 10, 2025	19	Feb 6, 2025	42

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 15 assets, with an effective number of assets of 15.00, 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.

	^GSPC	PFE	PG	PM	PRX.AS	ORLY	PDD	REGN	PLTR	PCAR	PANW	ORCL	PYPL	PAYX	ON	QCOM	Portfolio
^GSPC	1.00	0.27	0.31	0.33	0.33	0.37	0.33	0.40	0.54	0.53	0.55	0.62	0.62	0.63	0.67	0.72	0.83
PFE	0.27	1.00	0.29	0.29	0.10	0.17	0.04	0.37	0.08	0.19	0.06	0.19	0.15	0.28	0.16	0.15	0.30
PG	0.31	0.29	1.00	0.43	0.03	0.35	0.01	0.31	-0.05	0.22	0.10	0.22	0.13	0.40	0.05	0.11	0.24
PM	0.33	0.29	0.43	1.00	0.11	0.26	0.06	0.23	0.04	0.31	0.07	0.20	0.18	0.33	0.14	0.15	0.28
PRX.AS	0.33	0.10	0.03	0.11	1.00	0.01	0.49	0.11	0.28	0.15	0.16	0.17	0.30	0.14	0.30	0.32	0.49
ORLY	0.37	0.17	0.35	0.26	0.01	1.00	0.03	0.23	0.10	0.31	0.20	0.28	0.18	0.39	0.17	0.17	0.31
PDD	0.33	0.04	0.01	0.06	0.49	0.03	1.00	0.11	0.31	0.15	0.27	0.16	0.33	0.13	0.30	0.34	0.55
REGN	0.40	0.37	0.31	0.23	0.11	0.23	0.11	1.00	0.16	0.26	0.21	0.23	0.24	0.32	0.27	0.28	0.41
PLTR	0.54	0.08	-0.05	0.04	0.28	0.10	0.31	0.16	1.00	0.25	0.48	0.35	0.49	0.26	0.44	0.41	0.69
PCAR	0.53	0.19	0.22	0.31	0.15	0.31	0.15	0.26	0.25	1.00	0.20	0.33	0.33	0.41	0.41	0.38	0.50
PANW	0.55	0.06	0.10	0.07	0.16	0.20	0.27	0.21	0.48	0.20	1.00	0.41	0.44	0.35	0.41	0.41	0.61
ORCL	0.62	0.19	0.22	0.20	0.17	0.28	0.16	0.23	0.35	0.33	0.41	1.00	0.34	0.41	0.36	0.41	0.55
PYPL	0.62	0.15	0.13	0.18	0.30	0.18	0.33	0.24	0.49	0.33	0.44	0.34	1.00	0.38	0.46	0.48	0.66
PAYX	0.63	0.28	0.40	0.33	0.14	0.39	0.13	0.32	0.26	0.41	0.35	0.41	0.38	1.00	0.37	0.40	0.54
ON	0.67	0.16	0.05	0.14	0.30	0.17	0.30	0.27	0.44	0.41	0.41	0.36	0.46	0.37	1.00	0.70	0.71
QCOM	0.72	0.15	0.11	0.15	0.32	0.17	0.34	0.28	0.41	0.38	0.41	0.41	0.48	0.40	0.70	1.00	0.70
Portfolio	0.83	0.30	0.24	0.28	0.49	0.31	0.55	0.41	0.69	0.50	0.61	0.55	0.66	0.54	0.71	0.70	1.00

The correlation results are calculated based on daily price changes starting from Oct 1, 2020

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

BTM9

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

Portfolios

Screeners

Community