Trending Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
QQQ Invesco QQQ ETF	Nasdaq-100	28%
AAPL Apple Inc	Technology	15%
MSFT Microsoft Corporation	Technology	12%
AMZN Amazon.com, Inc	Consumer Cyclical	10%
NVDA NVIDIA Corporation	Technology	9%
CRM Salesforce, Inc.	Technology	9%
SOXX iShares Semiconductor ETF	Semiconductors, Technology Equities	9%
TSLA Tesla, Inc.	Consumer Cyclical	8%

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 Trending 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 6, 2026, the Trending Portfolio returned 9.38% Year-To-Date and 31.50% 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 Trending Portfolio	1.09%	0.04%	9.38%	8.64%	32.75%	28.67%	21.82%	31.50%
Portfolio components:
AAPL Apple Inc	-1.89%	2.90%	11.12%	8.71%	48.46%	19.11%	19.46%	29.63%
AMZN Amazon.com, Inc	-0.33%	-10.07%	6.24%	8.08%	14.82%	25.71%	8.37%	21.19%
CRM Salesforce, Inc.	-1.68%	0.40%	-30.92%	-29.37%	-33.00%	-4.89%	-4.74%	8.51%
MSFT Microsoft Corporation	-1.18%	-0.60%	-14.48%	-15.77%	-11.77%	8.85%	11.09%	24.64%
NVDA NVIDIA Corporation	1.73%	-2.94%	12.01%	12.58%	47.43%	75.35%	64.54%	68.47%
QQQ Invesco QQQ ETF	1.56%	0.68%	16.71%	15.00%	35.78%	27.15%	16.98%	21.59%
SOXX iShares Semiconductor ETF	5.87%	9.83%	89.87%	83.09%	164.61%	53.13%	33.00%	34.90%
TSLA Tesla, Inc.	4.59%	-4.53%	-9.07%	-6.97%	38.56%	18.72%	15.43%	39.56%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 30, 2010, Trending Portfolio's average daily return is +0.12%, while the average monthly return is +2.37%. At this rate, an investment would double in approximately 2.5 years.

Historically, 63% of months were positive and 37% were negative. The best month was Aug 2020 with a return of +22.0%, while the worst month was Apr 2022 at -16.2%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Trending Portfolio closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +13.9%, while the worst single day was Mar 16, 2020 at -13.7%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-1.87%	-4.24%	-4.55%	14.16%	11.37%	-4.09%							9.38%
2025	-0.22%	-5.51%	-8.86%	0.62%	9.94%	6.50%	2.87%	1.77%	6.51%	6.42%	-3.93%	1.32%	16.93%
2024	1.80%	8.69%	1.26%	-4.03%	6.54%	8.64%	-0.17%	-0.56%	4.62%	-0.80%	8.43%	3.08%	43.33%
2023	17.47%	3.06%	11.71%	-0.89%	12.66%	7.76%	3.57%	-1.26%	-6.77%	-2.13%	13.67%	4.32%	80.04%
2022	-8.83%	-3.86%	6.12%	-16.18%	-3.04%	-9.41%	17.05%	-7.58%	-11.02%	3.03%	4.79%	-12.33%	-37.61%
2021	1.73%	-2.10%	0.45%	7.20%	-1.57%	8.62%	1.90%	5.93%	-4.40%	12.59%	5.96%	-1.44%	39.13%

Benchmark Metrics

Trending Portfolio has an annualized alpha of 12.68%, beta of 1.24, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since June 30, 2010.

This portfolio captured 164.61% of S&P 500 Index gains but only 93.99% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 12.68% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 12.68%

Beta: 1.24

R²: 0.77

Upside Capture: 164.61%

Downside Capture: 93.99%

Expense Ratio

Trending Portfolio has an expense ratio of 0.08%, 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.

SOXX

iShares Semiconductor ETF

QQQ

Invesco QQQ ETF

Return for Risk

Risk / Return Rank

Trending Portfolio ranks 23 for risk / return — below 23% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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 Trending Portfolio and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.81	1.94	-0.13
Sortino ratioReturn per unit of downside risk	2.33	2.63	-0.30
Omega ratioGain probability vs. loss probability	1.31	1.35	-0.04
Calmar ratioReturn relative to maximum drawdown	1.99	2.59	-0.60
Martin ratioReturn relative to average drawdown	6.31	11.84	-5.53
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
AAPL Apple Inc	88	2.18	3.09	1.39	3.53	8.89
AMZN Amazon.com, Inc	56	0.49	0.89	1.11	0.68	1.64
CRM Salesforce, Inc.	8	-0.88	-1.17	0.86	-0.84	-1.62
MSFT Microsoft Corporation	24	-0.47	-0.49	0.94	-0.35	-0.73
NVDA NVIDIA Corporation	77	1.37	1.94	1.24	2.36	5.73
QQQ Invesco QQQ ETF	69	2.15	2.77	1.38	3.00	11.43
SOXX iShares Semiconductor ETF	96	4.57	4.42	1.64	10.51	39.26
TSLA Tesla, Inc.	66	0.87	1.43	1.17	1.29	3.01

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.

Trending Portfolio Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 1.81
5-Year: 0.82
10-Year: 1.19
All Time: 1.23

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 1.64 to 2.53, 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 Trending 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

Trending Portfolio provided a 0.39% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.39%	0.38%	0.41%	0.41%	0.58%	0.34%	0.44%	0.64%	0.89%	0.78%	1.01%	1.07%
Portfolio components:
AAPL Apple Inc	0.35%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
AMZN Amazon.com, 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%
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%
MSFT Microsoft Corporation	0.86%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
NVDA NVIDIA Corporation	0.14%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
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%
SOXX iShares Semiconductor ETF	0.29%	0.57%	0.67%	0.78%	1.26%	0.64%	0.81%	1.23%	1.37%	0.90%	1.08%	1.29%
TSLA Tesla, 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 Trending 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 Trending Portfolio was 41.41%, occurring on Dec 28, 2022. Recovery took 134 trading sessions.

The current Trending Portfolio drawdown is 6.17%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-41.41%Dec 2022	1y 1mo	6mo 17d	1y 7moNov 2021 - Jul 2023
COVID crash2020	-32.57%Mar 2020	25d	2mo 19d	3mo 14dFeb 2020 - Jun 2020
2025 selloff2025	-28.88%Apr 2025	3mo 21d	4mo 2d	7mo 23dDec 2024 - Aug 2025
Rate-hike selloffLate 2018	-26.87%Dec 2018	2mo 23d	7mo 1d	9mo 24dOct 2018 - Jul 2019
2016 bear market2016	-21.03%Feb 2016	2mo 3d	3mo 19d	5mo 22dDec 2015 - May 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 8 assets, with an effective number of assets of 6.41, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.52	1.32	1.24	1.23	1.28

The portfolio has a diversification ratio of 1.28, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Trending Portfolio correlation to the S&P 500 Index

Trending Portfolio has a 0.89 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	0.89
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (5Y) Calculated over the trailing 5-year period	0.89
Correlation (10Y) Calculated over the trailing 10-year period	0.85
Correlation (All Time) Calculated using the full available price history since Jun 30, 2010	0.83

Benchmark Correlations

Correlation vs. S&P 500 Index. QQQ has the highest benchmark correlation at 0.90, while TSLA has the lowest at 0.46.

0.46

0.59

0.60

0.62

0.63

0.70

0.77

0.90

Portfolio Correlations

Correlation vs. Trending Portfolio. QQQ has the highest portfolio correlation at 0.95, while TSLA has the lowest at 0.64.

0.64

0.69

0.71

0.73

0.75

0.76

0.82

0.95

Asset Correlations Table

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

	TSLA	CRM	AAPL	AMZN	NVDA	MSFT	SOXX	QQQ
TSLA	1.00	0.37	0.37	0.39	0.39	0.35	0.45	0.52
CRM	0.37	1.00	0.42	0.53	0.48	0.55	0.52	0.64
AAPL	0.37	0.42	1.00	0.48	0.45	0.52	0.54	0.72
AMZN	0.39	0.53	0.48	1.00	0.49	0.57	0.54	0.73
NVDA	0.39	0.48	0.45	0.49	1.00	0.54	0.75	0.70
MSFT	0.35	0.55	0.52	0.57	0.54	1.00	0.59	0.77
SOXX	0.45	0.52	0.54	0.54	0.75	0.59	1.00	0.83
QQQ	0.52	0.64	0.72	0.73	0.70	0.77	0.83	1.00

The correlation results are calculated based on daily price changes starting from Jun 30, 2010

Diversification Analysis

Find what Trending Portfolio is missing

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

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