MS 2star Wide Exemp

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	10%
ACN Accenture plc	Technology	10%
ANET Arista Networks, Inc.	Technology	10%
AVGO Broadcom Inc.	Technology	10%
CMG Chipotle Mexican Grill, Inc.	Consumer Cyclical	10%
HD The Home Depot, Inc.	Consumer Cyclical	10%
INTU Intuit Inc.	Technology	10%
LLY Eli Lilly and Company	Healthcare	10%
PG The Procter & Gamble Company	Consumer Defensive	10%
SHW The Sherwin-Williams Company	Basic Materials	10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in MS 2star Wide Exemp, 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 Jun 6, 2014, corresponding to the inception date of ANET

Returns By Period

As of Apr 2, 2026, the MS 2star Wide Exemp returned -10.85% Year-To-Date and 23.27% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio MS 2star Wide Exemp	-0.25%	-5.95%	-10.85%	-9.85%	2.82%	19.89%	18.52%	23.27%
Portfolio components:
ACN Accenture plc	2.17%	-4.08%	-24.52%	-16.58%	-34.92%	-9.41%	-4.75%	7.53%
AAPL Apple Inc	0.11%	-2.97%	-5.78%	-0.28%	14.80%	16.04%	16.39%	26.10%
ANET Arista Networks, Inc.	1.47%	1.67%	-3.32%	-12.31%	58.03%	44.56%	45.76%	41.41%
AVGO Broadcom Inc.	0.34%	0.44%	-8.93%	-6.61%	84.26%	72.07%	48.84%	38.50%
CMG Chipotle Mexican Grill, Inc.	1.62%	-10.21%	-10.38%	-17.66%	-36.26%	-1.17%	2.88%	13.56%
LLY Eli Lilly and Company	-1.98%	-7.16%	-12.80%	14.47%	15.19%	39.72%	39.64%	31.19%
INTU Intuit Inc.	-0.80%	-2.51%	-36.10%	-37.81%	-31.50%	-0.75%	1.99%	15.83%
PG The Procter & Gamble Company	-0.67%	-10.39%	0.58%	-4.54%	-13.25%	1.10%	3.87%	8.50%
SHW The Sherwin-Williams Company	-2.36%	-8.84%	-1.64%	-7.11%	-9.28%	12.95%	5.88%	13.80%
HD The Home Depot, Inc.	-2.41%	-11.76%	-5.91%	-17.50%	-11.09%	5.23%	3.38%	11.72%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 9, 2014, MS 2star Wide Exemp's average daily return is +0.09%, while the average monthly return is +1.83%. At this rate, your investment would double in approximately 3.2 years.

Historically, 71% of months were positive and 29% were negative. The best month was Apr 2020 with a return of +15.9%, while the worst month was Jan 2022 at -11.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, MS 2star Wide Exemp closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +11.3%, while the worst single day was Mar 16, 2020 at -12.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.03%	-2.98%	-8.74%	0.65%									-10.85%
2025	1.25%	-2.59%	-7.91%	1.98%	4.34%	4.39%	-1.88%	3.28%	1.96%	1.35%	1.90%	-1.31%	6.24%
2024	4.01%	7.17%	1.40%	-4.71%	2.45%	8.34%	1.06%	4.12%	2.83%	-3.00%	5.12%	1.45%	33.81%
2023	4.29%	-3.09%	9.71%	4.37%	3.05%	6.97%	1.91%	4.78%	-6.24%	0.43%	10.85%	6.52%	51.48%
2022	-11.29%	-5.11%	4.40%	-5.25%	-1.86%	-7.72%	11.87%	-3.14%	-7.34%	8.17%	7.29%	-5.90%	-17.31%
2021	1.50%	-1.50%	3.84%	4.27%	1.45%	5.92%	7.18%	2.94%	-4.93%	10.09%	4.60%	10.07%	54.67%

Benchmark Metrics

MS 2star Wide Exemp has an annualized alpha of 11.06%, beta of 1.02, and R² of 0.83 versus S&P 500 Index. Calculated based on daily prices since June 09, 2014.

This portfolio captured 133.27% of S&P 500 Index gains but only 79.79% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 11.06% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 1.02 and R² of 0.83, 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: 11.06%

Beta: 1.02

R²: 0.83

Upside Capture: 133.27%

Downside Capture: 79.79%

Expense Ratio

MS 2star Wide Exemp 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.

Return for Risk

Risk / Return Rank

MS 2star Wide Exemp ranks 7 for risk / return — in the bottom 7% 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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	0.14	0.88	-0.74
Sortino ratio Return per unit of downside risk	0.35	1.37	-1.01
Omega ratio Gain probability vs. loss probability	1.05	1.21	-0.16
Calmar ratio Return relative to maximum drawdown	0.25	1.39	-1.14
Martin ratio Return relative to average drawdown	0.91	6.43	-5.52
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
ACN Accenture plc	6	-1.05	-1.47	0.82	-0.86	-1.65
AAPL Apple Inc	55	0.47	0.92	1.13	0.66	2.04
ANET Arista Networks, Inc.	73	1.08	1.68	1.21	2.17	4.76
AVGO Broadcom Inc.	84	1.76	2.49	1.32	3.08	7.50
CMG Chipotle Mexican Grill, Inc.	10	-0.91	-1.18	0.84	-0.73	-1.21
LLY Eli Lilly and Company	51	0.36	0.78	1.11	0.56	1.37
INTU Intuit Inc.	12	-0.88	-1.15	0.85	-0.55	-1.29
PG The Procter & Gamble Company	12	-0.71	-0.87	0.90	-0.75	-1.39
SHW The Sherwin-Williams Company	22	-0.37	-0.39	0.96	-0.45	-1.05
HD The Home Depot, Inc.	21	-0.48	-0.56	0.94	-0.42	-0.94

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.

MS 2star Wide Exemp Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 0.14
5-Year: 0.96
10-Year: 1.16
All Time: 1.17

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 1.00 to 1.69, 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 MS 2star Wide Exemp 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

MS 2star Wide Exemp provided a 1.28% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.28%	1.11%	0.96%	1.06%	1.28%	0.95%	1.25%	1.40%	1.60%	1.40%	1.57%	1.47%
Portfolio components:
ACN Accenture plc	3.09%	2.26%	1.52%	1.33%	1.51%	0.87%	1.26%	1.07%	1.98%	1.66%	1.97%	2.03%
AAPL Apple Inc	0.41%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
ANET Arista 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%
AVGO Broadcom Inc.	0.79%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
CMG Chipotle Mexican Grill, 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%
LLY Eli Lilly and Company	0.67%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
INTU Intuit Inc.	1.06%	0.65%	0.60%	0.52%	0.72%	0.38%	0.57%	0.74%	0.83%	0.89%	1.08%	1.09%
PG The Procter & Gamble Company	2.95%	2.91%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.31%
SHW The Sherwin-Williams Company	1.00%	0.98%	0.84%	0.78%	1.01%	0.62%	0.73%	0.77%	0.87%	0.83%	1.25%	1.03%
HD The Home Depot, Inc.	2.87%	2.67%	2.31%	2.41%	2.41%	1.59%	2.26%	2.49%	2.40%	1.88%	2.06%	1.78%

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 MS 2star Wide Exemp. 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 MS 2star Wide Exemp was 30.68%, occurring on Mar 23, 2020. Recovery took 47 trading sessions.

The current MS 2star Wide Exemp drawdown is 12.53%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-30.68%	Feb 14, 2020	26	Mar 23, 2020	47	May 29, 2020	73
-28.42%	Dec 30, 2021	117	Jun 16, 2022	241	Jun 2, 2023	358
-22.42%	Dec 17, 2024	76	Apr 8, 2025	103	Sep 5, 2025	179
-17.03%	Sep 21, 2018	65	Dec 24, 2018	32	Feb 11, 2019	97
-15.5%	Jan 13, 2026	52	Mar 27, 2026	—	—	—

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 10 assets, with an effective number of assets of 10.00, 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.

	Benchmark	PG	LLY	CMG	ANET	AVGO	SHW	HD	AAPL	INTU	ACN	Portfolio
Benchmark	1.00	0.37	0.40	0.43	0.56	0.65	0.58	0.60	0.67	0.67	0.68	0.85
PG	0.37	1.00	0.30	0.16	0.11	0.14	0.37	0.36	0.26	0.25	0.36	0.39
LLY	0.40	0.30	1.00	0.18	0.22	0.23	0.30	0.27	0.24	0.29	0.29	0.47
CMG	0.43	0.16	0.18	1.00	0.29	0.28	0.30	0.33	0.31	0.39	0.36	0.54
ANET	0.56	0.11	0.22	0.29	1.00	0.52	0.31	0.31	0.41	0.46	0.39	0.68
AVGO	0.65	0.14	0.23	0.28	0.52	1.00	0.37	0.35	0.52	0.47	0.44	0.70
SHW	0.58	0.37	0.30	0.30	0.31	0.37	1.00	0.57	0.37	0.42	0.49	0.63
HD	0.60	0.36	0.27	0.33	0.31	0.35	0.57	1.00	0.39	0.44	0.49	0.63
AAPL	0.67	0.26	0.24	0.31	0.41	0.52	0.37	0.39	1.00	0.49	0.45	0.66
INTU	0.67	0.25	0.29	0.39	0.46	0.47	0.42	0.44	0.49	1.00	0.59	0.72
ACN	0.68	0.36	0.29	0.36	0.39	0.44	0.49	0.49	0.45	0.59	1.00	0.69
Portfolio	0.85	0.39	0.47	0.54	0.68	0.70	0.63	0.63	0.66	0.72	0.69	1.00

The correlation results are calculated based on daily price changes starting from Jun 9, 2014

MS 2star Wide Exemp

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

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