2024H2 IIM Basic Equity Portfolio Model - Unoptimized

Asset Allocation

Position	Category/Sector	Target Weight
GOOGL Alphabet Inc. Class A	Communication Services	9.09%
MSFT Microsoft Corporation	Technology	9.09%
AMZN Amazon.com, Inc	Consumer Cyclical	9.09%
LLY Eli Lilly and Company	Healthcare	9.09%
JPM JPMorgan Chase & Co.	Financial Services	9.09%
WMT Walmart Inc.	Consumer Defensive	9.09%
LIN Linde plc	Basic Materials	9.09%
GE General Electric Company	Industrials	9.09%
NEE NextEra Energy, Inc.	Utilities	9.09%
PLD Prologis, Inc.	Real Estate	9.09%
BHP BHP Group	Basic Materials	9.09%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Portfolio Optimizer

Find the right asset allocation for 2024H2 IIM Basic Equity Portfolio Model - Unoptimized

Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2024H2 IIM Basic Equity Portfolio Model - Unoptimized, 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.

Loading charts...

Returns By Period

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 2024H2 IIM Basic Equity Portfolio Model - Unoptimized	-0.53%	-0.88%	10.65%	13.56%	34.73%	28.58%	20.90%	—
Portfolio components:
AMZN Amazon.com, Inc	-0.33%	-10.07%	6.24%	8.08%	14.82%	25.71%	8.37%	21.19%
BHP BHP Group	1.18%	-1.20%	41.38%	46.29%	75.94%	17.37%	14.81%	21.94%
GE General Electric Company	-1.82%	8.38%	4.70%	12.43%	26.65%	56.82%	36.95%	9.67%
GOOGL Alphabet Inc. Class A	-1.36%	-9.30%	16.22%	15.96%	110.03%	44.20%	24.94%	25.89%
JPM JPMorgan Chase & Co.	-0.40%	2.98%	-2.52%	-0.35%	19.35%	33.18%	16.72%	20.32%
LIN Linde plc	-1.18%	2.10%	18.48%	29.74%	7.61%	13.07%	13.08%	—
LLY Eli Lilly and Company	1.57%	21.37%	7.29%	15.58%	50.32%	38.07%	39.75%	33.71%
MSFT Microsoft Corporation	-1.18%	-0.60%	-14.48%	-15.77%	-11.77%	8.85%	11.09%	24.64%
NEE NextEra Energy, Inc.	-2.13%	-9.10%	6.13%	5.78%	19.79%	7.41%	5.75%	13.35%
PLD Prologis, Inc.	-1.22%	-0.91%	12.74%	14.51%	35.80%	9.00%	5.89%	14.19%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 1, 2018, 2024H2 IIM Basic Equity Portfolio Model - Unoptimized's average daily return is +0.09%, while the average monthly return is +1.84%. At this rate, an investment would double in approximately 3.2 years.

Historically, 71% of months were positive and 29% were negative. The best month was Nov 2020 with a return of +12.5%, while the worst month was Apr 2022 at -10.0%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 2024H2 IIM Basic Equity Portfolio Model - Unoptimized closed higher 56% of trading days. The best single day was Mar 13, 2020 with a return of +10.5%, while the worst single day was Mar 16, 2020 at -10.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.90%	3.64%	-6.03%	10.19%	2.39%	-2.13%							10.65%
2025	7.48%	-0.89%	-5.72%	0.62%	5.98%	3.06%	3.03%	2.59%	4.29%	4.26%	4.08%	0.63%	32.86%
2024	0.96%	6.69%	5.44%	-1.68%	6.57%	1.69%	0.79%	3.92%	2.40%	-3.83%	3.96%	-2.76%	26.17%
2023	7.31%	-3.30%	7.08%	3.37%	2.71%	5.21%	2.91%	0.14%	-4.36%	0.13%	7.73%	4.89%	38.42%
2022	-6.39%	-0.67%	6.60%	-9.95%	-0.49%	-6.40%	8.88%	-3.72%	-7.92%	6.53%	9.30%	-4.55%	-10.80%
2021	2.95%	2.79%	2.18%	5.00%	1.68%	1.99%	3.73%	3.21%	-6.20%	8.20%	-1.38%	4.66%	32.04%

Benchmark Metrics

2024H2 IIM Basic Equity Portfolio Model - Unoptimized has an annualized alpha of 10.14%, beta of 0.93, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since October 01, 2018.

This portfolio captured 114.41% of S&P 500 Index gains but only 77.31% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 10.14% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 0.93 and R2 of 0.89, 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: 10.14%

Beta: 0.93

R²: 0.89

Upside Capture: 114.41%

Downside Capture: 77.31%

Expense Ratio

2024H2 IIM Basic Equity Portfolio Model - Unoptimized 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

2024H2 IIM Basic Equity Portfolio Model - Unoptimized ranks 84 for risk / return — in the top 84% 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

The table below presents risk-adjusted performance metrics for 2024H2 IIM Basic Equity Portfolio Model - Unoptimized and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.79	1.94	+0.85
Sortino ratioReturn per unit of downside risk	3.87	2.63	+1.25
Omega ratioGain probability vs. loss probability	1.49	1.35	+0.14
Calmar ratioReturn relative to maximum drawdown	3.97	2.59	+1.38
Martin ratioReturn relative to average drawdown	17.20	11.84	+5.35
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
AMZN Amazon.com, Inc	56	0.49	0.89	1.11	0.68	1.64
BHP BHP Group	90	2.41	2.97	1.37	3.86	14.16
GE General Electric Company	66	0.85	1.32	1.17	1.28	3.45
GOOGL Alphabet Inc. Class A	96	3.78	5.10	1.61	5.43	19.79
JPM JPMorgan Chase & Co.	66	0.90	1.30	1.17	1.26	2.98
LIN Linde plc	52	0.45	0.75	1.09	0.40	1.12
LLY Eli Lilly and Company	77	1.33	1.90	1.26	2.14	5.32
MSFT Microsoft Corporation	24	-0.47	-0.49	0.94	-0.35	-0.73
NEE NextEra Energy, Inc.	67	0.84	1.29	1.17	1.37	3.95
PLD Prologis, Inc.	85	1.70	2.47	1.30	3.75	12.35

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.

2024H2 IIM Basic Equity Portfolio Model - Unoptimized Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 2.79
5-Year: 1.25
All Time: 1.19

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 1.59 to 2.46, 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 2024H2 IIM Basic Equity Portfolio Model - Unoptimized compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading charts...

Dividends

Dividend yield

2024H2 IIM Basic Equity Portfolio Model - Unoptimized provided a 1.37% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.37%	1.42%	1.73%	1.59%	3.25%	1.86%	1.52%	2.37%	2.23%	2.00%	1.90%	2.66%
Portfolio components:
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%
BHP BHP Group	3.18%	3.64%	5.98%	4.98%	22.44%	9.98%	3.67%	8.59%	4.89%	3.61%	1.68%	9.38%
GE General Electric Company	0.48%	0.47%	0.67%	0.25%	0.38%	0.34%	0.37%	4.12%	4.89%	4.81%	2.94%	2.95%
GOOGL Alphabet Inc. Class A	0.29%	0.27%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JPM JPMorgan Chase & Co.	1.90%	1.72%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%
LIN Linde plc	1.24%	1.41%	1.33%	1.24%	1.43%	1.22%	1.46%	1.64%	0.53%	0.00%	0.00%	0.00%
LLY Eli Lilly and Company	0.56%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
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%
NEE NextEra Energy, Inc.	2.83%	2.82%	2.87%	3.08%	2.03%	1.65%	1.81%	2.06%	2.55%	2.52%	2.91%	2.96%
PLD Prologis, Inc.	2.87%	3.16%	3.63%	2.61%	2.80%	1.50%	2.33%	2.38%	3.27%	2.73%	3.18%	3.54%

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.

Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the 2024H2 IIM Basic Equity Portfolio Model - Unoptimized. 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 2024H2 IIM Basic Equity Portfolio Model - Unoptimized was 29.34%, occurring on Mar 23, 2020. Recovery took 78 trading sessions.

The current 2024H2 IIM Basic Equity Portfolio Model - Unoptimized drawdown is 2.36%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-29.34%Mar 2020	1mo 3d	3mo 23d	4mo 26dFeb 2020 - Jul 2020
Bear market2022	-20.79%Oct 2022	6mo 15d	6mo 7d	1y 17dMar 2022 - Apr 2023
2025 selloff2025	-18.25%Apr 2025	2mo	1mo 29d	3mo 29dFeb 2025 - Jun 2025
Rate-hike selloffLate 2018	-16.52%Dec 2018	2mo 15d	2mo	4mo 15dOct 2018 - Feb 2019
Bear market2022	-10.14%Feb 2022	1mo 25d	1mo 4d	2mo 29dDec 2021 - Mar 2022

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading charts...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 11 assets, with an effective number of assets of 11.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	2.14	1.82	1.67	1.54

The portfolio has a diversification ratio of 1.54, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

2024H2 IIM Basic Equity Portfolio Model - Unoptimized correlation to the S&P 500 Index

2024H2 IIM Basic Equity Portfolio Model - Unoptimized has a 0.74 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	0.74
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (All Time) Calculated using the full available price history since Oct 1, 2018	0.89

Benchmark Correlations

Correlation vs. S&P 500 Index. MSFT has the highest benchmark correlation at 0.74, while LLY has the lowest at 0.35.

LLY

0.35

NEE

0.35

WMT

0.35

0.51

0.52

0.52

0.58

0.61

0.67

0.70

0.74

Portfolio Correlations

Correlation vs. 2024H2 IIM Basic Equity Portfolio Model - Unoptimized. GOOGL has the highest portfolio correlation at 0.70, while WMT has the lowest at 0.44.

0.44

0.46

0.46

0.57

0.58

0.59

0.59

0.62

0.65

0.68

0.70

Asset Correlations Table

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

	LLY	WMT	NEE	GE	BHP	PLD	JPM	LIN	AMZN	GOOGL	MSFT
LLY	1.00	0.24	0.24	0.19	0.15	0.26	0.19	0.25	0.21	0.24	0.27
WMT	0.24	1.00	0.27	0.18	0.16	0.30	0.22	0.30	0.24	0.22	0.27
NEE	0.24	0.27	1.00	0.13	0.20	0.46	0.19	0.32	0.18	0.21	0.23
GE	0.19	0.18	0.13	1.00	0.33	0.26	0.52	0.35	0.27	0.30	0.26
BHP	0.15	0.16	0.20	0.33	1.00	0.30	0.40	0.40	0.30	0.34	0.30
PLD	0.26	0.30	0.46	0.26	0.30	1.00	0.33	0.39	0.30	0.33	0.35
JPM	0.19	0.22	0.19	0.52	0.40	0.33	1.00	0.44	0.29	0.34	0.31
LIN	0.25	0.30	0.32	0.35	0.40	0.39	0.44	1.00	0.31	0.36	0.40
AMZN	0.21	0.24	0.18	0.27	0.30	0.30	0.29	0.31	1.00	0.66	0.66
GOOGL	0.24	0.22	0.21	0.30	0.34	0.33	0.34	0.36	0.66	1.00	0.66
MSFT	0.27	0.27	0.23	0.26	0.30	0.35	0.31	0.40	0.66	0.66	1.00

The correlation results are calculated based on daily price changes starting from Oct 1, 2018

Diversification Analysis

Find what 2024H2 IIM Basic Equity Portfolio Model - Unoptimized is missing

See which holdings overlap, where 2024H2 IIM Basic Equity Portfolio Model - Unoptimized is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification