2024H2 IIM Basic Equity Portfolio Model - Unoptimized

Asset Allocation

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

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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 graphics...

The earliest data available for this chart is Oct 1, 2018, corresponding to the inception date of LIN

Returns By Period

	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 2024H2 IIM Basic Equity Portfolio Model - Unoptimized	-0.32%	-3.75%	1.14%	9.57%	32.93%	28.22%	20.38%	—
Portfolio components:
GOOGL Alphabet Inc Class A	-0.54%	-2.50%	-5.44%	20.55%	88.99%	41.91%	22.87%	22.80%
MSFT Microsoft Corporation	1.11%	-7.54%	-22.60%	-27.29%	-1.52%	10.00%	9.94%	22.58%
AMZN Amazon.com, Inc	-0.38%	0.50%	-9.12%	-5.68%	7.02%	27.00%	5.83%	21.61%
LLY Eli Lilly and Company	-1.98%	-7.16%	-12.80%	14.47%	15.19%	39.72%	39.64%	31.19%
JPM JPMorgan Chase & Co.	-0.26%	-1.89%	-8.16%	-3.31%	22.30%	34.44%	16.83%	20.51%
WMT Walmart Inc.	0.84%	-1.46%	13.14%	24.19%	41.38%	37.98%	24.34%	20.62%
LIN Linde plc	1.78%	0.52%	18.27%	7.81%	8.44%	13.42%	13.89%	—
GE General Electric Company	-3.94%	-15.73%	-8.59%	-5.86%	41.49%	54.57%	34.17%	7.77%
NEE NextEra Energy, Inc.	0.32%	0.60%	16.82%	20.77%	36.09%	9.87%	6.95%	15.01%
PLD Prologis, Inc.	0.33%	-4.36%	5.63%	17.03%	23.21%	5.95%	7.28%	14.89%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 2, 2018, 2024H2 IIM Basic Equity Portfolio Model - Unoptimized's average daily return is +0.09%, while the average monthly return is +1.77%. At this rate, your investment would double in approximately 3.3 years.

Historically, 73% of months were positive and 27% 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%	0.93%									1.14%
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 10.58%, beta of 0.93, and R² of 0.89 versus S&P 500 Index. Calculated based on daily prices since October 02, 2018.

This portfolio captured 117.02% of S&P 500 Index gains but only 77.58% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 10.58% 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: 10.58%

Beta: 0.93

R²: 0.89

Upside Capture: 117.02%

Downside Capture: 77.58%

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 86 for risk / return — in the top 86% 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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.89	0.88	+1.01
Sortino ratio Return per unit of downside risk	2.65	1.37	+1.28
Omega ratio Gain probability vs. loss probability	1.40	1.21	+0.19
Calmar ratio Return relative to maximum drawdown	2.78	1.39	+1.39
Martin ratio Return relative to average drawdown	13.34	6.43	+6.90
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
GOOGL Alphabet Inc Class A	94	2.91	3.87	1.48	4.37	16.63
MSFT Microsoft Corporation	35	-0.06	0.11	1.01	-0.05	-0.12
AMZN Amazon.com, Inc	46	0.20	0.55	1.07	0.42	1.00
LLY Eli Lilly and Company	51	0.36	0.78	1.11	0.56	1.37
JPM JPMorgan Chase & Co.	67	0.89	1.28	1.18	1.51	4.05
WMT Walmart Inc.	87	1.72	2.65	1.33	3.92	10.75
LIN Linde plc	50	0.42	0.74	1.09	0.47	1.29
GE General Electric Company	75	1.27	1.73	1.25	1.86	6.67
NEE NextEra Energy, Inc.	79	1.41	1.88	1.26	3.17	7.01
PLD Prologis, Inc.	67	0.88	1.34	1.19	1.20	5.12

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 Apr 2, 2026 (values are recalculated daily):

1-Year: 1.89
5-Year: 1.23
All Time: 1.14

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 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 graphics...

Dividends

Dividend yield

2024H2 IIM Basic Equity Portfolio Model - Unoptimized provided a 1.41% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.41%	1.42%	1.73%	1.59%	3.25%	1.86%	1.52%	2.37%	2.23%	2.00%	1.90%	2.66%
Portfolio components:
GOOGL Alphabet Inc Class A	0.28%	0.27%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MSFT Microsoft Corporation	0.93%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
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%
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%
JPM JPMorgan Chase & Co.	1.97%	1.72%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%
WMT Walmart Inc.	0.76%	0.84%	0.92%	1.45%	1.58%	1.52%	1.50%	1.78%	2.23%	2.07%	2.89%	3.20%
LIN Linde plc	1.21%	1.41%	1.33%	1.24%	1.43%	1.22%	1.46%	1.64%	0.53%	0.00%	0.00%	0.00%
GE General Electric Company	0.55%	0.47%	0.67%	0.25%	0.38%	0.34%	0.37%	4.12%	4.89%	4.81%	2.94%	2.95%
NEE NextEra Energy, Inc.	2.49%	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.	3.06%	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 graphics...

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 4.85%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-29.34%	Feb 19, 2020	24	Mar 23, 2020	78	Jul 14, 2020	102
-20.79%	Mar 31, 2022	135	Oct 12, 2022	127	Apr 17, 2023	262
-18.25%	Feb 7, 2025	42	Apr 8, 2025	41	Jun 6, 2025	83
-16.31%	Oct 10, 2018	52	Dec 24, 2018	40	Feb 22, 2019	92
-10.14%	Dec 30, 2021	38	Feb 23, 2022	24	Mar 29, 2022	62

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading graphics...

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. 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.

	Benchmark	LLY	WMT	NEE	GE	BHP	PLD	JPM	AMZN	LIN	GOOGL	MSFT	Portfolio
Benchmark	1.00	0.36	0.36	0.36	0.51	0.51	0.53	0.61	0.68	0.59	0.71	0.75	0.89
LLY	0.36	1.00	0.24	0.24	0.19	0.15	0.27	0.19	0.21	0.25	0.24	0.28	0.47
WMT	0.36	0.24	1.00	0.28	0.19	0.17	0.30	0.23	0.25	0.30	0.23	0.28	0.45
NEE	0.36	0.24	0.28	1.00	0.13	0.21	0.46	0.19	0.19	0.33	0.21	0.24	0.46
GE	0.51	0.19	0.19	0.13	1.00	0.33	0.26	0.52	0.27	0.35	0.30	0.27	0.58
BHP	0.51	0.15	0.17	0.21	0.33	1.00	0.30	0.40	0.30	0.41	0.34	0.31	0.57
PLD	0.53	0.27	0.30	0.46	0.26	0.30	1.00	0.33	0.31	0.39	0.33	0.36	0.59
JPM	0.61	0.19	0.23	0.19	0.52	0.40	0.33	1.00	0.29	0.44	0.34	0.32	0.60
AMZN	0.68	0.21	0.25	0.19	0.27	0.30	0.31	0.29	1.00	0.31	0.66	0.68	0.66
LIN	0.59	0.25	0.30	0.33	0.35	0.41	0.39	0.44	0.31	1.00	0.37	0.42	0.63
GOOGL	0.71	0.24	0.23	0.21	0.30	0.34	0.33	0.34	0.66	0.37	1.00	0.67	0.70
MSFT	0.75	0.28	0.28	0.24	0.27	0.31	0.36	0.32	0.68	0.42	0.67	1.00	0.69
Portfolio	0.89	0.47	0.45	0.46	0.58	0.57	0.59	0.60	0.66	0.63	0.70	0.69	1.00

The correlation results are calculated based on daily price changes starting from Oct 2, 2018

2024H2 IIM Basic Equity Portfolio Model - Unoptimized

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