gOOGLE 5月23

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	15%
QQQ Invesco QQQ ETF	Nasdaq-100	15%
GLD SPDR Gold Shares	Gold, Precious Metals	10%
AVGO Broadcom Inc.	Technology	10%
ISRG Intuitive Surgical, Inc.	Healthcare	10%
UNH UnitedHealth Group Incorporated	Healthcare	10%
TECL Direxion Daily Technology Bull 3X Shares	Leveraged Equities, Technology Equities	10%
PGR The Progressive Corporation	Financial Services	7.50%
SPY State Street SPDR S&P 500 ETF	S&P 500	7.50%
PLD Prologis, Inc.	Real Estate	5%

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 gOOGLE 5月23, 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 13, 2026, the gOOGLE 5月23 returned 22.64% Year-To-Date and 29.36% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	1.65%	1.97%	10.35%	10.82%	26.39%	19.66%	12.33%	13.81%
Portfolio gOOGLE 5月23	3.82%	4.64%	22.64%	22.67%	53.04%	32.91%	25.65%	29.36%
Portfolio components:
AAPL Apple Inc	1.82%	-1.27%	9.24%	8.34%	51.49%	17.58%	18.50%	29.88%
AVGO Broadcom Inc.	3.11%	-7.35%	14.06%	16.39%	59.68%	67.77%	56.37%	41.61%
GLD SPDR Gold Shares	2.59%	-4.97%	0.06%	0.19%	25.38%	29.73%	18.31%	12.33%
ISRG Intuitive Surgical, Inc.	1.34%	-1.09%	-26.45%	-25.55%	-18.67%	8.14%	7.48%	19.30%
PGR The Progressive Corporation	0.19%	1.89%	-4.91%	-8.39%	-19.09%	19.66%	19.62%	23.78%
PLD Prologis, Inc.	-0.16%	5.67%	17.26%	15.46%	43.23%	9.78%	7.00%	14.66%
QQQ Invesco QQQ ETF	3.14%	4.95%	21.26%	22.17%	41.87%	27.20%	17.59%	22.31%
SPY State Street SPDR S&P 500 ETF	1.76%	2.12%	10.99%	11.52%	27.89%	21.15%	13.87%	15.65%
TECL Direxion Daily Technology Bull 3X Shares	11.01%	22.64%	103.81%	109.85%	222.44%	68.74%	39.49%	53.63%
UNH UnitedHealth Group Incorporated	1.19%	4.96%	26.20%	22.13%	35.57%	-1.61%	2.54%	13.41%

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

Monthly Returns

Based on dividend-adjusted daily data since Aug 6, 2009, gOOGLE 5月23's average daily return is +0.10%, while the average monthly return is +2.13%. At this rate, an investment would double in approximately 2.7 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2026 with a return of +19.1%, while the worst month was Sep 2022 at -11.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, gOOGLE 5月23 closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +12.6%, while the worst single day was Mar 16, 2020 at -13.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-2.27%	0.13%	-6.66%	19.11%	14.47%	-1.52%							22.64%
2025	2.10%	-1.63%	-6.20%	-1.28%	5.86%	6.59%	-1.42%	4.88%	8.24%	6.29%	1.29%	-1.88%	24.07%
2024	2.42%	3.98%	2.00%	-4.72%	7.00%	8.53%	2.12%	3.75%	2.26%	-1.98%	5.17%	0.92%	35.47%
2023	7.34%	-1.20%	10.05%	2.18%	6.84%	6.72%	2.01%	-2.12%	-6.01%	0.28%	12.27%	5.96%	52.23%
2022	-7.93%	-2.76%	5.63%	-11.26%	-2.40%	-8.41%	12.90%	-6.18%	-11.47%	10.58%	6.20%	-6.39%	-22.68%
2021	-2.28%	-1.37%	3.35%	7.53%	-0.31%	5.00%	4.36%	3.93%	-6.55%	10.03%	2.22%	8.83%	39.09%

Benchmark Metrics

gOOGLE 5月23 has an annualized alpha of 10.82%, beta of 1.18, and R2 of 0.87 versus S&P 500 Index. Calculated based on daily prices since August 06, 2009.

This portfolio captured 154.67% of S&P 500 Index gains but only 95.06% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 10.82% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 10.82%

Beta: 1.18

R²: 0.87

Upside Capture: 154.67%

Downside Capture: 95.06%

See how alpha, beta & R² have trended over time →

Expense Ratio

gOOGLE 5月23 has an expense ratio of 0.17%, 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.

TECL

Direxion Daily Technology Bull 3X Shares

GLD

SPDR Gold Shares

QQQ

Invesco QQQ ETF

SPY

State Street SPDR S&P 500 ETF

Return for Risk

Risk / Return Rank

gOOGLE 5月23 ranks 63 for risk / return — better than 63% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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 gOOGLE 5月23 and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.67	2.14	+0.53
Sortino ratioReturn per unit of downside risk	3.37	2.89	+0.48
Omega ratioGain probability vs. loss probability	1.46	1.39	+0.07
Calmar ratioReturn relative to maximum drawdown	3.61	2.91	+0.70
Martin ratioReturn relative to average drawdown	13.02	13.08	-0.06

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	89	2.28	3.18	1.41	3.75	9.31
AVGO Broadcom Inc.	76	1.32	1.89	1.25	2.09	4.85
GLD SPDR Gold Shares	27	0.93	1.30	1.19	1.04	2.97
ISRG Intuitive Surgical, Inc.	17	-0.61	-0.79	0.91	-0.58	-1.16
PGR The Progressive Corporation	11	-0.85	-1.10	0.87	-0.80	-1.23
PLD Prologis, Inc.	90	2.03	2.88	1.35	4.53	15.07
QQQ Invesco QQQ ETF	79	2.42	3.12	1.42	3.52	13.12
SPY State Street SPDR S&P 500 ETF	77	2.27	3.05	1.41	3.15	14.24
TECL Direxion Daily Technology Bull 3X Shares	83	3.29	3.03	1.41	4.81	13.42
UNH UnitedHealth Group Incorporated	67	0.89	1.36	1.21	1.23	2.71

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. Learn how to interpret the Sharpe ratio.

The current gOOGLE 5月23 Sharpe ratio is 2.67 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.56 to 2.44, 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 gOOGLE 5月23 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

gOOGLE 5月23 provided a 1.52% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.52%	1.58%	0.73%	0.76%	0.96%	1.14%	1.10%	1.33%	1.36%	1.03%	1.24%	1.20%
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%
AVGO Broadcom Inc.	0.63%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
GLD SPDR Gold Shares	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ISRG Intuitive Surgical, 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%
PGR The Progressive Corporation	6.83%	2.15%	0.48%	0.25%	0.31%	6.23%	2.68%	3.89%	1.86%	1.21%	2.50%	2.16%
PLD Prologis, Inc.	2.76%	3.16%	3.63%	2.61%	2.80%	1.50%	2.33%	2.38%	3.27%	2.73%	3.18%	3.54%
QQQ Invesco QQQ ETF	0.38%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
SPY State Street SPDR S&P 500 ETF	0.98%	1.07%	1.21%	1.40%	1.65%	1.20%	1.52%	1.75%	2.04%	1.80%	2.03%	2.06%
TECL Direxion Daily Technology Bull 3X Shares	3.49%	7.19%	0.29%	0.28%	0.22%	0.32%	0.52%	0.25%	0.47%	0.10%	0.00%	0.00%
UNH UnitedHealth Group Incorporated	2.72%	2.64%	1.62%	1.38%	1.21%	1.12%	1.38%	1.41%	1.38%	1.30%	1.48%	1.59%

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 gOOGLE 5月23. 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 gOOGLE 5月23 was 34.69%, occurring on Mar 23, 2020. Recovery took 55 trading sessions.

The current gOOGLE 5月23 drawdown is 8.17%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-34.69%Mar 2020	1mo 2d	2mo 19d	3mo 21dFeb 2020 - Jun 2020
Bear market2022	-31.65%Oct 2022	9mo 20d	8mo 1d	1y 5moDec 2021 - Jun 2023
2025 selloff2025	-22.47%Apr 2025	1mo 17d	4mo 2d	5mo 19dFeb 2025 - Aug 2025
Rate-hike selloffLate 2018	-22.19%Dec 2018	2mo 21d	2mo 27d	5mo 18dOct 2018 - Mar 2019
2011 correction2011	-17.59%Aug 2011	14d	5mo 13d	5mo 27dJul 2011 - Jan 2012

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 9.20, 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	10Y	All Time
Diversification Ratio	1.72	1.53	1.41	1.32	1.34

The portfolio has a diversification ratio of 1.34, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

gOOGLE 5月23 correlation to the S&P 500 Index

gOOGLE 5月23 has a 0.88 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	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (10Y) Calculated over the trailing 10-year period	0.91
Correlation (All Time) Calculated using the full available price history since Aug 6, 2009	0.89

Benchmark Correlations

Correlation vs. S&P 500 Index. SPY has the highest benchmark correlation at 1.00, while GLD has the lowest at 0.07.

0.07

0.46

0.48

0.57

0.61

0.62

0.62

0.89

0.90

1.00

Portfolio Correlations

Correlation vs. gOOGLE 5月23. TECL has the highest portfolio correlation at 0.94, while GLD has the lowest at 0.13.

0.13

0.44

0.48

0.52

0.70

0.73

0.76

0.89

0.93

0.94

Asset Correlations Table

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

	GLD	UNH	PGR	PLD	AVGO	ISRG	AAPL	TECL	QQQ	SPY
GLD	1.00	0.03	-0.01	0.09	0.03	0.06	0.05	0.05	0.06	0.07
UNH	0.03	1.00	0.34	0.30	0.23	0.33	0.26	0.35	0.37	0.46
PGR	-0.01	0.34	1.00	0.37	0.23	0.31	0.26	0.36	0.37	0.48
PLD	0.09	0.30	0.37	1.00	0.30	0.38	0.33	0.46	0.47	0.57
AVGO	0.03	0.23	0.23	0.30	1.00	0.42	0.47	0.68	0.67	0.61
ISRG	0.06	0.33	0.31	0.38	0.42	1.00	0.44	0.60	0.62	0.62
AAPL	0.05	0.26	0.26	0.33	0.47	0.44	1.00	0.73	0.72	0.62
TECL	0.05	0.35	0.36	0.46	0.68	0.60	0.73	1.00	0.96	0.89
QQQ	0.06	0.37	0.37	0.47	0.67	0.62	0.72	0.96	1.00	0.90
SPY	0.07	0.46	0.48	0.57	0.61	0.62	0.62	0.89	0.90	1.00

The correlation results are calculated based on daily price changes starting from Aug 6, 2009

Diversification Analysis

Find what gOOGLE 5月23 is missing

See which holdings overlap, where gOOGLE 5月23 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification