All Weather Stocks

Asset Allocation

Position	Category/Sector	Target Weight
TSM Taiwan Semiconductor Manufacturing Company Limited	Technology	5%
AMAT Applied Materials, Inc.	Technology	5%
ESOA Energy Services Of America Corp	Industrials	4.50%
PGR The Progressive Corporation	Financial Services	4.50%
FCNCA First Citizens BancShares, Inc.	Financial Services	4.50%
GRBK Green Brick Partners, Inc.	Consumer Cyclical	4.50%
DHI D.R. Horton, Inc.	Consumer Cyclical	4.50%
PHM PulteGroup, Inc.	Consumer Cyclical	4.50%
FN Fabrinet	Technology	4.50%
STRL Sterling Construction Company, Inc.	Industrials	4.50%
CAMT Camtek Ltd	Technology	4.50%
NSSC Napco Security Technologies, Inc.	Industrials	4.50%
TGLS Tecnoglass Inc.	Basic Materials	4.50%
XPO XPO Logistics, Inc.	Industrials	4.50%
CLMB Climb Global Solutions	Technology	4%
ANET Arista Networks, Inc.	Technology	4%
TT Trane Technologies plc	Industrials	4%
UFPT UFP Technologies, Inc.	Healthcare	4%
FTNT Fortinet, Inc.	Technology	4%
FIX Comfort Systems USA, Inc.	Industrials	4%
MSI Motorola Solutions, Inc.	Technology	4%
DECK Deckers Outdoor Corporation	Consumer Cyclical	4%
KLAC KLA Corporation	Technology	4%

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 All Weather Stocks, 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 9, 2026, the All Weather Stocks returned 35.21% Year-To-Date and 38.41% 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 All Weather Stocks	1.45%	3.29%	35.21%	32.22%	60.62%	50.06%	39.74%	38.41%
Portfolio components:
AMAT Applied Materials, Inc.	8.64%	13.17%	91.99%	83.99%	197.34%	54.75%	30.69%	36.71%
ANET Arista Networks, Inc.	1.38%	10.32%	19.36%	21.14%	60.82%	56.72%	47.39%	42.38%
CAMT Camtek Ltd	2.72%	-17.94%	58.61%	42.01%	129.51%	75.79%	34.34%	56.53%
CLMB Climb Global Solutions	-0.21%	18.14%	-7.50%	-14.10%	-9.53%	27.04%	29.09%	20.89%
DECK Deckers Outdoor Corporation	1.48%	9.27%	5.85%	8.42%	0.47%	10.47%	15.25%	28.25%
DHI D.R. Horton, Inc.	-0.91%	-2.27%	0.76%	-4.79%	20.89%	9.26%	10.86%	17.88%
ESOA Energy Services Of America Corp	3.55%	-10.75%	89.54%	82.22%	42.15%	91.64%	49.24%	27.68%
FCNCA First Citizens BancShares, Inc.	-0.04%	6.38%	-3.15%	5.50%	12.21%	17.76%	19.48%	23.90%
FIX Comfort Systems USA, Inc.	0.44%	-5.10%	98.62%	87.34%	263.59%	127.92%	85.83%	50.73%
FN Fabrinet	0.40%	0.39%	36.99%	27.02%	165.46%	76.72%	45.90%	32.80%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 6, 2014, All Weather Stocks's average daily return is +0.13%, while the average monthly return is +2.61%. At this rate, an investment would double in approximately 2.2 years.

Historically, 69% of months were positive and 31% were negative. The best month was Jul 2022 with a return of +15.7%, while the worst month was Mar 2020 at -21.5%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, All Weather Stocks closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +11.8%, 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	9.63%	11.33%	-8.85%	13.45%	5.03%	2.00%							35.21%
2025	2.91%	-9.49%	-7.55%	3.67%	7.88%	9.38%	4.97%	2.32%	6.83%	1.44%	-2.35%	-0.55%	19.06%
2024	4.65%	14.14%	4.34%	-5.58%	9.17%	3.28%	5.58%	6.42%	1.42%	-0.77%	12.15%	-8.33%	54.25%
2023	10.43%	1.04%	8.79%	-0.58%	7.13%	14.29%	3.95%	2.40%	-3.99%	-0.02%	11.63%	10.87%	86.83%
2022	-10.78%	-2.37%	-1.06%	-8.93%	5.13%	-9.73%	15.73%	-0.07%	-7.86%	8.59%	13.16%	-4.24%	-6.60%
2021	5.64%	9.07%	10.77%	3.62%	5.89%	1.86%	0.78%	4.53%	-6.93%	7.94%	4.67%	9.88%	73.60%

Benchmark Metrics

All Weather Stocks has an annualized alpha of 19.26%, beta of 1.10, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since June 06, 2014.

This portfolio captured 173.53% of S&P 500 Index gains but only 80.54% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 19.26% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 1.10 and R2 of 0.70, 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: 19.26%

Beta: 1.10

R²: 0.70

Upside Capture: 173.53%

Downside Capture: 80.54%

Expense Ratio

All Weather Stocks 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

All Weather Stocks ranks 74 for risk / return — better than 74% 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 All Weather Stocks and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.52	1.94	+0.59
Sortino ratioReturn per unit of downside risk	3.20	2.63	+0.57
Omega ratioGain probability vs. loss probability	1.42	1.35	+0.06
Calmar ratioReturn relative to maximum drawdown	4.39	2.59	+1.81
Martin ratioReturn relative to average drawdown	16.57	11.84	+4.73
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
AMAT Applied Materials, Inc.	96	4.15	3.81	1.55	9.29	26.48
ANET Arista Networks, Inc.	74	1.15	1.73	1.22	2.16	4.51
CAMT Camtek Ltd	87	2.08	2.50	1.31	4.81	11.94
CLMB Climb Global Solutions	35	-0.18	0.10	1.01	-0.18	-0.37
DECK Deckers Outdoor Corporation	41	0.01	0.36	1.04	0.01	0.03
DHI D.R. Horton, Inc.	58	0.54	1.17	1.13	0.76	1.35
ESOA Energy Services Of America Corp	66	0.67	1.49	1.18	1.36	2.75
FCNCA First Citizens BancShares, Inc.	53	0.44	0.75	1.10	0.51	1.10
FIX Comfort Systems USA, Inc.	98	4.98	4.89	1.65	19.28	59.72
FN Fabrinet	91	2.50	2.67	1.36	8.10	19.43

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.

All Weather Stocks Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 2.52
5-Year: 1.59
10-Year: 1.60
All Time: 1.46

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 All Weather Stocks 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

All Weather Stocks provided a 0.77% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.77%	0.61%	0.53%	0.56%	0.62%	0.73%	0.78%	1.59%	1.44%	1.45%	1.00%	0.94%
Portfolio components:
AMAT Applied Materials, Inc.	0.39%	0.69%	0.93%	0.75%	1.05%	0.60%	1.01%	1.36%	2.14%	0.78%	1.24%	2.14%
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%
CAMT Camtek Ltd	0.00%	0.00%	1.65%	0.00%	0.00%	0.00%	0.00%	1.57%	2.07%	2.45%	0.00%	0.00%
CLMB Climb Global Solutions	0.36%	0.66%	0.67%	1.24%	2.16%	1.94%	3.56%	4.20%	6.80%	4.07%	3.64%	3.71%
DECK Deckers Outdoor Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DHI D.R. Horton, Inc.	1.21%	1.15%	0.93%	0.69%	1.04%	0.76%	1.05%	1.18%	1.51%	0.83%	1.24%	0.84%
ESOA Energy Services Of America Corp	0.78%	1.47%	0.24%	1.84%	0.00%	0.00%	0.00%	6.49%	0.00%	5.88%	0.00%	0.00%
FCNCA First Citizens BancShares, Inc.	0.40%	0.37%	0.33%	0.27%	0.28%	0.23%	0.29%	0.30%	0.38%	0.31%	0.34%	0.46%
FIX Comfort Systems USA, Inc.	0.14%	0.21%	0.28%	0.41%	0.49%	0.49%	0.81%	0.79%	0.76%	0.68%	0.83%	0.88%
FN Fabrinet	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 All Weather Stocks. 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 All Weather Stocks was 39.07%, occurring on Mar 23, 2020. Recovery took 87 trading sessions.

The current All Weather Stocks drawdown is 2.77%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-39.07%Mar 2020	1mo 2d	4mo 6d	5mo 8dFeb 2020 - Jul 2020
2025 selloff2025	-30.76%Apr 2025	2mo 15d	3mo 18d	6mo 3dJan 2025 - Jul 2025
Bear market2022	-29.18%Jun 2022	5mo 20d	7mo 1d	1y 16dDec 2021 - Jan 2023
Rate-hike selloffLate 2018	-20.74%Dec 2018	3mo 21d	3mo 10d	7mo 1dSep 2018 - Apr 2019
2016 correction2016	-15.79%Feb 2016	2mo 6d	1mo 5d	3mo 11dDec 2015 - Mar 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 23 assets, with an effective number of assets of 22.88, 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	1.95	1.82	1.78	1.82	1.87

The portfolio has a diversification ratio of 1.87, placing it in the top 5% across portfolios — assets in this portfolio move largely independently, providing strong diversification benefit.

All Weather Stocks correlation to the S&P 500 Index

All Weather Stocks has a 0.78 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	0.78
Correlation (3Y) Calculated over the trailing 3-year period	0.79
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (10Y) Calculated over the trailing 10-year period	0.80
Correlation (All Time) Calculated using the full available price history since Jun 6, 2014	0.79

Benchmark Correlations

Correlation vs. S&P 500 Index. KLAC has the highest benchmark correlation at 0.66, while ESOA has the lowest at 0.11.

0.11

0.19

0.32

0.36

0.36

0.40

0.43

0.43

0.44

0.48

0.49

0.50

0.52

0.53

0.55

0.55

0.56

0.56

0.56

0.59

0.64

AMAT

0.66

KLAC

0.66

Portfolio Correlations

Correlation vs. All Weather Stocks. AMAT has the highest portfolio correlation at 0.70, while CLMB has the lowest at 0.27.

0.27

0.28

0.33

0.43

0.44

0.46

0.51

0.52

0.54

0.55

0.57

0.57

0.57

0.58

0.58

0.59

0.60

0.62

XPO

0.62

0.64

FIX

0.65

KLAC

0.68

AMAT

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.

	ESOA	CLMB	PGR	TGLS	UFPT	NSSC	CAMT	FTNT	STRL	GRBK	MSI	FCNCA	DECK	ANET	DHI	FN	PHM	TSM	XPO	FIX	TT	KLAC	AMAT
ESOA	1.00	0.04	0.01	0.05	0.06	0.04	0.07	0.06	0.11	0.04	0.06	0.05	0.07	0.10	0.04	0.07	0.04	0.08	0.07	0.09	0.09	0.08	0.08
CLMB	0.04	1.00	0.04	0.17	0.12	0.14	0.11	0.11	0.16	0.15	0.12	0.13	0.14	0.13	0.14	0.13	0.16	0.14	0.17	0.17	0.13	0.14	0.15
PGR	0.01	0.04	1.00	0.11	0.16	0.12	0.06	0.24	0.16	0.21	0.36	0.30	0.21	0.19	0.26	0.15	0.24	0.13	0.23	0.24	0.35	0.20	0.18
TGLS	0.05	0.17	0.11	1.00	0.20	0.21	0.21	0.15	0.27	0.28	0.18	0.28	0.25	0.19	0.26	0.23	0.29	0.21	0.29	0.28	0.29	0.23	0.24
UFPT	0.06	0.12	0.16	0.20	1.00	0.23	0.20	0.22	0.26	0.27	0.25	0.31	0.26	0.22	0.25	0.25	0.26	0.22	0.26	0.28	0.28	0.25	0.26
NSSC	0.04	0.14	0.12	0.21	0.23	1.00	0.27	0.26	0.26	0.26	0.26	0.25	0.25	0.29	0.24	0.29	0.24	0.25	0.25	0.29	0.26	0.30	0.30
CAMT	0.07	0.11	0.06	0.21	0.20	0.27	1.00	0.32	0.31	0.25	0.24	0.26	0.31	0.38	0.24	0.40	0.25	0.45	0.31	0.34	0.31	0.50	0.52
FTNT	0.06	0.11	0.24	0.15	0.22	0.26	0.32	1.00	0.23	0.25	0.39	0.27	0.31	0.48	0.27	0.33	0.27	0.38	0.34	0.32	0.35	0.44	0.43
STRL	0.11	0.16	0.16	0.27	0.26	0.26	0.31	0.23	1.00	0.31	0.26	0.36	0.30	0.31	0.27	0.37	0.30	0.31	0.34	0.53	0.41	0.35	0.35
GRBK	0.04	0.15	0.21	0.28	0.27	0.26	0.25	0.25	0.31	1.00	0.27	0.33	0.35	0.26	0.58	0.28	0.58	0.27	0.36	0.38	0.37	0.29	0.31
MSI	0.06	0.12	0.36	0.18	0.25	0.26	0.24	0.39	0.26	0.27	1.00	0.32	0.30	0.40	0.33	0.33	0.32	0.30	0.34	0.34	0.44	0.37	0.36
FCNCA	0.05	0.13	0.30	0.28	0.31	0.25	0.26	0.27	0.36	0.33	0.32	1.00	0.35	0.27	0.28	0.34	0.32	0.29	0.42	0.44	0.40	0.33	0.34
DECK	0.07	0.14	0.21	0.25	0.26	0.25	0.31	0.31	0.30	0.35	0.30	0.35	1.00	0.31	0.38	0.32	0.40	0.31	0.40	0.38	0.37	0.35	0.35
ANET	0.10	0.13	0.19	0.19	0.22	0.29	0.38	0.48	0.31	0.26	0.40	0.27	0.31	1.00	0.26	0.44	0.25	0.43	0.37	0.38	0.37	0.49	0.49
DHI	0.04	0.14	0.26	0.26	0.25	0.24	0.24	0.27	0.27	0.58	0.33	0.28	0.38	0.26	1.00	0.27	0.87	0.30	0.38	0.37	0.43	0.35	0.36
FN	0.07	0.13	0.15	0.23	0.25	0.29	0.40	0.33	0.37	0.28	0.33	0.34	0.32	0.44	0.27	1.00	0.29	0.45	0.35	0.45	0.42	0.51	0.51
PHM	0.04	0.16	0.24	0.29	0.26	0.24	0.25	0.27	0.30	0.58	0.32	0.32	0.40	0.25	0.87	0.29	1.00	0.30	0.40	0.39	0.44	0.35	0.35
TSM	0.08	0.14	0.13	0.21	0.22	0.25	0.45	0.38	0.31	0.27	0.30	0.29	0.31	0.43	0.30	0.45	0.30	1.00	0.37	0.37	0.39	0.63	0.63
XPO	0.07	0.17	0.23	0.29	0.26	0.25	0.31	0.34	0.34	0.36	0.34	0.42	0.40	0.37	0.38	0.35	0.40	0.37	1.00	0.41	0.47	0.42	0.44
FIX	0.09	0.17	0.24	0.28	0.28	0.29	0.34	0.32	0.53	0.38	0.34	0.44	0.38	0.38	0.37	0.45	0.39	0.37	0.41	1.00	0.53	0.42	0.41
TT	0.09	0.13	0.35	0.29	0.28	0.26	0.31	0.35	0.41	0.37	0.44	0.40	0.37	0.37	0.43	0.42	0.44	0.39	0.47	0.53	1.00	0.46	0.46
KLAC	0.08	0.14	0.20	0.23	0.25	0.30	0.50	0.44	0.35	0.29	0.37	0.33	0.35	0.49	0.35	0.51	0.35	0.63	0.42	0.42	0.46	1.00	0.84
AMAT	0.08	0.15	0.18	0.24	0.26	0.30	0.52	0.43	0.35	0.31	0.36	0.34	0.35	0.49	0.36	0.51	0.35	0.63	0.44	0.41	0.46	0.84	1.00

The correlation results are calculated based on daily price changes starting from Jun 6, 2014

Diversification Analysis

Find what All Weather Stocks is missing

See which holdings overlap, where All Weather Stocks is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification