Einstiegs-Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
A Agilent Technologies, Inc.	Healthcare	7.69%
APD Air Products and Chemicals, Inc.	Basic Materials	7.69%
COP ConocoPhillips Company	Energy	7.69%
CTSH Cognizant Technology Solutions Corporation	Technology	7.69%
DPZ Domino's Pizza, Inc.	Consumer Cyclical	7.69%
KO The Coca-Cola Company	Consumer Defensive	7.69%
LLY Eli Lilly and Company	Healthcare	7.69%
MCD McDonald's Corporation	Consumer Cyclical	7.69%
PG The Procter & Gamble Company	Consumer Defensive	7.69%
REGN Regeneron Pharmaceuticals, Inc.	Healthcare	7.69%
TXN Texas Instruments Incorporated	Technology	7.69%
XYL Xylem Inc.	Industrials	7.69%
ZTS Zoetis Inc.	Healthcare	7.69%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Einstiegs-Portfolio, 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 Feb 1, 2013, corresponding to the inception date of ZTS

Returns By Period

As of Apr 4, 2026, the Einstiegs-Portfolio returned 1.40% Year-To-Date and 14.51% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.44%	-1.90%	-3.41%	-1.91%	30.31%	17.22%	10.14%	12.44%
Portfolio Einstiegs-Portfolio	0.63%	0.09%	1.40%	5.46%	14.69%	7.85%	9.67%	14.51%
Portfolio components:
ZTS Zoetis Inc.	0.27%	-2.61%	-5.61%	-18.01%	-20.92%	-10.20%	-4.71%	10.54%
A Agilent Technologies, Inc.	-0.55%	0.03%	-15.26%	-18.57%	12.41%	-5.23%	-1.67%	12.14%
REGN Regeneron Pharmaceuticals, Inc.	0.16%	0.42%	-1.03%	30.65%	33.79%	-2.50%	9.78%	6.61%
MCD McDonald's Corporation	0.85%	-5.58%	1.92%	5.85%	5.60%	5.48%	8.33%	11.91%
APD Air Products and Chemicals, Inc.	0.19%	8.74%	20.69%	10.03%	14.63%	4.06%	3.36%	10.18%
COP ConocoPhillips Company	0.86%	12.45%	41.72%	41.08%	57.78%	10.91%	24.65%	15.83%
XYL Xylem Inc.	2.14%	0.57%	-8.75%	-16.86%	19.85%	8.60%	4.39%	13.00%
KO The Coca-Cola Company	0.65%	0.92%	11.22%	18.45%	13.63%	10.35%	10.96%	8.47%
DPZ Domino's Pizza, Inc.	2.68%	-6.30%	-8.19%	-9.14%	-12.83%	6.38%	1.24%	12.01%
PG The Procter & Gamble Company	-0.24%	-7.07%	0.33%	-3.74%	-10.42%	0.42%	3.44%	8.47%

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

Monthly Returns

Based on dividend-adjusted daily data since Feb 4, 2013, Einstiegs-Portfolio's average daily return is +0.06%, while the average monthly return is +1.24%. At this rate, your investment would double in approximately 4.7 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +13.5%, while the worst month was Mar 2020 at -9.3%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Einstiegs-Portfolio closed higher 55% of trading days. The best single day was Mar 17, 2020 with a return of +8.4%, while the worst single day was Mar 16, 2020 at -10.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.12%	1.01%	-4.77%	1.25%									1.40%
2025	4.23%	2.95%	-4.70%	-2.98%	0.07%	0.59%	-0.97%	3.71%	-3.05%	1.46%	5.52%	-1.34%	5.03%
2024	0.23%	4.11%	1.73%	-1.87%	2.87%	1.23%	0.79%	5.61%	-0.40%	-5.66%	2.66%	-6.43%	4.20%
2023	2.65%	-5.68%	3.91%	1.62%	-4.14%	6.54%	3.91%	1.17%	-4.71%	-2.98%	7.74%	4.86%	14.64%
2022	-5.48%	-3.04%	3.36%	-4.53%	2.67%	-4.86%	5.66%	-3.16%	-4.57%	10.56%	7.41%	-3.62%	-1.27%
2021	-1.09%	0.81%	4.93%	3.06%	2.93%	4.06%	4.24%	3.02%	-3.81%	6.08%	-1.32%	7.01%	33.63%

Benchmark Metrics

Einstiegs-Portfolio has an annualized alpha of 4.87%, beta of 0.84, and R² of 0.80 versus S&P 500 Index. Calculated based on daily prices since February 04, 2013.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (96.50%) than losses (78.53%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 4.87% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 4.87%

Beta: 0.84

R²: 0.80

Upside Capture: 96.50%

Downside Capture: 78.53%

Expense Ratio

Einstiegs-Portfolio 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

Einstiegs-Portfolio 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	0.96	1.84	-0.88
Sortino ratio Return per unit of downside risk	1.60	2.97	-1.37
Omega ratio Gain probability vs. loss probability	1.19	1.40	-0.22
Calmar ratio Return relative to maximum drawdown	0.48	1.82	-1.34
Martin ratio Return relative to average drawdown	1.52	7.76	-6.24
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
ZTS Zoetis Inc.	11	-0.74	-0.87	0.88	-0.81	-1.39
A Agilent Technologies, Inc.	45	0.41	0.82	1.10	-0.01	-0.02
REGN Regeneron Pharmaceuticals, Inc.	64	0.85	1.30	1.19	1.06	2.85
MCD McDonald's Corporation	45	0.35	0.63	1.07	0.16	0.37
APD Air Products and Chemicals, Inc.	50	0.54	0.99	1.13	0.11	0.27
COP ConocoPhillips Company	81	1.85	2.51	1.31	2.10	4.70
XYL Xylem Inc.	56	0.81	1.38	1.18	0.23	0.63
KO The Coca-Cola Company	63	0.87	1.41	1.16	1.16	2.35
DPZ Domino's Pizza, Inc.	17	-0.52	-0.64	0.93	-0.60	-1.25
PG The Procter & Gamble Company	14	-0.58	-0.70	0.92	-0.74	-1.35

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.

Einstiegs-Portfolio Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 0.96
5-Year: 0.66
10-Year: 0.89
All Time: 0.95

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 0.99 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 Einstiegs-Portfolio 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

Einstiegs-Portfolio provided a 1.89% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.89%	1.93%	1.73%	1.75%	1.80%	1.43%	1.66%	1.60%	1.77%	1.63%	1.76%	2.12%
Portfolio components:
ZTS Zoetis Inc.	1.72%	1.59%	1.06%	0.76%	0.89%	0.41%	0.48%	0.50%	0.59%	0.58%	0.71%	0.69%
A Agilent Technologies, Inc.	0.88%	0.55%	0.71%	0.66%	0.71%	0.49%	0.46%	0.79%	0.91%	0.81%	1.05%	1.23%
REGN Regeneron Pharmaceuticals, Inc.	0.47%	0.46%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MCD McDonald's Corporation	2.34%	2.35%	2.34%	2.10%	2.15%	1.96%	2.35%	2.39%	2.36%	2.23%	2.97%	2.91%
APD Air Products and Chemicals, Inc.	2.44%	2.89%	1.83%	2.56%	2.10%	1.97%	1.96%	1.97%	2.75%	2.32%	2.39%	2.49%
COP ConocoPhillips Company	2.46%	3.40%	3.35%	3.37%	4.23%	2.70%	4.23%	2.05%	1.86%	1.93%	1.99%	6.30%
XYL Xylem Inc.	1.32%	1.17%	1.24%	1.15%	1.09%	0.93%	1.02%	1.22%	1.26%	1.06%	1.25%	1.54%
KO The Coca-Cola Company	2.67%	2.92%	3.12%	3.12%	2.77%	2.84%	2.99%	2.89%	3.29%	3.23%	3.38%	3.07%
DPZ Domino's Pizza, Inc.	1.89%	1.67%	1.44%	1.17%	1.27%	0.67%	0.81%	0.89%	0.89%	0.97%	0.95%	1.11%
PG The Procter & Gamble Company	2.96%	2.91%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.31%

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 Einstiegs-Portfolio. 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 Einstiegs-Portfolio was 27.37%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.

The current Einstiegs-Portfolio drawdown is 5.21%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-27.37%	Feb 21, 2020	22	Mar 23, 2020	52	Jun 5, 2020	74
-19.05%	Oct 15, 2024	120	Apr 8, 2025	207	Feb 4, 2026	327
-16.03%	Dec 30, 2021	118	Jun 17, 2022	109	Nov 22, 2022	227
-12.56%	Dec 2, 2015	49	Feb 11, 2016	37	Apr 6, 2016	86
-12.22%	Dec 4, 2018	14	Dec 24, 2018	25	Jan 31, 2019	39

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 13 assets, with an effective number of assets of 13.00, 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	COP	DPZ	LLY	REGN	PG	KO	MCD	ZTS	CTSH	TXN	APD	XYL	A	Portfolio
Benchmark	1.00	0.42	0.39	0.40	0.41	0.39	0.42	0.45	0.54	0.62	0.69	0.60	0.65	0.65	0.82
COP	0.42	1.00	0.13	0.15	0.16	0.14	0.20	0.17	0.19	0.29	0.30	0.32	0.34	0.27	0.47
DPZ	0.39	0.13	1.00	0.21	0.25	0.21	0.20	0.31	0.31	0.30	0.29	0.27	0.28	0.33	0.50
LLY	0.40	0.15	0.21	1.00	0.38	0.31	0.26	0.24	0.37	0.24	0.25	0.27	0.27	0.33	0.52
REGN	0.41	0.16	0.25	0.38	1.00	0.24	0.18	0.22	0.34	0.28	0.32	0.26	0.26	0.36	0.55
PG	0.39	0.14	0.21	0.31	0.24	1.00	0.60	0.41	0.33	0.28	0.27	0.37	0.28	0.28	0.50
KO	0.42	0.20	0.20	0.26	0.18	0.60	1.00	0.47	0.34	0.32	0.27	0.40	0.32	0.28	0.51
MCD	0.45	0.17	0.31	0.24	0.22	0.41	0.47	1.00	0.33	0.35	0.32	0.36	0.34	0.32	0.53
ZTS	0.54	0.19	0.31	0.37	0.34	0.33	0.34	0.33	1.00	0.42	0.40	0.39	0.41	0.51	0.65
CTSH	0.62	0.29	0.30	0.24	0.28	0.28	0.32	0.35	0.42	1.00	0.49	0.44	0.48	0.49	0.66
TXN	0.69	0.30	0.29	0.25	0.32	0.27	0.27	0.32	0.40	0.49	1.00	0.47	0.48	0.52	0.66
APD	0.60	0.32	0.27	0.27	0.26	0.37	0.40	0.36	0.39	0.44	0.47	1.00	0.51	0.49	0.66
XYL	0.65	0.34	0.28	0.27	0.26	0.28	0.32	0.34	0.41	0.48	0.48	0.51	1.00	0.53	0.67
A	0.65	0.27	0.33	0.33	0.36	0.28	0.28	0.32	0.51	0.49	0.52	0.49	0.53	1.00	0.71
Portfolio	0.82	0.47	0.50	0.52	0.55	0.50	0.51	0.53	0.65	0.66	0.66	0.66	0.67	0.71	1.00

The correlation results are calculated based on daily price changes starting from Feb 4, 2013

Einstiegs-Portfolio

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