Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ET Energy Transfer LP | Energy | 14.29% |
MO Altria Group, Inc. | Consumer Defensive | 14.29% |
MPLX MPLX LP | Energy | 14.29% |
PAA Plains All American Pipeline, L.P. | Energy | 14.29% |
T AT&T Inc. | Communication Services | 14.29% |
TCEHY Tencent Holdings Limited | Communication Services | 14.29% |
VTR Ventas, Inc. | Real Estate | 14.29% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ckbest2-2, 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 Oct 26, 2012, corresponding to the inception date of MPLX
Returns By Period
As of Apr 15, 2026, the ckbest2-2 returned 8.97% Year-To-Date and 14.26% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 1.18% | 5.05% | 1.78% | 4.86% | 28.88% | 18.97% | 10.81% | 12.85% |
Portfolio ckbest2-2 | -0.51% | -2.58% | 8.97% | 12.61% | 21.57% | 24.32% | 18.38% | 14.26% |
| Portfolio components: | ||||||||
T AT&T Inc. | 0.04% | -6.61% | 5.44% | 0.23% | -1.71% | 14.78% | 8.86% | 4.69% |
TCEHY Tencent Holdings Limited | 0.19% | -8.88% | -16.75% | -20.59% | 8.89% | 12.48% | -2.32% | 13.07% |
MO Altria Group, Inc. | -1.78% | -1.72% | 15.71% | 3.88% | 22.94% | 22.59% | 13.41% | 7.65% |
ET Energy Transfer LP | -0.64% | -0.11% | 15.72% | 17.76% | 20.20% | 23.07% | 28.06% | 17.03% |
MPLX MPLX LP | -1.89% | -6.00% | 5.09% | 17.03% | 19.99% | 26.45% | 26.38% | 16.28% |
PAA Plains All American Pipeline, L.P. | -0.71% | 1.24% | 22.79% | 41.95% | 37.08% | 27.62% | 27.73% | 7.66% |
VTR Ventas, Inc. | 1.10% | -0.78% | 10.99% | 27.15% | 30.10% | 29.32% | 12.68% | 7.54% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 31, 2012, ckbest2-2's average daily return is +0.06%, while the average monthly return is +1.26%. At this rate, an investment would double in approximately 4.6 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +35.9%, while the worst month was Mar 2020 at -31.3%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ckbest2-2 closed higher 54% of trading days. The best single day was Mar 19, 2020 with a return of +8.5%, while the worst single day was Mar 12, 2020 at -13.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.80% | 5.20% | 0.18% | -2.27% | 8.97% | ||||||||
| 2025 | 5.59% | 8.01% | 1.47% | -4.74% | 0.59% | 2.64% | 2.75% | 3.62% | 0.14% | -3.82% | 4.77% | -1.63% | 20.28% |
| 2024 | 0.64% | 0.43% | 7.33% | 1.74% | 4.88% | 3.16% | 2.67% | 5.00% | 3.46% | 0.84% | 8.82% | -4.53% | 39.53% |
| 2023 | 10.43% | -2.32% | -1.01% | 1.66% | -5.82% | 5.31% | 2.93% | -2.05% | -0.39% | -0.80% | 6.67% | -0.55% | 13.78% |
| 2022 | 10.24% | -1.38% | 3.04% | -0.04% | 4.38% | -10.17% | 3.60% | 1.06% | -10.82% | 7.71% | 9.17% | -1.35% | 13.71% |
| 2021 | 4.50% | 6.34% | 4.99% | 3.09% | 5.47% | 2.47% | -5.08% | -1.83% | 0.05% | -0.40% | -6.43% | 3.99% | 17.44% |
Benchmark Metrics
ckbest2-2 has an annualized alpha of 4.90%, beta of 0.78, and R² of 0.44 versus S&P 500 Index. Calculated based on daily prices since October 31, 2012.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (90.73%) than losses (79.80%) — typical of diversified or defensive assets.
- R² of 0.44 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 4.90%
- Beta
- 0.78
- R²
- 0.44
- Upside Capture
- 90.73%
- Downside Capture
- 79.80%
Expense Ratio
ckbest2-2 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.
Return for Risk
Risk / Return Rank
ckbest2-2 ranks 47 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.24 | 2.20 | +0.04 |
Sortino ratioReturn per unit of downside risk | 3.15 | 3.07 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.41 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 4.96 | 3.55 | +1.41 |
Martin ratioReturn relative to average drawdown | 16.34 | 16.01 | +0.33 |
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 | |
|---|---|---|---|---|---|---|
T AT&T Inc. | 29 | -0.08 | 0.04 | 1.00 | 0.06 | 0.15 |
TCEHY Tencent Holdings Limited | 41 | 0.30 | 0.68 | 1.08 | 0.49 | 1.24 |
MO Altria Group, Inc. | 61 | 1.12 | 1.54 | 1.22 | 1.50 | 3.88 |
ET Energy Transfer LP | 65 | 1.06 | 1.72 | 1.20 | 2.68 | 5.92 |
MPLX MPLX LP | 69 | 1.22 | 1.79 | 1.21 | 3.36 | 9.22 |
PAA Plains All American Pipeline, L.P. | 77 | 1.90 | 2.65 | 1.32 | 2.88 | 8.08 |
VTR Ventas, Inc. | 75 | 1.66 | 2.32 | 1.32 | 3.09 | 7.18 |
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Dividends
Dividend yield
ckbest2-2 provided a 5.09% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.09% | 5.54% | 5.38% | 7.30% | 6.58% | 6.60% | 8.71% | 6.42% | 6.03% | 5.20% | 4.75% | 7.65% |
| Portfolio components: | ||||||||||||
T AT&T Inc. | 4.33% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
TCEHY Tencent Holdings Limited | 0.91% | 0.76% | 0.82% | 6.67% | 4.15% | 0.35% | 0.19% | 0.23% | 0.26% | 0.29% | 0.51% | 0.21% |
MO Altria Group, Inc. | 6.40% | 7.21% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% |
ET Energy Transfer LP | 7.07% | 7.97% | 6.51% | 8.95% | 7.33% | 7.41% | 17.27% | 9.51% | 9.24% | 6.66% | 5.90% | 7.42% |
MPLX MPLX LP | 7.39% | 7.39% | 7.33% | 8.65% | 8.80% | 11.30% | 12.70% | 10.41% | 8.22% | 6.23% | 5.86% | 4.33% |
PAA Plains All American Pipeline, L.P. | 7.22% | 8.46% | 7.44% | 7.06% | 7.08% | 7.71% | 10.92% | 7.50% | 5.99% | 9.45% | 8.21% | 11.93% |
VTR Ventas, Inc. | 2.30% | 2.48% | 3.06% | 3.61% | 4.00% | 3.52% | 4.37% | 5.49% | 5.40% | 5.19% | 4.74% | 20.47% |
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 ckbest2-2. 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 ckbest2-2 was 51.48%, occurring on Mar 18, 2020. Recovery took 236 trading sessions.
The current ckbest2-2 drawdown is 2.98%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -51.48% | Jan 24, 2018 | 541 | Mar 18, 2020 | 236 | Feb 24, 2021 | 777 |
| -41.42% | Apr 29, 2015 | 200 | Feb 11, 2016 | 127 | Aug 12, 2016 | 327 |
| -19.15% | Jun 8, 2022 | 77 | Sep 27, 2022 | 73 | Jan 11, 2023 | 150 |
| -17.48% | Jun 15, 2021 | 119 | Dec 1, 2021 | 85 | Apr 4, 2022 | 204 |
| -12.57% | Mar 18, 2025 | 16 | Apr 8, 2025 | 73 | Jul 24, 2025 | 89 |
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 7 assets, with an effective number of assets of 7.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | TCEHY | VTR | MO | T | MPLX | ET | PAA | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.44 | 0.32 | 0.33 | 0.38 | 0.33 | 0.40 | 0.39 | 0.58 |
| TCEHY | 0.44 | 1.00 | 0.09 | 0.11 | 0.15 | 0.18 | 0.20 | 0.18 | 0.49 |
| VTR | 0.32 | 0.09 | 1.00 | 0.32 | 0.32 | 0.20 | 0.18 | 0.21 | 0.45 |
| MO | 0.33 | 0.11 | 0.32 | 1.00 | 0.39 | 0.16 | 0.19 | 0.20 | 0.44 |
| T | 0.38 | 0.15 | 0.32 | 0.39 | 1.00 | 0.22 | 0.22 | 0.24 | 0.49 |
| MPLX | 0.33 | 0.18 | 0.20 | 0.16 | 0.22 | 1.00 | 0.54 | 0.58 | 0.69 |
| ET | 0.40 | 0.20 | 0.18 | 0.19 | 0.22 | 0.54 | 1.00 | 0.60 | 0.72 |
| PAA | 0.39 | 0.18 | 0.21 | 0.20 | 0.24 | 0.58 | 0.60 | 1.00 | 0.73 |
| Portfolio | 0.58 | 0.49 | 0.45 | 0.44 | 0.49 | 0.69 | 0.72 | 0.73 | 1.00 |