Real Estate

Asset Allocation

Position	Category/Sector	Target Weight
AMT American Tower Corporation	Real Estate	0%
ARE Alexandria Real Estate Equities, Inc.	Real Estate	0%
AVB AvalonBay Communities, Inc.	Real Estate	0%
BXP Boston Properties, Inc.	Real Estate	0%
CBRE CBRE Group, Inc.	Real Estate	15%
CCI Crown Castle International Corp.	Real Estate	0%
CPT Camden Property Trust	Real Estate	0%
CSGP CoStar Group, Inc.	Real Estate	0%
DLR Digital Realty Trust, Inc.	Real Estate	10%
DOC Physicians Realty Trust	Real Estate	0%
EQIX Equinix, Inc.	Real Estate	0%
EQR Equity Residential	Real Estate	0%
ESS Essex Property Trust, Inc.	Real Estate	0%
EXR Extra Space Storage Inc.	Real Estate	0%
FRT Federal Realty Investment Trust	Real Estate	0%
HST Host Hotels & Resorts, Inc.	Real Estate	0%
INVH Invitation Homes Inc.	Real Estate	0%
IRM Iron Mountain Incorporated	Real Estate	15%
KIM Kimco Realty Corporation	Real Estate	0%
MAA Mid-America Apartment Communities, Inc.	Real Estate	0%
O Realty Income Corporation	Real Estate	15%
PLD Prologis, Inc.	Real Estate	0%
PSA Public Storage	Real Estate	0%
REG Regency Centers Corporation	Real Estate	0%
SBAC SBA Communications Corporation	Real Estate	0%
SPG Simon Property Group, Inc.	Real Estate	15%
UDR UDR, Inc.	Real Estate	0%
VICI VICI Properties Inc.	Real Estate	0%
VTR Ventas, Inc.	Real Estate	15%
WELL Welltower Inc.	Real Estate	15%
WY Weyerhaeuser Company	Real Estate	0%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Real Estate, 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 17, 2017, corresponding to the inception date of VICI

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 Real Estate	1.27%	-3.53%	8.25%	6.90%	21.16%	27.97%	17.22%	—
Portfolio components:
WELL Welltower Inc.	1.74%	-2.73%	9.39%	16.15%	34.37%	44.45%	25.71%	15.47%
PLD Prologis, Inc.	0.33%	-4.36%	5.63%	17.03%	23.21%	5.95%	7.28%	14.89%
AMT American Tower Corporation	1.58%	-8.68%	-1.05%	-8.24%	-17.47%	-1.49%	-3.47%	7.80%
EQIX Equinix, Inc.	0.44%	2.92%	31.28%	30.98%	23.09%	14.49%	10.22%	13.80%
SPG Simon Property Group, Inc.	0.31%	-5.50%	3.10%	4.42%	16.23%	25.29%	16.66%	4.20%
DLR Digital Realty Trust, Inc.	0.69%	2.69%	18.24%	6.12%	25.77%	29.02%	8.52%	11.11%
O Realty Income Corporation	0.53%	-6.12%	11.80%	6.39%	15.07%	5.34%	4.90%	5.14%
PSA Public Storage	1.49%	-7.49%	9.13%	-0.98%	-1.59%	0.99%	6.68%	4.23%
CBRE CBRE Group, Inc.	1.57%	-4.23%	-15.04%	-12.23%	2.48%	23.36%	11.28%	16.67%
CCI Crown Castle International Corp.	4.89%	-4.90%	-3.41%	-9.02%	-14.48%	-8.88%	-9.27%	3.99%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 18, 2017, Real Estate's average daily return is +0.06%, while the average monthly return is +1.28%. At this rate, your investment would double in approximately 4.5 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +14.8%, while the worst month was Mar 2020 at -31.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Real Estate closed higher 55% of trading days. The best single day was Nov 9, 2020 with a return of +12.1%, while the worst single day was Mar 16, 2020 at -20.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	5.41%	7.06%	-5.43%	1.42%									8.25%
2025	2.47%	4.12%	-3.78%	0.32%	1.89%	2.89%	3.07%	2.30%	4.21%	-0.92%	2.51%	-3.31%	16.47%
2024	-3.98%	4.21%	3.65%	-3.53%	5.85%	3.12%	9.57%	8.07%	4.94%	2.75%	3.19%	-8.24%	32.03%
2023	11.44%	-4.00%	-5.54%	4.81%	-4.64%	8.32%	4.82%	-2.26%	-6.15%	-0.74%	10.98%	8.96%	26.26%
2022	-5.26%	-2.37%	7.20%	-5.35%	-0.95%	-8.14%	7.43%	-5.94%	-14.69%	6.08%	11.21%	-3.91%	-16.55%
2021	0.83%	11.14%	4.38%	7.31%	2.36%	1.44%	4.57%	2.56%	-4.95%	5.27%	-1.88%	9.35%	50.07%

Benchmark Metrics

Real Estate has an annualized alpha of 4.41%, beta of 0.92, and R² of 0.48 versus S&P 500 Index. Calculated based on daily prices since October 18, 2017.

This portfolio captured 101.23% of S&P 500 Index gains but only 93.30% of its losses — a favorable profile for investors.
R² of 0.48 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: 4.41%

Beta: 0.92

R²: 0.48

Upside Capture: 101.23%

Downside Capture: 93.30%

Expense Ratio

Real Estate 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

Real Estate ranks 45 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.

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	1.25	0.88	+0.37
Sortino ratio Return per unit of downside risk	1.74	1.37	+0.38
Omega ratio Gain probability vs. loss probability	1.24	1.21	+0.03
Calmar ratio Return relative to maximum drawdown	1.89	1.39	+0.50
Martin ratio Return relative to average drawdown	8.31	6.43	+1.87
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
WELL Welltower Inc.	81	1.62	2.13	1.29	2.65	6.60
PLD Prologis, Inc.	67	0.88	1.34	1.19	1.20	5.12
AMT American Tower Corporation	15	-0.70	-0.85	0.90	-0.68	-1.10
EQIX Equinix, Inc.	64	0.83	1.30	1.19	1.29	2.29
SPG Simon Property Group, Inc.	61	0.66	1.03	1.15	1.08	3.74
DLR Digital Realty Trust, Inc.	71	1.09	1.65	1.21	1.67	4.36
O Realty Income Corporation	66	0.90	1.29	1.16	1.35	4.03
PSA Public Storage	33	-0.07	0.07	1.01	-0.14	-0.28
CBRE CBRE Group, Inc.	41	0.08	0.32	1.05	0.18	0.49
CCI Crown Castle International Corp.	19	-0.54	-0.58	0.93	-0.50	-0.95

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.

Real Estate Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 1.25
5-Year: 0.89
All Time: 0.54

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 falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Real Estate 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

Real Estate provided a 2.78% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.78%	3.12%	2.94%	3.44%	3.97%	3.06%	4.59%	4.37%	4.37%	4.11%	3.94%	6.44%
Portfolio components:
WELL Welltower Inc.	1.43%	1.52%	2.03%	2.71%	3.72%	2.84%	4.18%	4.26%	5.01%	5.46%	5.14%	4.85%
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%
AMT American Tower Corporation	3.91%	3.87%	3.53%	2.99%	2.77%	1.78%	2.02%	1.64%	1.99%	1.84%	2.05%	1.87%
EQIX Equinix, Inc.	1.92%	2.45%	1.81%	1.80%	1.89%	1.36%	1.49%	1.69%	2.59%	1.77%	1.96%	5.86%
SPG Simon Property Group, Inc.	4.58%	4.62%	4.70%	5.22%	5.87%	3.66%	7.04%	5.57%	4.70%	4.16%	3.66%	3.11%
DLR Digital Realty Trust, Inc.	2.69%	3.15%	2.75%	3.63%	4.87%	2.62%	3.21%	3.61%	3.79%	3.27%	3.58%	4.50%
O Realty Income Corporation	5.20%	6.19%	5.37%	5.33%	4.68%	3.87%	4.51%	3.69%	4.19%	4.45%	4.18%	4.41%
PSA Public Storage	4.28%	4.62%	4.01%	3.93%	7.55%	2.14%	3.46%	3.76%	3.95%	3.83%	3.27%	2.62%
CBRE CBRE Group, 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%
CCI Crown Castle International Corp.	5.01%	5.35%	6.90%	5.43%	4.41%	2.62%	3.10%	3.22%	3.94%	3.51%	4.15%	3.87%

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 Real Estate. 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 Real Estate was 48.39%, occurring on Mar 23, 2020. Recovery took 232 trading sessions.

The current Real Estate drawdown is 5.82%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-48.39%	Feb 24, 2020	21	Mar 23, 2020	232	Feb 23, 2021	253
-29.83%	Apr 21, 2022	123	Oct 14, 2022	292	Dec 13, 2023	415
-16.17%	Nov 29, 2024	88	Apr 8, 2025	71	Jul 22, 2025	159
-14.37%	Dec 19, 2017	35	Feb 8, 2018	101	Jul 5, 2018	136
-12.36%	Jan 5, 2022	34	Feb 23, 2022	24	Mar 29, 2022	58

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 31 assets, with an effective number of assets of 6.90, 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

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

	Benchmark	CSGP	HST	SBAC	EQIX	DLR	WY	CBRE	AMT	CCI	VICI	IRM	PSA	VTR	WELL	SPG	EXR	BXP	INVH	O	KIM	PLD	ARE	REG	DOC	FRT	CPT	ESS	MAA	EQR	AVB	UDR	Portfolio
Benchmark	1.00	0.56	0.55	0.33	0.47	0.45	0.53	0.65	0.33	0.33	0.43	0.48	0.33	0.33	0.35	0.50	0.37	0.50	0.45	0.35	0.47	0.52	0.49	0.46	0.39	0.46	0.42	0.45	0.42	0.44	0.45	0.44	0.58
CSGP	0.56	1.00	0.35	0.34	0.39	0.35	0.37	0.46	0.32	0.33	0.34	0.29	0.29	0.25	0.25	0.30	0.31	0.33	0.36	0.28	0.33	0.42	0.41	0.32	0.31	0.33	0.34	0.35	0.34	0.34	0.35	0.34	0.39
HST	0.55	0.35	1.00	0.20	0.25	0.28	0.50	0.54	0.20	0.21	0.45	0.41	0.27	0.38	0.37	0.59	0.33	0.56	0.37	0.36	0.56	0.40	0.43	0.53	0.40	0.55	0.41	0.44	0.39	0.44	0.45	0.45	0.55
SBAC	0.33	0.34	0.20	1.00	0.56	0.52	0.38	0.33	0.80	0.79	0.43	0.42	0.52	0.38	0.40	0.29	0.52	0.34	0.47	0.49	0.35	0.53	0.50	0.38	0.47	0.37	0.46	0.45	0.50	0.45	0.46	0.46	0.50
EQIX	0.47	0.39	0.25	0.56	1.00	0.73	0.39	0.39	0.58	0.55	0.39	0.50	0.47	0.36	0.37	0.33	0.46	0.35	0.48	0.44	0.36	0.58	0.48	0.39	0.44	0.38	0.46	0.46	0.48	0.47	0.46	0.47	0.55
DLR	0.45	0.35	0.28	0.52	0.73	1.00	0.38	0.37	0.54	0.54	0.37	0.54	0.48	0.42	0.42	0.36	0.49	0.40	0.49	0.47	0.40	0.56	0.51	0.42	0.49	0.42	0.48	0.48	0.50	0.49	0.50	0.49	0.63
WY	0.53	0.37	0.50	0.38	0.39	0.38	1.00	0.56	0.38	0.40	0.51	0.46	0.40	0.42	0.41	0.53	0.43	0.51	0.48	0.46	0.55	0.53	0.51	0.53	0.49	0.55	0.47	0.47	0.48	0.48	0.50	0.49	0.60
CBRE	0.65	0.46	0.54	0.33	0.39	0.37	0.56	1.00	0.34	0.33	0.45	0.48	0.36	0.41	0.41	0.56	0.40	0.56	0.45	0.40	0.54	0.50	0.49	0.53	0.46	0.54	0.48	0.49	0.48	0.50	0.49	0.50	0.69
AMT	0.33	0.32	0.20	0.80	0.58	0.54	0.38	0.34	1.00	0.81	0.42	0.43	0.56	0.42	0.45	0.32	0.55	0.36	0.51	0.55	0.38	0.56	0.51	0.42	0.52	0.40	0.50	0.49	0.54	0.50	0.51	0.51	0.53
CCI	0.33	0.33	0.21	0.79	0.55	0.54	0.40	0.33	0.81	1.00	0.43	0.43	0.56	0.42	0.44	0.33	0.55	0.37	0.52	0.54	0.39	0.56	0.52	0.42	0.52	0.40	0.50	0.48	0.53	0.50	0.50	0.51	0.53
VICI	0.43	0.34	0.45	0.43	0.39	0.37	0.51	0.45	0.42	0.43	1.00	0.45	0.46	0.49	0.48	0.50	0.49	0.50	0.54	0.58	0.57	0.51	0.53	0.57	0.54	0.57	0.51	0.51	0.52	0.53	0.54	0.53	0.60
IRM	0.48	0.29	0.41	0.42	0.50	0.54	0.46	0.48	0.43	0.43	0.45	1.00	0.49	0.46	0.46	0.53	0.50	0.52	0.48	0.51	0.54	0.54	0.50	0.55	0.52	0.57	0.52	0.52	0.53	0.54	0.54	0.55	0.75
PSA	0.33	0.29	0.27	0.52	0.47	0.48	0.40	0.36	0.56	0.56	0.46	0.49	1.00	0.48	0.49	0.41	0.82	0.45	0.57	0.60	0.47	0.61	0.57	0.50	0.58	0.50	0.60	0.58	0.63	0.60	0.60	0.60	0.60
VTR	0.33	0.25	0.38	0.38	0.36	0.42	0.42	0.41	0.42	0.42	0.49	0.46	0.48	1.00	0.81	0.54	0.47	0.53	0.51	0.63	0.60	0.51	0.52	0.62	0.71	0.62	0.57	0.57	0.58	0.59	0.61	0.61	0.79
WELL	0.35	0.25	0.37	0.40	0.37	0.42	0.41	0.41	0.45	0.44	0.48	0.46	0.49	0.81	1.00	0.52	0.48	0.51	0.54	0.64	0.59	0.53	0.51	0.62	0.70	0.60	0.59	0.59	0.59	0.62	0.63	0.62	0.78
SPG	0.50	0.30	0.59	0.29	0.33	0.36	0.53	0.56	0.32	0.33	0.50	0.53	0.41	0.54	0.52	1.00	0.45	0.64	0.50	0.56	0.75	0.52	0.53	0.74	0.56	0.76	0.55	0.56	0.54	0.59	0.59	0.59	0.77
EXR	0.37	0.31	0.33	0.52	0.46	0.49	0.43	0.40	0.55	0.55	0.49	0.50	0.82	0.47	0.48	0.45	1.00	0.50	0.60	0.61	0.50	0.64	0.61	0.52	0.59	0.54	0.62	0.61	0.65	0.62	0.63	0.63	0.61
BXP	0.50	0.33	0.56	0.34	0.35	0.40	0.51	0.56	0.36	0.37	0.50	0.52	0.45	0.53	0.51	0.64	0.50	1.00	0.53	0.53	0.68	0.55	0.66	0.66	0.62	0.68	0.60	0.64	0.59	0.66	0.65	0.65	0.69
INVH	0.45	0.36	0.37	0.47	0.48	0.49	0.48	0.45	0.51	0.52	0.54	0.48	0.57	0.51	0.54	0.50	0.60	0.53	1.00	0.60	0.56	0.63	0.63	0.59	0.61	0.58	0.70	0.69	0.72	0.71	0.72	0.72	0.64
O	0.35	0.28	0.36	0.49	0.44	0.47	0.46	0.40	0.55	0.54	0.58	0.51	0.60	0.63	0.64	0.56	0.61	0.53	0.60	1.00	0.64	0.60	0.61	0.67	0.69	0.67	0.63	0.62	0.65	0.66	0.66	0.67	0.76
KIM	0.47	0.33	0.56	0.35	0.36	0.40	0.55	0.54	0.38	0.39	0.57	0.54	0.47	0.60	0.59	0.75	0.50	0.68	0.56	0.64	1.00	0.55	0.60	0.83	0.64	0.85	0.59	0.60	0.60	0.64	0.64	0.64	0.77
PLD	0.52	0.42	0.40	0.53	0.58	0.56	0.53	0.50	0.56	0.56	0.51	0.54	0.61	0.51	0.53	0.52	0.64	0.55	0.63	0.60	0.55	1.00	0.69	0.57	0.63	0.57	0.63	0.64	0.66	0.63	0.65	0.65	0.68
ARE	0.49	0.41	0.43	0.50	0.48	0.51	0.51	0.49	0.51	0.52	0.53	0.50	0.57	0.52	0.51	0.53	0.61	0.66	0.63	0.61	0.60	0.69	1.00	0.61	0.69	0.62	0.65	0.66	0.67	0.66	0.67	0.67	0.66
REG	0.46	0.32	0.53	0.38	0.39	0.42	0.53	0.53	0.42	0.42	0.57	0.55	0.50	0.62	0.62	0.74	0.52	0.66	0.59	0.67	0.83	0.57	0.61	1.00	0.65	0.87	0.63	0.64	0.63	0.68	0.69	0.68	0.78
DOC	0.39	0.31	0.40	0.47	0.44	0.49	0.49	0.46	0.52	0.52	0.54	0.52	0.58	0.71	0.70	0.56	0.59	0.62	0.61	0.69	0.64	0.63	0.69	0.65	1.00	0.66	0.68	0.67	0.68	0.69	0.70	0.71	0.76
FRT	0.46	0.33	0.55	0.37	0.38	0.42	0.55	0.54	0.40	0.40	0.57	0.57	0.50	0.62	0.60	0.76	0.54	0.68	0.58	0.67	0.85	0.57	0.62	0.87	0.66	1.00	0.64	0.65	0.63	0.68	0.69	0.68	0.79
CPT	0.42	0.34	0.41	0.46	0.46	0.48	0.47	0.48	0.50	0.50	0.51	0.52	0.60	0.57	0.59	0.55	0.62	0.60	0.70	0.63	0.59	0.63	0.65	0.63	0.68	0.64	1.00	0.82	0.88	0.83	0.83	0.86	0.70
ESS	0.45	0.35	0.44	0.45	0.46	0.48	0.47	0.49	0.49	0.48	0.51	0.52	0.58	0.57	0.59	0.56	0.61	0.64	0.69	0.62	0.60	0.64	0.66	0.64	0.67	0.65	0.82	1.00	0.81	0.88	0.87	0.88	0.70
MAA	0.42	0.34	0.39	0.50	0.48	0.50	0.48	0.48	0.54	0.53	0.52	0.53	0.63	0.58	0.59	0.54	0.65	0.59	0.72	0.65	0.60	0.66	0.67	0.63	0.68	0.63	0.88	0.81	1.00	0.82	0.82	0.86	0.70
EQR	0.44	0.34	0.44	0.45	0.47	0.49	0.48	0.50	0.50	0.50	0.53	0.54	0.60	0.59	0.62	0.59	0.62	0.66	0.71	0.66	0.64	0.63	0.66	0.68	0.69	0.68	0.83	0.88	0.82	1.00	0.91	0.90	0.73
AVB	0.45	0.35	0.45	0.46	0.46	0.50	0.50	0.49	0.51	0.50	0.54	0.54	0.60	0.61	0.63	0.59	0.63	0.65	0.72	0.66	0.64	0.65	0.67	0.69	0.70	0.69	0.83	0.87	0.82	0.91	1.00	0.89	0.74
UDR	0.44	0.34	0.45	0.46	0.47	0.49	0.49	0.50	0.51	0.51	0.53	0.55	0.60	0.61	0.62	0.59	0.63	0.65	0.72	0.67	0.64	0.65	0.67	0.68	0.71	0.68	0.86	0.88	0.86	0.90	0.89	1.00	0.73
Portfolio	0.58	0.39	0.55	0.50	0.55	0.63	0.60	0.69	0.53	0.53	0.60	0.75	0.60	0.79	0.78	0.77	0.61	0.69	0.64	0.76	0.77	0.68	0.66	0.78	0.76	0.79	0.70	0.70	0.70	0.73	0.74	0.73	1.00

The correlation results are calculated based on daily price changes starting from Oct 18, 2017

Real Estate

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