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a
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in a, 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 May 28, 2025, corresponding to the inception date of EMA

Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
a
0.91%-0.05%3.42%0.81%
EMA
Emera Inc
0.82%2.33%8.23%12.33%
STX
Seagate Technology plc
1.47%20.27%56.18%69.29%408.53%91.95%44.92%34.94%
COR
Cencora Inc.
2.25%-12.56%-3.67%5.61%17.04%27.13%24.80%17.49%
VRNA
Verona Pharma plc
ORCL
Oracle Corporation
0.79%-1.76%-24.70%-49.09%1.37%17.34%16.90%15.27%
CLS.TO
Celestica Inc.
0.00%12.25%-2.56%14.90%248.71%183.54%101.34%38.71%
GFI
Gold Fields Limited
-1.14%-4.38%12.15%15.87%117.71%57.39%40.94%32.77%
LEU
Centrus Energy Corp.
0.03%-7.16%-24.53%-47.52%190.76%77.30%50.12%44.87%
AVAV
AeroVironment, Inc.
0.47%-19.25%-23.78%-48.83%45.35%26.10%9.09%20.98%
LUG.TO
Lundin Gold Inc.
0.00%-5.34%-3.37%24.04%170.15%94.36%62.11%38.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 29, 2025, a's average daily return is +0.24%, while the average monthly return is +4.42%. At this rate, your investment would double in approximately 1.3 years.

Historically, 75% of months were positive and 25% were negative. The best month was Jun 2025 with a return of +17.9%, while the worst month was Mar 2026 at -9.0%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 2 months.

On a daily basis, a closed higher 59% of trading days. The best single day was Feb 6, 2026 with a return of +4.2%, while the worst single day was Jan 30, 2026 at -4.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.76%1.20%-8.95%3.21%3.42%
20252.15%17.93%7.52%3.30%17.72%5.09%-2.10%-2.75%57.62%

Benchmark Metrics

a has an annualized alpha of 53.99%, beta of 1.26, and R² of 0.36 versus S&P 500 Index. Calculated based on daily prices since May 29, 2025.

  • This portfolio captured 468.19% of S&P 500 Index gains and 162.94% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • R² of 0.36 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
53.99%
Beta
1.26
0.36
Upside Capture
468.19%
Downside Capture
162.94%

Expense Ratio

a 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

Return / Risk — by metrics


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
EMA
Emera Inc
STX
Seagate Technology plc
996.324.871.6618.6751.89
COR
Cencora Inc.
600.671.021.141.043.20
VRNA
Verona Pharma plc
ORCL
Oracle Corporation
410.020.551.060.070.14
CLS.TO
Celestica Inc.
953.513.231.449.1323.86
GFI
Gold Fields Limited
851.942.281.313.3910.64
LEU
Centrus Energy Corp.
842.052.531.312.976.17
AVAV
AeroVironment, Inc.
610.651.351.170.902.10
LUG.TO
Lundin Gold Inc.
932.812.801.406.3618.53

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for a. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Dividends

Dividend yield

a provided a 1.29% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio1.29%1.00%1.09%1.21%1.49%1.41%1.78%1.82%1.66%1.44%1.54%1.36%
EMA
Emera Inc
3.01%2.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
STX
Seagate Technology plc
0.68%1.05%3.27%3.28%5.32%2.40%4.21%4.27%6.53%6.02%6.60%6.14%
COR
Cencora Inc.
0.71%0.67%0.93%0.96%1.13%5.13%6.74%7.48%2.07%1.61%1.77%1.17%
VRNA
Verona Pharma plc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ORCL
Oracle Corporation
1.37%0.97%0.96%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%
CLS.TO
Celestica 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%
GFI
Gold Fields Limited
3.87%1.77%2.94%2.87%3.40%3.24%1.72%0.81%1.61%1.41%1.35%0.60%
LEU
Centrus Energy Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AVAV
AeroVironment, 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%
LUG.TO
Lundin Gold Inc.
4.48%3.37%2.69%3.28%1.97%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 a. 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 a was 17.26%, occurring on Mar 30, 2026. The portfolio has not yet recovered.

The current a drawdown is 11.89%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.26%Jan 29, 202642Mar 30, 2026
-9.69%Oct 30, 202517Nov 21, 202530Jan 6, 202647
-5.13%Oct 17, 20254Oct 22, 20255Oct 29, 20259
-4.67%Aug 13, 20255Aug 19, 20257Aug 28, 202512
-2.99%Jan 7, 20262Jan 8, 20262Jan 12, 20264

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 20 assets, with an effective number of assets of 12.14, 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.

BenchmarkVRNAURBNWELLPMCOREMACOMPCELHCORTENLTLUG.TOGFIAVAVHIMSSTXPSIXORCLPLTRLEUCLS.TOPortfolio
Benchmark1.000.060.320.06-0.080.09-0.120.340.250.360.410.250.240.340.390.430.430.380.510.380.440.59
VRNA0.061.00-0.010.080.020.010.140.030.150.02-0.040.120.060.010.060.01-0.060.02-0.020.060.050.10
URBN0.32-0.011.000.03-0.140.000.000.200.060.110.150.040.070.100.130.160.090.010.050.050.090.16
WELL0.060.080.031.000.220.410.230.05-0.060.070.040.140.120.040.080.030.01-0.090.010.030.090.13
PM-0.080.02-0.140.221.000.270.21-0.03-0.00-0.00-0.140.100.12-0.11-0.06-0.080.01-0.13-0.14-0.10-0.060.01
COR0.090.010.000.410.271.000.12-0.030.050.16-0.030.070.12-0.040.070.050.04-0.150.04-0.100.100.14
EMA-0.120.140.000.230.210.121.00-0.180.05-0.07-0.040.130.17-0.12-0.06-0.06-0.14-0.22-0.11-0.09-0.19-0.00
COMP0.340.030.200.05-0.03-0.03-0.181.000.210.160.140.060.020.140.250.060.140.110.130.080.100.10
CELH0.250.150.06-0.06-0.000.050.050.211.000.220.120.05-0.010.140.280.150.130.120.100.150.140.22
CORT0.360.020.110.07-0.000.16-0.070.160.221.000.090.140.180.110.150.150.220.140.270.190.230.28
ENLT0.41-0.040.150.04-0.14-0.03-0.040.140.120.091.000.140.190.180.190.300.280.170.250.150.260.31
LUG.TO0.250.120.040.140.100.070.130.060.050.140.141.000.640.160.130.160.090.180.250.230.330.46
GFI0.240.060.070.120.120.120.170.02-0.010.180.190.641.000.150.080.250.190.210.170.260.290.53
AVAV0.340.010.100.04-0.11-0.04-0.120.140.140.110.180.160.151.000.210.130.200.330.430.460.300.45
HIMS0.390.060.130.08-0.060.07-0.060.250.280.150.190.130.080.211.000.180.330.260.370.390.280.37
STX0.430.010.160.03-0.080.05-0.060.060.150.150.300.160.250.130.181.000.340.250.180.300.480.68
PSIX0.43-0.060.090.010.010.04-0.140.140.130.220.280.090.190.200.330.341.000.310.340.380.340.55
ORCL0.380.020.01-0.09-0.13-0.15-0.220.110.120.140.170.180.210.330.260.250.311.000.410.340.360.51
PLTR0.51-0.020.050.01-0.140.04-0.110.130.100.270.250.250.170.430.370.180.340.411.000.480.380.52
LEU0.380.060.050.03-0.10-0.10-0.090.080.150.190.150.230.260.460.390.300.380.340.481.000.350.66
CLS.TO0.440.050.090.09-0.060.10-0.190.100.140.230.260.330.290.300.280.480.340.360.380.351.000.68
Portfolio0.590.100.160.130.010.14-0.000.100.220.280.310.460.530.450.370.680.550.510.520.660.681.00
The correlation results are calculated based on daily price changes starting from May 29, 2025