Guessing Very Best

Asset Allocation

Position	Category/Sector	Target Weight
NVDA NVIDIA Corporation	Technology	15%
OGE OGE Energy Corp.	Utilities	10%
TREX Trex Company, Inc.	Industrials	10%
ETR Entergy Corporation	Utilities	10%
DD DuPont de Nemours, Inc.	Basic Materials	5%
HSIC Henry Schein, Inc.	Healthcare	5%
SLB SLB N.V.	Energy	5%
ECL Ecolab Inc.	Basic Materials	5%
CSGP CoStar Group, Inc.	Real Estate	5%
MSFT Microsoft Corporation	Technology	5%
AXON Axon Enterprise, Inc.	Industrials	5%
EXPO Exponent, Inc.	Industrials	5%
PLTR Palantir Technologies Inc.	Technology	5%
SPOT Spotify Technology S.A.	Communication Services	5%
ABBV AbbVie Inc.	Healthcare	5%

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 Guessing Very Best, 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 never rebalanced.

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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-1.44%	-1.45%	7.60%	6.59%	22.24%	19.20%	11.54%	13.71%
Portfolio Guessing Very Best	-1.97%	-5.72%	-3.03%	-5.70%	10.94%	39.99%	26.22%	—
Portfolio components:
ABBV AbbVie Inc.	2.07%	8.84%	4.43%	4.29%	31.92%	24.36%	19.80%	19.47%
AXON Axon Enterprise, Inc.	5.61%	12.19%	-23.75%	-26.73%	-44.71%	31.90%	20.87%	34.13%
CSGP CoStar Group, Inc.	3.56%	-10.87%	-55.00%	-54.59%	-62.19%	-29.61%	-19.19%	3.58%
DD DuPont de Nemours, Inc.	-3.15%	-2.30%	17.89%	15.48%	70.88%	20.69%	10.13%	—
ECL Ecolab Inc.	-0.25%	6.34%	2.89%	2.03%	2.10%	15.88%	6.40%	9.91%
ETR Entergy Corporation	1.43%	1.25%	24.62%	24.75%	41.29%	37.45%	21.91%	15.62%
EXPO Exponent, Inc.	2.65%	-0.21%	-16.65%	-19.74%	-20.86%	-14.01%	-7.16%	8.75%
HSIC Henry Schein, Inc.	1.82%	7.94%	5.98%	4.71%	11.42%	0.50%	1.29%	1.80%
MSFT Microsoft Corporation	1.80%	-10.66%	-22.33%	-22.85%	-22.44%	4.54%	7.88%	23.85%
NVDA NVIDIA Corporation	-4.13%	-6.99%	7.39%	5.85%	38.94%	68.08%	59.90%	67.94%

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

Monthly Returns

Based on dividend-adjusted daily data since Sep 30, 2020, Guessing Very Best's average daily return is +0.12%, while the average monthly return is +2.40%. At this rate, an investment would double in approximately 2.4 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +20.6%, while the worst month was Apr 2022 at -13.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Guessing Very Best closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +13.2%, while the worst single day was Jan 27, 2025 at -8.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-2.38%	-1.94%	-2.46%	6.35%	5.16%	-7.14%							-3.03%
2025	-0.59%	1.30%	-6.73%	5.60%	13.58%	9.42%	7.49%	-0.57%	5.84%	5.24%	-10.78%	3.19%	35.08%
2024	5.66%	16.44%	8.07%	-4.38%	11.11%	6.55%	0.24%	2.38%	3.78%	5.46%	11.92%	-3.25%	83.06%
2023	9.33%	0.54%	5.82%	-0.27%	5.90%	8.03%	6.98%	0.25%	-5.84%	-3.47%	9.63%	4.68%	48.47%
2022	-10.62%	-1.32%	3.89%	-13.78%	2.45%	-10.24%	9.48%	-7.38%	-9.02%	12.72%	9.63%	-4.50%	-20.92%
2021	6.85%	-3.40%	0.73%	5.67%	0.68%	5.92%	-1.17%	6.65%	-5.78%	9.08%	3.83%	0.54%	32.49%

Benchmark Metrics

Guessing Very Best has an annualized alpha of 10.84%, beta of 1.27, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since September 30, 2020.

This portfolio captured 142.86% of S&P 500 Index gains but only 85.21% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 10.84% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 10.84%

Beta: 1.27

R²: 0.69

Upside Capture: 142.86%

Downside Capture: 85.21%

See how alpha, beta & R² have trended over time →

Expense Ratio

Guessing Very Best 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

Guessing Very Best ranks 8 for risk / return — in the bottom 8% 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

The table below presents risk-adjusted performance metrics for Guessing Very Best and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	0.46	1.78	-1.33
Sortino ratioReturn per unit of downside risk	0.78	2.44	-1.65
Omega ratioGain probability vs. loss probability	1.09	1.32	-0.23
Calmar ratioReturn relative to maximum drawdown	0.59	2.46	-1.87
Martin ratioReturn relative to average drawdown	1.27	10.92	-9.65

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
ABBV AbbVie Inc.	75	1.27	1.89	1.24	1.85	4.11
AXON Axon Enterprise, Inc.	12	-0.80	-1.10	0.86	-0.74	-1.24
CSGP CoStar Group, Inc.	3	-1.59	-2.65	0.65	-0.89	-1.52
DD DuPont de Nemours, Inc.	90	2.29	3.16	1.38	4.12	12.63
ECL Ecolab Inc.	43	0.10	0.28	1.03	0.10	0.23
ETR Entergy Corporation	88	2.08	2.80	1.36	3.93	12.97
EXPO Exponent, Inc.	13	-0.67	-0.89	0.90	-0.65	-1.51
HSIC Henry Schein, Inc.	54	0.42	0.81	1.10	0.67	1.37
MSFT Microsoft Corporation	12	-0.87	-1.10	0.86	-0.66	-1.32
NVDA NVIDIA Corporation	72	1.10	1.65	1.20	1.94	4.51

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. Learn how to interpret the Sharpe ratio.

The current Guessing Very Best Sharpe ratio is 0.46 as of Jun 24, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.49 to 2.37, 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 Guessing Very Best 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

Guessing Very Best provided a 6.30% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	6.30%	7.21%	1.28%	1.44%	1.30%	1.25%	1.52%	1.37%	1.50%	1.34%	1.41%	1.61%
Portfolio components:
ABBV AbbVie Inc.	2.87%	2.87%	3.49%	3.82%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%
AXON Axon Enterprise, 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%
CSGP CoStar 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%
DD DuPont de Nemours, Inc.	104.69%	121.72%	1.99%	1.87%	1.92%	1.49%	1.69%	0.93%	0.00%	0.00%	0.00%	0.00%
ECL Ecolab Inc.	1.06%	1.02%	1.01%	1.09%	1.42%	0.83%	0.87%	0.96%	1.15%	1.13%	1.21%	1.17%
ETR Entergy Corporation	2.21%	2.64%	3.03%	4.29%	3.64%	3.43%	3.75%	3.06%	4.16%	4.30%	4.65%	4.89%
EXPO Exponent, Inc.	2.13%	1.73%	1.26%	1.18%	0.97%	0.69%	0.84%	0.93%	1.03%	1.18%	1.19%	1.20%
HSIC Henry Schein, 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%
MSFT Microsoft Corporation	0.95%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
NVDA NVIDIA Corporation	0.14%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%

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 Guessing Very Best. 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 Guessing Very Best was 35.03%, occurring on Sep 30, 2022. Recovery took 175 trading sessions.

The current Guessing Very Best drawdown is 12.14%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-35.03%Sep 2022	10mo 12d	8mo 16d	1y 6moNov 2021 - Jun 2023
2025 selloff2025	-26.55%Apr 2025	1mo 14d	2mo	3mo 14dFeb 2025 - Jun 2025
2026 correction2026	-18.74%Mar 2026	4mo 26d	—	7mo 22dNov 2025 - now
2024 correction2024	-13.46%Aug 2024	1mo 16d	14d	2moJun 2024 - Aug 2024
2021 correction2021	-12.47%Mar 2021	26d	3mo 4d	4moFeb 2021 - Jun 2021

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 15 assets, with an effective number of assets of 12.50, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	2.31	1.94	1.72	1.75

The portfolio has a diversification ratio of 1.75, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Guessing Very Best correlation to the S&P 500 Index

Guessing Very Best has a 0.69 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	0.69
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (All Time) Calculated using the full available price history since Sep 30, 2020	0.81

Benchmark Correlations

Correlation vs. S&P 500 Index. MSFT has the highest benchmark correlation at 0.72, while ABBV has the lowest at 0.26.

0.26

0.29

0.29

0.34

0.42

0.45

0.47

0.49

0.51

0.53

Portfolio Correlations

Correlation vs. Guessing Very Best. NVDA has the highest portfolio correlation at 0.85, while ABBV has the lowest at 0.13.

0.13

0.16

0.18

0.27

0.30

0.40

0.42

0.43

0.48

SPOT

0.48

Asset Correlations Table

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

	ABBV	SLB	ETR	OGE	SPOT	HSIC	AXON	PLTR	EXPO	CSGP	NVDA	MSFT	DD	ECL	TREX
ABBV	1.00	0.16	0.27	0.28	0.00	0.32	0.04	-0.01	0.20	0.17	0.02	0.10	0.24	0.25	0.13
SLB	0.16	1.00	0.12	0.17	0.05	0.28	0.09	0.12	0.23	0.13	0.13	0.05	0.45	0.18	0.24
ETR	0.27	0.12	1.00	0.73	0.02	0.27	0.04	0.03	0.24	0.19	0.01	0.13	0.25	0.36	0.17
OGE	0.28	0.17	0.73	1.00	0.01	0.31	0.06	0.01	0.29	0.22	-0.01	0.10	0.29	0.39	0.20
SPOT	0.00	0.05	0.02	0.01	1.00	0.11	0.41	0.45	0.16	0.34	0.44	0.42	0.18	0.25	0.33
HSIC	0.32	0.28	0.27	0.31	0.11	1.00	0.14	0.11	0.39	0.30	0.12	0.17	0.42	0.41	0.35
AXON	0.04	0.09	0.04	0.06	0.41	0.14	1.00	0.52	0.30	0.37	0.43	0.43	0.22	0.27	0.38
PLTR	-0.01	0.12	0.03	0.01	0.45	0.11	0.52	1.00	0.26	0.35	0.48	0.44	0.26	0.23	0.37
EXPO	0.20	0.23	0.24	0.29	0.16	0.39	0.30	0.26	1.00	0.38	0.23	0.30	0.39	0.42	0.41
CSGP	0.17	0.13	0.19	0.22	0.34	0.30	0.37	0.35	0.38	1.00	0.31	0.43	0.30	0.40	0.41
NVDA	0.02	0.13	0.01	-0.01	0.44	0.12	0.43	0.48	0.23	0.31	1.00	0.61	0.32	0.28	0.41
MSFT	0.10	0.05	0.13	0.10	0.42	0.17	0.43	0.44	0.30	0.43	0.61	1.00	0.29	0.36	0.37
DD	0.24	0.45	0.25	0.29	0.18	0.42	0.22	0.26	0.39	0.30	0.32	0.29	1.00	0.53	0.49
ECL	0.25	0.18	0.36	0.39	0.25	0.41	0.27	0.23	0.42	0.40	0.28	0.36	0.53	1.00	0.49
TREX	0.13	0.24	0.17	0.20	0.33	0.35	0.38	0.37	0.41	0.41	0.41	0.37	0.49	0.49	1.00

The correlation results are calculated based on daily price changes starting from Sep 30, 2020

Diversification Analysis

Find what Guessing Very Best is missing

See which holdings overlap, where Guessing Very Best is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification