Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
MSFT Microsoft Corporation | Technology | 20% |
AMD Advanced Micro Devices, Inc. | Technology | 20% |
ASML ASML Holding N.V. | Technology | 20% |
SAP SAP SE | Technology | 20% |
TSM Taiwan Semiconductor Manufacturing Company Limited | Technology | 20% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Portfolio 2025-08, 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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Returns By Period
As of Jun 13, 2026, the Portfolio 2025-08 returned 37.69% Year-To-Date and 37.27% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio Portfolio 2025-08 | 1.38% | 9.99% | 37.69% | 39.09% | 76.64% | 38.55% | 25.76% | 37.27% |
| Portfolio components: | ||||||||
AMD Advanced Micro Devices, Inc. | 4.73% | 20.62% | 138.87% | 142.70% | 340.40% | 60.16% | 44.46% | 60.93% |
ASML ASML Holding N.V. | -1.89% | 24.09% | 74.80% | 73.02% | 146.81% | 37.59% | 22.97% | 36.00% |
MSFT Microsoft Corporation | 0.10% | -7.19% | -18.85% | -17.98% | -17.07% | 6.16% | 9.56% | 24.39% |
SAP SAP SE | 0.33% | 0.00% | -31.24% | -31.78% | -43.06% | 8.04% | 4.34% | 9.59% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 0.68% | 5.09% | 40.22% | 45.91% | 103.01% | 60.80% | 31.30% | 35.80% |
Monthly Returns
Based on dividend-adjusted daily data since Aug 7, 1998, Portfolio 2025-08's average daily return is +0.10%, while the average monthly return is +2.03%. At this rate, an investment would double in approximately 2.9 years.
Historically, 58% of months were positive and 42% were negative. The best month was Jan 2001 with a return of +45.2%, while the worst month was Sep 2002 at -30.6%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.
On a daily basis, Portfolio 2025-08 closed higher 53% of trading days. The best single day was Oct 17, 2002 with a return of +14.8%, while the worst single day was Mar 16, 2020 at -12.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.86% | -1.31% | -7.93% | 22.00% | 19.63% | -0.98% | 37.69% | ||||||
| 2025 | 3.85% | -6.99% | -3.97% | 2.14% | 12.14% | 12.48% | 3.77% | -3.52% | 9.99% | 14.48% | -6.72% | 0.46% | 41.18% |
| 2024 | 10.99% | 10.26% | 1.41% | -7.16% | 6.89% | 7.77% | -5.06% | 1.41% | 2.46% | -5.07% | 0.02% | 0.37% | 24.78% |
| 2023 | 15.90% | -2.32% | 13.98% | -2.21% | 12.91% | 1.47% | -0.83% | -4.10% | -6.23% | 1.52% | 16.15% | 7.10% | 62.82% |
| 2022 | -10.34% | -4.59% | -2.33% | -13.37% | 4.29% | -14.04% | 12.94% | -9.29% | -15.04% | 3.27% | 23.31% | -9.87% | -35.17% |
| 2021 | 3.10% | 1.52% | -0.34% | 5.68% | 0.82% | 6.10% | 5.79% | 5.17% | -8.10% | 10.55% | 4.77% | 0.04% | 39.70% |
Benchmark Metrics
Portfolio 2025-08 has an annualized alpha of 13.74%, beta of 1.33, and R2 of 0.59 versus S&P 500 Index. Calculated based on daily prices since August 07, 1998.
- This portfolio captured 227.04% of S&P 500 Index gains and 137.73% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 13.74% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 13.74%
- Beta
- 1.33
- R²
- 0.59
- Upside Capture
- 227.04%
- Downside Capture
- 137.73%
Expense Ratio
Portfolio 2025-08 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
Portfolio 2025-08 ranks 70 for risk / return — better than 70% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Portfolio 2025-08 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 | 2.42 | 1.86 | +0.56 |
| Sortino ratioReturn per unit of downside risk | 3.08 | 2.53 | +0.54 |
| Omega ratioGain probability vs. loss probability | 1.40 | 1.34 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.98 | 2.53 | +1.44 |
| Martin ratioReturn relative to average drawdown | 11.71 | 11.37 | +0.34 |
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 |
|---|---|---|---|---|---|---|
AMD Advanced Micro Devices, Inc. | 98 | 5.01 | 4.54 | 1.60 | 12.04 | 24.74 |
ASML ASML Holding N.V. | 95 | 3.27 | 3.70 | 1.45 | 7.83 | 21.08 |
MSFT Microsoft Corporation | 17 | -0.70 | -0.84 | 0.89 | -0.53 | -1.08 |
SAP SAP SE | 3 | -1.31 | -1.92 | 0.75 | -0.94 | -1.58 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 93 | 2.71 | 3.30 | 1.40 | 5.48 | 19.42 |
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Dividends
Dividend yield
Portfolio 2025-08 provided a 0.80% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.80% | 0.74% | 0.77% | 0.96% | 1.37% | 0.86% | 0.86% | 1.46% | 1.60% | 1.14% | 1.39% | 1.34% |
| Portfolio components: | ||||||||||||
AMD Advanced Micro Devices, 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% |
ASML ASML Holding N.V. | 0.47% | 0.97% | 0.97% | 0.86% | 1.27% | 0.50% | 0.50% | 1.40% | 0.94% | 0.64% | 0.92% | 0.73% |
MSFT Microsoft Corporation | 0.91% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
SAP SAP SE | 1.78% | 1.05% | 0.97% | 1.41% | 2.05% | 1.56% | 1.31% | 1.27% | 1.73% | 0.87% | 1.08% | 1.11% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 0.83% | 1.00% | 1.18% | 1.78% | 2.49% | 1.57% | 1.56% | 3.46% | 3.64% | 2.32% | 2.61% | 2.54% |
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 Portfolio 2025-08. 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 Portfolio 2025-08 was 79.60%, occurring on Oct 7, 2002. Recovery took 2084 trading sessions.
The current Portfolio 2025-08 drawdown is 3.78%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Dot-com crash2000–2002 | -79.60%Oct 2002 | 2y 7mo | 8y 3mo | 10y 10moMar 2000 - Jan 2011 |
Bear market2022 | -48.76%Oct 2022 | 10mo 29d | 1y 2mo | 2y 1moNov 2021 - Dec 2023 |
1998 bear market1998 | -31.84%Oct 1998 | 1mo 20d | 22d | 2mo 12dAug 1998 - Oct 1998 |
COVID crash2020 | -30.17%Mar 2020 | 27d | 2mo 23d | 3mo 20dFeb 2020 - Jun 2020 |
2025 selloff2025 | -29.32%Apr 2025 | 9mo 1d | 2mo 17d | 11mo 18dJul 2024 - Jun 2025 |
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 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.46 | 1.31 | 1.26 | 1.27 | 1.32 |
The portfolio has a diversification ratio of 1.32, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Portfolio 2025-08 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 1998 | 0.74 |
Benchmark Correlations
Correlation vs. S&P 500 Index. MSFT has the highest benchmark correlation at 0.68, while AMD has the lowest at 0.51.
Asset Correlations Table
Find what Portfolio 2025-08 is missing
See which holdings overlap, where Portfolio 2025-08 is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification