Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CHYM Chime Financial, Inc | Technology | 14.29% |
CPB Campbell Soup Company | Consumer Defensive | 14.29% |
IFRA iShares U.S. Infrastructure ETF | Industrials Equities | 14.29% |
META Meta Platforms, Inc. | Communication Services | 14.29% |
NEE NextEra Energy, Inc. | Utilities | 14.29% |
NVO Novo Nordisk A/S | Healthcare | 14.29% |
SARK Tradr Short Innovation Daily ETF | Inverse Equities, Leveraged | 14.29% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Charles Portfolio, 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.
Loading graphics...
The earliest data available for this chart is Jun 12, 2025, corresponding to the inception date of CHYM
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.80% | 4.83% | 2.59% | 5.27% | 30.14% | 19.29% | 10.91% | 12.94% |
Portfolio Charles Portfolio | 1.42% | 5.15% | -0.77% | 0.10% | — | — | — | — |
| Portfolio components: | ||||||||
META Meta Platforms, Inc. | 1.37% | 7.03% | 1.83% | -6.25% | 29.18% | 45.12% | 17.19% | 19.96% |
IFRA iShares U.S. Infrastructure ETF | -1.15% | 2.51% | 12.83% | 11.23% | 37.03% | 18.96% | 12.84% | — |
NEE NextEra Energy, Inc. | -0.08% | -1.70% | 14.43% | 7.80% | 38.86% | 8.48% | 5.11% | 14.90% |
NVO Novo Nordisk A/S | 3.79% | 9.48% | -16.99% | -25.53% | -33.77% | -19.43% | 4.68% | 6.00% |
CHYM Chime Financial, Inc | 5.17% | 15.04% | -6.99% | 19.93% | — | — | — | — |
SARK Tradr Short Innovation Daily ETF | -3.46% | -8.42% | -5.09% | 6.63% | -46.93% | -32.09% | — | — |
CPB Campbell Soup Company | 2.45% | -2.51% | -24.05% | -29.79% | -42.49% | -24.85% | -12.91% | -7.40% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 13, 2025, Charles Portfolio's average daily return is -0.06%, while the average monthly return is -1.16%.
Historically, 36% of months were positive and 64% were negative. The best month was Jan 2026 with a return of +6.6%, while the worst month was Feb 2026 at -7.0%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Charles Portfolio closed higher 48% of trading days. The best single day was Dec 10, 2025 with a return of +2.4%, while the worst single day was Feb 3, 2026 at -3.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.56% | -7.01% | -5.12% | 5.54% | -0.77% | ||||||||
| 2025 | -5.68% | -3.43% | -1.36% | -4.25% | -5.28% | 5.81% | 1.41% | -12.56% |
Benchmark Metrics
Charles Portfolio has an annualized alpha of -23.19%, beta of 0.56, and R² of 0.22 versus S&P 500 Index. Calculated based on daily prices since June 13, 2025.
- This portfolio participated in 164.63% of S&P 500 Index downside but only -12.08% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.56 may look defensive, but with R² of 0.22 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R² of 0.22 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -23.19%
- Beta
- 0.56
- R²
- 0.22
- Upside Capture
- -12.08%
- Downside Capture
- 164.63%
Expense Ratio
Charles Portfolio has an expense ratio of 0.15%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
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 Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
META Meta Platforms, Inc. | 52 | 0.82 | 1.43 | 1.18 | 0.72 | 1.76 |
IFRA iShares U.S. Infrastructure ETF | 73 | 2.57 | 3.58 | 1.43 | 4.58 | 18.28 |
NEE NextEra Energy, Inc. | 76 | 1.65 | 2.17 | 1.30 | 3.98 | 9.62 |
NVO Novo Nordisk A/S | 13 | -0.64 | -0.64 | 0.91 | -0.62 | -1.02 |
CHYM Chime Financial, Inc | — | — | — | — | — | — |
SARK Tradr Short Innovation Daily ETF | 1 | -1.27 | -1.98 | 0.78 | -0.88 | -1.12 |
CPB Campbell Soup Company | 1 | -1.47 | -2.29 | 0.74 | -0.95 | -1.87 |
Loading graphics...
Dividends
Dividend yield
Charles Portfolio provided a 2.79% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.79% | 2.39% | 3.67% | 3.15% | 4.72% | 1.15% | 1.24% | 1.25% | 1.54% | 0.99% | 1.13% | 0.89% |
| Portfolio components: | ||||||||||||
META Meta Platforms, Inc. | 0.31% | 0.32% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IFRA iShares U.S. Infrastructure ETF | 1.65% | 1.84% | 1.75% | 1.98% | 1.98% | 1.63% | 2.08% | 1.68% | 2.50% | 0.00% | 0.00% | 0.00% |
NEE NextEra Energy, Inc. | 2.55% | 2.82% | 2.87% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% |
NVO Novo Nordisk A/S | 4.42% | 3.31% | 1.68% | 1.00% | 1.20% | 1.35% | 1.87% | 2.14% | 1.45% | 1.52% | 2.87% | 0.92% |
CHYM Chime Financial, 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% |
SARK Tradr Short Innovation Daily ETF | 2.97% | 2.82% | 15.49% | 12.57% | 25.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CPB Campbell Soup Company | 7.61% | 5.60% | 3.53% | 3.42% | 2.61% | 3.41% | 2.90% | 2.83% | 4.24% | 2.91% | 2.13% | 2.37% |
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.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the Charles Portfolio. 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 Charles Portfolio was 20.62%, occurring on Mar 26, 2026. The portfolio has not yet recovered.
The current Charles Portfolio drawdown is 13.23%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.62% | Jun 13, 2025 | 197 | Mar 26, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...
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 | CPB | NEE | NVO | META | CHYM | IFRA | SARK | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.11 | 0.10 | 0.40 | 0.62 | 0.48 | 0.62 | -0.75 | 0.44 |
| CPB | -0.11 | 1.00 | 0.07 | 0.04 | -0.17 | -0.05 | 0.12 | 0.14 | 0.33 |
| NEE | 0.10 | 0.07 | 1.00 | 0.23 | -0.07 | 0.04 | 0.43 | -0.09 | 0.37 |
| NVO | 0.40 | 0.04 | 0.23 | 1.00 | 0.16 | 0.23 | 0.34 | -0.35 | 0.56 |
| META | 0.62 | -0.17 | -0.07 | 0.16 | 1.00 | 0.39 | 0.27 | -0.49 | 0.40 |
| CHYM | 0.48 | -0.05 | 0.04 | 0.23 | 0.39 | 1.00 | 0.29 | -0.51 | 0.66 |
| IFRA | 0.62 | 0.12 | 0.43 | 0.34 | 0.27 | 0.29 | 1.00 | -0.50 | 0.49 |
| SARK | -0.75 | 0.14 | -0.09 | -0.35 | -0.49 | -0.51 | -0.50 | 1.00 | -0.30 |
| Portfolio | 0.44 | 0.33 | 0.37 | 0.56 | 0.40 | 0.66 | 0.49 | -0.30 | 1.00 |