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Charles Portfolio
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


META 14.29%IFRA 14.29%NEE 14.29%NVO 14.29%CHYM 14.29%SARK 14.29%CPB 14.29%EquityEquity

S&P 500 Index

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.


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The earliest data available for this chart is Jun 12, 2025, corresponding to the inception date of CHYM

Returns By Period


1D1MYTD6M1Y3Y*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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.56%-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
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 RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
META
Meta Platforms, Inc.
520.821.431.180.721.76
IFRA
iShares U.S. Infrastructure ETF
732.573.581.434.5818.28
NEE
NextEra Energy, Inc.
761.652.171.303.989.62
NVO
Novo Nordisk A/S
13-0.64-0.640.91-0.62-1.02
CHYM
Chime Financial, Inc
SARK
Tradr Short Innovation Daily ETF
1-1.27-1.980.78-0.88-1.12
CPB
Campbell Soup Company
1-1.47-2.290.74-0.95-1.87

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for Charles Portfolio. 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

Charles Portfolio provided a 2.79% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio2.79%2.39%3.67%3.15%4.72%1.15%1.24%1.25%1.54%0.99%1.13%0.89%
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.


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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, 2025197Mar 26, 2026

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 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

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

BenchmarkCPBNEENVOMETACHYMIFRASARKPortfolio
Benchmark1.00-0.110.100.400.620.480.62-0.750.44
CPB-0.111.000.070.04-0.17-0.050.120.140.33
NEE0.100.071.000.23-0.070.040.43-0.090.37
NVO0.400.040.231.000.160.230.34-0.350.56
META0.62-0.17-0.070.161.000.390.27-0.490.40
CHYM0.48-0.050.040.230.391.000.29-0.510.66
IFRA0.620.120.430.340.270.291.00-0.500.49
SARK-0.750.14-0.09-0.35-0.49-0.51-0.501.00-0.30
Portfolio0.440.330.370.560.400.660.49-0.301.00
The correlation results are calculated based on daily price changes starting from Jun 13, 2025