David Trust - optimum sharpe

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	3.72%
ABBV AbbVie Inc.	Healthcare	6.19%
ABT Abbott Laboratories	Healthcare	7.60%
APH Amphenol Corporation	Technology	7.36%
AVGO Broadcom Inc.	Technology	29.63%
BKNG Booking Holdings Inc.	Consumer Cyclical	9.26%
BX The Blackstone Group Inc.	Financial Services	5.07%
CVX Chevron Corporation	Energy	2.55%
EMR Emerson Electric Co.	Industrials	3.94%
GOOGL Alphabet Inc Class A	Communication Services	2.79%
HON Honeywell International Inc	Industrials	4.54%
LMT Lockheed Martin Corporation	Industrials	4.04%
MCD McDonald's Corporation	Consumer Cyclical	6.42%
PG The Procter & Gamble Company	Consumer Defensive	3.75%
UNP Union Pacific Corporation	Industrials	3.13%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in David Trust - optimum sharpe, 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 Jan 2, 2013, corresponding to the inception date of ABBV

Returns By Period

As of Apr 9, 2026, the David Trust - optimum sharpe returned 0.22% Year-To-Date and 25.06% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	2.51%	-0.19%	-0.92%	0.43%	36.13%	18.22%	10.44%	12.72%
Portfolio David Trust - optimum sharpe	3.55%	-0.62%	0.22%	1.46%	58.11%	37.29%	26.28%	25.06%
Portfolio components:
AVGO Broadcom Inc.	4.99%	1.62%	1.52%	1.89%	126.54%	80.29%	51.53%	40.00%
BX The Blackstone Group Inc.	4.38%	6.34%	-22.77%	-26.08%	1.34%	16.26%	12.66%	21.31%
AAPL Apple Inc	2.13%	-0.38%	-4.68%	0.52%	50.81%	16.84%	14.85%	26.53%
PG The Procter & Gamble Company	2.55%	-6.65%	1.83%	-2.48%	-6.01%	0.91%	3.81%	8.63%
BKNG Booking Holdings Inc.	4.38%	1.90%	-15.31%	-11.44%	9.50%	21.28%	13.47%	13.72%
UNP Union Pacific Corporation	1.22%	-1.77%	8.25%	8.26%	22.43%	10.34%	4.54%	14.67%
LMT Lockheed Martin Corporation	0.13%	-5.37%	30.63%	23.85%	45.63%	11.60%	13.24%	13.73%
EMR Emerson Electric Co.	5.96%	1.09%	7.90%	8.19%	54.04%	21.94%	11.43%	13.08%
CVX Chevron Corporation	-4.29%	1.82%	27.80%	28.11%	47.21%	9.32%	18.21%	11.84%
ABBV AbbVie Inc.	2.53%	-6.97%	-6.65%	-7.10%	24.49%	13.44%	18.96%	18.52%

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

Monthly Returns

Based on dividend-adjusted daily data since Jan 3, 2013, David Trust - optimum sharpe's average daily return is +0.10%, while the average monthly return is +2.08%. At this rate, your investment would double in approximately 2.8 years.

Historically, 71% of months were positive and 29% were negative. The best month was Nov 2020 with a return of +14.6%, while the worst month was Mar 2020 at -12.7%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 3 months.

On a daily basis, David Trust - optimum sharpe closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +10.7%, while the worst single day was Mar 16, 2020 at -13.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.58%	-0.30%	-5.83%	6.13%									0.22%
2025	0.11%	-1.67%	-6.91%	5.14%	11.66%	6.88%	2.61%	3.06%	5.72%	2.98%	3.55%	-4.37%	31.07%
2024	1.59%	5.45%	2.15%	-2.70%	2.94%	8.07%	1.95%	2.80%	3.50%	0.58%	3.27%	8.81%	45.20%
2023	4.72%	-0.89%	5.25%	0.22%	5.53%	7.21%	4.45%	0.38%	-5.12%	-2.09%	8.70%	11.69%	46.46%
2022	-4.47%	-1.36%	4.94%	-7.82%	2.21%	-10.99%	8.44%	-4.87%	-9.53%	10.64%	9.40%	-1.85%	-8.05%
2021	-0.97%	4.42%	2.88%	2.75%	1.15%	0.35%	3.94%	2.99%	-3.79%	7.49%	0.03%	12.21%	37.86%

Benchmark Metrics

David Trust - optimum sharpe has an annualized alpha of 12.20%, beta of 1.08, and R² of 0.80 versus S&P 500 Index. Calculated based on daily prices since January 03, 2013.

This portfolio captured 139.46% of S&P 500 Index gains but only 76.13% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 12.20% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 1.08 and R² of 0.80, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha: 12.20%

Beta: 1.08

R²: 0.80

Upside Capture: 139.46%

Downside Capture: 76.13%

Expense Ratio

David Trust - optimum sharpe 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

David Trust - optimum sharpe ranks 65 for risk / return — better than 65% 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.

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	2.71	2.19	+0.53
Sortino ratio Return per unit of downside risk	4.06	3.49	+0.57
Omega ratio Gain probability vs. loss probability	1.53	1.48	+0.05
Calmar ratio Return relative to maximum drawdown	4.31	3.70	+0.61
Martin ratio Return relative to average drawdown	14.49	16.45	-1.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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
AVGO Broadcom Inc.	89	2.72	3.47	1.44	4.94	11.95
BX The Blackstone Group Inc.	32	0.04	0.33	1.04	-0.06	-0.14
AAPL Apple Inc	80	1.78	2.91	1.38	2.76	6.72
PG The Procter & Gamble Company	19	-0.33	-0.35	0.96	-0.52	-0.97
BKNG Booking Holdings Inc.	40	0.30	0.66	1.08	0.19	0.49
UNP Union Pacific Corporation	63	1.06	1.66	1.20	1.59	3.93
LMT Lockheed Martin Corporation	78	1.75	2.21	1.32	3.17	8.09
EMR Emerson Electric Co.	75	1.75	2.41	1.31	2.28	5.74
CVX Chevron Corporation	84	2.04	2.63	1.37	4.70	10.28
ABBV AbbVie Inc.	58	0.96	1.43	1.19	1.14	2.64

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.

David Trust - optimum sharpe Sharpe ratios as of Apr 9, 2026 (values are recalculated daily):

1-Year: 2.71
5-Year: 1.29
10-Year: 1.18
All Time: 1.29

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 2.13 to 2.98, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of David Trust - optimum sharpe 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

David Trust - optimum sharpe provided a 1.59% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.59%	1.54%	1.58%	1.79%	2.33%	1.88%	2.24%	2.43%	2.64%	2.02%	2.11%	2.34%
Portfolio components:
AVGO Broadcom Inc.	0.71%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
BX The Blackstone Group Inc.	4.03%	3.04%	2.00%	2.54%	6.66%	2.76%	2.95%	3.43%	8.12%	7.25%	6.14%	11.76%
AAPL Apple Inc	0.40%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
PG The Procter & Gamble Company	2.92%	2.91%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.31%
BKNG Booking Holdings Inc.	0.87%	0.72%	0.70%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
UNP Union Pacific Corporation	2.20%	2.35%	2.32%	2.12%	2.45%	1.70%	1.86%	2.05%	2.21%	1.85%	2.17%	2.81%
LMT Lockheed Martin Corporation	2.15%	2.76%	2.62%	2.68%	2.34%	2.98%	2.76%	2.31%	3.13%	2.32%	2.71%	2.83%
EMR Emerson Electric Co.	1.52%	1.61%	1.70%	2.14%	2.15%	2.18%	2.49%	2.58%	3.26%	2.76%	3.42%	3.94%
CVX Chevron Corporation	3.58%	4.49%	4.50%	4.05%	3.16%	4.52%	6.11%	3.95%	4.12%	3.45%	3.64%	4.76%
ABBV AbbVie Inc.	3.14%	2.87%	3.49%	3.82%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%

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 David Trust - optimum sharpe. 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 David Trust - optimum sharpe was 37.32%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.

The current David Trust - optimum sharpe drawdown is 5.37%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-37.32%	Feb 13, 2020	27	Mar 23, 2020	94	Aug 5, 2020	121
-23.01%	Dec 28, 2021	192	Sep 30, 2022	126	Apr 3, 2023	318
-20.91%	Dec 17, 2024	74	Apr 4, 2025	26	May 13, 2025	100
-15.51%	Jun 1, 2015	61	Aug 25, 2015	87	Dec 29, 2015	148
-14.01%	Dec 30, 2015	30	Feb 11, 2016	23	Mar 16, 2016	53

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 7.78, 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.

	Benchmark	PG	ABBV	LMT	CVX	MCD	ABT	AAPL	BKNG	BX	GOOGL	AVGO	UNP	EMR	APH	HON	Portfolio
Benchmark	1.00	0.39	0.42	0.40	0.46	0.45	0.54	0.63	0.59	0.62	0.68	0.64	0.59	0.68	0.73	0.67	0.85
PG	0.39	1.00	0.32	0.30	0.21	0.41	0.40	0.24	0.20	0.20	0.23	0.14	0.32	0.27	0.27	0.37	0.31
ABBV	0.42	0.32	1.00	0.28	0.25	0.28	0.43	0.22	0.23	0.25	0.26	0.22	0.30	0.30	0.29	0.34	0.40
LMT	0.40	0.30	0.28	1.00	0.30	0.33	0.31	0.20	0.22	0.23	0.21	0.19	0.36	0.35	0.30	0.49	0.36
CVX	0.46	0.21	0.25	0.30	1.00	0.23	0.23	0.22	0.29	0.33	0.24	0.24	0.42	0.49	0.33	0.41	0.39
MCD	0.45	0.41	0.28	0.33	0.23	1.00	0.37	0.28	0.28	0.27	0.29	0.24	0.36	0.30	0.32	0.41	0.41
ABT	0.54	0.40	0.43	0.31	0.23	0.37	1.00	0.33	0.30	0.34	0.37	0.31	0.38	0.35	0.38	0.44	0.51
AAPL	0.63	0.24	0.22	0.20	0.22	0.28	0.33	1.00	0.37	0.36	0.52	0.49	0.34	0.37	0.46	0.37	0.58
BKNG	0.59	0.20	0.23	0.22	0.29	0.28	0.30	0.37	1.00	0.43	0.48	0.40	0.38	0.43	0.46	0.44	0.60
BX	0.62	0.20	0.25	0.23	0.33	0.27	0.34	0.36	0.43	1.00	0.41	0.41	0.43	0.49	0.49	0.46	0.59
GOOGL	0.68	0.23	0.26	0.21	0.24	0.29	0.37	0.52	0.48	0.41	1.00	0.46	0.32	0.40	0.48	0.40	0.59
AVGO	0.64	0.14	0.22	0.19	0.24	0.24	0.31	0.49	0.40	0.41	0.46	1.00	0.35	0.44	0.58	0.39	0.88
UNP	0.59	0.32	0.30	0.36	0.42	0.36	0.38	0.34	0.38	0.43	0.32	0.35	1.00	0.57	0.47	0.57	0.55
EMR	0.68	0.27	0.30	0.35	0.49	0.30	0.35	0.37	0.43	0.49	0.40	0.44	0.57	1.00	0.58	0.64	0.63
APH	0.73	0.27	0.29	0.30	0.33	0.32	0.38	0.46	0.46	0.49	0.48	0.58	0.47	0.58	1.00	0.55	0.73
HON	0.67	0.37	0.34	0.49	0.41	0.41	0.44	0.37	0.44	0.46	0.40	0.39	0.57	0.64	0.55	1.00	0.61
Portfolio	0.85	0.31	0.40	0.36	0.39	0.41	0.51	0.58	0.60	0.59	0.59	0.88	0.55	0.63	0.73	0.61	1.00

The correlation results are calculated based on daily price changes starting from Jan 3, 2013

David Trust - optimum sharpe

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table