BTM4

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

BTM4

Currency in USD · Last updated Jun 2, 2025

Asset Allocation

Position	Category/Sector	Target Weight
DASH DoorDash, Inc.	Communication Services	6.67%
DDOG Datadog, Inc.	Technology	6.67%
DELL Dell Technologies Inc.	Technology	6.67%
DHR Danaher Corporation	Healthcare	6.67%
DIS The Walt Disney Company	Communication Services	6.67%
DLTR Dollar Tree, Inc.	Consumer Defensive	6.67%
DSY.PA Dassault Systèmes SE	Technology	6.67%
DXCM DexCom, Inc.	Healthcare	6.67%
EA Electronic Arts Inc.	Communication Services	6.67%
EQIX Equinix, Inc.	Real Estate	6.67%
EXC Exelon Corporation	Utilities	6.67%
FANG Diamondback Energy, Inc.	Energy	6.67%
FAST Fastenal Company	Industrials	6.67%
FI Fiserv Inc.	Technology	6.67%
FICO Fair Isaac Corporation	Technology	6.67%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Dec 9, 2020, corresponding to the inception date of DASH

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.92%	4.38%	-1.84%	12.48%	13.71%	10.99%
BTM4	1.30%	1.88%	-4.48%	7.99%	N/A	N/A
Portfolio components:
DASH DoorDash, Inc.	26.85%	3.75%	20.65%	93.25%	N/A	N/A
DDOG Datadog, Inc.	-17.60%	12.13%	-22.99%	6.86%	10.07%	N/A
DELL Dell Technologies Inc.	-5.23%	14.26%	-13.22%	-21.20%	36.46%	N/A
DHR Danaher Corporation	-17.44%	-4.93%	-21.36%	-25.96%	5.12%	18.34%
DIS The Walt Disney Company	1.44%	22.12%	-3.17%	9.69%	-1.32%	1.07%
DLTR Dollar Tree, Inc.	21.75%	8.25%	25.31%	-22.65%	-0.71%	1.63%
DSY.PA Dassault Systèmes SE	6.93%	-1.61%	10.54%	-7.78%	1.49%	9.40%
DXCM DexCom, Inc.	9.95%	4.77%	7.82%	-28.00%	-1.34%	16.76%
EA Electronic Arts Inc.	-0.01%	-3.33%	-11.86%	10.35%	4.89%	9.06%
EQIX Equinix, Inc.	-4.56%	2.22%	-6.73%	19.12%	7.20%	15.63%
EXC Exelon Corporation	18.47%	-4.95%	16.22%	21.18%	12.96%	10.11%
FANG Diamondback Energy, Inc.	-14.84%	1.27%	-20.65%	-28.78%	29.15%	8.41%
FAST Fastenal Company	15.68%	-0.37%	0.62%	28.84%	19.18%	19.21%
FI Fiserv Inc.	-21.14%	-12.13%	-25.86%	8.17%	8.28%	16.32%
FICO Fair Isaac Corporation	-12.19%	-14.64%	-25.04%	35.53%	32.76%	34.89%

*Annualized

Monthly Returns

The table below presents the monthly returns of BTM4, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	0.86%	0.62%	-4.86%	-0.11%	4.99%	0.05%							1.30%
2024	2.61%	7.13%	3.95%	-5.14%	0.12%	-0.23%	-0.62%	1.15%	1.81%	1.75%	9.57%	-6.35%	15.69%
2023	6.42%	-2.02%	2.98%	1.94%	0.82%	6.78%	4.68%	-5.37%	-3.12%	-0.39%	15.27%	3.35%	34.20%
2022	-6.63%	-0.76%	4.36%	-11.08%	0.48%	-8.69%	8.98%	-4.69%	-9.65%	9.15%	6.83%	-5.64%	-18.54%
2021	1.58%	0.77%	1.71%	6.12%	-0.85%	5.50%	3.68%	3.15%	-1.10%	5.85%	-0.89%	3.20%	32.35%
2020												2.26%	2.26%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

BTM4 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.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BTM4 is 20, meaning it’s performing worse than 80% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
DASH DoorDash, Inc.	2.35	2.79	1.41	1.51	12.59
DDOG Datadog, Inc.	0.17	0.44	1.05	0.08	0.19
DELL Dell Technologies Inc.	-0.39	-0.10	0.99	-0.28	-0.67
DHR Danaher Corporation	-0.85	-1.25	0.83	-0.71	-1.49
DIS The Walt Disney Company	0.32	0.76	1.11	0.19	1.00
DLTR Dollar Tree, Inc.	-0.47	-0.19	0.97	-0.27	-0.57
DSY.PA Dassault Systèmes SE	-0.27	-0.13	0.98	-0.13	-0.60
DXCM DexCom, Inc.	-0.48	-0.23	0.96	-0.42	-0.80
EA Electronic Arts Inc.	0.36	0.51	1.09	0.25	0.64
EQIX Equinix, Inc.	0.78	1.20	1.16	0.78	2.39
EXC Exelon Corporation	1.07	1.87	1.25	0.98	6.29
FANG Diamondback Energy, Inc.	-0.73	-0.78	0.89	-0.64	-1.31
FAST Fastenal Company	1.10	2.23	1.28	1.68	4.97
FI Fiserv Inc.	0.23	0.49	1.10	0.25	0.80
FICO Fair Isaac Corporation	0.88	1.24	1.20	0.91	2.28

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.

BTM4 Sharpe ratios as of Jun 2, 2025 (values are recalculated daily):

1-Year: 0.42
All Time: 0.66

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 0.59 to 1.13, 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 BTM4 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

BTM4 provided a 1.09% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.09%	1.21%	1.30%	1.30%	0.62%	0.95%	0.79%	0.83%	0.89%	3.54%	1.63%	1.37%
Portfolio components:
DASH DoorDash, 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%
DDOG Datadog, 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%
DELL Dell Technologies Inc.	1.72%	1.48%	1.88%	2.46%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DHR Danaher Corporation	0.60%	0.47%	0.43%	0.38%	0.26%	0.32%	0.44%	0.62%	0.60%	36.46%	0.80%	0.47%
DIS The Walt Disney Company	0.84%	0.85%	0.33%	0.00%	0.00%	0.00%	1.22%	1.57%	1.51%	1.43%	1.30%	1.22%
DLTR Dollar Tree, 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%
DSY.PA Dassault Systèmes SE	0.81%	0.69%	0.47%	0.51%	0.21%	0.42%	0.44%	0.56%	0.60%	0.65%	0.58%	0.82%
DXCM DexCom, 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%
EA Electronic Arts Inc.	0.52%	0.52%	0.56%	0.61%	0.52%	0.12%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EQIX Equinix, Inc.	2.01%	1.81%	1.80%	1.89%	1.36%	1.49%	1.69%	2.59%	1.77%	1.96%	5.86%	3.34%
EXC Exelon Corporation	3.56%	4.04%	4.01%	3.13%	2.65%	3.63%	3.18%	3.06%	3.33%	3.56%	4.47%	3.34%
FANG Diamondback Energy, Inc.	3.81%	5.06%	5.15%	6.55%	1.62%	3.10%	0.74%	0.40%	0.00%	0.00%	0.00%	0.00%
FAST Fastenal Company	2.49%	3.25%	4.91%	3.93%	2.62%	5.22%	4.13%	3.71%	3.51%	3.83%	3.43%	3.68%
FI Fiserv Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	2.06%	5.08%	7.87%	7.61%
FICO Fair Isaac Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.01%	0.07%	0.08%	0.11%

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 BTM4. 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 BTM4 was 28.68%, occurring on Oct 14, 2022. Recovery took 284 trading sessions.

The current BTM4 drawdown is 5.80%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-28.68%	Nov 16, 2021	238	Oct 14, 2022	284	Nov 20, 2023	522
-20.48%	Nov 26, 2024	94	Apr 8, 2025	—	—	—
-9.66%	Apr 8, 2024	88	Aug 7, 2024	52	Oct 18, 2024	140
-8.68%	Apr 29, 2021	10	May 12, 2021	28	Jun 21, 2021	38
-8.23%	Feb 11, 2021	16	Mar 4, 2021	27	Apr 13, 2021	43

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 15.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	^GSPC	FANG	EXC	DLTR	DSY.PA	EA	DELL	DXCM	DASH	EQIX	DDOG	DHR	FAST	FICO	DIS	FI	Portfolio
^GSPC	1.00	0.34	0.31	0.35	0.43	0.45	0.59	0.48	0.51	0.53	0.55	0.54	0.59	0.58	0.61	0.59	0.84
FANG	0.34	1.00	0.10	0.21	0.03	0.08	0.30	0.09	0.13	0.05	0.17	0.12	0.17	0.11	0.30	0.22	0.37
EXC	0.31	0.10	1.00	0.18	0.10	0.21	0.08	0.17	0.06	0.36	0.02	0.27	0.33	0.14	0.20	0.30	0.29
DLTR	0.35	0.21	0.18	1.00	0.09	0.18	0.24	0.20	0.19	0.19	0.21	0.25	0.29	0.20	0.28	0.27	0.43
DSY.PA	0.43	0.03	0.10	0.09	1.00	0.24	0.22	0.25	0.30	0.30	0.33	0.32	0.25	0.30	0.26	0.25	0.47
EA	0.45	0.08	0.21	0.18	0.24	1.00	0.26	0.25	0.25	0.30	0.24	0.30	0.32	0.31	0.29	0.34	0.46
DELL	0.59	0.30	0.08	0.24	0.22	0.26	1.00	0.23	0.31	0.27	0.32	0.27	0.33	0.36	0.36	0.36	0.58
DXCM	0.48	0.09	0.17	0.20	0.25	0.25	0.23	1.00	0.38	0.36	0.42	0.39	0.29	0.39	0.35	0.34	0.61
DASH	0.51	0.13	0.06	0.19	0.30	0.25	0.31	0.38	1.00	0.33	0.51	0.32	0.27	0.38	0.38	0.32	0.64
EQIX	0.53	0.05	0.36	0.19	0.30	0.30	0.27	0.36	0.33	1.00	0.34	0.44	0.37	0.37	0.32	0.36	0.56
DDOG	0.55	0.17	0.02	0.21	0.33	0.24	0.32	0.42	0.51	0.34	1.00	0.34	0.27	0.43	0.38	0.28	0.67
DHR	0.54	0.12	0.27	0.25	0.32	0.30	0.27	0.39	0.32	0.44	0.34	1.00	0.43	0.36	0.34	0.36	0.57
FAST	0.59	0.17	0.33	0.29	0.25	0.32	0.33	0.29	0.27	0.37	0.27	0.43	1.00	0.42	0.35	0.40	0.56
FICO	0.58	0.11	0.14	0.20	0.30	0.31	0.36	0.39	0.38	0.37	0.43	0.36	0.42	1.00	0.35	0.41	0.63
DIS	0.61	0.30	0.20	0.28	0.26	0.29	0.36	0.35	0.38	0.32	0.38	0.34	0.35	0.35	1.00	0.46	0.62
FI	0.59	0.22	0.30	0.27	0.25	0.34	0.36	0.34	0.32	0.36	0.28	0.36	0.40	0.41	0.46	1.00	0.59
Portfolio	0.84	0.37	0.29	0.43	0.47	0.46	0.58	0.61	0.64	0.56	0.67	0.57	0.56	0.63	0.62	0.59	1.00

The correlation results are calculated based on daily price changes starting from Dec 10, 2020

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

BTM4

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community