EB-KP-MP August 2025

Asset Allocation

Position	Category/Sector	Target Weight
CDNS Cadence Design Systems, Inc.	Technology	10%
NVDA NVIDIA Corporation	Technology	10%
CLS Celestica Inc.	Technology	10%
ULTA Ulta Beauty, Inc.	Consumer Cyclical	10%
LRN Stride, Inc.	Consumer Defensive	10%
TPR Tapestry, Inc.	Consumer Cyclical	10%
DASH DoorDash, Inc.	Communication Services	10%
GNRC Generac Holdings Inc.	Industrials	10%
EME EMCOR Group, Inc.	Industrials	10%
C Citigroup Inc.	Financial Services	10%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in EB-KP-MP August 2025, 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 never rebalanced.

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Returns By Period

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 EB-KP-MP August 2025	1.15%	3.72%	25.37%	24.53%	91.50%	80.85%	48.64%	—
Portfolio components:
C Citigroup Inc.	1.27%	13.30%	21.02%	26.32%	87.27%	46.87%	16.80%	16.22%
CDNS Cadence Design Systems, Inc.	0.32%	10.86%	23.16%	19.10%	28.32%	17.22%	24.39%	31.77%
CLS Celestica Inc.	1.88%	9.64%	32.99%	28.26%	213.67%	207.28%	116.26%	43.71%
DASH DoorDash, Inc.	-2.59%	-5.41%	-33.51%	-33.81%	-31.23%	27.20%	-0.47%	—
EME EMCOR Group, Inc.	1.42%	-9.86%	34.68%	32.12%	72.55%	67.29%	45.87%	33.61%
GNRC Generac Holdings Inc.	1.95%	-0.50%	92.39%	63.21%	110.36%	28.41%	-5.56%	21.41%
LRN Stride, Inc.	-1.77%	10.67%	50.49%	51.49%	-31.79%	33.90%	26.27%	23.80%
NVDA NVIDIA Corporation	0.16%	-8.83%	10.16%	17.38%	44.72%	71.13%	63.13%	67.95%
TPR Tapestry, Inc.	1.40%	14.32%	16.02%	20.31%	89.23%	54.16%	30.52%	17.77%
ULTA Ulta Beauty, Inc.	-1.82%	-5.37%	-22.69%	-22.25%	1.87%	1.77%	6.68%	7.00%

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

Monthly Returns

Based on dividend-adjusted daily data since Dec 9, 2020, EB-KP-MP August 2025's average daily return is +0.18%, while the average monthly return is +3.70%. At this rate, an investment would double in approximately 1.6 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2026 with a return of +28.5%, while the worst month was Mar 2025 at -14.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, EB-KP-MP August 2025 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +14.3%, while the worst single day was Jan 27, 2025 at -15.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.95%	-0.18%	-1.26%	28.49%	-2.90%	0.98%							25.37%
2025	11.14%	-4.66%	-14.84%	6.34%	19.42%	17.41%	16.31%	0.25%	12.06%	13.01%	-4.10%	-4.97%	81.03%
2024	9.97%	18.23%	7.56%	-4.63%	14.56%	3.63%	-3.43%	1.80%	3.92%	11.18%	14.09%	-0.47%	104.23%
2023	17.63%	3.06%	2.15%	-0.54%	3.04%	8.70%	10.52%	-0.33%	-3.82%	-1.01%	13.14%	5.72%	73.06%
2022	-8.36%	-0.30%	2.02%	-11.67%	2.84%	-8.54%	13.29%	-6.34%	-8.94%	1.44%	10.63%	-5.05%	-20.28%
2021	4.12%	10.44%	1.79%	3.62%	1.87%	6.76%	-0.21%	7.21%	-4.04%	8.38%	0.62%	-2.80%	43.54%

Benchmark Metrics

EB-KP-MP August 2025 has an annualized alpha of 28.71%, beta of 1.48, and R2 of 0.56 versus S&P 500 Index. Calculated based on daily prices since December 09, 2020.

This portfolio captured 224.05% of S&P 500 Index gains but only 80.09% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 28.71% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 28.71%

Beta: 1.48

R²: 0.56

Upside Capture: 224.05%

Downside Capture: 80.09%

See how alpha, beta & R² have trended over time →

Expense Ratio

EB-KP-MP August 2025 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

EB-KP-MP August 2025 ranks 56 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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

The table below presents risk-adjusted performance metrics for EB-KP-MP August 2025 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	2.09	1.86	+0.23
Sortino ratioReturn per unit of downside risk	2.44	2.53	-0.09
Omega ratioGain probability vs. loss probability	1.33	1.34	-0.01
Calmar ratioReturn relative to maximum drawdown	4.92	2.53	+2.39
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
C Citigroup Inc.	94	2.93	3.57	1.45	5.64	16.25
CDNS Cadence Design Systems, Inc.	61	0.65	1.18	1.15	0.87	1.84
CLS Celestica Inc.	92	2.78	2.81	1.37	6.91	16.83
DASH DoorDash, Inc.	17	-0.69	-0.77	0.90	-0.64	-1.10
EME EMCOR Group, Inc.	84	1.92	2.31	1.35	2.94	7.26
GNRC Generac Holdings Inc.	86	1.95	2.73	1.34	3.20	7.17
LRN Stride, Inc.	26	-0.47	-0.10	0.97	-0.49	-0.74
NVDA NVIDIA Corporation	74	1.20	1.75	1.21	2.07	4.94
TPR Tapestry, Inc.	87	2.00	2.34	1.36	4.27	10.72
ULTA Ulta Beauty, Inc.	41	0.03	0.29	1.04	0.03	0.08

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. Learn how to interpret the Sharpe ratio.

The current EB-KP-MP August 2025 Sharpe ratio is 2.09 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 EB-KP-MP August 2025 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

EB-KP-MP August 2025 provided a 0.31% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.31%	0.33%	0.55%	0.79%	0.79%	0.51%	0.49%	0.81%	0.70%	0.50%	0.55%	0.63%
Portfolio components:
C Citigroup Inc.	1.72%	1.99%	3.10%	4.04%	4.51%	3.38%	3.31%	2.40%	2.96%	1.29%	0.71%	0.31%
CDNS Cadence Design Systems, 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%
CLS Celestica 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%
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%
EME EMCOR Group, Inc.	0.16%	0.16%	0.20%	0.32%	0.36%	0.41%	0.35%	0.37%	0.54%	0.39%	0.45%	0.67%
GNRC Generac Holdings 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%
LRN Stride, 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%
NVDA NVIDIA Corporation	0.14%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
TPR Tapestry, Inc.	1.09%	1.17%	2.14%	3.53%	2.89%	1.23%	1.09%	5.01%	3.00%	3.06%	3.85%	4.13%
ULTA Ulta Beauty, 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%

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 EB-KP-MP August 2025. 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 EB-KP-MP August 2025 was 33.08%, occurring on Oct 14, 2022. Recovery took 178 trading sessions.

The current EB-KP-MP August 2025 drawdown is 10.59%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-33.08%Oct 2022	10mo 26d	8mo 22d	1y 7moNov 2021 - Jul 2023
2025 selloff2025	-32.39%Apr 2025	1mo 14d	2mo 8d	3mo 22dFeb 2025 - Jun 2025
2026 correction2026	-17.89%Mar 2026	5mo 2d	11d	5mo 13dOct 2025 - Apr 2026
2024 correction2024	-17.74%Aug 2024	21d	2mo 2d	2mo 23dJul 2024 - Oct 2024
2025 correction2025	-16.77%Jan 2025	3d	9d	12dJan 2025 - Feb 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 10 assets, with an effective number of assets of 10.00, 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	All Time
Diversification Ratio	1.88	1.69	1.61	1.63

The portfolio has a diversification ratio of 1.63, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

EB-KP-MP August 2025 correlation to the S&P 500 Index

EB-KP-MP August 2025 has a 0.62 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.62
Correlation (3Y) Calculated over the trailing 3-year period	0.70
Correlation (5Y) Calculated over the trailing 5-year period	0.76
Correlation (All Time) Calculated using the full available price history since Dec 9, 2020	0.76

Benchmark Correlations

Correlation vs. S&P 500 Index. CDNS has the highest benchmark correlation at 0.69, while LRN has the lowest at 0.31.

0.31

0.44

0.49

0.54

0.56

0.56

0.57

0.58

NVDA

0.68

CDNS

0.69

Portfolio Correlations

Correlation vs. EB-KP-MP August 2025. CLS has the highest portfolio correlation at 0.80, while LRN has the lowest at 0.38.

LRN

0.38

ULTA

0.41

DASH

0.49

0.51

0.54

0.54

0.64

0.65

0.74

0.80

Asset Correlations Table

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

	LRN	ULTA	DASH	GNRC	C	TPR	EME	CLS	CDNS	NVDA
LRN	1.00	0.16	0.25	0.20	0.22	0.22	0.26	0.19	0.26	0.21
ULTA	0.16	1.00	0.27	0.33	0.34	0.49	0.31	0.24	0.29	0.26
DASH	0.25	0.27	1.00	0.34	0.29	0.33	0.28	0.31	0.42	0.45
GNRC	0.20	0.33	0.34	1.00	0.42	0.39	0.38	0.32	0.40	0.41
C	0.22	0.34	0.29	0.42	1.00	0.49	0.47	0.40	0.30	0.33
TPR	0.22	0.49	0.33	0.39	0.49	1.00	0.44	0.38	0.32	0.35
EME	0.26	0.31	0.28	0.38	0.47	0.44	1.00	0.52	0.40	0.39
CLS	0.19	0.24	0.31	0.32	0.40	0.38	0.52	1.00	0.45	0.49
CDNS	0.26	0.29	0.42	0.40	0.30	0.32	0.40	0.45	1.00	0.61
NVDA	0.21	0.26	0.45	0.41	0.33	0.35	0.39	0.49	0.61	1.00

The correlation results are calculated based on daily price changes starting from Dec 9, 2020

Diversification Analysis

Find what EB-KP-MP August 2025 is missing

See which holdings overlap, where EB-KP-MP August 2025 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification