6th May 2026 (II)

Asset Allocation

Position	Category/Sector	Target Weight
VITL Vital Farms, Inc.	Consumer Defensive	33.33%
UNH UnitedHealth Group Incorporated	Healthcare	33.33%
PWR Quanta Services, Inc.	Industrials	33.33%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 6th May 2026 (II), 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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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 6th May 2026 (II)	0.73%	2.79%	1.84%	-2.84%	12.96%	24.02%	19.68%	—
Portfolio components:
PWR Quanta Services, Inc.	3.58%	-9.27%	67.76%	61.62%	97.74%	56.60%	50.60%	41.17%
UNH UnitedHealth Group Incorporated	0.73%	3.72%	24.71%	20.44%	33.97%	-4.10%	2.27%	13.32%
VITL Vital Farms, Inc.	-3.64%	25.00%	-66.81%	-69.10%	-66.51%	-8.37%	-13.31%	—

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

Monthly Returns

Based on dividend-adjusted daily data since Jul 31, 2020, 6th May 2026 (II)'s average daily return is +0.09%, while the average monthly return is +1.92%. At this rate, an investment would double in approximately 3.0 years.

Historically, 53% of months were positive and 47% were negative. The best month was May 2024 with a return of +23.0%, while the worst month was Feb 2025 at -17.8%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 6th May 2026 (II) closed higher 54% of trading days. The best single day was May 9, 2024 with a return of +11.3%, while the worst single day was Apr 17, 2025 at -8.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-3.83%	0.08%	-10.19%	21.75%	-7.04%	4.09%							1.84%
2025	7.08%	-17.83%	0.45%	2.01%	-3.12%	13.24%	-5.41%	16.92%	-1.17%	-4.13%	0.03%	-4.11%	-0.60%
2024	-7.07%	14.84%	13.35%	4.14%	23.02%	3.83%	-1.71%	-1.62%	5.39%	-1.12%	6.09%	-4.59%	64.15%
2023	6.17%	-2.29%	-0.70%	-3.33%	4.94%	-2.02%	1.86%	-0.44%	-2.33%	-2.98%	11.78%	9.32%	20.23%
2022	-8.25%	-2.26%	6.14%	-6.39%	-4.56%	0.22%	17.37%	3.22%	-7.27%	10.68%	4.08%	-0.78%	9.42%
2021	-3.11%	9.50%	-0.79%	9.52%	-3.73%	-4.54%	-3.08%	5.59%	1.99%	5.68%	-2.41%	7.34%	22.40%

Benchmark Metrics

6th May 2026 (II) has an annualized alpha of 11.48%, beta of 0.80, and R2 of 0.28 versus S&P 500 Index. Calculated based on daily prices since July 31, 2020.

This portfolio captured 100.22% of S&P 500 Index gains but only 68.84% of its losses - a favorable profile for investors.
R2 of 0.28 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: 11.48%

Beta: 0.80

R²: 0.28

Upside Capture: 100.22%

Downside Capture: 68.84%

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

Expense Ratio

6th May 2026 (II) 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

6th May 2026 (II) ranks 8 for risk / return — in the bottom 8% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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 6th May 2026 (II) 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	0.44	1.86	-1.42
Sortino ratioReturn per unit of downside risk	0.82	2.53	-1.71
Omega ratioGain probability vs. loss probability	1.10	1.34	-0.24
Calmar ratioReturn relative to maximum drawdown	0.41	2.53	-2.12
Martin ratioReturn relative to average drawdown	0.88	11.37	-10.49

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
PWR Quanta Services, Inc.	93	2.64	3.32	1.44	5.73	18.09
UNH UnitedHealth Group Incorporated	65	0.80	1.26	1.19	1.11	2.43
VITL Vital Farms, Inc.	6	-1.09	-2.03	0.76	-0.80	-1.39

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 6th May 2026 (II) Sharpe ratio is 0.44 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 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 6th May 2026 (II) 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

6th May 2026 (II) provided a 0.74% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.74%	0.91%	0.57%	0.51%	0.49%	0.42%	0.56%	0.61%	0.51%	0.43%	0.49%	0.53%
Portfolio components:
PWR Quanta Services, Inc.	0.06%	0.09%	0.09%	0.15%	0.25%	0.16%	0.29%	0.42%	0.13%	0.00%	0.00%	0.00%
UNH UnitedHealth Group Incorporated	2.16%	2.64%	1.62%	1.38%	1.21%	1.12%	1.38%	1.41%	1.38%	1.30%	1.48%	1.59%
VITL Vital Farms, 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 6th May 2026 (II). 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 6th May 2026 (II) was 29.18%, occurring on Mar 30, 2026. The portfolio has not yet recovered.

The current 6th May 2026 (II) drawdown is 12.90%.

Related event	Drawdown	Fall	Recovery	Underwater
2026 bear market2026	-29.18%Mar 2026	5mo 22d	—	8mo 9dOct 2025 - now
2025 selloff2025	-25.04%Mar 2025	1mo 18d	6mo 2d	7mo 20dJan 2025 - Sep 2025
Bear market2022	-21.57%Jun 2022	5mo 19d	1mo 18d	7mo 7dDec 2021 - Aug 2022
Bear market2022	-14.68%Sep 2022	1mo 6d	1mo 11d	2mo 17dAug 2022 - Nov 2022
2021 correction2021	-14.13%Aug 2021	3mo 6d	2mo 22d	5mo 28dApr 2021 - Oct 2021

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 3 assets, with an effective number of assets of 3.00, 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	1.61	1.61	1.56	1.55

The portfolio has a diversification ratio of 1.55, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

6th May 2026 (II) correlation to the S&P 500 Index

6th May 2026 (II) has a 0.35 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	0.35
Correlation (3Y) Calculated over the trailing 3-year period	0.45
Correlation (5Y) Calculated over the trailing 5-year period	0.52
Correlation (All Time) Calculated using the full available price history since Jul 31, 2020	0.52

Benchmark Correlations

Correlation vs. S&P 500 Index. PWR has the highest benchmark correlation at 0.59, while VITL has the lowest at 0.26.

VITL

0.26

UNH

0.30

PWR

0.59

Portfolio Correlations

Correlation vs. 6th May 2026 (II). VITL has the highest portfolio correlation at 0.76, while UNH has the lowest at 0.43.

UNH

0.43

PWR

0.60

VITL

0.76

Asset Correlations Table

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

	UNH	VITL	PWR
UNH	1.00	0.05	0.15
VITL	0.05	1.00	0.17
PWR	0.15	0.17	1.00

The correlation results are calculated based on daily price changes starting from Jul 31, 2020

Diversification Analysis

Find what 6th May 2026 (II) is missing

See which holdings overlap, where 6th May 2026 (II) is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification