Consumer Discretionary 7-24-2026

Asset Allocation

Position	Category/Sector	Target Weight
AAP Advance Auto Parts, Inc.	Consumer Cyclical	0.39%
ABG Asbury Automotive Group, Inc.	Consumer Cyclical	0.39%
ABNB Airbnb, Inc.	Consumer Cyclical	0.39%
ADDYY Adidas AG ADR	Consumer Cyclical	0.39%
ADNT Adient plc	Consumer Cyclical	0.39%
AEO American Eagle Outfitters, Inc.	Consumer Cyclical	0.39%
ALV Autoliv, Inc.	Consumer Cyclical	0.39%
AMZN Amazon.com, Inc	Consumer Cyclical	0.39%
AN AutoNation, Inc.	Consumer Cyclical	0.39%
ANF Abercrombie & Fitch Co.	Consumer Cyclical	0.39%
APEI American Public Education, Inc.	Consumer Defensive	0.39%
APTV Aptiv PLC	Consumer Cyclical	0.39%
ARCO Arcos Dorados Holdings Inc.	Consumer Cyclical	0.39%
ARMK Aramark	Consumer Cyclical	0.39%
AZO AutoZone, Inc.	Consumer Cyclical	0.39%
BABA Alibaba Group Holding Limited	Consumer Cyclical	0.39%
BBW Build-A-Bear Workshop, Inc.	Consumer Cyclical	0.39%
BBWI Bath & Body Works, Inc.	Consumer Cyclical	0.39%
BBY Best Buy Co., Inc.	Consumer Cyclical	0.39%
BC Brunswick Corporation	Consumer Cyclical	0.39%
BFAM Bright Horizons Family Solutions Inc.	Consumer Cyclical	0.39%
BJRI BJ's Restaurants, Inc.	Consumer Cyclical	0.39%
BKE The Buckle, Inc.	Consumer Cyclical	0.39%
BKNG Booking Holdings Inc.	Consumer Cyclical	0.39%
BLMN Bloomin' Brands, Inc.	Consumer Cyclical	0.39%
BNED Barnes & Noble Education, Inc.	Consumer Cyclical	0.39%
BOOT Boot Barn Holdings, Inc.	Consumer Cyclical	0.39%
BRDCY Bridgestone Corporation	Consumer Cyclical	0.39%
BURBY Burberry Group Plc	Consumer Cyclical	0.39%
BURL Burlington Stores, Inc.	Consumer Cyclical	0.39%
BWA BorgWarner Inc.	Consumer Cyclical	0.39%
BYD Boyd Gaming Corporation	Consumer Cyclical	0.39%
BZH Beazer Homes USA, Inc.	Consumer Cyclical	0.39%
CAKE The Cheesecake Factory Incorporated	Consumer Cyclical	0.39%
CAL Caleres, Inc.	Consumer Cyclical	0.39%
CBRL Cracker Barrel Old Country Store, Inc.	Consumer Cyclical	0.39%
CCL Carnival Corporation & Plc	Consumer Cyclical	0.39%
CCS Century Communities, Inc.	Consumer Cyclical	0.39%
CHDN Churchill Downs Incorporated	Consumer Cyclical	0.39%
CHH Choice Hotels International, Inc.	Consumer Cyclical	0.39%
CHWY Chewy, Inc.	Consumer Cyclical	0.39%
CMG Chipotle Mexican Grill, Inc.	Consumer Cyclical	0.39%
COLM Columbia Sportswear Company	Consumer Cyclical	0.39%
CPRI Capri Holdings Limited	Consumer Cyclical	0.39%
CPS Cooper-Standard Holdings Inc.	Consumer Cyclical	0.39%
CRI Carter's, Inc.	Consumer Cyclical	0.39%
CROX Crocs, Inc.	Consumer Cyclical	0.39%
CSV Carriage Services, Inc.	Consumer Cyclical	0.39%
CTRN Citi Trends, Inc.	Consumer Cyclical	0.39%
CTTAY Continental AG PK	Consumer Cyclical	0.39%
CVCO Cavco Industries, Inc.	Consumer Cyclical	0.39%
CVNA Carvana Co.	Consumer Cyclical	0.39%
CWH Camping World Holdings, Inc.	Consumer Cyclical	0.39%
CZR Caesars Entertainment, Inc.	Consumer Cyclical	0.39%
DAN Dana Incorporated	Consumer Cyclical	0.39%
DASH DoorDash, Inc.	Communication Services	0.39%
DDS Dillard's, Inc.	Consumer Cyclical	0.39%
DECK Deckers Outdoor Corporation	Consumer Cyclical	0.39%
DG Dollar General Corporation	Consumer Defensive	0.39%
DHI D.R. Horton, Inc.	Consumer Cyclical	0.39%
DIN Dine Brands Global, Inc.	Consumer Cyclical	0.39%
DKNG DraftKings Inc.	Consumer Cyclical	0.39%
DKS DICK'S Sporting Goods, Inc.	Consumer Cyclical	0.39%
DLTR Dollar Tree, Inc.	Consumer Defensive	0.39%
DNZOY Denso Corp ADR	Consumer Cyclical	0.39%
DORM Dorman Products, Inc.	Consumer Cyclical	0.39%
DPZ Domino's Pizza, Inc.	Consumer Cyclical	0.39%
DRI Darden Restaurants, Inc.	Consumer Cyclical	0.39%
EAT Brinker International, Inc.	Consumer Cyclical	0.39%
EBAY eBay Inc.	Consumer Cyclical	0.39%
EDU New Oriental Education & Technology Group Inc.	Consumer Defensive	0.39%
ELUXY Electrolux AB Class B ADR	Consumer Cyclical	0.39%
ETSY Etsy, Inc.	Consumer Cyclical	0.39%
EXPE Expedia Group, Inc.	Consumer Cyclical	0.39%
F Ford Motor Company	Consumer Cyclical	0.39%
FIVE Five Below, Inc.	Consumer Cyclical	0.39%
FND Floor & Decor Holdings, Inc.	Consumer Cyclical	0.39%
FNKO Funko, Inc.	Consumer Cyclical	0.39%
FOXF Fox Factory Holding Corp.	Consumer Cyclical	0.39%
FTDR Frontdoor, Inc.	Consumer Cyclical	0.39%
FUJHY Subaru Corp ADR	Consumer Cyclical	0.39%
FUN Cedar Fair, L.P.	Consumer Cyclical	0.39%
GAP The Gap, Inc.	Consumer Cyclical	0.39%
GCO Genesco Inc.	Consumer Cyclical	0.39%
GIII G-III Apparel Group, Ltd.	Consumer Cyclical	0.39%
GIL Gildan Activewear Inc.	Consumer Cyclical	0.39%
GM General Motors Company	Consumer Cyclical	0.39%
GME GameStop Corp.	Consumer Cyclical	0.39%
GNTX Gentex Corporation	Consumer Cyclical	0.39%
GOLF Acushnet Holdings Corp.	Consumer Cyclical	0.39%
GOTU Gaotu Techedu Inc.	Consumer Defensive	0.39%
GPC Genuine Parts Company	Consumer Cyclical	0.39%
GPI Group 1 Automotive, Inc.	Consumer Cyclical	0.39%
GRMN Garmin Ltd.	Technology	0.39%
GRPN Groupon, Inc.	Communication Services	0.39%
GT The Goodyear Tire & Rubber Company	Consumer Cyclical	0.39%
H Hyatt Hotels Corporation	Consumer Cyclical	0.39%
HAS Hasbro, Inc.	Consumer Cyclical	0.39%
HD The Home Depot, Inc.	Consumer Cyclical	0.39%
HELE Helen of Troy Limited	Consumer Defensive	0.39%
HLT Hilton Worldwide Holdings Inc.	Consumer Cyclical	0.39%
HMC Honda Motor Co., Ltd.	Consumer Cyclical	0.39%
HNNMY H & M Hennes & Mauritz AB ADR	Consumer Cyclical	0.39%
HOG Harley-Davidson, Inc.	Consumer Cyclical	0.39%
HOV Hovnanian Enterprises, Inc.	Consumer Cyclical	0.39%
HRB H&R Block, Inc.	Consumer Cyclical	0.39%
HTHT Huazhu Group Limited	Consumer Cyclical	0.39%
HVT Haverty Furniture Companies, Inc.	Consumer Cyclical	0.39%
HZO MarineMax, Inc.	Consumer Cyclical	0.39%
IBP Installed Building Products, Inc.	Industrials	0.39%
IDEXY Industria de Diseno Textil SA ADR	Consumer Cyclical	0.39%
IHG InterContinental Hotels Group PLC	Consumer Cyclical	0.39%
ISUZY Isuzu Motors Ltd	Consumer Cyclical	0.39%
JD JD.com, Inc.	Consumer Cyclical	0.39%
KBH KB Home	Consumer Cyclical	0.39%
KGFHY Kingfisher PLC ADR	Consumer Cyclical	0.39%
KMX CarMax, Inc.	Consumer Cyclical	0.39%
KSS Kohl's Corporation	Consumer Cyclical	0.39%
KTB Kontoor Brands, Inc.	Consumer Cyclical	0.39%
LAD Lithia Motors, Inc.	Consumer Cyclical	0.39%
LCII LCI Industries	Consumer Cyclical	0.39%
LE Lands' End, Inc.	Consumer Cyclical	0.39%
LEA Lear Corporation	Consumer Cyclical	0.39%
LEG Leggett & Platt, Incorporated	Consumer Cyclical	0.39%
LEN Lennar Corporation	Consumer Cyclical	0.39%
LEVI Levi Strauss & Co.	Consumer Cyclical	0.39%
LGIH LGI Homes, Inc.	Consumer Cyclical	0.39%
LI Li Auto Inc.	Consumer Cyclical	0.39%
LINC Lincoln Educational Services Corporation	Consumer Defensive	0.39%
LKQ LKQ Corporation	Consumer Cyclical	0.39%
LOCO El Pollo Loco Holdings, Inc.	Consumer Cyclical	0.39%
LOPE Grand Canyon Education, Inc.	Consumer Defensive	0.39%
LOW Lowe's Companies, Inc.	Consumer Cyclical	0.39%
LQDT Liquidity Services, Inc.	Consumer Cyclical	0.39%
LRN Stride, Inc.	Consumer Defensive	0.39%
LULU Lululemon Athletica Inc.	Consumer Cyclical	0.39%
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne	Consumer Cyclical	0.39%
LVS Las Vegas Sands Corp.	Consumer Cyclical	0.39%
LZB La-Z-Boy Incorporated	Consumer Cyclical	0.39%
M Macy's, Inc.	Consumer Cyclical	0.39%
MAKSY Marks & Spencer Group Plc	Consumer Cyclical	0.39%
MAR Marriott International, Inc.	Consumer Cyclical	0.39%
MAT Mattel, Inc.	Consumer Cyclical	0.39%
MAWHY Man Wah Holdings Ltd ADR	Consumer Cyclical	0.39%
MBUU Malibu Boats, Inc.	Consumer Cyclical	0.39%
MCD McDonald's Corporation	Consumer Cyclical	0.39%
MCFT MasterCraft Boat Holdings, Inc.	Consumer Cyclical	0.39%
MCRI Monarch Casino & Resort, Inc.	Consumer Cyclical	0.39%
MELI MercadoLibre, Inc.	Consumer Cyclical	0.39%
MGA Magna International Inc.	Consumer Cyclical	0.39%
MGM MGM Resorts International	Consumer Cyclical	0.39%
MHK Mohawk Industries, Inc.	Consumer Cyclical	0.39%
MHO M/I Homes, Inc.	Consumer Cyclical	0.39%
MMYT MakeMyTrip Limited	Consumer Cyclical	0.39%
MNRO Monro, Inc.	Consumer Cyclical	0.39%
MOD Modine Manufacturing Company	Consumer Cyclical	0.39%
MOV Movado Group, Inc.	Consumer Cyclical	0.39%
MTH Meritage Homes Corporation	Consumer Cyclical	0.39%
MTN Vail Resorts, Inc.	Consumer Cyclical	0.39%
MUSA Murphy USA Inc.	Consumer Cyclical	0.39%
NCLH Norwegian Cruise Line Holdings Ltd.	Consumer Cyclical	0.39%
NINOY Nikon Corp	Consumer Cyclical	0.39%
NIO NIO Inc.	Consumer Cyclical	0.39%
NKE NIKE, Inc.	Consumer Cyclical	0.39%
NSANY Nissan Motor Co Ltd ADR	Consumer Cyclical	0.39%
NVR NVR, Inc.	Consumer Cyclical	0.39%
NWL Newell Brands Inc.	Consumer Defensive	0.39%
OLLI Ollie's Bargain Outlet Holdings, Inc.	Consumer Defensive	0.39%
ORLY O'Reilly Automotive, Inc.	Consumer Cyclical	0.39%
OXM Oxford Industries, Inc.	Consumer Cyclical	0.39%
PAG Penske Automotive Group, Inc.	Consumer Cyclical	0.39%
PATK Patrick Industries, Inc.	Consumer Cyclical	0.39%
PDD PDD Holdings Inc.	Consumer Cyclical	0.39%
PENN Penn National Gaming, Inc.	Consumer Cyclical	0.39%
PHM PulteGroup, Inc.	Consumer Cyclical	0.39%
PII Polaris Industries Inc.	Consumer Cyclical	0.39%
PLAY Dave & Buster's Entertainment, Inc.	Consumer Cyclical	0.39%
PLNT Planet Fitness, Inc.	Consumer Cyclical	0.39%
POOL Pool Corporation	Consumer Cyclical	0.39%
PPRUY Kering SA	Consumer Cyclical	0.39%
PRDO Perdoceo Education Corporation	Consumer Defensive	0.39%
PTON Peloton Interactive, Inc.	Consumer Cyclical	0.39%
PVH PVH Corp.	Consumer Cyclical	0.39%
PZZA Papa John's International, Inc.	Consumer Cyclical	0.39%
QS QuantumScape Corporation	Consumer Cyclical	0.39%
QSR Restaurant Brands International Inc.	Consumer Cyclical	0.39%
RACE Ferrari N.V.	Consumer Cyclical	0.39%
RCKY Rocky Brands, Inc.	Consumer Cyclical	0.39%
RCL Royal Caribbean Cruises Ltd.	Consumer Cyclical	0.39%
REAL The RealReal, Inc.	Consumer Cyclical	0.39%
RGR Sturm, Ruger & Company, Inc.	Industrials	0.39%
RH RH	Consumer Cyclical	0.39%
RL Ralph Lauren Corporation	Consumer Cyclical	0.39%
RNLSY Renault SA	Consumer Cyclical	0.39%
ROST Ross Stores, Inc.	Consumer Cyclical	0.39%
RRR Red Rock Resorts, Inc.	Consumer Cyclical	0.39%
RVLV Revolve Group, Inc.	Consumer Cyclical	0.39%
SAH Sonic Automotive, Inc.	Consumer Cyclical	0.39%
SBH Sally Beauty Holdings, Inc.	Consumer Cyclical	0.39%
SBUX Starbucks Corporation	Consumer Cyclical	0.39%
SCHYY Sands China Ltd ADR	Consumer Cyclical	0.39%
SCI Service Corporation International	Consumer Cyclical	0.39%
SDXAY Sodexo PK	Industrials	0.39%
SFIX Stitch Fix, Inc.	Consumer Cyclical	0.39%
SHAK Shake Shack Inc.	Consumer Cyclical	0.39%
SHOO Steven Madden, Ltd.	Consumer Cyclical	0.39%
SIG Signet Jewelers Limited	Consumer Cyclical	0.39%
SKHSY Sekisui House Ltd ADR	Consumer Cyclical	0.39%
SKY Skyline Champion Corporation	Consumer Cyclical	0.39%
SMP Standard Motor Products, Inc.	Consumer Cyclical	0.39%
SONY Sony Group Corporation	Technology	0.39%
STRA Strategic Education, Inc.	Consumer Defensive	0.39%
STRT Strattec Security Corporation	Consumer Cyclical	0.39%
SWBI Smith & Wesson Brands, Inc.	Industrials	0.39%
SWGAY Swatch Group AG ADR	Consumer Cyclical	0.39%
SZKMY Suzuki Motor Corp ADR	Consumer Cyclical	0.39%
TAL TAL Education Group	Consumer Defensive	0.39%
TGT Target Corporation	Consumer Defensive	0.39%
THO Thor Industries, Inc.	Consumer Cyclical	0.39%
THRM Gentherm Incorporated	Consumer Cyclical	0.39%
TJX The TJX Companies, Inc.	Consumer Cyclical	0.39%
TM Toyota Motor Corporation	Consumer Cyclical	0.39%
TMHC Taylor Morrison Home Corporation	Consumer Cyclical	0.39%
TNL Travel + Leisure Co.	Consumer Cyclical	0.39%
TOL Toll Brothers, Inc.	Consumer Cyclical	0.39%
TPR Tapestry, Inc.	Consumer Cyclical	0.39%
TSCO Tractor Supply Company	Consumer Cyclical	0.39%
TSLA Tesla, Inc.	Consumer Cyclical	0.39%
TXRH Texas Roadhouse, Inc.	Consumer Cyclical	0.39%
UAA Under Armour, Inc.	Consumer Cyclical	0.39%
ULTA Ulta Beauty, Inc.	Consumer Cyclical	0.39%
URBN Urban Outfitters, Inc.	Consumer Cyclical	0.39%
UTI Universal Technical Institute, Inc.	Consumer Defensive	0.39%
VAC Marriott Vacations Worldwide Corporation	Consumer Cyclical	0.39%
VC Visteon Corporation	Consumer Cyclical	0.39%
VFC V.F. Corporation	Consumer Cyclical	0.39%
VIPS Vipshop Holdings Limited	Consumer Cyclical	0.39%
VLEEY Valeo SA ADR	Consumer Cyclical	0.39%
W Wayfair Inc.	Consumer Cyclical	0.39%
WEN The Wendy's Company	Consumer Cyclical	0.39%
WEYS Weyco Group, Inc.	Consumer Cyclical	0.39%
WGO Winnebago Industries, Inc.	Consumer Cyclical	0.39%
WH Wyndham Hotels & Resorts, Inc.	Consumer Cyclical	0.39%
WHR Whirlpool Corporation	Consumer Cyclical	0.39%
WING Wingstop Inc.	Consumer Cyclical	0.39%
WSM Williams-Sonoma, Inc.	Consumer Cyclical	0.39%
WWW Wolverine World Wide, Inc.	Consumer Cyclical	0.39%
WYNN Wynn Resorts, Limited	Consumer Cyclical	0.39%
XPEL XPEL, Inc.	Consumer Cyclical	0.39%
XPEV XPeng Inc.	Consumer Cyclical	0.39%
XTEPY Xtep International Holdings Ltd ADR	Consumer Cyclical	0.39%
YETI YETI Holdings, Inc.	Consumer Cyclical	0.39%
YUM YUM! Brands, Inc.	Consumer Cyclical	0.39%
YUMC Yum China Holdings, Inc.	Consumer Cyclical	0.39%
ZUMZ Zumiez Inc.	Consumer Cyclical	0.39%
ANPDY ANTA Sports Products Ltd ADR	Consumer Cyclical	0.39%
BMW.DE Bayerische Motoren Werke Aktiengesellschaft	Consumer Cyclical	0.39%
NXT.L Next plc	Consumer Cyclical	0.39%

Benchmark: S&P 500 Index · Rebalance: Every 3 months

Portfolio Optimizer

Find the right asset allocation for Consumer Discretionary 7-24-2026

Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Consumer Discretionary 7-24-2026, 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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Benchmark

Compare your portfolio against anything

Returns By Period

Position	1D	1M	6M	YTD	1Y	3Y*	5Y*	10Y*	ALL TIME*
Benchmark S&P 500 Index	0.70%	0.09%	7.94%	9.41%	18.15%	17.84%	11.25%	13.26%	8.09%
Portfolio Consumer Discretionary 7-24-2026	-1.02%	2.10%	4.41%	6.94%	17.55%	11.14%	6.39%	—	10.54%
Portfolio components:
AAP Advance Auto Parts, Inc.	-1.16%	-11.47%	16.73%	43.45%	6.76%	-7.16%	-21.64%	-9.13%	6.73%
ABG Asbury Automotive Group, Inc.	-0.62%	17.01%	-1.20%	-0.36%	4.31%	0.91%	2.43%	15.28%	12.20%
ABNB Airbnb, Inc.	-0.37%	2.86%	17.12%	11.64%	14.43%	0.58%	1.02%	—	0.66%
ADDYY Adidas AG ADR	0.60%	-10.18%	6.49%	-4.82%	-1.23%	-1.68%	-11.74%	1.94%	1.91%
ADNT Adient plc	-3.84%	15.99%	1.15%	9.75%	-1.87%	-21.10%	-12.97%	—	-7.60%
AEO American Eagle Outfitters, Inc.	-0.75%	0.11%	-25.24%	-33.61%	63.44%	8.60%	-10.47%	2.34%	12.14%
ALV Autoliv, Inc.	-0.80%	8.67%	3.16%	5.36%	13.76%	9.68%	7.11%	7.80%	7.81%
AMZN Amazon.com, Inc	15.32%	12.36%	13.49%	17.66%	16.01%	27.29%	10.30%	21.72%	30.20%
AN AutoNation, Inc.	-1.05%	15.23%	3.62%	2.87%	10.26%	9.91%	11.85%	15.86%	10.91%
ANF Abercrombie & Fitch Co.	-0.72%	7.82%	1.96%	-20.92%	3.67%	36.08%	21.36%	19.65%	9.14%

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

Monthly Returns

Based on dividend-adjusted daily data since Dec 10, 2020, Consumer Discretionary 7-24-2026's average daily return is +0.05%, while the average monthly return is +1.01%. At this rate, an investment would double in approximately 5.7 years.

Historically, 56% of months were positive and 44% were negative. The best month was Jan 2023 with a return of +17.6%, while the worst month was Sep 2022 at -11.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, Consumer Discretionary 7-24-2026 closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +10.0%, while the worst single day was Apr 3, 2025 at -7.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.43%	1.50%	-8.67%	5.81%	1.34%	2.81%	2.17%						6.94%
2025	2.34%	-3.52%	-7.90%	-3.01%	9.09%	2.74%	1.66%	8.05%	2.48%	-3.90%	3.02%	0.27%	10.47%
2024	-4.08%	7.33%	3.68%	-7.52%	4.80%	-3.17%	5.69%	-0.96%	4.54%	-3.63%	8.18%	-3.15%	10.68%
2023	17.64%	-3.36%	-1.30%	-1.00%	-4.81%	12.15%	7.54%	-4.88%	-5.25%	-5.86%	11.25%	10.56%	33.10%
2022	-7.84%	-1.75%	-6.05%	-5.75%	-1.67%	-8.50%	10.85%	-3.48%	-11.71%	9.81%	10.55%	-6.12%	-22.33%
2021	10.81%	3.56%	6.45%	4.65%	1.33%	0.47%	-2.87%	0.19%	-3.54%	4.07%	-1.68%	1.98%	27.48%

Benchmark Metrics

Consumer Discretionary 7-24-2026 has an annualized alpha of -2.68%, beta of 1.11, and R2 of 0.60 versus S&P 500 Index. Calculated based on daily prices since December 10, 2020.

This portfolio participated in 104.82% of S&P 500 Index downside but only 92.78% of its upside - more exposed to losses than it benefited from rallies.
This portfolio had an annualized alpha of -2.68% versus S&P 500 Index - delivering less than market exposure alone would predict.
With beta of 1.11 and R2 of 0.60, 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: -2.68%

Beta: 1.11

R²: 0.60

Upside Capture: 92.78%

Downside Capture: 104.82%

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

Expense Ratio

Consumer Discretionary 7-24-2026 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

Consumer Discretionary 7-24-2026 ranks 17 for risk / return — above 17% of Portfolios peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below presents risk-adjusted performance metrics for Consumer Discretionary 7-24-2026 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	0.86	1.42	-0.55
Sortino ratioReturn per unit of downside risk	1.43	1.98	-0.55
Omega ratioGain probability vs. loss probability	1.16	1.25	-0.09
Calmar ratioReturn relative to maximum drawdown	1.24	2.00	-0.76
Martin ratioReturn relative to average drawdown	3.30	8.49	-5.19

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
AAP Advance Auto Parts, Inc.	49	0.13	0.59	1.07	0.17	0.38
ABG Asbury Automotive Group, Inc.	47	0.13	0.42	1.05	0.14	0.27
ABNB Airbnb, Inc.	60	0.48	0.85	1.11	0.84	2.25
ADDYY Adidas AG ADR	41	-0.04	0.18	1.02	-0.04	-0.07
ADNT Adient plc	42	-0.04	0.30	1.04	-0.06	-0.10
AEO American Eagle Outfitters, Inc.	74	0.91	1.94	1.24	1.37	2.45
ALV Autoliv, Inc.	59	0.49	0.91	1.11	0.63	1.62
AMZN Amazon.com, Inc	60	0.46	0.94	1.11	0.74	1.58
AN AutoNation, Inc.	55	0.35	0.70	1.08	0.48	0.93
ANF Abercrombie & Fitch Co.	48	0.06	0.60	1.07	0.08	0.14

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 Consumer Discretionary 7-24-2026 Sharpe ratio is 0.86 as of Aug 1, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.18 to 2.00, 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 Consumer Discretionary 7-24-2026 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

Consumer Discretionary 7-24-2026 provided a 1.99% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.99%	1.65%	1.87%	1.47%	1.56%	1.00%	0.96%	1.41%	2.32%	1.51%	2.18%	1.83%
Portfolio components:
AAP Advance Auto Parts, Inc.	1.80%	2.54%	2.11%	3.28%	4.08%	1.35%	0.63%	0.15%	0.15%	0.24%	0.14%	0.16%
ABG Asbury Automotive Group, 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%
ABNB Airbnb, 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%
ADDYY Adidas AG ADR	1.76%	1.09%	0.31%	0.38%	2.69%	0.88%	0.00%	0.82%	1.12%	0.80%	4.16%	1.24%
ADNT Adient plc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	7.30%	1.05%	0.00%	0.00%
AEO American Eagle Outfitters, Inc.	2.91%	1.90%	3.00%	1.42%	2.58%	3.22%	1.37%	2.81%	2.85%	2.66%	3.30%	3.23%
ALV Autoliv, Inc.	2.81%	2.63%	2.92%	2.41%	3.37%	1.82%	0.67%	2.94%	3.02%	1.87%	2.03%	1.78%
AMZN Amazon.com, 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%
AN AutoNation, 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%
ANF Abercrombie & Fitch Co.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.98%	4.63%	3.99%	4.59%	6.67%	2.96%

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 Consumer Discretionary 7-24-2026. 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 Consumer Discretionary 7-24-2026 was 36.04%, occurring on Sep 30, 2022. Recovery took 366 trading sessions.

The current Consumer Discretionary 7-24-2026 drawdown is 1.91%.

Drawdown	Fall	Recovery	Underwater	Related event
-36.04%Sep 2022	10mo 17d	1y 5mo	2y 3moNov 2021 - Mar 2024	Bear market2022
-24.83%Apr 2025	3mo 27d	3mo 16d	7mo 13dDec 2024 - Jul 2025	2025 selloff2025
-13.81%Mar 2026	2mo 13d	3mo 18d	6mo 1dJan 2026 - Jul 2026	—
-10.87%Nov 2025	2mo 2d	1mo 17d	3mo 19dSep 2025 - Jan 2026	—
-9.53%Apr 2024	16d	5mo 5d	5mo 21dApr 2024 - Sep 2024	—

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 258 assets, with an effective number of assets of 258.00, 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	2.23	2.08	1.89	1.92

The portfolio has a diversification ratio of 1.92, placing it in the top 5% across portfolios — assets in this portfolio move largely independently, providing strong diversification benefit.

Consumer Discretionary 7-24-2026 correlation to the S&P 500 Index

Consumer Discretionary 7-24-2026 has a 0.59 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) Focuses on recent behavior, but can change the most.	0.59
Correlation (3Y) Balances recent behavior with more history.	0.69
Correlation (5Y) Shows whether the relationship held over a longer period.	0.76
Correlation (All Time) Calculated using the full available price history since Dec 10, 2020	0.73