Suresh Radhakrishnan CAISO 401k

Asset Allocation

Position	Category/Sector	Target Weight
ASVIX American Century Small Cap Value Fund	Small Cap Value Equities	2%
BCOIX Baird Core Plus Bond Fund	Intermediate Core-Plus Bond	1%
COSYX Columbia Overseas Value Fund Institutional 3 Class	Foreign Large Cap Equities	2%
DFSTX DFA U.S. Small Cap Portfolio	Small Cap Blend Equities	5%
JLGMX JPMorgan Large Cap Growth Fund Class R6	Large Cap Growth Equities	14%
NFLX Netflix, Inc.	Communication Services	4%
NVDA NVIDIA Corporation	Technology	1%
PNSAX Putnam Small Cap Growth Fund	Small Cap Growth Equities	2%
PTTRX PIMCO Total Return Fund Institutional Class	Total Bond Market	3%
RERGX American Funds EuroPacific Growth Fund Class R-6	Foreign Large Cap Equities, Large Cap Growth Equities	7%
UMBMX Carillon Scout Mid Cap Fund	Mid Cap Blend Equities	3%
VINIX Vanguard Institutional Index Fund Institutional Shares	Large Cap Blend Equities	29%
VTIAX Vanguard Total International Stock Index Fund Admiral Shares	Large Cap Blend Equities, Foreign Large Cap Equities	10%
VWNAX Vanguard Windsor II Fund Admiral Shares	Large Cap Value Equities	14%
WFMIX Allspring Special Mid Cap Value Fund Class I	Mid Cap Value Equities	3%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Suresh Radhakrishnan CAISO 401k, 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 4, 2016, corresponding to the inception date of COSYX

Returns By Period

As of Apr 3, 2026, the Suresh Radhakrishnan CAISO 401k returned -1.14% Year-To-Date and 14.23% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio Suresh Radhakrishnan CAISO 401k	0.14%	-2.95%	-1.14%	-0.18%	18.45%	18.33%	10.53%	14.23%
Portfolio components:
JLGMX JPMorgan Large Cap Growth Fund Class R6	0.97%	-2.80%	-7.59%	-9.68%	12.81%	20.94%	10.92%	18.35%
VINIX Vanguard Institutional Index Fund Institutional Shares	0.72%	-3.44%	-3.66%	-1.51%	17.37%	18.97%	12.07%	14.21%
VWNAX Vanguard Windsor II Fund Admiral Shares	0.61%	-3.40%	-0.49%	3.53%	18.02%	15.91%	10.12%	12.41%
WFMIX Allspring Special Mid Cap Value Fund Class I	0.64%	-4.56%	3.82%	3.88%	11.24%	10.26%	8.02%	10.52%
ASVIX American Century Small Cap Value Fund	-0.11%	-3.98%	3.73%	2.80%	5.48%	6.71%	2.97%	9.46%
UMBMX Carillon Scout Mid Cap Fund	0.79%	-3.37%	5.10%	6.87%	22.83%	18.19%	7.93%	12.47%
DFSTX DFA U.S. Small Cap Portfolio	0.65%	-3.63%	3.30%	4.60%	18.83%	12.39%	6.58%	10.06%
RERGX American Funds EuroPacific Growth Fund Class R-6	1.85%	-2.85%	-1.04%	2.36%	23.47%	11.69%	3.71%	8.17%
COSYX Columbia Overseas Value Fund Institutional 3 Class	1.57%	-1.85%	5.02%	11.16%	35.11%	21.09%	12.21%	10.46%
VTIAX Vanguard Total International Stock Index Fund Admiral Shares	1.65%	-2.29%	3.43%	7.20%	28.80%	15.89%	7.55%	8.98%

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

Monthly Returns

Based on dividend-adjusted daily data since Jan 5, 2016, Suresh Radhakrishnan CAISO 401k's average daily return is +0.06%, while the average monthly return is +1.18%. At this rate, your investment would double in approximately 4.9 years.

Historically, 72% of months were positive and 28% were negative. The best month was Apr 2020 with a return of +12.4%, while the worst month was Mar 2020 at -13.2%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Suresh Radhakrishnan CAISO 401k closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +8.4%, while the worst single day was Mar 16, 2020 at -11.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.11%	1.60%	-5.63%	0.98%									-1.14%
2025	3.50%	-1.16%	-4.34%	0.80%	5.73%	4.99%	0.79%	2.85%	3.01%	1.16%	0.02%	0.15%	18.49%
2024	1.60%	5.43%	3.38%	-4.15%	5.05%	2.07%	1.71%	2.37%	1.61%	-1.30%	5.47%	-2.66%	22.00%
2023	7.72%	-2.64%	2.59%	0.74%	0.70%	6.47%	3.37%	-2.25%	-4.94%	-2.44%	9.29%	5.18%	25.17%
2022	-6.50%	-2.46%	1.50%	-9.79%	0.90%	-8.42%	8.76%	-3.71%	-8.23%	7.94%	6.76%	-4.80%	-18.63%
2021	-0.25%	3.68%	2.31%	4.33%	1.01%	1.60%	0.97%	2.92%	-3.48%	5.78%	-1.79%	3.00%	21.59%

Benchmark Metrics

Suresh Radhakrishnan CAISO 401k has an annualized alpha of 2.29%, beta of 0.93, and R² of 0.96 versus S&P 500 Index. Calculated based on daily prices since January 05, 2016.

This portfolio captured 100.49% of S&P 500 Index gains but only 92.58% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 2.29% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.93 and R² of 0.96, 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: 2.29%

Beta: 0.93

R²: 0.96

Upside Capture: 100.49%

Downside Capture: 92.58%

Expense Ratio

Suresh Radhakrishnan CAISO 401k has an expense ratio of 0.30%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Top 10 holdings

PNSAX

Putnam Small Cap Growth Fund

ASVIX

American Century Small Cap Value Fund

UMBMX

Carillon Scout Mid Cap Fund

WFMIX

Allspring Special Mid Cap Value Fund Class I

COSYX

Columbia Overseas Value Fund Institutional 3 Class

PTTRX

PIMCO Total Return Fund Institutional Class

RERGX

American Funds EuroPacific Growth Fund Class R-6

JLGMX

JPMorgan Large Cap Growth Fund Class R6

BCOIX

Baird Core Plus Bond Fund

DFSTX

DFA U.S. Small Cap Portfolio

Return for Risk

Risk / Return Rank

Suresh Radhakrishnan CAISO 401k ranks 42 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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.12	0.88	+0.24
Sortino ratio Return per unit of downside risk	1.67	1.37	+0.30
Omega ratio Gain probability vs. loss probability	1.25	1.21	+0.04
Calmar ratio Return relative to maximum drawdown	1.69	1.39	+0.30
Martin ratio Return relative to average drawdown	8.02	6.43	+1.59
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
JLGMX JPMorgan Large Cap Growth Fund Class R6	20	0.65	1.07	1.15	0.87	2.61
VINIX Vanguard Institutional Index Fund Institutional Shares	50	1.00	1.52	1.23	1.54	7.30
VWNAX Vanguard Windsor II Fund Admiral Shares	54	1.12	1.65	1.25	1.58	7.18
WFMIX Allspring Special Mid Cap Value Fund Class I	23	0.70	1.11	1.14	1.07	3.73
ASVIX American Century Small Cap Value Fund	9	0.29	0.59	1.08	0.43	1.26
UMBMX Carillon Scout Mid Cap Fund	67	1.31	1.86	1.27	1.97	8.52
DFSTX DFA U.S. Small Cap Portfolio	43	0.95	1.47	1.20	1.53	6.08
RERGX American Funds EuroPacific Growth Fund Class R-6	69	1.46	1.96	1.28	1.97	7.40
COSYX Columbia Overseas Value Fund Institutional 3 Class	91	2.18	2.76	1.44	3.02	11.55
VTIAX Vanguard Total International Stock Index Fund Admiral Shares	86	1.86	2.44	1.37	2.62	10.15

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.

Suresh Radhakrishnan CAISO 401k Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 1.12
5-Year: 0.66
10-Year: 0.84
All Time: 0.82

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 0.98 to 1.66, 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 Suresh Radhakrishnan CAISO 401k 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

Suresh Radhakrishnan CAISO 401k provided a 6.65% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	6.65%	6.39%	4.71%	2.68%	3.85%	7.10%	3.39%	5.27%	6.26%	5.25%	4.14%	4.19%
Portfolio components:
JLGMX JPMorgan Large Cap Growth Fund Class R6	11.95%	11.04%	2.12%	0.31%	3.49%	14.25%	5.14%	12.65%	15.59%	14.44%	9.71%	4.43%
VINIX Vanguard Institutional Index Fund Institutional Shares	2.78%	2.10%	3.64%	2.65%	3.38%	4.77%	3.06%	2.85%	2.43%	1.82%	2.36%	2.45%
VWNAX Vanguard Windsor II Fund Admiral Shares	11.61%	11.55%	10.59%	5.19%	7.36%	7.92%	7.39%	10.15%	11.48%	7.38%	8.17%	8.05%
WFMIX Allspring Special Mid Cap Value Fund Class I	10.83%	11.24%	8.00%	5.51%	8.71%	9.87%	0.66%	7.48%	2.74%	4.41%	1.44%	4.47%
ASVIX American Century Small Cap Value Fund	13.47%	14.08%	6.96%	1.00%	3.86%	7.32%	0.35%	2.41%	20.02%	14.39%	5.29%	14.05%
UMBMX Carillon Scout Mid Cap Fund	9.79%	10.29%	15.75%	0.17%	4.21%	11.54%	2.40%	0.74%	8.09%	8.38%	2.39%	8.74%
DFSTX DFA U.S. Small Cap Portfolio	1.05%	1.08%	1.05%	2.45%	5.18%	6.39%	1.08%	3.30%	5.16%	4.56%	3.10%	5.90%
RERGX American Funds EuroPacific Growth Fund Class R-6	14.10%	13.95%	4.96%	3.95%	2.02%	10.19%	0.41%	3.14%	3.17%	4.99%	1.64%	3.43%
COSYX Columbia Overseas Value Fund Institutional 3 Class	7.67%	8.05%	5.55%	4.11%	2.00%	3.75%	1.82%	3.97%	3.75%	1.71%	2.20%	0.00%
VTIAX Vanguard Total International Stock Index Fund Admiral Shares	2.90%	3.15%	3.33%	3.22%	3.04%	3.05%	2.10%	3.04%	3.16%	2.73%	2.93%	2.84%

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 Suresh Radhakrishnan CAISO 401k. 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 Suresh Radhakrishnan CAISO 401k was 32.32%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.

The current Suresh Radhakrishnan CAISO 401k drawdown is 4.77%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-32.32%	Feb 20, 2020	23	Mar 23, 2020	84	Jul 22, 2020	107
-26.76%	Nov 17, 2021	228	Oct 12, 2022	298	Dec 19, 2023	526
-20.29%	Sep 21, 2018	65	Dec 24, 2018	81	Apr 23, 2019	146
-16.77%	Feb 19, 2025	35	Apr 8, 2025	39	Jun 4, 2025	74
-10.9%	Jan 5, 2016	27	Feb 11, 2016	25	Mar 18, 2016	52

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 6.83, 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	BCOIX	PTTRX	NFLX	NVDA	COSYX	ASVIX	RERGX	JLGMX	WFMIX	VTIAX	PNSAX	DFSTX	UMBMX	VWNAX	VINIX	Portfolio
Benchmark	1.00	-0.01	-0.01	0.50	0.64	0.70	0.74	0.77	0.90	0.82	0.79	0.82	0.80	0.88	0.94	1.00	0.97
BCOIX	-0.01	1.00	0.91	0.05	0.00	0.01	-0.07	0.06	0.01	-0.03	0.05	-0.00	-0.05	-0.00	-0.05	-0.00	0.01
PTTRX	-0.01	0.91	1.00	0.03	-0.03	0.02	-0.06	0.05	-0.00	-0.02	0.05	-0.01	-0.05	-0.01	-0.05	-0.01	0.01
NFLX	0.50	0.05	0.03	1.00	0.46	0.32	0.28	0.40	0.58	0.29	0.39	0.45	0.34	0.40	0.40	0.50	0.56
NVDA	0.64	0.00	-0.03	0.46	1.00	0.39	0.39	0.52	0.74	0.39	0.49	0.58	0.45	0.54	0.51	0.64	0.65
COSYX	0.70	0.01	0.02	0.32	0.39	1.00	0.68	0.85	0.58	0.72	0.92	0.62	0.70	0.72	0.76	0.70	0.77
ASVIX	0.74	-0.07	-0.06	0.28	0.39	0.68	1.00	0.63	0.57	0.89	0.67	0.77	0.95	0.85	0.84	0.74	0.78
RERGX	0.77	0.06	0.05	0.40	0.52	0.85	0.63	1.00	0.72	0.68	0.95	0.69	0.67	0.74	0.76	0.77	0.84
JLGMX	0.90	0.01	-0.00	0.58	0.74	0.58	0.57	0.72	1.00	0.63	0.70	0.81	0.66	0.78	0.77	0.90	0.91
WFMIX	0.82	-0.03	-0.02	0.29	0.39	0.72	0.89	0.68	0.63	1.00	0.73	0.76	0.90	0.89	0.90	0.82	0.83
VTIAX	0.79	0.05	0.05	0.39	0.49	0.92	0.67	0.95	0.70	0.73	1.00	0.68	0.71	0.77	0.81	0.79	0.85
PNSAX	0.82	-0.00	-0.01	0.45	0.58	0.62	0.77	0.69	0.81	0.76	0.68	1.00	0.86	0.89	0.79	0.82	0.86
DFSTX	0.80	-0.05	-0.05	0.34	0.45	0.70	0.95	0.67	0.66	0.90	0.71	0.86	1.00	0.91	0.87	0.80	0.84
UMBMX	0.88	-0.00	-0.01	0.40	0.54	0.72	0.85	0.74	0.78	0.89	0.77	0.89	0.91	1.00	0.90	0.88	0.91
VWNAX	0.94	-0.05	-0.05	0.40	0.51	0.76	0.84	0.76	0.77	0.90	0.81	0.79	0.87	0.90	1.00	0.94	0.93
VINIX	1.00	-0.00	-0.01	0.50	0.64	0.70	0.74	0.77	0.90	0.82	0.79	0.82	0.80	0.88	0.94	1.00	0.97
Portfolio	0.97	0.01	0.01	0.56	0.65	0.77	0.78	0.84	0.91	0.83	0.85	0.86	0.84	0.91	0.93	0.97	1.00

The correlation results are calculated based on daily price changes starting from Jan 5, 2016

Suresh Radhakrishnan CAISO 401k

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Top 10 holdings

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