Patrick top 13

Asset Allocation

Position	Category/Sector	Target Weight
ARES Ares Management Corporation	Financial Services	7.69%
COST Costco Wholesale Corporation	Consumer Defensive	7.69%
IBKR Interactive Brokers Group, Inc.	Financial Services	7.69%
ISRG Intuitive Surgical, Inc.	Healthcare	7.69%
KKR KKR & Co. Inc.	Financial Services	7.69%
LII Lennox International Inc.	Industrials	7.69%
MSI Motorola Solutions, Inc.	Technology	7.69%
PGR The Progressive Corporation	Financial Services	7.69%
PH Parker-Hannifin Corporation	Industrials	7.69%
SPXCY Singapore Exchange Ltd ADR	Financial Services	7.69%
TMUS T-Mobile US, Inc.	Communication Services	7.69%
TT Trane Technologies plc	Industrials	7.69%
TXRH Texas Roadhouse, Inc.	Consumer Cyclical	7.69%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Patrick top 13 , 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 May 2, 2014, corresponding to the inception date of ARES

Returns By Period

As of Apr 4, 2026, the Patrick top 13 returned -2.11% Year-To-Date and 23.23% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.44%	-1.90%	-3.41%	-1.91%	30.31%	17.22%	10.14%	12.44%
Portfolio Patrick top 13	0.37%	-2.48%	-2.11%	-3.45%	17.14%	28.23%	20.22%	23.23%
Portfolio components:
ARES Ares Management Corporation	0.39%	-5.25%	-35.51%	-29.77%	-9.52%	12.30%	16.72%	26.66%
COST Costco Wholesale Corporation	0.35%	2.05%	18.28%	12.12%	11.75%	29.72%	24.56%	23.07%
IBKR Interactive Brokers Group, Inc.	1.30%	2.88%	6.82%	-1.19%	88.86%	52.02%	30.69%	22.82%
ISRG Intuitive Surgical, Inc.	0.11%	-7.67%	-20.09%	0.64%	0.22%	20.78%	12.28%	20.72%
KKR KKR & Co. Inc.	-0.20%	-0.31%	-28.45%	-27.99%	-1.26%	23.60%	13.24%	23.63%
LII Lennox International Inc.	-0.23%	-12.09%	-6.31%	-17.61%	-13.55%	25.71%	8.07%	13.85%
MSI Motorola Solutions, Inc.	0.55%	-3.95%	15.45%	-2.87%	10.96%	17.18%	19.79%	21.19%
PGR The Progressive Corporation	0.58%	-6.70%	-8.24%	-13.11%	-18.83%	13.42%	18.04%	22.36%
PH Parker-Hannifin Corporation	0.44%	-1.26%	3.96%	19.95%	77.97%	44.56%	25.18%	25.50%
SPXCY Singapore Exchange Ltd ADR	1.56%	14.47%	21.46%	15.98%	71.06%	34.47%	19.93%	15.26%

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

Monthly Returns

Based on dividend-adjusted daily data since May 5, 2014, Patrick top 13 's average daily return is +0.08%, while the average monthly return is +1.74%. At this rate, your investment would double in approximately 3.3 years.

Historically, 67% of months were positive and 33% were negative. The best month was Oct 2022 with a return of +13.3%, while the worst month was Mar 2020 at -13.9%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Patrick top 13 closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +9.8%, while the worst single day was Mar 16, 2020 at -9.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.02%	2.55%	-6.22%	-0.24%									-2.11%
2025	6.13%	-0.28%	-7.69%	2.32%	6.67%	1.62%	2.25%	-0.86%	-2.04%	-2.36%	1.82%	-0.89%	6.02%
2024	3.49%	9.49%	3.17%	-1.04%	6.41%	1.29%	5.03%	6.54%	4.10%	2.28%	11.86%	-7.46%	53.76%
2023	8.56%	0.13%	1.85%	2.33%	-2.73%	9.34%	2.32%	0.98%	-1.66%	-1.77%	11.86%	6.32%	43.04%
2022	-7.84%	-1.06%	1.56%	-9.66%	1.20%	-6.43%	13.06%	-0.89%	-7.09%	13.34%	5.99%	-6.72%	-7.58%
2021	-2.80%	6.17%	6.13%	5.65%	0.99%	3.49%	2.86%	0.95%	-5.45%	6.86%	-1.46%	6.35%	32.97%

Benchmark Metrics

Patrick top 13 has an annualized alpha of 10.40%, beta of 0.94, and R² of 0.82 versus S&P 500 Index. Calculated based on daily prices since May 05, 2014.

This portfolio captured 122.66% of S&P 500 Index gains but only 74.92% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 10.40% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.94 and R² of 0.82, 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: 10.40%

Beta: 0.94

R²: 0.82

Upside Capture: 122.66%

Downside Capture: 74.92%

Expense Ratio

Patrick top 13 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

Patrick top 13 ranks 7 for risk / return — in the bottom 7% 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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	0.99	1.84	-0.85
Sortino ratio Return per unit of downside risk	1.73	2.97	-1.24
Omega ratio Gain probability vs. loss probability	1.21	1.40	-0.20
Calmar ratio Return relative to maximum drawdown	0.40	1.82	-1.43
Martin ratio Return relative to average drawdown	0.86	7.76	-6.89
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
ARES Ares Management Corporation	22	-0.23	-0.03	1.00	-0.63	-1.57
COST Costco Wholesale Corporation	52	0.61	1.03	1.12	0.32	0.63
IBKR Interactive Brokers Group, Inc.	87	2.19	2.84	1.37	3.12	7.99
ISRG Intuitive Surgical, Inc.	31	0.01	0.28	1.03	-0.45	-0.83
KKR KKR & Co. Inc.	28	-0.03	0.26	1.03	-0.54	-1.25
LII Lennox International Inc.	21	-0.38	-0.32	0.96	-0.59	-1.09
MSI Motorola Solutions, Inc.	48	0.50	0.82	1.11	0.08	0.17
PGR The Progressive Corporation	9	-0.83	-1.07	0.88	-0.87	-1.40
PH Parker-Hannifin Corporation	92	2.85	4.03	1.53	2.94	11.63
SPXCY Singapore Exchange Ltd ADR	96	3.08	4.07	1.55	7.23	19.50

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.

Patrick top 13 Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 0.99
5-Year: 1.11
10-Year: 1.23
All Time: 1.19

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 0.99 to 1.69, 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 Patrick top 13 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

Patrick top 13 provided a 1.85% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.85%	1.29%	1.00%	1.32%	1.41%	1.51%	1.63%	1.70%	2.11%	2.16%	2.24%	2.88%
Portfolio components:
ARES Ares Management Corporation	5.40%	3.29%	2.10%	2.59%	3.57%	2.31%	3.40%	3.59%	7.50%	5.65%	4.32%	6.81%
COST Costco Wholesale Corporation	0.51%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
IBKR Interactive Brokers Group, Inc.	0.47%	0.47%	0.48%	0.48%	0.55%	0.50%	0.66%	0.86%	0.73%	0.68%	1.10%	0.92%
ISRG Intuitive Surgical, 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%
KKR KKR & Co. Inc.	0.81%	0.57%	0.47%	0.78%	1.31%	0.77%	1.31%	1.71%	3.23%	3.18%	4.16%	10.13%
LII Lennox International Inc.	1.40%	1.04%	0.75%	0.97%	1.71%	1.09%	1.12%	1.21%	1.11%	0.94%	1.08%	1.10%
MSI Motorola Solutions, Inc.	1.04%	1.17%	0.87%	1.16%	1.26%	1.07%	1.55%	1.46%	1.85%	2.14%	2.05%	2.09%
PGR The Progressive Corporation	7.08%	2.15%	0.48%	0.25%	0.31%	6.23%	2.68%	3.89%	1.86%	1.21%	2.50%	2.16%
PH Parker-Hannifin Corporation	0.79%	0.80%	1.00%	1.25%	1.73%	1.25%	1.29%	1.65%	1.97%	1.32%	1.80%	2.60%
SPXCY Singapore Exchange Ltd ADR	2.00%	2.26%	2.83%	3.34%	3.47%	3.38%	3.92%	3.17%	4.30%	4.69%	7.69%	3.59%

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 Patrick top 13 . 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 Patrick top 13 was 34.45%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.

The current Patrick top 13 drawdown is 8.72%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-34.45%	Feb 21, 2020	22	Mar 23, 2020	95	Aug 6, 2020	117
-25.02%	Dec 30, 2021	117	Jun 16, 2022	157	Feb 1, 2023	274
-18.8%	Feb 20, 2025	34	Apr 8, 2025	56	Jun 30, 2025	90
-17.32%	Sep 24, 2018	64	Dec 24, 2018	36	Feb 15, 2019	100
-15.51%	Jul 23, 2015	141	Feb 11, 2016	25	Mar 18, 2016	166

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 13 assets, with an effective number of assets of 13.00, 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.

	Benchmark	SPXCY	TMUS	PGR	TXRH	COST	ARES	IBKR	MSI	ISRG	LII	KKR	TT	PH	Portfolio
Benchmark	1.00	0.27	0.42	0.41	0.42	0.53	0.50	0.53	0.56	0.65	0.56	0.63	0.65	0.68	0.84
SPXCY	0.27	1.00	0.10	0.10	0.13	0.15	0.17	0.16	0.17	0.19	0.15	0.21	0.18	0.21	0.33
TMUS	0.42	0.10	1.00	0.30	0.22	0.30	0.22	0.23	0.35	0.30	0.26	0.28	0.28	0.27	0.48
PGR	0.41	0.10	0.30	1.00	0.21	0.32	0.21	0.26	0.36	0.28	0.28	0.27	0.35	0.34	0.48
TXRH	0.42	0.13	0.22	0.21	1.00	0.28	0.24	0.30	0.28	0.28	0.32	0.31	0.33	0.35	0.52
COST	0.53	0.15	0.30	0.32	0.28	1.00	0.25	0.23	0.38	0.39	0.35	0.31	0.35	0.30	0.52
ARES	0.50	0.17	0.22	0.21	0.24	0.25	1.00	0.36	0.32	0.36	0.33	0.55	0.36	0.40	0.62
IBKR	0.53	0.16	0.23	0.26	0.30	0.23	0.36	1.00	0.33	0.33	0.33	0.44	0.39	0.44	0.61
MSI	0.56	0.17	0.35	0.36	0.28	0.38	0.32	0.33	1.00	0.42	0.37	0.38	0.44	0.43	0.62
ISRG	0.65	0.19	0.30	0.28	0.28	0.39	0.36	0.33	0.42	1.00	0.39	0.45	0.43	0.41	0.64
LII	0.56	0.15	0.26	0.28	0.32	0.35	0.33	0.33	0.37	0.39	1.00	0.42	0.61	0.52	0.65
KKR	0.63	0.21	0.28	0.27	0.31	0.31	0.55	0.44	0.38	0.45	0.42	1.00	0.46	0.53	0.71
TT	0.65	0.18	0.28	0.35	0.33	0.35	0.36	0.39	0.44	0.43	0.61	0.46	1.00	0.67	0.72
PH	0.68	0.21	0.27	0.34	0.35	0.30	0.40	0.44	0.43	0.41	0.52	0.53	0.67	1.00	0.73
Portfolio	0.84	0.33	0.48	0.48	0.52	0.52	0.62	0.61	0.62	0.64	0.65	0.71	0.72	0.73	1.00

The correlation results are calculated based on daily price changes starting from May 5, 2014

Patrick top 13

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

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