Rick's LOL

Asset Allocation

Position	Category/Sector	Target Weight
LLY Eli Lilly and Company	Healthcare	30%
UNH UnitedHealth Group Incorporated	Healthcare	20%
DPZ Domino's Pizza, Inc.	Consumer Cyclical	10%
NVDA NVIDIA Corporation	Technology	10%
MSFT Microsoft Corporation	Technology	10%
TCEHY Tencent Holdings Limited	Communication Services	10%
BAH Booz Allen Hamilton Holding Corporation	Industrials	5%
RHM.DE Rheinmetall AG	Industrials	5%

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 Rick's LOL, 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

As of Jun 6, 2026, the Rick's LOL returned -0.28% Year-To-Date and 30.68% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-2.64%	-0.21%	7.86%	7.47%	23.05%	19.90%	11.79%	13.33%
Portfolio Rick's LOL	-0.62%	5.80%	-0.28%	2.26%	18.92%	27.40%	27.28%	30.68%
Portfolio components:
BAH Booz Allen Hamilton Holding Corporation	-0.66%	3.17%	-5.07%	-9.00%	-21.11%	-6.67%	0.36%	12.45%
DPZ Domino's Pizza, Inc.	2.11%	-2.93%	-24.29%	-23.93%	-31.80%	3.30%	-4.90%	10.91%
LLY Eli Lilly and Company	0.55%	19.50%	5.64%	12.37%	48.00%	37.66%	42.48%	33.36%
MSFT Microsoft Corporation	-2.66%	0.59%	-13.46%	-13.38%	-10.71%	8.53%	11.60%	24.64%
NVDA NVIDIA Corporation	-6.20%	-4.58%	10.11%	12.58%	44.92%	74.54%	63.58%	68.14%
RHM.DE Rheinmetall AG	-0.74%	-2.80%	-23.89%	-21.63%	-31.48%	77.59%	69.25%	37.93%
TCEHY Tencent Holdings Limited	-2.11%	-3.69%	-24.74%	-26.31%	-12.73%	10.74%	-4.22%	11.05%
UNH UnitedHealth Group Incorporated	0.76%	5.13%	21.95%	22.48%	35.46%	-4.57%	1.42%	13.14%

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

Monthly Returns

Based on dividend-adjusted daily data since Nov 19, 2010, Rick's LOL's average daily return is +0.11%, while the average monthly return is +2.25%. At this rate, an investment would double in approximately 2.6 years.

Historically, 68% of months were positive and 32% were negative. The best month was Feb 2014 with a return of +11.6%, while the worst month was Mar 2026 at -8.3%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Rick's LOL closed higher 56% of trading days. The best single day was Mar 13, 2020 with a return of +8.3%, while the worst single day was Mar 16, 2020 at -11.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-3.69%	-3.29%	-8.31%	9.23%	5.86%	0.99%							-0.28%
2025	3.58%	5.19%	-0.69%	0.84%	-4.97%	4.90%	-2.60%	4.12%	5.70%	2.10%	5.58%	0.39%	26.18%
2024	6.26%	10.78%	6.60%	0.24%	6.01%	5.88%	-3.68%	7.45%	-0.69%	-2.84%	3.05%	-6.41%	35.99%
2023	3.37%	-3.08%	10.53%	4.89%	4.94%	7.53%	4.27%	3.59%	-2.66%	1.79%	8.55%	-0.80%	51.03%
2022	-7.88%	1.27%	9.26%	-5.27%	1.98%	1.66%	2.38%	-6.47%	-5.13%	6.29%	10.23%	-3.26%	3.07%
2021	8.33%	-1.47%	-1.03%	4.49%	4.44%	7.82%	2.02%	4.01%	-7.08%	11.54%	1.46%	5.67%	46.57%

Benchmark Metrics

Rick's LOL has an annualized alpha of 17.28%, beta of 0.87, and R2 of 0.66 versus S&P 500 Index. Calculated based on daily prices since November 19, 2010.

This portfolio captured 125.14% of S&P 500 Index gains but only 42.33% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 17.28% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 0.87 and R2 of 0.66, 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: 17.28%

Beta: 0.87

R²: 0.66

Upside Capture: 125.14%

Downside Capture: 42.33%

Expense Ratio

Rick's LOL 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

Rick's LOL ranks 11 for risk / return — in the bottom 11% 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 Rick's LOL and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.07	2.01	-0.93
Sortino ratioReturn per unit of downside risk	1.54	2.71	-1.18
Omega ratioGain probability vs. loss probability	1.20	1.36	-0.16
Calmar ratioReturn relative to maximum drawdown	0.95	2.69	-1.74
Martin ratioReturn relative to average drawdown	2.85	12.34	-9.49
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
BAH Booz Allen Hamilton Holding Corporation	21	-0.54	-0.54	0.93	-0.55	-0.91
DPZ Domino's Pizza, Inc.	5	-1.18	-1.67	0.81	-0.83	-1.74
LLY Eli Lilly and Company	76	1.29	1.86	1.25	2.07	5.16
MSFT Microsoft Corporation	26	-0.41	-0.40	0.95	-0.30	-0.64
NVDA NVIDIA Corporation	77	1.35	1.92	1.23	2.32	5.67
RHM.DE Rheinmetall AG	11	-0.72	-0.85	0.90	-0.76	-1.73
TCEHY Tencent Holdings Limited	26	-0.40	-0.43	0.95	-0.34	-0.74
UNH UnitedHealth Group Incorporated	68	0.97	1.44	1.22	1.35	2.95

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.

Rick's LOL Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 1.07
5-Year: 1.46
10-Year: 1.57
All Time: 1.59

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 1.64 to 2.53, 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 Rick's LOL 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

Rick's LOL provided a 1.25% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.25%	1.17%	0.95%	1.52%	1.39%	0.98%	1.36%	1.30%	1.38%	1.50%	1.73%	1.62%
Portfolio components:
BAH Booz Allen Hamilton Holding Corporation	2.82%	2.61%	1.59%	1.47%	1.65%	1.75%	1.42%	1.35%	1.69%	1.78%	1.66%	1.69%
DPZ Domino's Pizza, Inc.	2.30%	1.67%	1.44%	1.17%	1.27%	0.67%	0.81%	0.89%	0.89%	0.97%	0.95%	1.11%
LLY Eli Lilly and Company	0.57%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
MSFT Microsoft Corporation	0.85%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
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%
RHM.DE Rheinmetall AG	0.97%	0.52%	0.93%	1.50%	1.77%	2.41%	5.54%	2.05%	2.20%	1.37%	1.72%	0.49%
TCEHY Tencent Holdings Limited	1.19%	0.76%	0.82%	6.67%	4.15%	0.35%	0.19%	0.23%	0.26%	0.29%	0.51%	0.21%
UNH UnitedHealth Group Incorporated	2.21%	2.64%	1.62%	1.38%	1.21%	1.12%	1.38%	1.41%	1.38%	1.30%	1.48%	1.59%

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 Rick's LOL. 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 Rick's LOL was 22.99%, occurring on Mar 23, 2020. Recovery took 23 trading sessions.

The current Rick's LOL drawdown is 3.26%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-22.99%Mar 2020	1mo 1d	1mo 2d	2mo 3dFeb 2020 - Apr 2020
2026 bear market2026	-20.18%Mar 2026	2mo 13d	—	4mo 26dJan 2026 - now
2011 correction2011	-15.01%Oct 2011	2mo 27d	3mo 10d	6mo 7dJul 2011 - Jan 2012
Rate-hike selloffLate 2018	-14.48%Dec 2018	3mo 26d	1mo 23d	5mo 19dAug 2018 - Feb 2019
Bear market2022	-14.23%Oct 2022	6mo 7d	1mo 12d	7mo 19dApr 2022 - Nov 2022

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 8 assets, with an effective number of assets of 5.71, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.96	1.97	1.89	1.71	1.67

The portfolio has a diversification ratio of 1.67, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Rick's LOL correlation to the S&P 500 Index

Rick's LOL has a 0.45 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	0.45
Correlation (3Y) Calculated over the trailing 3-year period	0.60
Correlation (5Y) Calculated over the trailing 5-year period	0.67
Correlation (10Y) Calculated over the trailing 10-year period	0.71
Correlation (All Time) Calculated using the full available price history since Nov 19, 2010	0.74

Benchmark Correlations

Correlation vs. S&P 500 Index. MSFT has the highest benchmark correlation at 0.71, while RHM.DE has the lowest at 0.32.

0.32

0.40

0.42

0.42

0.44

0.46

0.61

0.71

Portfolio Correlations

Correlation vs. Rick's LOL. LLY has the highest portfolio correlation at 0.68, while RHM.DE has the lowest at 0.35.

0.35

0.43

0.48

0.51

0.58

0.60

0.62

0.68

Asset Correlations Table

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

	RHM.DE	BAH	DPZ	TCEHY	UNH	LLY	NVDA	MSFT
RHM.DE	1.00	0.19	0.13	0.24	0.15	0.14	0.19	0.21
BAH	0.19	1.00	0.26	0.18	0.26	0.24	0.23	0.30
DPZ	0.13	0.26	1.00	0.21	0.24	0.22	0.28	0.31
TCEHY	0.24	0.18	0.21	1.00	0.18	0.17	0.34	0.34
UNH	0.15	0.26	0.24	0.18	1.00	0.32	0.21	0.30
LLY	0.14	0.24	0.22	0.17	0.32	1.00	0.21	0.30
NVDA	0.19	0.23	0.28	0.34	0.21	0.21	1.00	0.54
MSFT	0.21	0.30	0.31	0.34	0.30	0.30	0.54	1.00

The correlation results are calculated based on daily price changes starting from Nov 19, 2010

Diversification Analysis

Find what Rick's LOL is missing

See which holdings overlap, where Rick's LOL is concentrated, and which low-correlation assets could fill the gaps.

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