Claude Pro

Asset Allocation

Position	Category/Sector	Target Weight
ACM AECOM	Industrials	2.50%
ASML ASML Holding N.V.	Technology	5%
CASH Meta Financial Group, Inc.	Financial Services	5%
DHR Danaher Corporation	Healthcare	3.50%
HDB HDFC Bank Limited	Financial Services	2.50%
ISRG Intuitive Surgical, Inc.	Healthcare	4%
LHX L3Harris Technologies, Inc.	Industrials	3.50%
LLY Eli Lilly and Company	Healthcare	4.50%
MSFT Microsoft Corporation	Technology	7%
NEE NextEra Energy, Inc.	Utilities	5%
NU Nu Holdings Ltd.	Financial Services	2.50%
NVDA NVIDIA Corporation	Technology	8%
PWR Quanta Services, Inc.	Industrials	5%
RHM.DE Rheinmetall AG	Industrials	4%
SPY State Street SPDR S&P 500 ETF	S&P 500	30%
SU.PA Schneider Electric S.E.	Industrials	5%
V Visa Inc.	Financial Services	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 Claude Pro, 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 Dec 9, 2021, corresponding to the inception date of NU

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-2.33%	-3.84%	-1.98%	29.73%	16.86%	10.37%	12.29%
Portfolio Claude Pro	-0.35%	-2.47%	-1.22%	0.34%	40.86%	30.07%	—	—
Portfolio components:
SPY State Street SPDR S&P 500 ETF	0.09%	-2.20%	-3.56%	-1.44%	31.28%	18.37%	11.88%	14.11%
NVDA NVIDIA Corporation	0.93%	-0.24%	-4.88%	-5.44%	88.14%	85.17%	66.71%	70.07%
MSFT Microsoft Corporation	1.11%	-8.68%	-22.60%	-27.51%	4.58%	10.00%	9.94%	22.58%
ASML ASML Holding N.V.	-3.13%	1.89%	23.29%	28.01%	119.97%	26.32%	16.83%	30.54%
NEE NextEra Energy, Inc.	0.32%	2.34%	16.82%	17.94%	43.35%	9.87%	6.95%	15.01%
SU.PA Schneider Electric S.E.	-2.02%	-5.92%	-1.23%	-7.06%	33.54%	20.37%	14.14%	18.98%
PWR Quanta Services, Inc.	0.11%	3.80%	32.89%	33.17%	134.34%	50.32%	44.70%	38.41%
LLY Eli Lilly and Company	-1.98%	-5.53%	-12.80%	11.75%	27.67%	39.72%	39.64%	31.19%
ISRG Intuitive Surgical, Inc.	-2.67%	-7.77%	-20.18%	-0.06%	0.11%	21.26%	12.65%	20.66%
DHR Danaher Corporation	0.17%	-2.03%	-16.33%	-10.79%	5.87%	-4.31%	-0.40%	12.31%

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

Monthly Returns

Based on dividend-adjusted daily data since Dec 10, 2021, Claude Pro's average daily return is +0.08%, while the average monthly return is +1.71%. At this rate, your investment would double in approximately 3.4 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2023 with a return of +10.4%, while the worst month was Apr 2022 at -12.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Claude Pro closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +9.0%, while the worst single day was Apr 4, 2025 at -5.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.28%	0.39%	-6.75%	1.18%									-1.22%
2025	2.78%	-0.27%	-2.92%	3.51%	8.34%	5.65%	0.73%	0.82%	5.39%	3.52%	0.08%	-0.22%	30.43%
2024	3.91%	9.75%	5.63%	-3.07%	8.00%	2.88%	0.68%	4.25%	0.47%	-0.95%	5.62%	-4.44%	36.78%
2023	8.10%	0.72%	5.80%	2.77%	4.15%	7.27%	2.20%	-0.95%	-6.18%	-1.56%	10.37%	5.48%	43.94%
2022	-8.25%	1.12%	7.88%	-12.10%	-0.32%	-5.98%	8.70%	-5.99%	-8.54%	10.26%	9.49%	-5.32%	-11.92%
2021												2.04%	2.04%

Benchmark Metrics

Claude Pro has an annualized alpha of 11.23%, beta of 1.05, and R² of 0.90 versus S&P 500 Index. Calculated based on daily prices since December 10, 2021.

This portfolio captured 141.88% of S&P 500 Index gains but only 90.48% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 11.23% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 1.05 and R² of 0.90, 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: 11.23%

Beta: 1.05

R²: 0.90

Upside Capture: 141.88%

Downside Capture: 90.48%

Expense Ratio

Claude Pro has an expense ratio of 0.03%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

SPY

State Street SPDR S&P 500 ETF

Return for Risk

Risk / Return Rank

Claude Pro ranks 77 for risk / return — better than 77% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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	1.51	0.88	+0.63
Sortino ratio Return per unit of downside risk	2.23	1.37	+0.86
Omega ratio Gain probability vs. loss probability	1.32	1.21	+0.11
Calmar ratio Return relative to maximum drawdown	3.21	1.39	+1.82
Martin ratio Return relative to average drawdown	15.36	6.43	+8.92
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
SPY State Street SPDR S&P 500 ETF	51	0.92	1.45	1.22	1.51	7.11
NVDA NVIDIA Corporation	81	1.47	2.17	1.27	3.02	7.54
MSFT Microsoft Corporation	34	-0.06	0.11	1.01	-0.05	-0.12
ASML ASML Holding N.V.	92	2.37	2.97	1.38	5.58	15.42
NEE NextEra Energy, Inc.	80	1.41	1.88	1.26	3.17	7.01
SU.PA Schneider Electric S.E.	62	0.58	1.00	1.12	1.80	4.94
PWR Quanta Services, Inc.	96	3.18	3.74	1.50	10.09	24.77
LLY Eli Lilly and Company	51	0.36	0.78	1.11	0.56	1.37
ISRG Intuitive Surgical, Inc.	25	-0.32	-0.28	0.97	-0.37	-0.69
DHR Danaher Corporation	30	-0.19	-0.06	0.99	-0.16	-0.46

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.

Claude Pro Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 1.51
All Time: 1.07

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 Claude Pro 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

Claude Pro provided a 0.93% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.93%	0.89%	0.95%	1.49%	1.18%	0.89%	1.19%	1.24%	1.48%	1.29%	2.62%	1.56%
Portfolio components:
SPY State Street SPDR S&P 500 ETF	1.13%	1.07%	1.21%	1.40%	1.65%	1.20%	1.52%	1.75%	2.04%	1.80%	2.03%	2.06%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
MSFT Microsoft Corporation	0.93%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
ASML ASML Holding N.V.	0.71%	0.97%	0.97%	0.86%	1.27%	0.50%	0.50%	1.40%	0.94%	0.64%	0.92%	0.73%
NEE NextEra Energy, Inc.	2.49%	2.82%	2.87%	3.08%	2.03%	1.65%	1.81%	2.06%	2.55%	2.52%	2.91%	2.96%
SU.PA Schneider Electric S.E.	1.65%	1.66%	1.45%	1.73%	2.22%	1.51%	2.16%	2.57%	3.68%	2.88%	3.03%	3.65%
PWR Quanta Services, Inc.	0.07%	0.09%	0.09%	0.15%	0.25%	0.16%	0.29%	0.42%	0.13%	0.00%	0.00%	0.00%
LLY Eli Lilly and Company	0.67%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
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%
DHR Danaher Corporation	0.71%	0.56%	0.47%	12.64%	0.38%	0.26%	0.32%	0.44%	0.62%	0.60%	32.55%	0.58%

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 Claude Pro. 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 Claude Pro was 25.35%, occurring on Oct 14, 2022. Recovery took 127 trading sessions.

The current Claude Pro drawdown is 6.88%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-25.35%	Mar 30, 2022	142	Oct 14, 2022	127	Apr 13, 2023	269
-14.68%	Jan 24, 2025	53	Apr 8, 2025	21	May 8, 2025	74
-13.5%	Dec 28, 2021	42	Feb 23, 2022	22	Mar 25, 2022	64
-11.19%	Jul 19, 2023	73	Oct 27, 2023	25	Dec 1, 2023	98
-10.64%	Feb 26, 2026	23	Mar 30, 2026	—	—	—

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 17 assets, with an effective number of assets of 8.05, 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	RHM.DE	LHX	LLY	NEE	HDB	SU.PA	NU	CASH	DHR	V	PWR	ACM	NVDA	MSFT	ISRG	ASML	SPY	Portfolio
Benchmark	1.00	0.18	0.30	0.35	0.34	0.43	0.47	0.51	0.54	0.54	0.60	0.61	0.59	0.71	0.75	0.69	0.71	1.00	0.94
RHM.DE	0.18	1.00	0.18	0.03	0.08	0.13	0.25	0.12	0.10	0.06	0.11	0.16	0.18	0.14	0.12	0.11	0.14	0.17	0.30
LHX	0.30	0.18	1.00	0.17	0.31	0.13	0.08	0.09	0.22	0.26	0.21	0.28	0.36	0.06	0.13	0.17	0.12	0.29	0.30
LLY	0.35	0.03	0.17	1.00	0.21	0.17	0.11	0.16	0.12	0.28	0.26	0.25	0.21	0.21	0.24	0.32	0.21	0.34	0.37
NEE	0.34	0.08	0.31	0.21	1.00	0.22	0.17	0.18	0.22	0.30	0.24	0.30	0.28	0.09	0.19	0.23	0.19	0.34	0.35
HDB	0.43	0.13	0.13	0.17	0.22	1.00	0.27	0.30	0.30	0.26	0.33	0.26	0.30	0.26	0.30	0.30	0.28	0.42	0.43
SU.PA	0.47	0.25	0.08	0.11	0.17	0.27	1.00	0.28	0.27	0.31	0.27	0.38	0.33	0.36	0.33	0.33	0.50	0.46	0.54
NU	0.51	0.12	0.09	0.16	0.18	0.30	0.28	1.00	0.32	0.23	0.33	0.36	0.33	0.43	0.38	0.38	0.42	0.51	0.56
CASH	0.54	0.10	0.22	0.12	0.22	0.30	0.27	0.32	1.00	0.36	0.38	0.32	0.46	0.31	0.32	0.35	0.33	0.54	0.53
DHR	0.54	0.06	0.26	0.28	0.30	0.26	0.31	0.23	0.36	1.00	0.38	0.31	0.39	0.27	0.36	0.45	0.39	0.54	0.53
V	0.60	0.11	0.21	0.26	0.24	0.33	0.27	0.33	0.38	0.38	1.00	0.32	0.40	0.32	0.44	0.45	0.39	0.59	0.54
PWR	0.61	0.16	0.28	0.25	0.30	0.26	0.38	0.36	0.32	0.31	0.32	1.00	0.59	0.47	0.39	0.43	0.49	0.60	0.66
ACM	0.59	0.18	0.36	0.21	0.28	0.30	0.33	0.33	0.46	0.39	0.40	0.59	1.00	0.36	0.37	0.41	0.42	0.59	0.61
NVDA	0.71	0.14	0.06	0.21	0.09	0.26	0.36	0.43	0.31	0.27	0.32	0.47	0.36	1.00	0.63	0.50	0.67	0.70	0.78
MSFT	0.75	0.12	0.13	0.24	0.19	0.30	0.33	0.38	0.32	0.36	0.44	0.39	0.37	0.63	1.00	0.55	0.55	0.74	0.72
ISRG	0.69	0.11	0.17	0.32	0.23	0.30	0.33	0.38	0.35	0.45	0.45	0.43	0.41	0.50	0.55	1.00	0.54	0.69	0.69
ASML	0.71	0.14	0.12	0.21	0.19	0.28	0.50	0.42	0.33	0.39	0.39	0.49	0.42	0.67	0.55	0.54	1.00	0.71	0.76
SPY	1.00	0.17	0.29	0.34	0.34	0.42	0.46	0.51	0.54	0.54	0.59	0.60	0.59	0.70	0.74	0.69	0.71	1.00	0.93
Portfolio	0.94	0.30	0.30	0.37	0.35	0.43	0.54	0.56	0.53	0.53	0.54	0.66	0.61	0.78	0.72	0.69	0.76	0.93	1.00

The correlation results are calculated based on daily price changes starting from Dec 10, 2021

Claude Pro

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