Claude Pro

Asset Allocation

Position	Category/Sector	Target Weight
SPY State Street SPDR S&P 500 ETF	S&P 500	30%
NVDA NVIDIA Corporation	Technology	8%
MSFT Microsoft Corporation	Technology	7%
ASML ASML Holding N.V.	Technology	5%
NEE NextEra Energy, Inc.	Utilities	5%
SU.PA Schneider Electric S.E.	Industrials	5%
PWR Quanta Services, Inc.	Industrials	5%
CASH Meta Financial Group, Inc.	Financial Services	5%
LLY Eli Lilly and Company	Healthcare	4.50%
ISRG Intuitive Surgical, Inc.	Healthcare	4%
RHM.DE Rheinmetall AG	Industrials	4%
DHR Danaher Corporation	Healthcare	3.50%
LHX L3Harris Technologies, Inc.	Industrials	3.50%
V Visa Inc.	Financial Services	3%
ACM AECOM	Industrials	2.50%
NU Nu Holdings Ltd.	Financial Services	2.50%
HDB HDFC Bank Limited	Financial Services	2.50%

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 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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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	1.65%	1.97%	10.35%	10.82%	26.39%	19.66%	12.33%	13.81%
Portfolio Claude Pro	1.24%	1.62%	7.43%	7.80%	23.31%	28.08%	—	—
Portfolio components:
ACM AECOM	-0.76%	-2.41%	-26.51%	-28.48%	-37.17%	-6.12%	3.10%	8.48%
ASML ASML Holding N.V.	1.56%	26.03%	77.53%	74.60%	150.66%	39.28%	23.28%	36.21%
CASH Meta Financial Group, Inc.	-2.54%	2.73%	15.67%	11.54%	10.58%	19.67%	9.35%	17.45%
DHR Danaher Corporation	0.56%	11.85%	-20.72%	-20.48%	-9.13%	-4.95%	-3.10%	11.22%
HDB HDFC Bank Limited	2.36%	1.19%	-32.29%	-31.26%	-31.53%	-7.62%	-6.14%	5.53%
ISRG Intuitive Surgical, Inc.	1.34%	-1.09%	-26.45%	-25.55%	-18.67%	8.14%	7.48%	19.30%
LHX L3Harris Technologies, Inc.	-1.18%	0.66%	4.39%	6.22%	20.28%	18.17%	8.64%	16.18%
LLY Eli Lilly and Company	-0.32%	12.38%	5.44%	6.68%	38.81%	37.10%	39.92%	33.49%
MSFT Microsoft Corporation	2.31%	-5.05%	-16.97%	-15.43%	-15.16%	6.13%	10.11%	24.60%
NEE NextEra Energy, Inc.	0.15%	-7.08%	8.80%	6.97%	18.50%	7.57%	6.03%	13.52%

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

Monthly Returns

Based on dividend-adjusted daily data since Dec 9, 2021, Claude Pro's average daily return is +0.08%, while the average monthly return is +1.78%. At this rate, an investment would double in approximately 3.3 years.

Historically, 67% of months were positive and 33% 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%	7.95%	2.27%	-0.33%							7.43%
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												0.74%	0.74%

Benchmark Metrics

Claude Pro has an annualized alpha of 9.03%, beta of 1.05, and R2 of 0.90 versus S&P 500 Index. Calculated based on daily prices since December 09, 2021.

This portfolio captured 131.31% of S&P 500 Index gains but only 90.41% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 9.03% 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: 9.03%

Beta: 1.05

R²: 0.90

Upside Capture: 131.31%

Downside Capture: 90.41%

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

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 26 for risk / return — below 26% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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 Claude Pro 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	1.66	2.14	-0.48
Sortino ratioReturn per unit of downside risk	2.38	2.89	-0.51
Omega ratioGain probability vs. loss probability	1.29	1.39	-0.09
Calmar ratioReturn relative to maximum drawdown	2.13	2.91	-0.78
Martin ratioReturn relative to average drawdown	9.68	13.08	-3.41

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
ACM AECOM	7	-1.16	-1.53	0.78	-0.77	-1.46
ASML ASML Holding N.V.	96	3.56	3.91	1.48	8.49	22.87
CASH Meta Financial Group, Inc.	52	0.37	0.69	1.09	0.48	0.95
DHR Danaher Corporation	28	-0.33	-0.30	0.97	-0.28	-0.66
HDB HDFC Bank Limited	5	-1.29	-1.89	0.77	-0.77	-1.56
ISRG Intuitive Surgical, Inc.	17	-0.61	-0.79	0.91	-0.58	-1.16
LHX L3Harris Technologies, Inc.	64	0.83	1.30	1.15	0.99	2.55
LLY Eli Lilly and Company	71	1.03	1.58	1.21	1.68	4.19
MSFT Microsoft Corporation	20	-0.60	-0.68	0.91	-0.45	-0.92
NEE NextEra Energy, Inc.	65	0.78	1.22	1.16	1.28	3.53

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 Claude Pro Sharpe ratio is 1.66 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.56 to 2.44, 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 0.92% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.92%	0.89%	0.95%	1.49%	1.18%	0.89%	1.08%	1.24%	1.48%	1.29%	2.62%	1.51%
Portfolio components:
ACM AECOM	1.64%	1.09%	0.82%	0.78%	0.71%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ASML ASML Holding N.V.	0.46%	0.97%	0.97%	0.86%	1.27%	0.50%	0.50%	1.40%	0.94%	0.64%	0.92%	0.73%
CASH Meta Financial Group, Inc.	0.24%	0.28%	0.27%	0.38%	0.46%	0.34%	0.55%	0.55%	0.96%	0.56%	0.51%	1.13%
DHR Danaher Corporation	0.75%	0.56%	0.47%	12.64%	0.38%	0.26%	0.32%	0.44%	0.62%	0.60%	32.55%	0.58%
HDB HDFC Bank Limited	3.43%	2.32%	2.19%	2.06%	1.70%	0.81%	0.00%	0.17%	0.55%	0.49%	0.66%	0.58%
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%
LHX L3Harris Technologies, Inc.	1.61%	1.64%	2.21%	2.17%	2.15%	1.91%	1.80%	1.45%	1.86%	1.55%	2.01%	2.23%
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	0.89%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
NEE NextEra Energy, Inc.	2.76%	2.82%	2.87%	3.08%	2.03%	1.65%	1.81%	2.06%	2.55%	2.52%	2.91%	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 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 1.76%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-25.35%Oct 2022	6mo 18d	6mo 1d	1y 14dMar 2022 - Apr 2023
2025 selloff2025	-14.68%Apr 2025	2mo 14d	1mo	3mo 14dJan 2025 - May 2025
Bear market2022	-13.49%Feb 2022	1mo 27d	1mo	2mo 27dDec 2021 - Mar 2022
2023 correction2023	-11.19%Oct 2023	3mo 10d	1mo 5d	4mo 15dJul 2023 - Dec 2023
2026 correction2026	-10.64%Mar 2026	1mo 2d	18d	1mo 20dFeb 2026 - Apr 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. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.

Diversification Ratio

	1Y	3Y	All Time
Diversification Ratio	1.91	1.69	1.55

The portfolio has a diversification ratio of 1.55, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Claude Pro correlation to the S&P 500 Index

Claude Pro has a 0.90 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	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (All Time) Calculated using the full available price history since Dec 9, 2021	0.94

Benchmark Correlations

Correlation vs. S&P 500 Index. SPY has the highest benchmark correlation at 1.00, while RHM.DE has the lowest at 0.17.

0.17

0.29

0.33

0.33

0.43

0.48

0.51

DHR

0.52

CASH

0.53

0.57

0.58

0.60

0.67

0.71

0.71

0.73

1.00

Portfolio Correlations

Correlation vs. Claude Pro. SPY has the highest portfolio correlation at 0.93, while LHX has the lowest at 0.30.

0.30

0.30

0.34

0.37

0.44

0.52

0.53

0.55

0.56

0.60

0.65

0.68

0.71

0.76

0.77

0.93

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	LHX	LLY	NEE	HDB	SU.PA	NU	CASH	DHR	V	PWR	ACM	NVDA	MSFT	ISRG	ASML	SPY
RHM.DE	1.00	0.20	0.04	0.07	0.14	0.24	0.13	0.11	0.08	0.11	0.15	0.19	0.13	0.11	0.13	0.13	0.17
LHX	0.20	1.00	0.17	0.30	0.14	0.08	0.11	0.23	0.27	0.22	0.26	0.36	0.06	0.12	0.18	0.11	0.29
LLY	0.04	0.17	1.00	0.21	0.15	0.11	0.15	0.11	0.27	0.24	0.25	0.20	0.20	0.22	0.32	0.20	0.33
NEE	0.07	0.30	0.21	1.00	0.21	0.16	0.17	0.21	0.28	0.23	0.30	0.26	0.08	0.16	0.21	0.18	0.33
HDB	0.14	0.14	0.15	0.21	1.00	0.28	0.31	0.31	0.27	0.33	0.26	0.31	0.26	0.29	0.31	0.29	0.43
SU.PA	0.24	0.08	0.11	0.16	0.28	1.00	0.28	0.26	0.29	0.25	0.38	0.32	0.36	0.32	0.31	0.50	0.47
NU	0.13	0.11	0.15	0.17	0.31	0.28	1.00	0.33	0.24	0.33	0.35	0.33	0.43	0.37	0.38	0.41	0.50
CASH	0.11	0.23	0.11	0.21	0.31	0.26	0.33	1.00	0.35	0.37	0.31	0.45	0.31	0.31	0.35	0.33	0.53
DHR	0.08	0.27	0.27	0.28	0.27	0.29	0.24	0.35	1.00	0.38	0.30	0.39	0.26	0.35	0.45	0.38	0.52
V	0.11	0.22	0.24	0.23	0.33	0.25	0.33	0.37	0.38	1.00	0.29	0.38	0.30	0.43	0.45	0.35	0.57
PWR	0.15	0.26	0.25	0.30	0.26	0.38	0.35	0.31	0.30	0.29	1.00	0.57	0.46	0.36	0.40	0.48	0.60
ACM	0.19	0.36	0.20	0.26	0.31	0.32	0.33	0.45	0.39	0.38	0.57	1.00	0.35	0.36	0.40	0.42	0.58
NVDA	0.13	0.06	0.20	0.08	0.26	0.36	0.43	0.31	0.26	0.30	0.46	0.35	1.00	0.61	0.49	0.65	0.70
MSFT	0.11	0.12	0.22	0.16	0.29	0.32	0.37	0.31	0.35	0.43	0.36	0.36	0.61	1.00	0.53	0.51	0.72
ISRG	0.13	0.18	0.32	0.21	0.31	0.31	0.38	0.35	0.45	0.45	0.40	0.40	0.49	0.53	1.00	0.52	0.67
ASML	0.13	0.11	0.20	0.18	0.29	0.50	0.41	0.33	0.38	0.35	0.48	0.42	0.65	0.51	0.52	1.00	0.70
SPY	0.17	0.29	0.33	0.33	0.43	0.47	0.50	0.53	0.52	0.57	0.60	0.58	0.70	0.72	0.67	0.70	1.00

The correlation results are calculated based on daily price changes starting from Dec 9, 2021

Diversification Analysis

Find what Claude Pro is missing

See which holdings overlap, where Claude Pro is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification