Rock Solid Portfolio- Next Steps

Asset Allocation

Position	Category/Sector	Target Weight
NVDA NVIDIA Corporation	Technology	20%
WELL Welltower Inc.	Real Estate	20%
LLY Eli Lilly and Company	Healthcare	20%
JNJ Johnson & Johnson	Healthcare	15%
IBM International Business Machines Corporation	Technology	15%
WMT Walmart Inc.	Consumer Defensive	10%

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 Rock Solid Portfolio- Next Steps, 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 13, 2026, the Rock Solid Portfolio- Next Steps returned 10.34% Year-To-Date and 32.00% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.17%	8.56%	8.85%	22.93%	19.37%	11.84%	13.61%
Portfolio Rock Solid Portfolio- Next Steps	-0.17%	2.84%	10.34%	11.12%	40.14%	44.34%	36.58%	32.00%
Portfolio components:
IBM International Business Machines Corporation	-0.95%	26.84%	-6.89%	-10.81%	-0.65%	29.65%	18.01%	11.09%
JNJ Johnson & Johnson	1.07%	5.14%	17.68%	15.11%	57.60%	17.82%	10.94%	10.46%
LLY Eli Lilly and Company	-2.41%	11.74%	5.78%	10.64%	40.51%	37.45%	39.59%	33.45%
NVDA NVIDIA Corporation	0.16%	-9.03%	10.16%	17.38%	41.70%	71.13%	63.13%	67.95%
WELL Welltower Inc.	1.69%	-2.68%	16.22%	15.53%	43.19%	40.64%	24.91%	15.50%
WMT Walmart Inc.	0.45%	-7.93%	9.07%	4.13%	28.71%	34.18%	22.42%	19.77%

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

Monthly Returns

Based on dividend-adjusted daily data since Jan 2, 2001, Rock Solid Portfolio- Next Steps's average daily return is +0.08%, while the average monthly return is +1.71%. At this rate, an investment would double in approximately 3.4 years.

Historically, 65% of months were positive and 35% were negative. The best month was Oct 2002 with a return of +16.3%, while the worst month was Oct 2008 at -17.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Rock Solid Portfolio- Next Steps closed higher 54% of trading days. The best single day was Oct 28, 2008 with a return of +10.5%, while the worst single day was Mar 16, 2020 at -12.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.80%	0.08%	-3.98%	4.28%	6.54%	0.55%							10.34%
2025	4.72%	7.51%	-5.61%	1.60%	2.54%	6.68%	2.02%	0.74%	6.95%	6.15%	8.23%	-1.82%	46.42%
2024	8.75%	12.47%	5.12%	-3.77%	10.09%	5.87%	1.10%	8.96%	1.76%	0.63%	3.25%	-4.56%	60.32%
2023	6.83%	1.79%	7.35%	5.66%	7.25%	8.35%	3.33%	5.95%	-4.74%	-0.26%	7.65%	2.01%	63.74%
2022	-5.61%	-2.42%	11.52%	-6.30%	0.84%	-4.03%	4.69%	-8.50%	-6.72%	7.93%	11.54%	-6.49%	-6.32%
2021	2.79%	2.32%	1.25%	4.18%	4.99%	10.29%	1.82%	5.17%	-6.65%	5.68%	4.84%	3.99%	47.97%

Benchmark Metrics

Rock Solid Portfolio- Next Steps has an annualized alpha of 14.05%, beta of 0.89, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since January 02, 2001.

This portfolio captured 136.62% of S&P 500 Index gains but only 75.33% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 14.05% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 0.89 and R2 of 0.70, 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: 14.05%

Beta: 0.89

R²: 0.70

Upside Capture: 136.62%

Downside Capture: 75.33%

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

Expense Ratio

Rock Solid Portfolio- Next Steps 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

Rock Solid Portfolio- Next Steps ranks 91 for risk / return — in the top 91% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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 Rock Solid Portfolio- Next Steps 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	3.00	1.86	+1.14
Sortino ratioReturn per unit of downside risk	4.27	2.53	+1.73
Omega ratioGain probability vs. loss probability	1.55	1.34	+0.22
Calmar ratioReturn relative to maximum drawdown	4.78	2.53	+2.25
Martin ratioReturn relative to average drawdown	18.80	11.37	+7.43

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
IBM International Business Machines Corporation	41	-0.02	0.26	1.04	-0.02	-0.05
JNJ Johnson & Johnson	96	3.42	4.94	1.61	5.28	15.52
LLY Eli Lilly and Company	73	1.07	1.62	1.22	1.72	4.28
NVDA NVIDIA Corporation	75	1.20	1.75	1.21	2.07	4.94
WELL Welltower Inc.	87	2.01	2.66	1.34	3.44	8.47
WMT Walmart Inc.	76	1.22	1.79	1.23	1.83	5.82

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.

The current Rock Solid Portfolio- Next Steps Sharpe ratio is 3.00 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 1.53 to 2.41, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Rock Solid Portfolio- Next Steps 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

Rock Solid Portfolio- Next Steps provided a 1.19% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.19%	1.22%	1.60%	1.91%	2.22%	2.06%	2.52%	2.58%	2.94%	2.78%	2.87%	2.98%
Portfolio components:
IBM International Business Machines Corporation	2.47%	2.27%	3.03%	4.05%	4.68%	4.74%	5.17%	4.80%	5.46%	3.85%	3.31%	3.63%
JNJ Johnson & Johnson	2.18%	2.48%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%
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%
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%
WELL Welltower Inc.	1.38%	1.52%	2.03%	2.71%	3.72%	2.84%	4.18%	4.26%	5.01%	5.46%	5.14%	4.85%
WMT Walmart Inc.	0.80%	0.84%	0.92%	1.45%	1.58%	1.52%	1.50%	1.78%	2.23%	2.07%	2.89%	3.20%

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 Rock Solid Portfolio- Next Steps. 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 Rock Solid Portfolio- Next Steps was 43.18%, occurring on Nov 20, 2008. Recovery took 534 trading sessions.

The current Rock Solid Portfolio- Next Steps drawdown is 0.78%.

Related event	Drawdown	Fall	Recovery	Underwater
Financial crisis2007–2009	-43.18%Nov 2008	1y 1mo	2y 1mo	3y 3moOct 2007 - Jan 2011
Dot-com crash2000–2002	-40.97%Oct 2002	9mo 8d	1y 4mo	2y 1moJan 2002 - Feb 2004
COVID crash2020	-29.62%Mar 2020	1mo 2d	4mo 1d	5mo 3dFeb 2020 - Jul 2020
Bear market2022	-23.02%Oct 2022	6mo 14d	4mo 7d	10mo 21dMar 2022 - Feb 2023
2004 bear market2004	-21.13%Aug 2004	4mo 3d	4mo 10d	8mo 13dApr 2004 - Dec 2004

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 6 assets, with an effective number of assets of 5.71, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	2.21	1.85	1.73	1.62	1.52

The portfolio has a diversification ratio of 1.52, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Rock Solid Portfolio- Next Steps correlation to the S&P 500 Index

Rock Solid Portfolio- Next Steps has a 0.52 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	0.52
Correlation (3Y) Calculated over the trailing 3-year period	0.67
Correlation (5Y) Calculated over the trailing 5-year period	0.75
Correlation (10Y) Calculated over the trailing 10-year period	0.74
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001	0.77

Benchmark Correlations

Correlation vs. S&P 500 Index. IBM has the highest benchmark correlation at 0.63, while WELL has the lowest at 0.44.

0.44

0.46

0.47

0.47

0.58

0.63

Portfolio Correlations

Correlation vs. Rock Solid Portfolio- Next Steps. NVDA has the highest portfolio correlation at 0.75, while WMT has the lowest at 0.46.

0.46

0.48

0.54

0.59

0.62

0.75

Asset Correlations Table

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

	WELL	WMT	NVDA	JNJ	LLY	IBM
WELL	1.00	0.27	0.20	0.26	0.26	0.30
WMT	0.27	1.00	0.21	0.35	0.31	0.35
NVDA	0.20	0.21	1.00	0.15	0.23	0.37
JNJ	0.26	0.35	0.15	1.00	0.46	0.36
LLY	0.26	0.31	0.23	0.46	1.00	0.32
IBM	0.30	0.35	0.37	0.36	0.32	1.00

The correlation results are calculated based on daily price changes starting from Jan 2, 2001

Diversification Analysis

Find what Rock Solid Portfolio- Next Steps is missing

See which holdings overlap, where Rock Solid Portfolio- Next Steps is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification