COMBO

Asset Allocation

Position	Category/Sector	Target Weight
ANET Arista Networks, Inc.	Technology	1.37%
ASML ASML Holding N.V.	Technology	1.37%
DXCM DexCom, Inc.	Healthcare	1.37%
EXEL Exelixis, Inc.	Healthcare	1.37%
FTNT Fortinet, Inc.	Technology	1.37%
GOOG Alphabet Inc	Communication Services	1.37%
GOOGL Alphabet Inc. Class A	Communication Services	1.37%
KLAC KLA Corporation	Technology	1.37%
LLY Eli Lilly and Company	Healthcare	1.37%
MPWR Monolithic Power Systems, Inc.	Technology	1.37%
NVMI Nova Ltd	Technology	1.37%
UTHR United Therapeutics Corporation	Healthcare	1.37%
NFLX Netflix, Inc.	Communication Services	1.37%
NET Cloudflare, Inc.	Technology	1.37%
EXC Exelon Corporation	Utilities	1.37%
ARIS Aris Water Solutions, Inc.	Utilities	1.37%
MU Micron Technology, Inc.	Technology	1.37%
TCMD Tactile Systems Technology, Inc.	Healthcare	1.37%
GCT GigaCloud Technology Inc	Technology	1.37%
JCI Johnson Controls International plc	Industrials	1.37%
CSX CSX Corporation	Industrials	1.37%
RPRX Royalty Pharma plc	Healthcare	1.37%
YETI YETI Holdings, Inc.	Consumer Cyclical	1.37%
MSFT Microsoft Corporation	Technology	1.37%
NVDA NVIDIA Corporation	Technology	1.37%
CEG Constellation Energy Corp	Utilities	1.37%
CRWD CrowdStrike Holdings, Inc.	Technology	1.37%
CCJ Cameco Corporation	Energy	1.37%
CAT Caterpillar Inc.	Industrials	1.37%
MAMA Mama's Creations Inc.	Consumer Defensive	1.37%
AUPH Aurinia Pharmaceuticals Inc.	Healthcare	1.37%
ADEA Adeia Inc	Technology	1.37%
MRK Merck & Co., Inc.	Healthcare	1.37%
CVX Chevron Corporation	Energy	1.37%
VIST Vista Oil & Gas, S.A.B. de C.V.	Energy	1.37%
AUGO Aura Minerals Inc. Common Shares	Basic Materials	1.37%
ISSC Innovative Solutions and Support, Inc.	Industrials	1.37%
AAPL Apple Inc	Technology	1.37%
AMD Advanced Micro Devices, Inc.	Technology	1.37%
AVHNY Ackermans & Van Haaren NV ADR	Industrials	1.37%
SDZNY Sandoz Group AG	Healthcare	1.37%
ATI Allegheny Technologies Incorporated	Industrials	1.37%
GLW Corning Incorporated	Technology	1.37%
TXG 10x Genomics, Inc.	Healthcare	1.37%
SLAB Silicon Laboratories Inc.	Technology	1.37%
JHG Janus Henderson Group plc	Financial Services	1.37%
KGC Kinross Gold Corporation	Basic Materials	1.37%
YUMC Yum China Holdings, Inc.	Consumer Cyclical	1.37%
MLI Mueller Industries, Inc.	Industrials	1.37%
B Barrick Mining Corporation	Basic Materials	1.37%
MITSY Mitsui & Company Ltd	Industrials	1.37%
TTE TotalEnergies SE	Energy	1.37%
INSW International Seaways, Inc.	Energy	1.37%
KLIC Kulicke and Soffa Industries, Inc.	Technology	1.37%
TER Teradyne, Inc.	Technology	1.37%
MUSA Murphy USA Inc.	Consumer Cyclical	1.37%
PLAB Photronics, Inc.	Technology	1.37%
CIEN Ciena Corporation	Technology	1.37%
CENX Century Aluminum Company	Basic Materials	1.37%
HSHP Himalaya Shipping Ltd.	Industrials	1.37%
ESLT Elbit Systems Ltd	Industrials	1.37%
ELA Envela Corporation	Consumer Cyclical	1.37%
YOU Clear Secure, Inc.	Technology	1.37%
AGX Argan, Inc.	Industrials	1.37%
SMSN.L Samsung Electronics Co. Ltd	Technology	1.37%
XOM Exxon Mobil Corporation	Energy	1.37%
LITE Lumentum Holdings Inc.	Technology	1.37%
FSLY Fastly, Inc.	Technology	1.37%
ICHR Ichor Holdings, Ltd.	Technology	1.37%
VRT Vertiv Holdings Co.	Industrials	1.37%
NYT The New York Times Company	Communication Services	1.37%
NHC National HealthCare Corporation	Healthcare	1.37%
DAVE Dave Inc.	Technology	1.37%

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 COMBO, 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	-2.64%	-0.21%	7.86%	7.85%	23.05%	19.90%	11.79%	13.33%
Portfolio COMBO	-4.58%	-0.67%	43.36%	49.22%	—	—	—	—
Portfolio components:
AAPL Apple Inc	-1.25%	4.88%	13.26%	10.45%	51.31%	20.25%	20.16%	29.85%
ADEA Adeia Inc	-10.44%	-1.68%	68.68%	132.60%	118.76%	42.98%	39.86%	15.51%
AGX Argan, Inc.	0.77%	2.13%	122.19%	121.92%	187.42%	155.28%	73.58%	38.67%
AMD Advanced Micro Devices, Inc.	-10.86%	2.46%	117.77%	113.97%	301.39%	55.42%	41.72%	59.02%
ANET Arista Networks, Inc.	-7.07%	8.82%	17.74%	19.97%	58.63%	56.93%	47.77%	41.90%
ARIS Aris Water Solutions, Inc.	-11.14%	-22.69%	-6.16%	7.63%	141.75%	83.62%	—	—
ASML ASML Holding N.V.	-6.59%	3.12%	53.99%	49.85%	119.73%	33.16%	20.37%	33.39%
ATI Allegheny Technologies Incorporated	-2.00%	12.05%	54.64%	76.75%	111.27%	66.45%	49.38%	29.35%
AUGO Aura Minerals Inc. Common Shares	-9.66%	-25.67%	22.00%	49.22%	—	—	—	—
AUPH Aurinia Pharmaceuticals Inc.	-3.24%	4.01%	-0.69%	1.41%	93.41%	14.91%	4.88%	18.75%

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

Monthly Returns

Based on dividend-adjusted daily data since Jul 17, 2025, COMBO's average daily return is +0.32%, while the average monthly return is +6.18%. At this rate, an investment would double in approximately 1.0 years.

Historically, 83% of months were positive and 17% were negative. The best month was Feb 2026 with a return of +14.0%, while the worst month was Jun 2026 at -2.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 1 months.

On a daily basis, COMBO closed higher 61% of trading days. The best single day was Feb 6, 2026 with a return of +4.1%, while the worst single day was Jun 5, 2026 at -4.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	9.28%	13.98%	-0.73%	11.88%	6.39%	-2.59%							43.36%
2025							1.27%	5.55%	8.83%	8.00%	6.61%	5.73%	41.62%

Benchmark Metrics

COMBO has an annualized alpha of 72.53%, beta of 1.42, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since July 17, 2025.

This portfolio captured 282.81% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -250.76%) - a profile typical of hedging or uncorrelated assets.
This portfolio generated an annualized alpha of 72.53% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 72.53%

Beta: 1.42

R²: 0.70

Upside Capture: 282.81%

Downside Capture: -250.76%

Expense Ratio

COMBO 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

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for COMBO and compares them with S&P 500 Index.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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
AAPL Apple Inc	90	2.42	3.39	1.43	3.92	9.86
ADEA Adeia Inc	87	1.98	2.59	1.38	3.48	9.89
AGX Argan, Inc.	93	2.68	3.30	1.41	7.95	20.95
AMD Advanced Micro Devices, Inc.	97	4.63	4.38	1.58	11.00	22.75
ANET Arista Networks, Inc.	74	1.17	1.76	1.22	2.20	4.61
ARIS Aris Water Solutions, Inc.	91	2.65	2.67	1.38	5.18	17.41
ASML ASML Holding N.V.	93	2.96	3.40	1.42	6.83	18.38
ATI Allegheny Technologies Incorporated	91	2.76	3.04	1.46	4.55	11.35
AUGO Aura Minerals Inc. Common Shares	—	—	—	—	—	—
AUPH Aurinia Pharmaceuticals Inc.	90	2.12	2.70	1.39	6.06	13.20

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for COMBO. This metric is based on the past 12 months of trading data. Please check back later for updated information.

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Dividends

Dividend yield

COMBO provided a 0.80% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.80%	0.97%	1.31%	1.09%	1.07%	1.22%	1.29%	0.88%	0.94%	0.95%	0.87%	1.03%
Portfolio components:
AAPL Apple Inc	0.34%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
ADEA Adeia Inc	0.69%	1.16%	1.43%	1.61%	0.95%	1.06%	2.39%	4.32%	4.35%	3.28%	1.81%	2.67%
AGX Argan, Inc.	0.27%	0.52%	0.93%	2.24%	2.71%	1.94%	7.31%	2.49%	1.98%	4.44%	1.42%	2.16%
AMD Advanced Micro Devices, 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%
ANET Arista Networks, 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%
ARIS Aris Water Solutions, Inc.	0.00%	0.00%	0.00%	0.00%	3.84%	0.85%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ASML ASML Holding N.V.	0.54%	0.97%	0.97%	0.86%	1.27%	0.50%	0.50%	1.40%	0.94%	0.64%	0.92%	0.73%
ATI Allegheny Technologies Incorporated	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	1.51%	5.51%
AUGO Aura Minerals Inc. Common Shares	3.73%	1.61%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AUPH Aurinia Pharmaceuticals 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%

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 COMBO. 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 COMBO was 5.70%, occurring on Mar 6, 2026. Recovery took 13 trading sessions.

The current COMBO drawdown is 5.00%.

Related event	Drawdown	Fall	Recovery	Underwater
2026 pullback2026	-5.70%Mar 2026	3d	19d	22dMar 2026 - Mar 2026
2026 pullback2026	-5.67%Mar 2026	4d	2d	6dMar 2026 - Apr 2026
2025 pullback2025	-5.46%Nov 2025	7d	5d	12dNov 2025 - Nov 2025
2026 pullback2026	-5.00%Jun 2026	2d	—	6d 3hJun 2026 - now
2026 pullback2026	-4.32%May 2026	4d	7d	11dMay 2026 - May 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 73 assets, with an effective number of assets of 73.00, 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

	All Time
Diversification Ratio	2.48

The portfolio has a diversification ratio of 2.48, placing it in the top 5% across portfolios — assets in this portfolio move largely independently, providing strong diversification benefit.

COMBO correlation to the S&P 500 Index

COMBO has a 0.83 correlation to S&P 500 Index over the full available history. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 17, 2025	0.83

Benchmark Correlations

Correlation vs. S&P 500 Index. ASML has the highest benchmark correlation at 0.63, while XOM has the lowest at -0.16.

-0.16

-0.15

-0.12

-0.10

-0.07

-0.02

0.01

0.06

0.09

0.11

0.14

0.15

0.15

0.17

0.21

0.22

0.24

0.24

0.26

0.26

0.27

0.28

0.29

0.31

0.33

0.34

0.34

0.34

0.34

0.36

0.36

0.37

0.37

0.38

0.38

0.38

0.39

0.40

0.40

0.41

0.42

0.43

0.44

0.45

0.46

0.46

0.47

0.49

0.49

0.49

0.49

0.49

0.50

0.51

0.51

0.52

0.54

0.55

0.56

0.56

0.57

0.57

0.58

0.59

0.59

0.59

0.60

0.60

0.62

0.62

0.63

Portfolio Correlations

Correlation vs. COMBO. ICHR has the highest portfolio correlation at 0.76, while EXC has the lowest at -0.10.

-0.10

-0.10

-0.07

-0.04

0.02

0.02

0.02

0.03

0.07

0.13

0.15

0.19

0.19

0.23

0.23

0.24

0.24

0.26

0.26

0.26

0.26

0.30

0.30

0.31

0.32

0.33

0.33

0.34

0.35

0.36

0.37

0.37

0.38

0.39

0.39

0.41

0.42

0.44

0.45

0.45

0.46

0.46

0.46

0.47

0.47

0.47

0.49

0.49

0.50

0.51

0.51

0.53

0.54

AGX

0.54

JCI

0.56

MLI

0.56

0.59

0.60

0.61

0.61

0.63

0.66

0.68

0.68

0.68

0.68

0.69

0.70

0.72

0.72

0.73

0.74

0.76

Asset Correlations Table

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

The correlation results are calculated based on daily price changes starting from Jul 17, 2025

Diversification Analysis

Find what COMBO is missing

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

Analyze Diversification