BAD ASS PORTFOLIO++

Asset Allocation

Position	Category/Sector	Target Weight
JNJ Johnson & Johnson	Healthcare	25%
WELL Welltower Inc.	Real Estate	20%
WMT Walmart Inc.	Consumer Defensive	20%
IBM International Business Machines Corporation	Technology	20%
SLS SELLAS Life Sciences Group, Inc.	Healthcare	15%

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 BAD ASS PORTFOLIO++, 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	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio BAD ASS PORTFOLIO++	-1.59%	13.02%	23.62%	39.56%	74.82%	41.16%	20.30%	—
Portfolio components:
IBM International Business Machines Corporation	-1.41%	22.22%	-3.95%	-7.98%	7.12%	31.74%	18.84%	11.34%
JNJ Johnson & Johnson	-0.26%	5.50%	13.43%	16.43%	53.49%	16.56%	10.04%	10.06%
SLS SELLAS Life Sciences Group, Inc.	-3.04%	59.28%	111.67%	338.46%	395.65%	69.45%	-6.44%	—
WELL Welltower Inc.	-3.35%	-6.50%	8.50%	0.26%	31.48%	37.93%	23.47%	14.83%
WMT Walmart Inc.	0.80%	-8.13%	7.98%	6.15%	23.97%	34.37%	22.47%	19.62%

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

Monthly Returns

Based on dividend-adjusted daily data since Jan 2, 2018, BAD ASS PORTFOLIO++'s average daily return is +0.07%, while the average monthly return is +1.29%. At this rate, an investment would double in approximately 4.5 years.

Historically, 52% of months were positive and 48% were negative. The best month was Oct 2022 with a return of +25.0%, while the worst month was Mar 2020 at -12.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, BAD ASS PORTFOLIO++ closed higher 52% of trading days. The best single day was Dec 10, 2020 with a return of +50.8%, while the worst single day was Dec 11, 2020 at -28.1%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.76%	6.89%	-4.54%	3.42%	17.16%	-4.54%							23.62%
2025	16.56%	-1.17%	-3.44%	6.42%	4.16%	6.89%	-3.89%	4.66%	4.13%	4.20%	5.62%	13.89%	73.05%
2024	-2.83%	9.08%	1.10%	-1.28%	7.48%	-1.79%	5.43%	8.66%	3.04%	-1.09%	4.18%	-5.46%	28.41%
2023	6.74%	-12.04%	-1.06%	2.98%	1.09%	3.95%	3.16%	-0.89%	-0.81%	-5.77%	4.94%	1.72%	2.53%
2022	-0.84%	-1.58%	9.86%	-8.55%	-1.56%	-4.71%	2.98%	-0.49%	-11.12%	25.01%	-7.01%	-4.38%	-6.89%
2021	-1.18%	5.90%	5.86%	1.33%	9.63%	1.32%	-1.45%	2.55%	-4.64%	-1.61%	-5.66%	5.63%	17.81%

Benchmark Metrics

BAD ASS PORTFOLIO++ has an annualized alpha of 8.68%, beta of 0.67, and R2 of 0.16 versus S&P 500 Index. Calculated based on daily prices since January 02, 2018.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (95.64%) than losses (92.41%) - typical of diversified or defensive assets.
Beta of 0.67 may look defensive, but with R2 of 0.16 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
R2 of 0.16 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha: 8.68%

Beta: 0.67

R²: 0.16

Upside Capture: 95.64%

Downside Capture: 92.41%

Expense Ratio

BAD ASS PORTFOLIO++ 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

BAD ASS PORTFOLIO++ ranks 96 for risk / return — in the top 96% 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 BAD ASS PORTFOLIO++ and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	3.48	1.94	+1.55
Sortino ratioReturn per unit of downside risk	4.69	2.63	+2.06
Omega ratioGain probability vs. loss probability	1.56	1.35	+0.21
Calmar ratioReturn relative to maximum drawdown	7.79	2.59	+5.20
Martin ratioReturn relative to average drawdown	25.90	11.84	+14.06
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
IBM International Business Machines Corporation	47	0.18	0.53	1.07	0.23	0.50
JNJ Johnson & Johnson	95	3.19	4.65	1.57	4.91	14.52
SLS SELLAS Life Sciences Group, Inc.	95	4.17	3.74	1.44	10.92	21.93
WELL Welltower Inc.	79	1.48	2.03	1.26	2.51	6.21
WMT Walmart Inc.	71	1.02	1.54	1.20	1.53	5.02

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.

BAD ASS PORTFOLIO++ Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 3.48
5-Year: 0.96
All Time: 0.42

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 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 BAD ASS PORTFOLIO++ 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

BAD ASS PORTFOLIO++ provided a 1.50% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.50%	1.55%	2.05%	2.39%	2.63%	2.43%	2.80%	2.81%	3.23%	2.87%	2.95%	3.05%
Portfolio components:
IBM International Business Machines Corporation	2.40%	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	2.26%	2.48%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%
SLS SELLAS Life Sciences Group, 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%
WELL Welltower Inc.	1.48%	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.	0.81%	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 BAD ASS PORTFOLIO++. 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 BAD ASS PORTFOLIO++ was 47.11%, occurring on Mar 23, 2020. Recovery took 183 trading sessions.

The current BAD ASS PORTFOLIO++ drawdown is 3.00%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-47.11%Mar 2020	1y 11mo	8mo 22d	2y 8moApr 2018 - Dec 2020
Bear market2022	-38.85%Oct 2022	1y 10mo	2y 3mo	4y 1moDec 2020 - Jan 2025
2018 correction2018	-17.56%Mar 2018	1mo 23d	10d	2mo 3dJan 2018 - Apr 2018
2025 selloff2025	-13.77%Apr 2025	2mo 1d	22d	2mo 23dFeb 2025 - Apr 2025
2026 pullback2026	-9.66%Mar 2026	20d	1mo 15d	2mo 5dMar 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 5 assets, with an effective number of assets of 4.88, 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	All Time
Diversification Ratio	1.89	1.75	1.69	1.64

The portfolio has a diversification ratio of 1.64, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

BAD ASS PORTFOLIO++ correlation to the S&P 500 Index

BAD ASS PORTFOLIO++ has a 0.30 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	0.30
Correlation (3Y) Calculated over the trailing 3-year period	0.34
Correlation (5Y) Calculated over the trailing 5-year period	0.45
Correlation (All Time) Calculated using the full available price history since Jan 2, 2018	0.49

Benchmark Correlations

Correlation vs. S&P 500 Index. IBM has the highest benchmark correlation at 0.56, while SLS has the lowest at 0.21.

0.21

0.32

0.35

0.35

0.56

Portfolio Correlations

Correlation vs. BAD ASS PORTFOLIO++. SLS has the highest portfolio correlation at 0.71, while WMT has the lowest at 0.41.

0.41

0.42

0.46

0.50

0.71

Asset Correlations Table

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

	SLS	WELL	WMT	JNJ	IBM
SLS	1.00	0.08	0.05	0.02	0.12
WELL	0.08	1.00	0.22	0.24	0.26
WMT	0.05	0.22	1.00	0.32	0.26
JNJ	0.02	0.24	0.32	1.00	0.30
IBM	0.12	0.26	0.26	0.30	1.00

The correlation results are calculated based on daily price changes starting from Jan 2, 2018

Diversification Analysis

Find what BAD ASS PORTFOLIO++ is missing

See which holdings overlap, where BAD ASS PORTFOLIO++ is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification