denemeDivArist

Asset Allocation

Position	Category/Sector	Target Weight
CAT Caterpillar Inc.	Industrials	11.11%
CVX Chevron Corporation	Energy	11.11%
JNJ Johnson & Johnson	Healthcare	11.11%
LOW Lowe's Companies, Inc.	Consumer Cyclical	11.11%
MCD McDonald's Corporation	Consumer Cyclical	11.11%
MRK Merck & Co., Inc.	Healthcare	11.11%
PEP PepsiCo, Inc.	Consumer Defensive	11.11%
PG The Procter & Gamble Company	Consumer Defensive	11.11%
TGT Target Corporation	Consumer Defensive	11.11%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in denemeDivArist, 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 Oct 19, 2001, corresponding to the inception date of CVX

Returns By Period

As of Apr 2, 2026, the denemeDivArist returned 13.88% Year-To-Date and 14.36% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio denemeDivArist	-0.33%	-2.75%	13.88%	21.31%	27.18%	10.87%	11.43%	14.36%
Portfolio components:
LOW Lowe's Companies, Inc.	-2.10%	-10.35%	-3.77%	-5.71%	0.17%	6.30%	5.79%	13.82%
CAT Caterpillar Inc.	-1.79%	-0.69%	25.49%	46.96%	117.26%	48.52%	27.57%	28.19%
MCD McDonald's Corporation	-0.05%	-7.54%	1.06%	3.61%	0.86%	5.27%	8.85%	11.85%
PEP PepsiCo, Inc.	1.53%	-3.94%	10.38%	12.40%	9.51%	-1.63%	5.35%	7.43%
CVX Chevron Corporation	0.79%	5.40%	31.83%	32.46%	24.90%	9.95%	18.30%	12.53%
PG The Procter & Gamble Company	-0.67%	-10.39%	0.58%	-4.54%	-13.25%	1.10%	3.87%	8.50%
JNJ Johnson & Johnson	-0.44%	-1.50%	18.06%	32.21%	60.80%	19.22%	11.44%	11.41%
TGT Target Corporation	0.00%	-0.29%	24.48%	37.65%	19.10%	-6.85%	-7.05%	7.03%
MRK Merck & Co., Inc.	0.02%	1.62%	15.68%	37.20%	44.64%	6.77%	13.97%	12.22%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 22, 2001, denemeDivArist's average daily return is +0.05%, while the average monthly return is +1.03%. At this rate, your investment would double in approximately 5.6 years.

Historically, 64% of months were positive and 36% were negative. The best month was Oct 2022 with a return of +15.0%, while the worst month was Oct 2008 at -12.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, denemeDivArist closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +11.2%, while the worst single day was Mar 16, 2020 at -11.1%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	9.07%	8.72%	-3.28%	-0.71%									13.88%
2025	1.83%	0.30%	-2.35%	-6.37%	0.36%	1.10%	3.47%	5.16%	-0.16%	2.97%	3.91%	0.23%	10.40%
2024	1.42%	5.19%	4.78%	-4.16%	-1.00%	-1.79%	3.04%	2.88%	2.43%	-3.41%	1.84%	-5.92%	4.65%
2023	0.38%	-2.63%	1.42%	3.26%	-6.72%	6.99%	1.86%	-1.37%	-4.95%	-4.82%	6.29%	5.42%	4.05%
2022	-0.06%	-3.70%	5.54%	1.77%	-2.44%	-6.79%	6.18%	-2.91%	-5.66%	14.97%	5.33%	-2.16%	8.32%
2021	-1.31%	2.03%	8.63%	0.82%	2.95%	0.33%	2.31%	-0.31%	-2.60%	8.80%	-2.89%	6.21%	26.97%

Benchmark Metrics

denemeDivArist has an annualized alpha of 5.97%, beta of 0.77, and R² of 0.77 versus S&P 500 Index. Calculated based on daily prices since October 22, 2001.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (93.95%) than losses (72.54%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 5.97% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 5.97%

Beta: 0.77

R²: 0.77

Upside Capture: 93.95%

Downside Capture: 72.54%

Expense Ratio

denemeDivArist 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

denemeDivArist ranks 74 for risk / return — better than 74% 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	1.80	0.88	+0.92
Sortino ratio Return per unit of downside risk	2.63	1.37	+1.26
Omega ratio Gain probability vs. loss probability	1.33	1.21	+0.12
Calmar ratio Return relative to maximum drawdown	2.70	1.39	+1.31
Martin ratio Return relative to average drawdown	8.06	6.43	+1.62
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
LOW Lowe's Companies, Inc.	37	0.01	0.20	1.02	0.03	0.08
CAT Caterpillar Inc.	96	3.39	4.01	1.54	6.61	23.24
MCD McDonald's Corporation	37	0.05	0.19	1.02	0.02	0.04
PEP PepsiCo, Inc.	51	0.42	0.81	1.09	0.60	1.23
CVX Chevron Corporation	66	0.98	1.37	1.20	1.19	2.67
PG The Procter & Gamble Company	12	-0.71	-0.87	0.90	-0.75	-1.39
JNJ Johnson & Johnson	97	3.51	4.77	1.64	7.48	25.03
TGT Target Corporation	57	0.56	0.98	1.12	1.02	2.16
MRK Merck & Co., Inc.	82	1.55	2.20	1.28	2.89	7.69

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.

denemeDivArist Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 1.80
5-Year: 0.84
10-Year: 0.91
All Time: 0.73

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 1.00 to 1.68, 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 denemeDivArist 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

denemeDivArist provided a 2.66% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.66%	2.98%	2.87%	2.67%	2.41%	2.38%	2.68%	2.54%	2.94%	2.71%	2.98%	3.19%
Portfolio components:
LOW Lowe's Companies, Inc.	2.06%	1.95%	1.82%	1.93%	1.86%	1.08%	1.40%	1.72%	1.93%	1.64%	1.77%	1.34%
CAT Caterpillar Inc.	0.83%	1.02%	1.49%	1.69%	1.93%	2.07%	2.26%	2.56%	2.58%	1.97%	3.32%	4.33%
MCD McDonald's Corporation	2.36%	2.35%	2.34%	2.10%	2.15%	1.96%	2.35%	2.39%	2.36%	2.23%	2.97%	2.91%
PEP PepsiCo, Inc.	3.62%	3.92%	3.51%	2.91%	2.50%	2.45%	2.71%	2.77%	3.25%	2.64%	2.83%	2.76%
CVX Chevron Corporation	3.47%	4.49%	4.50%	4.05%	3.16%	4.52%	6.11%	3.95%	4.12%	3.45%	3.64%	4.76%
PG The Procter & Gamble Company	2.95%	2.91%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.31%
JNJ Johnson & Johnson	2.14%	2.48%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%
TGT Target Corporation	3.77%	4.62%	3.28%	3.06%	2.66%	1.37%	1.52%	2.03%	3.81%	3.74%	3.21%	2.97%
MRK Merck & Co., Inc.	2.75%	3.12%	3.14%	2.72%	2.52%	3.41%	3.03%	2.48%	2.60%	3.36%	3.14%	3.43%

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 denemeDivArist. 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 denemeDivArist was 42.79%, occurring on Mar 9, 2009. Recovery took 276 trading sessions.

The current denemeDivArist drawdown is 4.19%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-42.79%	Dec 11, 2007	312	Mar 9, 2009	276	Apr 13, 2010	588
-31.76%	Jan 21, 2020	44	Mar 23, 2020	87	Jul 27, 2020	131
-26.04%	Mar 20, 2002	87	Jul 23, 2002	282	Sep 4, 2003	369
-18.92%	Oct 16, 2024	119	Apr 8, 2025	161	Nov 26, 2025	280
-15.51%	Apr 21, 2022	41	Jun 17, 2022	104	Nov 15, 2022	145

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 9 assets, with an effective number of assets of 9.00, 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	CVX	MRK	MCD	TGT	PEP	CAT	JNJ	PG	LOW	Portfolio
Benchmark	1.00	0.56	0.46	0.49	0.53	0.46	0.66	0.48	0.47	0.60	0.80
CVX	0.56	1.00	0.31	0.28	0.29	0.29	0.51	0.31	0.29	0.32	0.61
MRK	0.46	0.31	1.00	0.32	0.27	0.39	0.29	0.51	0.40	0.30	0.60
MCD	0.49	0.28	0.32	1.00	0.33	0.39	0.32	0.34	0.40	0.37	0.60
TGT	0.53	0.29	0.27	0.33	1.00	0.31	0.37	0.29	0.32	0.52	0.65
PEP	0.46	0.29	0.39	0.39	0.31	1.00	0.26	0.46	0.57	0.35	0.60
CAT	0.66	0.51	0.29	0.32	0.37	0.26	1.00	0.30	0.28	0.43	0.67
JNJ	0.48	0.31	0.51	0.34	0.29	0.46	0.30	1.00	0.48	0.32	0.60
PG	0.47	0.29	0.40	0.40	0.32	0.57	0.28	0.48	1.00	0.34	0.61
LOW	0.60	0.32	0.30	0.37	0.52	0.35	0.43	0.32	0.34	1.00	0.69
Portfolio	0.80	0.61	0.60	0.60	0.65	0.60	0.67	0.60	0.61	0.69	1.00

The correlation results are calculated based on daily price changes starting from Oct 22, 2001

denemeDivArist

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