Andre.Santos

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	8.33%
COST Costco Wholesale Corporation	Consumer Defensive	8.33%
DHS WisdomTree US High Dividend Fund	Large Cap Value Equities, Dividend	8.33%
GLD SPDR Gold Shares	Gold, Precious Metals	8.33%
MSFT Microsoft Corporation	Technology	8.33%
NVDA NVIDIA Corporation	Technology	8.33%
O Realty Income Corporation	Real Estate	8.33%
PEP PepsiCo, Inc.	Consumer Defensive	8.33%
PLTR Palantir Technologies Inc.	Technology	8.33%
QQQM Invesco NASDAQ 100 ETF	Nasdaq-100	8.33%
V Visa Inc.	Financial Services	8.33%
XOM Exxon Mobil Corporation	Energy	8.33%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Andre.Santos, 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 13, 2020, corresponding to the inception date of QQQM

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-0.11%	2.16%	-0.42%	4.03%	27.10%	18.38%	10.55%	12.70%
Portfolio Andre.Santos	-0.49%	-1.44%	2.21%	4.17%	30.78%	33.85%	24.30%	—
Portfolio components:
O Realty Income Corporation	0.87%	-1.53%	14.57%	12.43%	21.98%	6.64%	5.39%	5.13%
DHS WisdomTree US High Dividend Fund	-0.91%	1.67%	8.35%	12.30%	25.94%	13.63%	11.33%	9.56%
NVDA NVIDIA Corporation	2.57%	3.00%	1.15%	3.00%	70.08%	90.83%	67.37%	71.10%
PLTR Palantir Technologies Inc.	-1.86%	-16.57%	-27.95%	-27.01%	44.62%	145.93%	39.73%	—
AAPL Apple Inc	-0.00%	1.85%	-4.10%	6.40%	32.03%	18.01%	14.99%	26.40%
PEP PepsiCo, Inc.	-0.27%	-1.13%	10.41%	6.62%	13.10%	-1.69%	5.17%	7.32%
COST Costco Wholesale Corporation	-3.25%	-0.48%	15.94%	7.66%	4.21%	27.76%	23.76%	22.92%
V Visa Inc.	-1.27%	-0.70%	-13.04%	-11.07%	-8.03%	10.87%	7.25%	15.32%
QQQM Invesco NASDAQ 100 ETF	0.15%	2.44%	-0.39%	3.95%	35.25%	25.44%	13.40%	—
XOM Exxon Mobil Corporation	-1.63%	-0.66%	27.58%	39.86%	52.95%	13.56%	27.02%	10.83%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 14, 2020, Andre.Santos's average daily return is +0.10%, while the average monthly return is +2.12%. At this rate, an investment would double in approximately 2.8 years.

Historically, 72% of months were positive and 28% were negative. The best month was Nov 2020 with a return of +23.9%, while the worst month was Sep 2022 at -9.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Andre.Santos closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +8.9%, 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	1.99%	2.77%	-2.69%	0.21%									2.21%
2025	1.64%	2.88%	-2.45%	2.11%	5.40%	3.54%	3.19%	2.70%	3.98%	2.58%	-1.82%	0.54%	26.84%
2024	2.19%	8.69%	3.33%	-2.06%	5.56%	4.06%	2.24%	4.24%	3.01%	1.06%	9.05%	-0.60%	48.49%
2023	9.91%	0.00%	7.25%	1.60%	8.71%	5.02%	4.88%	-3.45%	-3.63%	-1.98%	10.46%	1.84%	47.11%
2022	-3.54%	-2.01%	5.69%	-8.25%	-1.73%	-5.21%	10.27%	-6.92%	-9.06%	9.42%	4.44%	-6.38%	-14.73%
2021	1.95%	-1.93%	2.66%	5.66%	1.24%	5.91%	1.25%	3.99%	-4.54%	8.19%	1.40%	2.38%	31.27%

Benchmark Metrics

Andre.Santos has an annualized alpha of 13.91%, beta of 0.93, and R² of 0.79 versus S&P 500 Index. Calculated based on daily prices since October 14, 2020.

This portfolio captured 123.60% of S&P 500 Index gains but only 67.16% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 13.91% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.93 and R² of 0.79, 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: 13.91%

Beta: 0.93

R²: 0.79

Upside Capture: 123.60%

Downside Capture: 67.16%

Expense Ratio

Andre.Santos has an expense ratio of 0.08%, 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.

GLD

SPDR Gold Shares

DHS

WisdomTree US High Dividend Fund

QQQM

Invesco NASDAQ 100 ETF

Return for Risk

Risk / Return Rank

Andre.Santos ranks 81 for risk / return — in the top 81% 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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	2.98	2.23	+0.75
Sortino ratio Return per unit of downside risk	4.05	3.12	+0.93
Omega ratio Gain probability vs. loss probability	1.54	1.42	+0.12
Calmar ratio Return relative to maximum drawdown	7.38	4.05	+3.33
Martin ratio Return relative to average drawdown	24.41	17.91	+6.50
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
O Realty Income Corporation	71	1.57	2.15	1.26	2.60	7.72
DHS WisdomTree US High Dividend Fund	72	2.61	3.87	1.46	4.67	18.29
NVDA NVIDIA Corporation	81	2.19	2.75	1.34	4.75	11.78
PLTR Palantir Technologies Inc.	57	0.84	1.36	1.18	1.72	4.03
AAPL Apple Inc	75	1.57	2.32	1.30	3.75	9.07
PEP PepsiCo, Inc.	49	0.61	1.09	1.12	1.32	2.60
COST Costco Wholesale Corporation	37	0.22	0.45	1.05	0.54	1.08
V Visa Inc.	24	-0.27	-0.22	0.97	-0.03	-0.06
QQQM Invesco NASDAQ 100 ETF	57	2.24	3.00	1.40	3.98	14.89
XOM Exxon Mobil Corporation	86	2.54	3.18	1.40	5.11	16.76

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.

Andre.Santos Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

1-Year: 2.98
5-Year: 1.42
All Time: 1.55

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 2.14 to 3.05, 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 Andre.Santos 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

Andre.Santos provided a 1.48% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.48%	1.64%	1.59%	1.81%	1.50%	1.51%	2.13%	1.58%	1.80%	1.90%	1.68%	2.05%
Portfolio components:
O Realty Income Corporation	5.07%	6.19%	5.37%	5.33%	4.68%	3.87%	4.51%	3.69%	4.19%	4.45%	4.18%	4.41%
DHS WisdomTree US High Dividend Fund	3.22%	3.32%	3.66%	4.31%	3.42%	3.29%	4.14%	3.69%	3.76%	3.00%	3.25%	3.53%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
PLTR Palantir Technologies 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%
AAPL Apple Inc	0.40%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
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%
COST Costco Wholesale Corporation	0.52%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
V Visa Inc.	0.83%	0.70%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%
QQQM Invesco NASDAQ 100 ETF	0.50%	0.50%	0.61%	0.65%	0.83%	0.40%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%
XOM Exxon Mobil Corporation	2.65%	3.32%	3.57%	3.68%	3.22%	5.70%	8.44%	4.92%	4.74%	3.66%	3.30%	3.69%

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 Andre.Santos. 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 Andre.Santos was 21.79%, occurring on Oct 14, 2022. Recovery took 126 trading sessions.

The current Andre.Santos drawdown is 3.28%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-21.79%	Apr 5, 2022	134	Oct 14, 2022	126	Apr 18, 2023	260
-16.42%	Feb 19, 2025	35	Apr 8, 2025	27	May 16, 2025	62
-9.96%	Dec 28, 2021	53	Mar 14, 2022	11	Mar 29, 2022	64
-9.48%	Aug 1, 2023	63	Oct 27, 2023	15	Nov 17, 2023	78
-8.31%	Feb 10, 2021	18	Mar 8, 2021	25	Apr 13, 2021	43

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 12 assets, with an effective number of assets of 12.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

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	GLD	XOM	PEP	O	PLTR	COST	NVDA	V	DHS	AAPL	MSFT	QQQM	Portfolio
Benchmark	1.00	0.12	0.26	0.30	0.34	0.53	0.53	0.68	0.60	0.61	0.69	0.73	0.92	0.88
GLD	0.12	1.00	0.13	0.06	0.15	0.07	0.09	0.06	0.03	0.14	0.05	0.06	0.10	0.19
XOM	0.26	0.13	1.00	0.14	0.18	0.07	0.06	0.04	0.20	0.57	0.11	0.02	0.09	0.28
PEP	0.30	0.06	0.14	1.00	0.41	-0.03	0.35	0.01	0.31	0.47	0.26	0.19	0.20	0.29
O	0.34	0.15	0.18	0.41	1.00	0.10	0.27	0.06	0.31	0.53	0.21	0.17	0.21	0.34
PLTR	0.53	0.07	0.07	-0.03	0.10	1.00	0.26	0.49	0.27	0.20	0.37	0.44	0.59	0.73
COST	0.53	0.09	0.06	0.35	0.27	0.26	1.00	0.33	0.38	0.33	0.41	0.44	0.51	0.55
NVDA	0.68	0.06	0.04	0.01	0.06	0.49	0.33	1.00	0.31	0.16	0.49	0.62	0.78	0.70
V	0.60	0.03	0.20	0.31	0.31	0.27	0.38	0.31	1.00	0.48	0.43	0.44	0.51	0.55
DHS	0.61	0.14	0.57	0.47	0.53	0.20	0.33	0.16	0.48	1.00	0.33	0.24	0.37	0.52
AAPL	0.69	0.05	0.11	0.26	0.21	0.37	0.41	0.49	0.43	0.33	1.00	0.60	0.73	0.67
MSFT	0.73	0.06	0.02	0.19	0.17	0.44	0.44	0.62	0.44	0.24	0.60	1.00	0.80	0.71
QQQM	0.92	0.10	0.09	0.20	0.21	0.59	0.51	0.78	0.51	0.37	0.73	0.80	1.00	0.86
Portfolio	0.88	0.19	0.28	0.29	0.34	0.73	0.55	0.70	0.55	0.52	0.67	0.71	0.86	1.00

The correlation results are calculated based on daily price changes starting from Oct 14, 2020

Andre.Santos

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