1 Caraba 6 TIME

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

1 Caraba 6 TIME

Currency in USD · Last updated May 23, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	4%
AMD Advanced Micro Devices, Inc.	Technology	2.71%
AXP American Express Company	Financial Services	2.38%
CB Chubb Limited	Financial Services	5.63%
COST Costco Wholesale Corporation	Consumer Defensive	5.40%
DPZ Domino's Pizza, Inc.	Consumer Cyclical	1.55%
ETN Eaton Corporation plc	Industrials	4.96%
GLD SPDR Gold Trust	Precious Metals, Gold	4.62%
GOOGL Alphabet Inc Class A	Communication Services	2.35%
NVDA NVIDIA Corporation	Technology	4.80%
TOL Toll Brothers, Inc.	Consumer Cyclical	3.14%
UNH UnitedHealth Group Incorporated	Healthcare	6.10%
VOT Vanguard Mid-Cap Growth ETF	Mid Cap Blend Equities	2.51%
WELL Welltower Inc.	Real Estate	39.20%
WM Waste Management, Inc.	Industrials	6.80%
XOM Exxon Mobil Corporation	Energy	3.85%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Aug 24, 2006, corresponding to the inception date of VOT

Returns By Period

As of May 23, 2025, the 1 Caraba 6 TIME returned 6.55% Year-To-Date and 20.36% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-0.67%	10.48%	-1.79%	10.08%	14.60%	10.64%
1 Caraba 6 TIME	6.55%	2.39%	-1.26%	23.16%	28.79%	20.36%
Portfolio components:
UNH UnitedHealth Group Incorporated	-41.10%	-30.68%	-49.38%	-41.68%	1.95%	11.20%
TOL Toll Brothers, Inc.	-16.94%	6.06%	-33.61%	-12.18%	30.64%	11.74%
DPZ Domino's Pizza, Inc.	15.36%	-0.75%	7.16%	-2.61%	6.54%	17.28%
NVDA NVIDIA Corporation	-1.08%	29.33%	-6.41%	28.00%	71.34%	74.59%
COST Costco Wholesale Corporation	11.38%	4.47%	5.87%	28.51%	29.60%	23.78%
XOM Exxon Mobil Corporation	-2.53%	-3.21%	-13.91%	-6.12%	23.72%	6.32%
GOOGL Alphabet Inc Class A	-9.63%	9.99%	3.95%	-1.07%	19.43%	20.00%
CB Chubb Limited	4.23%	0.91%	1.31%	10.56%	21.72%	12.37%
AAPL Apple Inc	-19.40%	-1.45%	-12.19%	8.25%	21.04%	21.10%
ETN Eaton Corporation plc	-2.56%	16.88%	-14.32%	-3.86%	34.97%	19.09%
VOT Vanguard Mid-Cap Growth ETF	4.90%	10.89%	-0.73%	15.61%	12.13%	10.11%
AXP American Express Company	-2.69%	10.39%	-4.15%	23.34%	27.97%	15.13%
WM Waste Management, Inc.	16.05%	2.05%	4.71%	12.99%	20.69%	18.97%
AMD Advanced Micro Devices, Inc.	-8.35%	22.48%	-19.98%	-30.99%	14.95%	47.44%
GLD SPDR Gold Trust	25.18%	-0.18%	21.32%	40.51%	13.18%	10.12%
WELL Welltower Inc.	17.62%	-0.05%	7.49%	49.89%	28.90%	11.93%

*Annualized

Monthly Returns

The table below presents the monthly returns of 1 Caraba 6 TIME, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	4.87%	4.25%	-0.88%	-1.44%	-0.23%								6.55%
2024	0.89%	7.78%	3.79%	-0.10%	7.61%	1.13%	3.93%	5.17%	3.95%	2.01%	4.79%	-7.86%	37.31%
2023	10.78%	-0.47%	2.18%	5.01%	0.02%	7.09%	2.52%	0.30%	-1.97%	0.58%	8.17%	3.72%	44.14%
2022	-3.22%	-0.93%	8.40%	-6.37%	-0.76%	-6.89%	7.89%	-6.84%	-11.03%	2.80%	11.18%	-6.77%	-14.33%
2021	-3.45%	7.26%	4.89%	6.25%	1.56%	6.27%	4.44%	3.42%	-5.44%	5.54%	2.25%	5.25%	44.53%
2020	2.31%	-7.67%	-22.05%	11.49%	5.10%	1.90%	6.24%	8.29%	-2.99%	-2.18%	14.23%	2.22%	12.11%
2019	9.76%	-0.39%	4.84%	-0.23%	0.87%	4.55%	1.82%	3.54%	0.88%	2.80%	0.49%	1.51%	34.49%
2018	2.23%	-6.54%	-0.83%	-0.19%	6.12%	3.60%	2.99%	6.82%	-0.27%	-3.62%	5.27%	-6.31%	8.45%
2017	0.43%	6.23%	0.71%	1.06%	3.94%	1.42%	0.53%	0.81%	-0.23%	0.76%	2.55%	-2.29%	16.85%
2016	-6.70%	4.10%	8.16%	0.02%	3.74%	5.99%	5.18%	-0.14%	-0.57%	-3.24%	1.50%	5.86%	25.43%
2015	2.85%	2.08%	-0.70%	-4.34%	0.50%	-4.09%	2.58%	-4.48%	2.40%	3.39%	0.58%	2.63%	2.93%
2014	0.37%	4.59%	0.54%	2.78%	1.88%	0.77%	-1.23%	6.03%	-4.99%	7.75%	3.80%	1.21%	25.45%

Expense Ratio

1 Caraba 6 TIME has an expense ratio of 0.02%, 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.

VOT

Vanguard Mid-Cap Growth ETF

GLD

SPDR Gold Trust

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 89, 1 Caraba 6 TIME is among the top 11% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
UNH UnitedHealth Group Incorporated	-0.95	-1.13	0.80	-0.75	-2.50
TOL Toll Brothers, Inc.	-0.32	-0.54	0.94	-0.43	-0.90
DPZ Domino's Pizza, Inc.	-0.14	-0.02	1.00	-0.20	-0.33
NVDA NVIDIA Corporation	0.67	1.26	1.16	1.09	2.67
COST Costco Wholesale Corporation	1.27	1.83	1.25	1.68	4.85
XOM Exxon Mobil Corporation	-0.32	-0.44	0.95	-0.54	-1.17
GOOGL Alphabet Inc Class A	-0.09	0.08	1.01	-0.10	-0.21
CB Chubb Limited	0.43	0.80	1.10	0.71	1.75
AAPL Apple Inc	0.18	0.49	1.07	0.18	0.56
ETN Eaton Corporation plc	-0.08	0.18	1.03	-0.07	-0.17
VOT Vanguard Mid-Cap Growth ETF	0.64	1.01	1.14	0.64	2.26
AXP American Express Company	0.65	1.06	1.15	0.69	2.17
WM Waste Management, Inc.	0.63	0.99	1.15	1.14	2.56
AMD Advanced Micro Devices, Inc.	-0.63	-0.73	0.91	-0.53	-1.10
GLD SPDR Gold Trust	2.13	2.65	1.34	4.31	10.98
WELL Welltower Inc.	2.22	3.02	1.39	3.74	11.03

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.

1 Caraba 6 TIME Sharpe ratios as of May 23, 2025 (values are recalculated daily):

1-Year: 1.42
5-Year: 1.57
10-Year: 1.02
All Time: 0.81

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 0.47 to 0.99, 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 1 Caraba 6 TIME compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

1 Caraba 6 TIME provided a 1.40% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.40%	1.40%	1.82%	2.15%	1.80%	2.71%	2.52%	2.95%	3.17%	2.91%	3.10%	2.61%
Portfolio components:
UNH UnitedHealth Group Incorporated	2.83%	1.62%	1.38%	1.21%	1.12%	1.38%	1.41%	1.38%	1.30%	1.48%	1.59%	1.39%
TOL Toll Brothers, Inc.	0.90%	0.71%	0.81%	1.54%	0.86%	1.01%	1.11%	1.25%	0.50%	0.00%	0.00%	0.00%
DPZ Domino's Pizza, Inc.	1.30%	1.44%	1.17%	1.27%	0.67%	0.81%	0.89%	0.89%	0.97%	0.95%	1.11%	1.06%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
COST Costco Wholesale Corporation	0.47%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%	0.97%
XOM Exxon Mobil Corporation	3.81%	3.57%	3.68%	3.22%	5.70%	8.44%	4.92%	4.74%	3.66%	3.30%	3.69%	2.92%
GOOGL Alphabet Inc Class A	0.47%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CB Chubb Limited	1.27%	1.30%	1.51%	1.49%	1.65%	2.01%	1.91%	2.24%	1.93%	2.07%	2.28%	2.79%
AAPL Apple Inc	0.50%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%
ETN Eaton Corporation plc	1.23%	1.13%	1.43%	2.06%	1.76%	2.43%	3.00%	3.85%	3.04%	3.40%	4.23%	2.88%
VOT Vanguard Mid-Cap Growth ETF	0.66%	0.67%	0.71%	0.78%	0.34%	0.56%	0.78%	0.84%	0.72%	0.81%	0.81%	0.79%
AXP American Express Company	1.02%	0.91%	1.24%	1.35%	1.05%	1.42%	1.29%	1.51%	1.32%	1.61%	1.58%	1.05%
WM Waste Management, Inc.	1.32%	1.49%	1.56%	1.66%	1.38%	1.85%	1.80%	2.09%	1.97%	2.31%	2.89%	2.92%
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%
GLD SPDR Gold Trust	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.	1.82%	2.03%	2.71%	3.72%	2.84%	4.18%	4.26%	5.01%	5.46%	5.14%	4.85%	4.20%

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 1 Caraba 6 TIME. 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 1 Caraba 6 TIME was 43.53%, occurring on Mar 9, 2009. Recovery took 190 trading sessions.

The current 1 Caraba 6 TIME drawdown is 3.36%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-43.53%	Jun 6, 2008	190	Mar 9, 2009	190	Dec 7, 2009	380
-41.84%	Feb 19, 2020	21	Mar 18, 2020	164	Nov 9, 2020	185
-27.43%	Mar 30, 2022	138	Oct 14, 2022	163	Jun 9, 2023	301
-18.72%	Jul 25, 2011	11	Aug 8, 2011	102	Jan 3, 2012	113
-15.48%	Mar 24, 2015	225	Feb 11, 2016	31	Mar 29, 2016	256

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 16 assets, with an effective number of assets of 5.50, 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.

	^GSPC	GLD	UNH	DPZ	AMD	WELL	XOM	CB	COST	WM	AAPL	TOL	NVDA	GOOGL	AXP	ETN	VOT	Portfolio
^GSPC	1.00	0.06	0.47	0.47	0.52	0.47	0.57	0.56	0.57	0.56	0.61	0.56	0.60	0.67	0.71	0.71	0.91	0.80
GLD	0.06	1.00	0.00	0.00	0.04	0.09	0.12	-0.01	0.01	0.04	0.03	0.05	0.04	0.03	0.01	0.04	0.09	0.12
UNH	0.47	0.00	1.00	0.27	0.21	0.27	0.30	0.37	0.31	0.37	0.28	0.26	0.23	0.32	0.35	0.35	0.41	0.47
DPZ	0.47	0.00	0.27	1.00	0.29	0.28	0.22	0.27	0.35	0.30	0.31	0.34	0.32	0.33	0.34	0.35	0.48	0.44
AMD	0.52	0.04	0.21	0.29	1.00	0.21	0.24	0.22	0.30	0.24	0.40	0.33	0.58	0.41	0.36	0.38	0.56	0.48
WELL	0.47	0.09	0.27	0.28	0.21	1.00	0.29	0.38	0.33	0.40	0.25	0.37	0.22	0.26	0.40	0.34	0.44	0.83
XOM	0.57	0.12	0.30	0.22	0.24	0.29	1.00	0.41	0.27	0.36	0.29	0.31	0.26	0.32	0.45	0.47	0.50	0.47
CB	0.56	-0.01	0.37	0.27	0.22	0.38	0.41	1.00	0.36	0.46	0.27	0.36	0.23	0.31	0.50	0.44	0.46	0.55
COST	0.57	0.01	0.31	0.35	0.30	0.33	0.27	0.36	1.00	0.41	0.38	0.36	0.35	0.40	0.39	0.39	0.52	0.54
WM	0.56	0.04	0.37	0.30	0.24	0.40	0.36	0.46	0.41	1.00	0.30	0.31	0.26	0.32	0.42	0.45	0.51	0.57
AAPL	0.61	0.03	0.28	0.31	0.40	0.25	0.29	0.27	0.38	0.30	1.00	0.34	0.47	0.54	0.38	0.40	0.57	0.50
TOL	0.56	0.05	0.26	0.34	0.33	0.37	0.31	0.36	0.36	0.31	0.34	1.00	0.36	0.35	0.44	0.46	0.58	0.56
NVDA	0.60	0.04	0.23	0.32	0.58	0.22	0.26	0.23	0.35	0.26	0.47	0.36	1.00	0.50	0.39	0.43	0.63	0.52
GOOGL	0.67	0.03	0.32	0.33	0.41	0.26	0.32	0.31	0.40	0.32	0.54	0.35	0.50	1.00	0.45	0.44	0.61	0.52
AXP	0.71	0.01	0.35	0.34	0.36	0.40	0.45	0.50	0.39	0.42	0.38	0.44	0.39	0.45	1.00	0.55	0.63	0.61
ETN	0.71	0.04	0.35	0.35	0.38	0.34	0.47	0.44	0.39	0.45	0.40	0.46	0.43	0.44	0.55	1.00	0.68	0.61
VOT	0.91	0.09	0.41	0.48	0.56	0.44	0.50	0.46	0.52	0.51	0.57	0.58	0.63	0.61	0.63	0.68	1.00	0.75
Portfolio	0.80	0.12	0.47	0.44	0.48	0.83	0.47	0.55	0.54	0.57	0.50	0.56	0.52	0.52	0.61	0.61	0.75	1.00

The correlation results are calculated based on daily price changes starting from Aug 25, 2006

Performance Analysis

Risk Analysis

Optimization

Factor Model

1 Caraba 6 TIME

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community