1 Caraba 6 TIME

Asset Allocation

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

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Portfolio Optimizer

Find the right asset allocation for 1 Caraba 6 TIME

Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 1 Caraba 6 TIME, 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.

Loading charts...

Returns By Period

As of Jul 1, 2026, the 1 Caraba 6 TIME returned 22.04% Year-To-Date and 23.21% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-0.22%	-1.54%	9.32%	9.32%	20.74%	18.91%	11.45%	13.53%
Portfolio 1 Caraba 6 TIME	0.50%	7.41%	22.04%	22.04%	41.71%	35.35%	25.14%	23.21%
Portfolio components:
AAPL Apple Inc	1.73%	-3.89%	8.48%	8.48%	42.21%	15.45%	16.63%	29.71%
AMD Advanced Micro Devices, Inc.	-6.89%	6.03%	152.56%	152.56%	297.38%	68.08%	41.69%	59.52%
AXP American Express Company	2.88%	10.99%	-5.43%	-5.43%	9.03%	27.44%	16.96%	20.70%
CB Chubb Limited	3.23%	13.90%	13.38%	13.38%	23.01%	23.90%	18.61%	12.46%
COST Costco Wholesale Corporation	-1.15%	-2.27%	7.53%	7.53%	-5.69%	21.37%	19.59%	21.51%
DPZ Domino's Pizza, Inc.	2.75%	-2.44%	-26.20%	-26.20%	-32.24%	-1.85%	-7.21%	9.92%
ETN Eaton Corporation plc	-3.24%	3.06%	30.21%	30.21%	17.47%	28.70%	24.15%	24.06%
GLD SPDR Gold Shares	0.60%	-9.89%	-6.49%	-6.49%	20.50%	27.63%	17.24%	11.18%
GOOGL Alphabet Inc. Class A	1.07%	-3.97%	15.55%	15.55%	106.01%	44.93%	23.81%	26.22%
NVDA NVIDIA Corporation	-1.25%	-11.83%	6.07%	6.07%	29.06%	67.27%	57.45%	67.39%

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

Monthly Returns

Based on dividend-adjusted daily data since Aug 25, 2006, 1 Caraba 6 TIME's average daily return is +0.08%, while the average monthly return is +1.55%. At this rate, an investment would double in approximately 3.8 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +14.2%, while the worst month was Mar 2020 at -22.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, 1 Caraba 6 TIME closed higher 56% of trading days. The best single day was Apr 6, 2020 with a return of +9.7%, while the worst single day was Mar 16, 2020 at -15.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.55%	5.93%	-4.10%	11.36%	-0.77%	5.48%	0.50%						22.04%
2025	4.87%	4.25%	-0.88%	-1.44%	2.44%	2.71%	3.02%	3.26%	4.89%	2.67%	5.99%	-4.64%	30.10%
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%	8.16%	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%	11.17%	-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%

Benchmark Metrics

1 Caraba 6 TIME has an annualized alpha of 9.95%, beta of 0.92, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since August 25, 2006.

This portfolio captured 115.83% of S&P 500 Index gains but only 74.22% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 9.95% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 0.92 and R2 of 0.74, 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: 9.95%

Beta: 0.92

R²: 0.74

Upside Capture: 115.83%

Downside Capture: 74.22%

See how alpha, beta & R² have trended over time →

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.

GLD

SPDR Gold Shares

VOT

Vanguard Mid-Cap Growth ETF

Return for Risk

Risk / Return Rank

1 Caraba 6 TIME ranks 95 for risk / return — in the top 95% 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 1 Caraba 6 TIME and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	3.61	1.66	+1.95
Sortino ratioReturn per unit of downside risk	4.86	2.29	+2.57
Omega ratioGain probability vs. loss probability	1.64	1.30	+0.34
Calmar ratioReturn relative to maximum drawdown	6.03	2.29	+3.74
Martin ratioReturn relative to average drawdown	20.12	9.98	+10.14

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	85	1.79	2.50	1.33	3.07	7.31
AMD Advanced Micro Devices, Inc.	97	4.42	4.16	1.55	10.79	22.14
AXP American Express Company	52	0.35	0.64	1.08	0.38	0.79
CB Chubb Limited	79	1.27	1.94	1.24	2.47	6.35
COST Costco Wholesale Corporation	29	-0.30	-0.30	0.97	-0.37	-0.84
DPZ Domino's Pizza, Inc.	6	-1.19	-1.70	0.81	-0.80	-1.62
ETN Eaton Corporation plc	59	0.50	0.89	1.11	0.92	1.96
GLD SPDR Gold Shares	22	0.74	1.09	1.16	0.79	2.07
GOOGL Alphabet Inc. Class A	96	3.57	4.79	1.58	5.23	17.05
NVDA NVIDIA Corporation	68	0.83	1.34	1.16	1.44	3.23

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. Learn how to interpret the Sharpe ratio.

The current 1 Caraba 6 TIME Sharpe ratio is 3.61 as of Jul 1, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.38 to 2.25, 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.

Loading charts...

Dividends

Dividend yield

1 Caraba 6 TIME provided a 1.12% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.12%	1.26%	1.40%	1.82%	2.15%	1.80%	2.68%	2.52%	2.95%	3.17%	2.91%	3.21%
Portfolio components:
AAPL Apple Inc	0.36%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
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%
AXP American Express Company	0.98%	0.85%	0.91%	1.24%	1.35%	1.05%	1.42%	1.29%	1.51%	1.32%	1.61%	1.58%
CB Chubb Limited	1.12%	1.22%	1.30%	1.51%	1.49%	1.65%	2.01%	1.91%	2.24%	1.93%	2.07%	4.23%
COST Costco Wholesale Corporation	0.58%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
DPZ Domino's Pizza, Inc.	2.45%	1.67%	1.44%	1.17%	1.27%	0.67%	0.81%	0.89%	0.89%	0.97%	0.95%	1.11%
ETN Eaton Corporation plc	1.04%	1.31%	1.13%	1.43%	2.06%	1.76%	1.88%	3.00%	3.85%	3.04%	3.40%	4.23%
GLD SPDR Gold Shares	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GOOGL Alphabet Inc. Class A	0.24%	0.27%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NVDA NVIDIA Corporation	0.14%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%

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.

Loading charts...

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 43.50%, occurring on Mar 9, 2009. Recovery took 187 trading sessions.

Related event	Drawdown	Fall	Recovery	Underwater
Financial crisis2007–2009	-43.50%Mar 2009	9mo 6d	8mo 28d	1y 5moJun 2008 - Dec 2009
COVID crash2020	-41.84%Mar 2020	28d	7mo 26d	8mo 24dFeb 2020 - Nov 2020
Bear market2022	-27.43%Oct 2022	6mo 18d	7mo 28d	1y 2moMar 2022 - Jun 2023
2011 correction2011	-18.72%Aug 2011	14d	4mo 21d	5mo 5dJul 2011 - Dec 2011
2016 correction2016	-15.40%Feb 2016	10mo 24d	1mo 6d	12moMar 2015 - Mar 2016

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading charts...

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. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	2.27	1.93	1.70	1.51	1.46

The portfolio has a diversification ratio of 1.46, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

1 Caraba 6 TIME correlation to the S&P 500 Index

1 Caraba 6 TIME has a 0.45 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	0.45
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (5Y) Calculated over the trailing 5-year period	0.74
Correlation (10Y) Calculated over the trailing 10-year period	0.72
Correlation (All Time) Calculated using the full available price history since Aug 25, 2006	0.78

Benchmark Correlations

Correlation vs. S&P 500 Index. VOT has the highest benchmark correlation at 0.90, while GLD has the lowest at 0.07.

0.07

0.45

0.45

0.46

0.52

0.53

0.53

0.54

0.55

Portfolio Correlations

Correlation vs. 1 Caraba 6 TIME. WELL has the highest portfolio correlation at 0.83, while GLD has the lowest at 0.13.

0.13

0.42

0.45

0.46

0.47

0.48

0.51

0.51

0.52

0.54

Asset Correlations Table

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

	GLD	UNH	DPZ	XOM	AMD	WELL	CB	COST	WM	AAPL	TOL	NVDA	GOOGL	AXP	ETN	VOT
GLD	1.00	0.01	0.01	0.11	0.05	0.09	-0.01	0.01	0.04	0.03	0.06	0.04	0.04	0.01	0.05	0.10
UNH	0.01	1.00	0.26	0.29	0.20	0.26	0.35	0.30	0.36	0.26	0.25	0.22	0.31	0.34	0.33	0.40
DPZ	0.01	0.26	1.00	0.20	0.26	0.26	0.27	0.34	0.30	0.30	0.33	0.30	0.32	0.32	0.32	0.46
XOM	0.11	0.29	0.20	1.00	0.22	0.26	0.40	0.26	0.35	0.27	0.29	0.24	0.30	0.42	0.43	0.46
AMD	0.05	0.20	0.26	0.22	1.00	0.19	0.19	0.28	0.21	0.39	0.32	0.57	0.40	0.35	0.39	0.55
WELL	0.09	0.26	0.26	0.26	0.19	1.00	0.37	0.32	0.39	0.23	0.35	0.20	0.25	0.37	0.32	0.42
CB	-0.01	0.35	0.27	0.40	0.19	0.37	1.00	0.36	0.46	0.26	0.34	0.21	0.29	0.48	0.40	0.43
COST	0.01	0.30	0.34	0.26	0.28	0.32	0.36	1.00	0.41	0.36	0.34	0.33	0.37	0.37	0.35	0.49
WM	0.04	0.36	0.30	0.35	0.21	0.39	0.46	0.41	1.00	0.28	0.30	0.23	0.29	0.40	0.41	0.47
AAPL	0.03	0.26	0.30	0.27	0.39	0.23	0.26	0.36	0.28	1.00	0.34	0.46	0.53	0.38	0.39	0.55
TOL	0.06	0.25	0.33	0.29	0.32	0.35	0.34	0.34	0.30	0.34	1.00	0.34	0.34	0.44	0.45	0.57
NVDA	0.04	0.22	0.30	0.24	0.57	0.20	0.21	0.33	0.23	0.46	0.34	1.00	0.49	0.38	0.43	0.62
GOOGL	0.04	0.31	0.32	0.30	0.40	0.25	0.29	0.37	0.29	0.53	0.34	0.49	1.00	0.44	0.43	0.60
AXP	0.01	0.34	0.32	0.42	0.35	0.37	0.48	0.37	0.40	0.38	0.44	0.38	0.44	1.00	0.53	0.62
ETN	0.05	0.33	0.32	0.43	0.39	0.32	0.40	0.35	0.41	0.39	0.45	0.43	0.43	0.53	1.00	0.68
VOT	0.10	0.40	0.46	0.46	0.55	0.42	0.43	0.49	0.47	0.55	0.57	0.62	0.60	0.62	0.68	1.00

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

Diversification Analysis

Find what 1 Caraba 6 TIME is missing

See which holdings overlap, where 1 Caraba 6 TIME is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification