1st Try

Asset Allocation

Position	Category/Sector	Target Weight
MPLX MPLX LP	Energy	6.67%
NVDA NVIDIA Corporation	Technology	6.67%
MUSA Murphy USA Inc.	Consumer Cyclical	6.67%
MUR Murphy Oil Corporation	Energy	6.67%
LNG Cheniere Energy, Inc.	Energy	6.67%
AVAH Aveanna Healthcare Holdings Inc.	Healthcare	6.67%
HES Hess Corporation	Energy	6.67%
AMLP Alerian MLP ETF	MLPs	6.67%
EPD Enterprise Products Partners L.P.	Energy	6.67%
PAA Plains All American Pipeline, L.P.	Energy	6.67%
ENB Enbridge Inc.	Energy	6.67%
ENB-PP.TO Enbridge Inc.	Energy	6.67%
WMB The Williams Companies, Inc.	Energy	6.67%
WSM Williams-Sonoma, Inc.	Consumer Cyclical	6.67%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	6.67%

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 1st Try, 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	0.50%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio 1st Try	0.52%	0.21%	19.85%	18.72%	34.22%	34.96%	25.44%	—
Portfolio components:
AMLP Alerian MLP ETF	-0.34%	-3.23%	15.29%	14.35%	15.02%	20.22%	15.26%	6.92%
AVAH Aveanna Healthcare Holdings Inc.	1.29%	-4.70%	-13.22%	-21.40%	44.40%	72.97%	-10.99%	—
ENB Enbridge Inc.	0.07%	1.78%	21.23%	21.95%	27.81%	22.21%	14.42%	9.68%
ENB-PP.TO Enbridge Inc.	0.07%	-2.81%	7.63%	10.07%	21.87%	20.61%	8.04%	10.54%
EPD Enterprise Products Partners L.P.	-0.08%	-5.05%	19.79%	19.53%	24.08%	20.73%	15.96%	10.61%
HES Hess Corporation	—	—	—	—	—	—	—	—
LNG Cheniere Energy, Inc.	0.47%	0.08%	24.74%	28.05%	2.23%	19.57%	23.34%	22.78%
MPLX MPLX LP	0.67%	2.34%	10.77%	7.78%	18.58%	29.42%	23.64%	15.85%
MUR Murphy Oil Corporation	0.91%	0.58%	26.69%	18.64%	59.62%	4.53%	14.02%	6.54%
MUSA Murphy USA Inc.	0.07%	8.16%	54.70%	53.60%	55.66%	29.75%	35.86%	24.92%

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

Monthly Returns

Based on dividend-adjusted daily data since Apr 28, 2021, 1st Try's average daily return is +0.10%, while the average monthly return is +2.17%. At this rate, an investment would double in approximately 2.7 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2023 with a return of +13.9%, while the worst month was Jun 2022 at -13.3%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 2 months.

On a daily basis, 1st Try closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +6.3%, while the worst single day was Apr 4, 2025 at -6.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	5.34%	4.04%	3.73%	3.88%	-1.81%	3.36%							19.85%
2025	3.23%	0.89%	1.07%	-6.58%	3.58%	3.42%	0.94%	6.37%	2.64%	-1.50%	2.74%	-0.78%	16.58%
2024	1.06%	6.51%	8.60%	-2.52%	4.04%	3.10%	6.52%	3.63%	-0.99%	-0.91%	12.68%	-5.98%	40.23%
2023	10.85%	-1.02%	-0.73%	3.17%	-1.99%	11.01%	5.68%	0.18%	-0.43%	-0.15%	13.89%	0.51%	47.33%
2022	5.30%	2.19%	3.68%	-4.35%	6.69%	-13.29%	11.53%	0.23%	-10.41%	12.10%	-0.44%	-4.46%	5.42%
2021				0.63%	7.35%	3.97%	-4.48%	1.50%	2.69%	6.32%	-1.93%	0.74%	17.47%

Benchmark Metrics

1st Try has an annualized alpha of 18.23%, beta of 0.77, and R2 of 0.49 versus S&P 500 Index. Calculated based on daily prices since April 28, 2021.

This portfolio captured 110.29% of S&P 500 Index gains but only 40.37% of its losses - a favorable profile for investors.
R2 of 0.49 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha: 18.23%

Beta: 0.77

R²: 0.49

Upside Capture: 110.29%

Downside Capture: 40.37%

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

Expense Ratio

1st Try has an expense ratio of 0.06%, 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.

AMLP

Alerian MLP ETF

SCHD

Schwab U.S. Dividend Equity ETF

Return for Risk

Risk / Return Rank

1st Try 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 1st Try 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	3.25	1.86	+1.39
Sortino ratioReturn per unit of downside risk	4.63	2.53	+2.10
Omega ratioGain probability vs. loss probability	1.60	1.34	+0.26
Calmar ratioReturn relative to maximum drawdown	8.02	2.53	+5.49
Martin ratioReturn relative to average drawdown	28.50	11.37	+17.13

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
AMLP Alerian MLP ETF	37	1.25	1.79	1.22	1.66	5.35
AVAH Aveanna Healthcare Holdings Inc.	65	0.58	1.63	1.20	1.01	1.81
ENB Enbridge Inc.	83	1.71	2.44	1.30	3.03	7.64
ENB-PP.TO Enbridge Inc.	93	2.57	3.85	1.47	4.82	14.65
EPD Enterprise Products Partners L.P.	83	1.54	2.24	1.28	3.24	9.50
HES Hess Corporation	—	—	—	—	—	—
LNG Cheniere Energy, Inc.	44	0.14	0.39	1.05	0.15	0.31
MPLX MPLX LP	75	1.20	1.72	1.21	2.42	5.66
MUR Murphy Oil Corporation	81	1.40	1.98	1.23	3.86	8.95
MUSA Murphy USA Inc.	78	1.31	1.85	1.26	2.59	5.33

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.

The current 1st Try Sharpe ratio is 3.25 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 1st Try 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

1st Try provided a 3.44% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.44%	3.88%	3.81%	4.03%	3.94%	4.09%	5.38%	4.19%	4.20%	3.65%	3.66%	4.47%
Portfolio components:
AMLP Alerian MLP ETF	7.71%	8.36%	7.70%	7.86%	7.70%	8.55%	12.31%	9.12%	9.29%	7.97%	8.09%	9.84%
AVAH Aveanna Healthcare Holdings 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%
ENB Enbridge Inc.	4.91%	5.66%	6.28%	7.31%	6.80%	6.85%	7.55%	5.58%	6.68%	4.71%	4.13%	4.71%
ENB-PP.TO Enbridge Inc.	6.15%	6.55%	6.81%	6.54%	5.26%	4.14%	7.62%	6.60%	6.15%	4.92%	5.59%	5.93%
EPD Enterprise Products Partners L.P.	5.88%	6.74%	6.63%	7.51%	7.79%	8.20%	9.09%	6.23%	6.97%	6.29%	5.88%	5.90%
HES Hess Corporation	0.34%	0.67%	1.41%	1.21%	1.06%	1.35%	1.89%	1.50%	2.47%	2.11%	1.61%	2.06%
LNG Cheniere Energy, Inc.	0.90%	1.06%	0.84%	0.95%	0.92%	0.33%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MPLX MPLX LP	7.36%	7.39%	7.33%	8.65%	8.80%	11.30%	12.70%	10.41%	8.22%	6.23%	5.86%	4.33%
MUR Murphy Oil Corporation	3.48%	4.16%	3.97%	2.58%	1.92%	1.91%	5.17%	3.73%	4.28%	3.22%	3.85%	6.24%
MUSA Murphy USA Inc.	0.39%	0.53%	0.36%	0.43%	0.45%	0.52%	0.19%	0.00%	0.00%	0.00%	0.00%	0.00%

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 1st Try. 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 1st Try was 17.70%, occurring on Sep 26, 2022. Recovery took 86 trading sessions.

The current 1st Try drawdown is 0.49%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-17.70%Sep 2022	3mo 20d	4mo 2d	7mo 22dJun 2022 - Jan 2023
2025 selloff2025	-15.65%Apr 2025	2mo 16d	4mo 1d	6mo 17dJan 2025 - Aug 2025
2021 correction2021	-11.74%Dec 2021	1mo 10d	1mo 14d	2mo 24dNov 2021 - Feb 2022
2021 correction2021	-10.77%Aug 2021	2mo 4d	1mo 20d	3mo 24dJun 2021 - Oct 2021
Bear market2022	-10.38%May 2022	1mo 15d	21d	2mo 6dMar 2022 - Jun 2022

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 15 assets, with an effective number of assets of 15.00, 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	2.40	1.85	1.71	1.71

The portfolio has a diversification ratio of 1.71, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

1st Try correlation to the S&P 500 Index

1st Try has a 0.23 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	0.23
Correlation (3Y) Calculated over the trailing 3-year period	0.53
Correlation (5Y) Calculated over the trailing 5-year period	0.62
Correlation (All Time) Calculated using the full available price history since Apr 28, 2021	0.62

Benchmark Correlations

Correlation vs. S&P 500 Index. SCHD has the highest benchmark correlation at 0.70, while ENB-PP.TO has the lowest at 0.20.

0.20

0.21

0.21

0.27

0.31

0.33

0.34

0.34

0.35

0.36

0.36

0.41

0.54

0.69

0.70

Portfolio Correlations

Correlation vs. 1st Try. AMLP has the highest portfolio correlation at 0.78, while ENB-PP.TO has the lowest at 0.25.

0.25

0.31

0.43

0.47

0.49

0.56

0.63

0.64

0.65

0.66

0.67

0.67

0.70

0.71

0.78

Asset Correlations Table

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

	ENB-PP.TO	MUSA	AVAH	NVDA	WSM	LNG	MUR	HES	ENB	MPLX	EPD	SCHD	WMB	PAA	AMLP
ENB-PP.TO	1.00	-0.00	0.13	0.14	0.10	0.07	0.15	0.15	0.18	0.16	0.15	0.18	0.16	0.18	0.18
MUSA	-0.00	1.00	0.08	0.05	0.14	0.13	0.17	0.15	0.20	0.18	0.18	0.31	0.19	0.18	0.23
AVAH	0.13	0.08	1.00	0.20	0.26	0.06	0.13	0.15	0.18	0.15	0.14	0.31	0.17	0.14	0.19
NVDA	0.14	0.05	0.20	1.00	0.36	0.14	0.11	0.13	0.16	0.18	0.15	0.27	0.17	0.19	0.21
WSM	0.10	0.14	0.26	0.36	1.00	0.10	0.20	0.23	0.21	0.22	0.20	0.48	0.20	0.24	0.27
LNG	0.07	0.13	0.06	0.14	0.10	1.00	0.48	0.45	0.44	0.42	0.48	0.31	0.57	0.48	0.54
MUR	0.15	0.17	0.13	0.11	0.20	0.48	1.00	0.70	0.43	0.43	0.52	0.46	0.50	0.58	0.60
HES	0.15	0.15	0.15	0.13	0.23	0.45	0.70	1.00	0.47	0.46	0.50	0.46	0.53	0.54	0.58
ENB	0.18	0.20	0.18	0.16	0.21	0.44	0.43	0.47	1.00	0.51	0.54	0.51	0.62	0.51	0.59
MPLX	0.16	0.18	0.15	0.18	0.22	0.42	0.43	0.46	0.51	1.00	0.63	0.44	0.58	0.63	0.77
EPD	0.15	0.18	0.14	0.15	0.20	0.48	0.52	0.50	0.54	0.63	1.00	0.47	0.61	0.66	0.77
SCHD	0.18	0.31	0.31	0.27	0.48	0.31	0.46	0.46	0.51	0.44	0.47	1.00	0.47	0.47	0.53
WMB	0.16	0.19	0.17	0.17	0.20	0.57	0.50	0.53	0.62	0.58	0.61	0.47	1.00	0.61	0.71
PAA	0.18	0.18	0.14	0.19	0.24	0.48	0.58	0.54	0.51	0.63	0.66	0.47	0.61	1.00	0.82
AMLP	0.18	0.23	0.19	0.21	0.27	0.54	0.60	0.58	0.59	0.77	0.77	0.53	0.71	0.82	1.00

The correlation results are calculated based on daily price changes starting from Apr 28, 2021

Diversification Analysis

Find what 1st Try is missing

See which holdings overlap, where 1st Try is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification