Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ACN Accenture plc | Technology | 6.25% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 6.25% |
UNH UnitedHealth Group Incorporated | Healthcare | 6.25% |
KMB Kimberly-Clark Corporation | Consumer Defensive | 6.25% |
MDLZ Mondelez International, Inc. | Consumer Defensive | 6.25% |
DD DuPont de Nemours, Inc. | Basic Materials | 6.25% |
DPZ Domino's Pizza, Inc. | Consumer Cyclical | 6.25% |
IBM International Business Machines Corporation | Technology | 6.25% |
MRVL Marvell Technology, Inc. | Technology | 6.25% |
BMY Bristol-Myers Squibb Company | Healthcare | 6.25% |
WY Weyerhaeuser Company | Real Estate | 6.25% |
TSLA Tesla, Inc. | Consumer Cyclical | 6.25% |
PRU Prudential Financial, Inc. | Financial Services | 6.25% |
DOW Dow Inc. | Basic Materials | 6.25% |
UNFI United Natural Foods, Inc. | Consumer Defensive | 6.25% |
INTC Intel Corporation | Technology | 6.25% |
Find the right asset allocation for 2025-08 Stock Rater test 5
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2025-08 Stock Rater test 5, 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% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio 2025-08 Stock Rater test 5 | 1.66% | 10.70% | 36.10% | 34.58% | 52.34% | 20.37% | 13.26% | — |
| Portfolio components: | ||||||||
ACN Accenture plc | 1.65% | 0.86% | -35.62% | -36.39% | -43.95% | -16.94% | -8.24% | 5.50% |
BMY Bristol-Myers Squibb Company | 0.40% | 0.23% | 8.27% | 11.43% | 20.57% | 0.45% | 0.73% | 1.00% |
BRK-B Berkshire Hathaway Inc. | 0.71% | 1.36% | -2.67% | -2.06% | 0.35% | 13.30% | 11.27% | 13.22% |
DD DuPont de Nemours, Inc. | 3.03% | -1.41% | 21.91% | 19.73% | 77.05% | 20.30% | 9.17% | — |
DOW Dow Inc. | 0.65% | -11.76% | 47.99% | 44.34% | 19.13% | -8.82% | -8.14% | — |
DPZ Domino's Pizza, Inc. | 3.72% | 7.14% | -21.90% | -24.30% | -27.44% | 3.89% | -5.25% | 11.08% |
IBM International Business Machines Corporation | -0.95% | 24.14% | -6.89% | -10.81% | 0.72% | 29.65% | 18.01% | 11.09% |
INTC Intel Corporation | 6.51% | 14.53% | 237.59% | 229.46% | 518.52% | 55.34% | 18.67% | 17.03% |
KMB Kimberly-Clark Corporation | 0.74% | 8.12% | 4.05% | 1.77% | -17.99% | -4.95% | -0.92% | 0.95% |
MDLZ Mondelez International, Inc. | -0.58% | 4.22% | 18.03% | 18.65% | -2.75% | -1.98% | 2.36% | 6.09% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 3, 2019, 2025-08 Stock Rater test 5's average daily return is +0.09%, while the average monthly return is +1.78%. At this rate, an investment would double in approximately 3.3 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +18.1%, while the worst month was Sep 2022 at -10.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 2025-08 Stock Rater test 5 closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +8.9%, while the worst single day was Mar 12, 2020 at -11.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.37% | 0.37% | 1.31% | 14.39% | 6.97% | 5.82% | 36.10% | ||||||
| 2025 | 3.89% | 0.02% | -4.47% | -6.16% | 1.66% | -0.38% | -3.87% | 3.89% | 8.40% | 1.50% | 1.25% | -0.72% | 4.19% |
| 2024 | -2.28% | 3.67% | 0.83% | -7.62% | 2.63% | 1.27% | 6.22% | 0.35% | 4.42% | -1.56% | 9.23% | -2.79% | 14.12% |
| 2023 | 6.73% | -2.16% | -0.22% | -0.90% | 1.40% | 4.99% | 5.08% | -1.99% | -4.53% | -4.24% | 8.59% | 5.13% | 18.16% |
| 2022 | -5.44% | -1.63% | 4.12% | -4.23% | -0.32% | -7.99% | 6.79% | -5.75% | -10.12% | 9.40% | 8.23% | -8.52% | -16.64% |
| 2021 | 4.37% | 0.17% | 8.87% | 3.53% | 2.46% | 0.45% | 0.41% | 2.53% | -1.67% | 4.66% | 0.90% | 8.86% | 41.16% |
Benchmark Metrics
2025-08 Stock Rater test 5 has an annualized alpha of 6.66%, beta of 0.95, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since June 03, 2019.
- This portfolio captured 112.83% of S&P 500 Index gains but only 89.41% of its losses - a favorable profile for investors.
- This portfolio generated an annualized alpha of 6.66% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.95 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
- 6.66%
- Beta
- 0.95
- R²
- 0.79
- Upside Capture
- 112.83%
- Downside Capture
- 89.41%
Expense Ratio
2025-08 Stock Rater test 5 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.
Return for Risk
Risk / Return Rank
2025-08 Stock Rater test 5 ranks 89 for risk / return — in the top 89% 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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 2025-08 Stock Rater test 5 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 | 2.83 | 1.86 | +0.96 |
| Sortino ratioReturn per unit of downside risk | 3.82 | 2.53 | +1.28 |
| Omega ratioGain probability vs. loss probability | 1.49 | 1.34 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 5.94 | 2.53 | +3.41 |
| Martin ratioReturn relative to average drawdown | 18.63 | 11.37 | +7.26 |
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 |
|---|---|---|---|---|---|---|
ACN Accenture plc | 3 | -1.26 | -1.93 | 0.77 | -0.94 | -1.72 |
BMY Bristol-Myers Squibb Company | 64 | 0.68 | 1.18 | 1.14 | 1.53 | 3.32 |
BRK-B Berkshire Hathaway Inc. | 38 | -0.02 | 0.08 | 1.01 | -0.02 | -0.05 |
DD DuPont de Nemours, Inc. | 91 | 2.36 | 3.24 | 1.38 | 4.24 | 13.16 |
DOW Dow Inc. | 54 | 0.37 | 0.85 | 1.11 | 0.58 | 1.08 |
DPZ Domino's Pizza, Inc. | 8 | -1.04 | -1.43 | 0.84 | -0.73 | -1.49 |
IBM International Business Machines Corporation | 40 | -0.02 | 0.26 | 1.04 | -0.02 | -0.05 |
INTC Intel Corporation | 99 | 6.84 | 5.30 | 1.67 | 20.85 | 48.84 |
KMB Kimberly-Clark Corporation | 15 | -0.77 | -0.91 | 0.87 | -0.67 | -1.03 |
MDLZ Mondelez International, Inc. | 33 | -0.20 | -0.13 | 0.98 | -0.17 | -0.30 |
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Dividends
Dividend yield
2025-08 Stock Rater test 5 provided a 8.53% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 8.53% | 10.08% | 2.33% | 2.31% | 2.67% | 1.96% | 2.16% | 2.02% | 2.07% | 1.57% | 1.62% | 1.70% |
| Portfolio components: | ||||||||||||
ACN Accenture plc | 3.74% | 2.26% | 1.52% | 1.33% | 1.51% | 0.87% | 1.26% | 1.07% | 1.98% | 1.66% | 1.97% | 2.03% |
BMY Bristol-Myers Squibb Company | 4.38% | 4.60% | 4.24% | 4.44% | 3.00% | 2.36% | 3.69% | 2.55% | 3.08% | 2.55% | 1.95% | 2.17% |
BRK-B Berkshire Hathaway 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% |
DD DuPont de Nemours, Inc. | 101.24% | 121.72% | 1.99% | 1.87% | 1.92% | 1.49% | 1.69% | 0.93% | 0.00% | 0.00% | 0.00% | 0.00% |
DOW Dow Inc. | 4.14% | 8.98% | 6.98% | 5.11% | 5.56% | 4.94% | 5.05% | 3.84% | 0.00% | 0.00% | 0.00% | 0.00% |
DPZ Domino's Pizza, Inc. | 1.69% | 1.67% | 1.44% | 1.17% | 1.27% | 0.67% | 0.81% | 0.89% | 0.89% | 0.97% | 0.95% | 1.11% |
IBM International Business Machines Corporation | 2.47% | 2.27% | 3.03% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% |
INTC Intel Corporation | 0.00% | 0.00% | 1.87% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% |
KMB Kimberly-Clark Corporation | 4.97% | 5.00% | 3.72% | 3.88% | 3.42% | 3.19% | 3.17% | 3.00% | 3.51% | 3.22% | 3.22% | 2.77% |
MDLZ Mondelez International, Inc. | 3.13% | 3.60% | 3.00% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% |
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 2025-08 Stock Rater test 5. 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 2025-08 Stock Rater test 5 was 31.53%, occurring on Mar 23, 2020. Recovery took 48 trading sessions.
The current 2025-08 Stock Rater test 5 drawdown is 0.25%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -31.53%Mar 2020 | 1mo 1d | 2mo 10d | 3mo 11dFeb 2020 - Jun 2020 |
Bear market2022 | -24.81%Oct 2022 | 9mo 10d | 1y 9mo | 2y 6moJan 2022 - Jul 2024 |
2025 selloff2025 | -18.68%Apr 2025 | 1mo 18d | 9mo 5d | 10mo 23dFeb 2025 - Jan 2026 |
2020 correction2020 | -11.54%Jun 2020 | 2d | 1mo 4d | 1mo 6dJun 2020 - Jul 2020 |
2020 correction2020 | -10.39%Oct 2020 | 1mo 27d | 20d | 2mo 17dSep 2020 - Nov 2020 |
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 16.00, 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 | 2.38 | 2.08 | 1.88 | 1.75 |
The portfolio has a diversification ratio of 1.75, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
2025-08 Stock Rater test 5 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2019 | 0.83 |
Benchmark Correlations
Correlation vs. S&P 500 Index. MRVL has the highest benchmark correlation at 0.65, while KMB has the lowest at 0.22.
Asset Correlations Table
Find what 2025-08 Stock Rater test 5 is missing
See which holdings overlap, where 2025-08 Stock Rater test 5 is concentrated, and which low-correlation assets could fill the gaps.
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