2025-08 Stock Rater test 5

Asset Allocation

Position	Category/Sector	Target Weight
ACN Accenture plc	Technology	6.25%
BMY Bristol-Myers Squibb Company	Healthcare	6.25%
BRK-B Berkshire Hathaway Inc.	Financial Services	6.25%
DD DuPont de Nemours, Inc.	Basic Materials	6.25%
DOW Dow Inc.	Basic Materials	6.25%
DPZ Domino's Pizza, Inc.	Consumer Cyclical	6.25%
IBM International Business Machines Corporation	Technology	6.25%
INTC Intel Corporation	Technology	6.25%
KMB Kimberly-Clark Corporation	Consumer Defensive	6.25%
MDLZ Mondelez International, Inc.	Consumer Defensive	6.25%
MRVL Marvell Technology Group Ltd.	Technology	6.25%
PRU Prudential Financial, Inc.	Financial Services	6.25%
TSLA Tesla, Inc.	Consumer Cyclical	6.25%
UNFI United Natural Foods, Inc.	Consumer Defensive	6.25%
UNH UnitedHealth Group Incorporated	Healthcare	6.25%
WY Weyerhaeuser Company	Real Estate	6.25%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

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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The earliest data available for this chart is Jun 3, 2019, corresponding to the inception date of DD

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio 2025-08 Stock Rater test 5	0.34%	5.15%	6.88%	2.59%	6.32%	11.20%	8.10%	—
Portfolio components:
ACN Accenture plc	2.17%	-4.08%	-24.52%	-16.58%	-34.92%	-9.41%	-4.75%	7.53%
BRK-B Berkshire Hathaway Inc.	-0.24%	-0.83%	-5.03%	-3.74%	-11.23%	15.44%	13.08%	12.79%
UNH UnitedHealth Group Incorporated	1.20%	-3.39%	-15.36%	-20.48%	-45.51%	-15.89%	-3.82%	9.69%
KMB Kimberly-Clark Corporation	-1.48%	-7.00%	-3.54%	-19.67%	-29.74%	-7.18%	-3.30%	-0.03%
MDLZ Mondelez International, Inc.	0.82%	-1.25%	7.82%	-5.19%	-10.09%	-3.77%	2.30%	5.83%
DD DuPont de Nemours, Inc.	-1.58%	-5.78%	13.59%	-43.33%	-38.32%	-12.43%	-8.52%	—
DPZ Domino's Pizza, Inc.	2.57%	-8.74%	-10.59%	-13.23%	-19.48%	5.24%	1.18%	12.02%
IBM International Business Machines Corporation	2.06%	1.17%	-15.74%	-12.48%	1.74%	27.71%	18.92%	10.02%
MRVL Marvell Technology Group Ltd.	0.37%	38.19%	26.13%	24.43%	69.96%	37.18%	17.09%	28.25%
BMY Bristol-Myers Squibb Company	-2.45%	-1.64%	12.95%	35.06%	6.13%	-0.31%	2.97%	2.48%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 4, 2019, 2025-08 Stock Rater test 5's average daily return is +0.07%, while the average monthly return is +1.45%. At this rate, your investment would double in approximately 4.0 years.

Historically, 63% of months were positive and 37% 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 53% 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%	1.68%									6.88%
2025	3.89%	0.02%	-4.47%	-6.16%	1.66%	-0.38%	-3.87%	3.89%	8.40%	1.50%	-3.13%	-0.81%	-0.41%
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 4.05%, beta of 0.95, and R² of 0.79 versus S&P 500 Index. Calculated based on daily prices since June 04, 2019.

This portfolio captured 107.28% of S&P 500 Index gains but only 94.59% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 4.05% 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: 4.05%

Beta: 0.95

R²: 0.79

Upside Capture: 107.28%

Downside Capture: 94.59%

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.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

2025-08 Stock Rater test 5 ranks 8 for risk / return — in the bottom 8% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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	0.29	0.88	-0.59
Sortino ratio Return per unit of downside risk	0.56	1.37	-0.81
Omega ratio Gain probability vs. loss probability	1.08	1.21	-0.13
Calmar ratio Return relative to maximum drawdown	0.53	1.39	-0.86
Martin ratio Return relative to average drawdown	1.29	6.43	-5.15
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
ACN Accenture plc	6	-1.05	-1.47	0.82	-0.86	-1.65
BRK-B Berkshire Hathaway Inc.	15	-0.62	-0.73	0.90	-0.70	-1.19
UNH UnitedHealth Group Incorporated	11	-0.89	-1.09	0.82	-0.76	-1.00
KMB Kimberly-Clark Corporation	4	-1.19	-1.53	0.78	-0.97	-1.55
MDLZ Mondelez International, Inc.	21	-0.45	-0.50	0.94	-0.47	-0.89
DD DuPont de Nemours, Inc.	18	-0.56	-0.21	0.94	-0.66	-1.23
DPZ Domino's Pizza, Inc.	12	-0.79	-1.07	0.88	-0.66	-1.38
IBM International Business Machines Corporation	39	0.05	0.29	1.04	0.06	0.15
MRVL Marvell Technology Group Ltd.	76	1.09	1.78	1.24	2.71	5.89
BMY Bristol-Myers Squibb Company	43	0.22	0.51	1.06	0.24	0.39

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.

2025-08 Stock Rater test 5 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 0.29
5-Year: 0.45
All Time: 0.80

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 0.98 to 1.66, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of 2025-08 Stock Rater test 5 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

2025-08 Stock Rater test 5 provided a 2.56% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.56%	2.70%	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	3.09%	2.26%	1.52%	1.33%	1.51%	0.87%	1.26%	1.07%	1.98%	1.66%	1.97%	2.03%
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%
UNH UnitedHealth Group Incorporated	3.19%	2.64%	1.62%	1.38%	1.21%	1.12%	1.38%	1.41%	1.38%	1.30%	1.48%	1.59%
KMB Kimberly-Clark Corporation	5.26%	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.	3.42%	3.60%	3.00%	2.24%	2.21%	2.01%	2.05%	1.98%	2.40%	1.92%	1.62%	1.43%
DD DuPont de Nemours, Inc.	2.68%	3.56%	1.99%	1.87%	1.92%	1.49%	1.69%	0.93%	0.00%	0.00%	0.00%	0.00%
DPZ Domino's Pizza, Inc.	1.94%	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	2.71%	2.27%	3.03%	4.05%	4.68%	4.74%	5.17%	4.80%	5.46%	3.85%	3.31%	3.63%
MRVL Marvell Technology Group Ltd.	0.22%	0.28%	0.22%	0.40%	0.65%	0.21%	0.50%	0.90%	1.48%	1.12%	1.73%	2.72%
BMY Bristol-Myers Squibb Company	5.23%	4.60%	4.24%	4.44%	3.00%	2.36%	3.69%	2.55%	3.08%	2.55%	1.95%	2.17%

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 0.22%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-31.53%	Feb 21, 2020	22	Mar 23, 2020	48	Jun 1, 2020	70
-24.81%	Jan 5, 2022	194	Oct 12, 2022	440	Jul 16, 2024	634
-18.68%	Feb 19, 2025	35	Apr 8, 2025	—	—	—
-11.54%	Jun 9, 2020	3	Jun 11, 2020	23	Jul 15, 2020	26
-10.39%	Sep 3, 2020	41	Oct 30, 2020	14	Nov 19, 2020	55

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. 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	DPZ	KMB	BMY	TSLA	UNH	UNFI	MDLZ	MRVL	INTC	IBM	DOW	WY	ACN	PRU	DD	BRK-B	Portfolio
Benchmark	1.00	0.35	0.23	0.29	0.53	0.36	0.35	0.37	0.66	0.60	0.54	0.50	0.55	0.67	0.60	0.62	0.61	0.83
DPZ	0.35	1.00	0.16	0.14	0.21	0.16	0.14	0.17	0.27	0.23	0.17	0.18	0.23	0.30	0.15	0.20	0.20	0.38
KMB	0.23	0.16	1.00	0.33	0.00	0.26	0.15	0.57	0.01	0.12	0.25	0.14	0.26	0.27	0.19	0.16	0.31	0.32
BMY	0.29	0.14	0.33	1.00	0.06	0.32	0.15	0.33	0.08	0.16	0.27	0.25	0.27	0.26	0.28	0.27	0.33	0.36
TSLA	0.53	0.21	0.00	0.06	1.00	0.11	0.20	0.11	0.44	0.37	0.19	0.21	0.26	0.29	0.26	0.28	0.21	0.55
UNH	0.36	0.16	0.26	0.32	0.11	1.00	0.13	0.29	0.17	0.20	0.27	0.22	0.24	0.31	0.29	0.25	0.36	0.39
UNFI	0.35	0.14	0.15	0.15	0.20	0.13	1.00	0.18	0.22	0.25	0.27	0.30	0.31	0.21	0.33	0.31	0.31	0.53
MDLZ	0.37	0.17	0.57	0.33	0.11	0.29	0.18	1.00	0.12	0.20	0.30	0.26	0.35	0.35	0.28	0.27	0.40	0.42
MRVL	0.66	0.27	0.01	0.08	0.44	0.17	0.22	0.12	1.00	0.54	0.31	0.29	0.31	0.43	0.32	0.40	0.29	0.61
INTC	0.60	0.23	0.12	0.16	0.37	0.20	0.25	0.20	0.54	1.00	0.37	0.36	0.36	0.40	0.35	0.43	0.34	0.63
IBM	0.54	0.17	0.25	0.27	0.19	0.27	0.27	0.30	0.31	0.37	1.00	0.41	0.37	0.51	0.50	0.43	0.48	0.58
DOW	0.50	0.18	0.14	0.25	0.21	0.22	0.30	0.26	0.29	0.36	0.41	1.00	0.51	0.38	0.59	0.68	0.52	0.62
WY	0.55	0.23	0.26	0.27	0.26	0.24	0.31	0.35	0.31	0.36	0.37	0.51	1.00	0.46	0.53	0.53	0.51	0.62
ACN	0.67	0.30	0.27	0.26	0.29	0.31	0.21	0.35	0.43	0.40	0.51	0.38	0.46	1.00	0.43	0.44	0.48	0.64
PRU	0.60	0.15	0.19	0.28	0.26	0.29	0.33	0.28	0.32	0.35	0.50	0.59	0.53	0.43	1.00	0.61	0.70	0.65
DD	0.62	0.20	0.16	0.27	0.28	0.25	0.31	0.27	0.40	0.43	0.43	0.68	0.53	0.44	0.61	1.00	0.54	0.68
BRK-B	0.61	0.20	0.31	0.33	0.21	0.36	0.31	0.40	0.29	0.34	0.48	0.52	0.51	0.48	0.70	0.54	1.00	0.63
Portfolio	0.83	0.38	0.32	0.36	0.55	0.39	0.53	0.42	0.61	0.63	0.58	0.62	0.62	0.64	0.65	0.68	0.63	1.00

The correlation results are calculated based on daily price changes starting from Jun 4, 2019

2025-08 Stock Rater test 5

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