3 Scratch 4 tweak 6

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

3 Scratch 4 tweak 6

Currency in USD · Last updated May 23, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AMZN Amazon.com, Inc.	Consumer Cyclical	2.24%
AVGO Broadcom Inc.	Technology	3%
AXP American Express Company	Financial Services	3.96%
BRK-B Berkshire Hathaway Inc.	Financial Services	7.29%
COST Costco Wholesale Corporation	Consumer Defensive	4.65%
CTRE CareTrust REIT, Inc.	Real Estate	7.37%
DPZ Domino's Pizza, Inc.	Consumer Cyclical	4.39%
GLDM SPDR Gold MiniShares Trust	Precious Metals, Gold	10%
LLY Eli Lilly and Company	Healthcare	8.62%
LOW Lowe's Companies, Inc.	Consumer Cyclical	5.03%
MSFT Microsoft Corporation	Technology	12%
NVDA NVIDIA Corporation	Technology	4.88%
PANW Palo Alto Networks, Inc.	Technology	3.50%
TOL Toll Brothers, Inc.	Consumer Cyclical	3.94%
UNH UnitedHealth Group Incorporated	Healthcare	5.80%
WMT Walmart Inc.	Consumer Defensive	8.45%
XOM Exxon Mobil Corporation	Energy	4.88%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Jun 26, 2018, corresponding to the inception date of GLDM

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-0.67%	10.48%	-1.79%	10.08%	14.60%	10.64%
3 Scratch 4 tweak 6	3.11%	4.06%	0.21%	15.82%	27.15%	N/A
Portfolio components:
LLY Eli Lilly and Company	-7.01%	-13.40%	-4.27%	-10.31%	38.06%	27.69%
WMT Walmart Inc.	6.73%	1.38%	9.33%	48.53%	19.98%	16.49%
AMZN Amazon.com, Inc.	-7.43%	17.28%	2.38%	10.90%	10.76%	25.25%
LOW Lowe's Companies, Inc.	-8.46%	2.68%	-14.82%	3.09%	14.88%	14.46%
CTRE CareTrust REIT, Inc.	5.92%	-0.74%	-5.77%	16.16%	14.24%	13.94%
MSFT Microsoft Corporation	8.33%	24.23%	10.59%	6.46%	20.94%	27.31%
BRK-B Berkshire Hathaway Inc.	11.09%	-3.31%	6.67%	21.64%	23.55%	13.29%
UNH UnitedHealth Group Incorporated	-41.10%	-30.55%	-49.94%	-42.19%	1.95%	11.20%
PANW Palo Alto Networks, Inc.	2.30%	13.76%	-6.39%	20.64%	36.24%	21.23%
AVGO Broadcom Inc.	-0.26%	35.94%	41.42%	67.61%	56.76%	36.52%
TOL Toll Brothers, Inc.	-16.94%	6.84%	-31.34%	-11.92%	30.64%	11.74%
AXP American Express Company	-2.69%	13.77%	-1.43%	20.97%	27.97%	15.13%
DPZ Domino's Pizza, Inc.	15.36%	-0.80%	8.96%	-4.47%	6.54%	17.28%
NVDA NVIDIA Corporation	-1.08%	34.32%	-9.42%	39.93%	71.34%	74.59%
GLDM SPDR Gold MiniShares Trust	25.31%	-2.54%	23.09%	38.15%	13.48%	N/A
COST Costco Wholesale Corporation	11.38%	4.11%	6.79%	27.63%	29.60%	23.78%
XOM Exxon Mobil Corporation	-2.53%	-4.05%	-14.01%	-7.72%	23.72%	6.32%

*Annualized

Monthly Returns

The table below presents the monthly returns of 3 Scratch 4 tweak 6, 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	3.25%	0.34%	-2.83%	2.14%	0.28%								3.11%
2024	4.24%	7.69%	5.10%	-1.73%	4.87%	4.05%	1.58%	5.32%	1.89%	-0.58%	4.31%	-4.40%	36.71%
2023	6.60%	-1.54%	6.20%	3.44%	3.61%	6.97%	2.60%	1.31%	-2.91%	0.89%	7.71%	3.13%	44.53%
2022	-5.33%	-0.36%	5.20%	-6.95%	-0.27%	-4.91%	8.23%	-3.80%	-7.14%	6.55%	7.71%	-5.02%	-7.72%
2021	2.40%	0.68%	2.81%	5.66%	2.97%	3.40%	2.83%	3.23%	-4.74%	9.36%	1.06%	5.67%	40.83%
2020	1.90%	-5.76%	-7.52%	12.54%	7.07%	1.73%	5.12%	7.04%	-1.62%	-5.04%	9.71%	4.73%	31.50%
2019	6.76%	2.40%	3.61%	2.76%	-5.56%	6.11%	-0.19%	1.00%	0.54%	3.85%	2.40%	3.32%	29.90%
2018						-0.33%	2.97%	6.63%	0.58%	-4.69%	2.91%	-5.54%	1.97%

Expense Ratio

3 Scratch 4 tweak 6 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.

GLDM

SPDR Gold MiniShares Trust

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 77, 3 Scratch 4 tweak 6 is among the top 23% 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
LLY Eli Lilly and Company	-0.27	-0.04	0.99	-0.32	-0.61
WMT Walmart Inc.	2.04	2.87	1.39	2.33	7.62
AMZN Amazon.com, Inc.	0.32	0.68	1.09	0.35	0.90
LOW Lowe's Companies, Inc.	0.13	0.14	1.02	-0.02	-0.05
CTRE CareTrust REIT, Inc.	0.73	1.14	1.14	0.72	1.55
MSFT Microsoft Corporation	0.25	0.62	1.08	0.33	0.73
BRK-B Berkshire Hathaway Inc.	1.10	1.59	1.23	2.49	6.06
UNH UnitedHealth Group Incorporated	-0.95	-1.13	0.80	-0.75	-2.50
PANW Palo Alto Networks, Inc.	0.57	0.82	1.10	0.56	1.67
AVGO Broadcom Inc.	1.08	1.78	1.24	1.58	4.36
TOL Toll Brothers, Inc.	-0.32	-0.54	0.94	-0.43	-0.90
AXP American Express Company	0.65	1.06	1.15	0.69	2.17
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
GLDM SPDR Gold MiniShares Trust	2.16	2.69	1.34	4.38	11.23
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

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.

3 Scratch 4 tweak 6 Sharpe ratios as of May 23, 2025 (values are recalculated daily):

1-Year: 1.00
5-Year: 1.75
All Time: 1.38

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 3 Scratch 4 tweak 6 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

3 Scratch 4 tweak 6 provided a 1.18% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.18%	1.08%	1.32%	1.41%	1.26%	1.67%	1.49%	1.69%	1.76%	1.65%	1.92%	4.86%
Portfolio components:
LLY Eli Lilly and Company	0.78%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.95%	2.46%	2.77%	2.37%	2.84%
WMT Walmart Inc.	0.92%	0.92%	1.45%	1.58%	1.52%	1.50%	1.78%	2.23%	2.07%	2.89%	3.20%	2.24%
AMZN Amazon.com, 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%
LOW Lowe's Companies, Inc.	2.06%	1.82%	1.93%	1.86%	1.08%	1.40%	1.72%	1.93%	1.64%	1.77%	1.34%	1.19%
CTRE CareTrust REIT, Inc.	4.25%	4.29%	5.00%	5.92%	4.64%	4.51%	4.36%	5.55%	5.52%	4.44%	5.84%	48.70%
MSFT Microsoft Corporation	0.71%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%
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	2.83%	1.62%	1.38%	1.21%	1.12%	1.38%	1.41%	1.38%	1.30%	1.48%	1.59%	1.39%
PANW Palo Alto Networks, 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%
AVGO Broadcom Inc.	0.97%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%	1.22%
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%
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%
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%
GLDM SPDR Gold MiniShares 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%
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%

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 3 Scratch 4 tweak 6. 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 3 Scratch 4 tweak 6 was 27.67%, occurring on Mar 16, 2020. Recovery took 55 trading sessions.

The current 3 Scratch 4 tweak 6 drawdown is 2.95%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-27.67%	Feb 21, 2020	17	Mar 16, 2020	55	Jun 3, 2020	72
-16.31%	Mar 30, 2022	136	Oct 12, 2022	85	Feb 14, 2023	221
-13.33%	Sep 24, 2018	64	Dec 24, 2018	35	Feb 14, 2019	99
-12.42%	Feb 14, 2025	37	Apr 8, 2025	—	—	—
-9.86%	Dec 30, 2021	38	Feb 23, 2022	24	Mar 29, 2022	62

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 17 assets, with an effective number of assets of 14.24, 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.

	^GSPC	GLDM	XOM	CTRE	LLY	DPZ	UNH	WMT	TOL	PANW	BRK-B	LOW	COST	AXP	NVDA	AMZN	AVGO	MSFT	Portfolio
^GSPC	1.00	0.06	0.41	0.38	0.37	0.37	0.39	0.40	0.53	0.54	0.66	0.61	0.59	0.69	0.68	0.68	0.70	0.77	0.91
GLDM	0.06	1.00	0.06	0.10	0.01	0.05	0.01	0.05	0.10	0.05	-0.00	0.02	0.07	0.03	0.03	0.06	0.05	0.03	0.15
XOM	0.41	0.06	1.00	0.18	0.15	0.10	0.24	0.17	0.23	0.13	0.49	0.29	0.15	0.45	0.16	0.14	0.23	0.15	0.38
CTRE	0.38	0.10	0.18	1.00	0.19	0.16	0.23	0.20	0.29	0.20	0.31	0.28	0.23	0.32	0.14	0.19	0.19	0.22	0.45
LLY	0.37	0.01	0.15	0.19	1.00	0.18	0.30	0.26	0.15	0.22	0.28	0.23	0.31	0.21	0.23	0.24	0.25	0.31	0.49
DPZ	0.37	0.05	0.10	0.16	0.18	1.00	0.17	0.24	0.26	0.29	0.20	0.32	0.32	0.20	0.32	0.33	0.27	0.31	0.45
UNH	0.39	0.01	0.24	0.23	0.30	0.17	1.00	0.27	0.17	0.18	0.39	0.30	0.30	0.30	0.17	0.18	0.20	0.29	0.44
WMT	0.40	0.05	0.17	0.20	0.26	0.24	0.27	1.00	0.19	0.20	0.36	0.35	0.59	0.24	0.21	0.28	0.22	0.31	0.49
TOL	0.53	0.10	0.23	0.29	0.15	0.26	0.17	0.19	1.00	0.27	0.37	0.56	0.30	0.40	0.35	0.33	0.36	0.33	0.55
PANW	0.54	0.05	0.13	0.20	0.22	0.29	0.18	0.20	0.27	1.00	0.25	0.33	0.37	0.33	0.50	0.50	0.46	0.51	0.58
BRK-B	0.66	-0.00	0.49	0.31	0.28	0.20	0.39	0.36	0.37	0.25	1.00	0.45	0.37	0.65	0.30	0.31	0.36	0.38	0.61
LOW	0.61	0.02	0.29	0.28	0.23	0.32	0.30	0.35	0.56	0.33	0.45	1.00	0.43	0.44	0.37	0.37	0.41	0.42	0.63
COST	0.59	0.07	0.15	0.23	0.31	0.32	0.30	0.59	0.30	0.37	0.37	0.43	1.00	0.33	0.42	0.45	0.42	0.51	0.64
AXP	0.69	0.03	0.45	0.32	0.21	0.20	0.30	0.24	0.40	0.33	0.65	0.44	0.33	1.00	0.39	0.39	0.44	0.42	0.63
NVDA	0.68	0.03	0.16	0.14	0.23	0.32	0.17	0.21	0.35	0.50	0.30	0.37	0.42	0.39	1.00	0.61	0.66	0.64	0.68
AMZN	0.68	0.06	0.14	0.19	0.24	0.33	0.18	0.28	0.33	0.50	0.31	0.37	0.45	0.39	0.61	1.00	0.53	0.70	0.65
AVGO	0.70	0.05	0.23	0.19	0.25	0.27	0.20	0.22	0.36	0.46	0.36	0.41	0.42	0.44	0.66	0.53	1.00	0.59	0.67
MSFT	0.77	0.03	0.15	0.22	0.31	0.31	0.29	0.31	0.33	0.51	0.38	0.42	0.51	0.42	0.64	0.70	0.59	1.00	0.75
Portfolio	0.91	0.15	0.38	0.45	0.49	0.45	0.44	0.49	0.55	0.58	0.61	0.63	0.64	0.63	0.68	0.65	0.67	0.75	1.00

The correlation results are calculated based on daily price changes starting from Jun 27, 2018

Performance Analysis

Risk Analysis

Optimization

Factor Model

3 Scratch 4 tweak 6

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