12/26/25 Holdings

Asset Allocation

Position	Category/Sector	Target Weight
CBOE Cboe Global Markets, Inc.	Financial Services	4%
MO Altria Group, Inc.	Consumer Defensive	4%
WELL Welltower Inc.	Real Estate	4%
PM Philip Morris International Inc.	Consumer Defensive	4%
NEM Newmont Corporation	Basic Materials	4%
GILD Gilead Sciences, Inc.	Healthcare	4%
JNJ Johnson & Johnson	Healthcare	4%
PLTR Palantir Technologies Inc.	Technology	4%
CAH Cardinal Health, Inc.	Healthcare	4%
COR Cencora Inc.	Healthcare	4%
IDCC InterDigital, Inc.	Communication Services	4%
GEV GE Vernova Inc.	Industrials	4%
GOOG Alphabet Inc	Communication Services	4%
SGHC Super Group (SGHC) Limited	Consumer Cyclical	4%
RTX RTX Corporation	Industrials	4%
APP AppLovin Corporation	Communication Services	4%
CMCL Caledonia Mining Corporation Plc	Basic Materials	4%
TPR Tapestry, Inc.	Consumer Cyclical	4%
STX Seagate Technology plc	Technology	4%
EBAY eBay Inc.	Consumer Cyclical	4%
DAVE Dave Inc.	Technology	4%
WBD Warner Bros. Discovery, Inc.	Communication Services	4%
RIGL Rigel Pharmaceuticals, Inc.	Healthcare	4%
HWM Howmet Aerospace Inc.	Industrials	4%
NVDA NVIDIA Corporation	Technology	4%

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 12/26/25 Holdings, 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%	-0.17%	8.56%	8.85%	22.93%	19.37%	11.84%	13.61%
Portfolio 12/26/25 Holdings	1.41%	0.05%	15.26%	16.28%	65.14%	—	—	—
Portfolio components:
APP AppLovin Corporation	3.80%	9.53%	-26.28%	-25.93%	30.53%	180.45%	43.23%	—
CAH Cardinal Health, Inc.	1.22%	20.12%	9.47%	13.51%	41.03%	38.77%	33.47%	14.31%
CBOE Cboe Global Markets, Inc.	-0.33%	-19.41%	18.03%	17.09%	31.68%	31.02%	22.58%	17.84%
CMCL Caledonia Mining Corporation Plc	3.65%	-17.97%	-21.95%	-20.06%	3.33%	20.06%	12.13%	—
COR Cencora Inc.	0.07%	10.42%	-16.27%	-18.27%	-3.81%	17.14%	20.65%	17.47%
DAVE Dave Inc.	0.47%	19.46%	29.52%	45.12%	20.37%	269.82%	-2.05%	—
EBAY eBay Inc.	-0.91%	-3.63%	25.46%	28.02%	42.05%	35.97%	12.04%	17.79%
GEV GE Vernova Inc.	3.74%	-11.47%	44.12%	40.23%	93.31%	—	—	—
GILD Gilead Sciences, Inc.	-0.22%	-5.61%	2.90%	5.60%	15.06%	21.02%	17.08%	7.84%
GOOG Alphabet Inc	0.45%	-10.19%	14.29%	15.49%	102.96%	42.67%	23.51%	25.97%

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

Monthly Returns

Based on dividend-adjusted daily data since Mar 27, 2024, 12/26/25 Holdings's average daily return is +0.24%, while the average monthly return is +4.94%. At this rate, an investment would double in approximately 1.2 years.

Historically, 79% of months were positive and 21% were negative. The best month was Nov 2024 with a return of +24.9%, while the worst month was Mar 2026 at -7.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 1 months.

On a daily basis, 12/26/25 Holdings closed higher 61% of trading days. The best single day was Apr 9, 2025 with a return of +8.1%, while the worst single day was Apr 4, 2025 at -6.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.02%	7.41%	-7.70%	10.31%	4.13%	-0.78%							15.26%
2025	8.81%	4.27%	-3.22%	4.81%	16.14%	8.54%	6.94%	6.56%	12.14%	1.96%	5.68%	0.70%	101.17%
2024			1.63%	-2.99%	7.21%	-1.60%	8.85%	6.48%	7.43%	2.72%	24.90%	-5.09%	57.72%

Benchmark Metrics

12/26/25 Holdings has an annualized alpha of 54.93%, beta of 0.97, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since March 27, 2024.

This portfolio captured 284.15% of S&P 500 Index gains but only 4.36% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 54.93% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 0.97 and R2 of 0.67, 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: 54.93%

Beta: 0.97

R²: 0.67

Upside Capture: 284.15%

Downside Capture: 4.36%

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

Expense Ratio

12/26/25 Holdings 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

12/26/25 Holdings 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 12/26/25 Holdings 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	3.93	1.86	+2.07
Sortino ratioReturn per unit of downside risk	4.98	2.53	+2.45
Omega ratioGain probability vs. loss probability	1.64	1.34	+0.31
Calmar ratioReturn relative to maximum drawdown	5.98	2.53	+3.45
Martin ratioReturn relative to average drawdown	28.62	11.37	+17.25

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
APP AppLovin Corporation	57	0.43	1.02	1.13	0.61	1.22
CAH Cardinal Health, Inc.	80	1.38	2.24	1.30	2.02	5.31
CBOE Cboe Global Markets, Inc.	73	1.16	1.63	1.23	1.29	5.70
CMCL Caledonia Mining Corporation Plc	44	0.05	0.51	1.06	0.07	0.13
COR Cencora Inc.	36	-0.13	0.03	1.01	-0.12	-0.33
DAVE Dave Inc.	53	0.28	0.89	1.11	0.46	0.82
EBAY eBay Inc.	74	1.09	1.64	1.24	2.04	4.28
GEV GE Vernova Inc.	88	1.91	2.68	1.33	3.82	11.27
GILD Gilead Sciences, Inc.	59	0.57	1.03	1.12	0.70	1.99
GOOG Alphabet Inc	96	3.60	4.96	1.59	4.99	17.56

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 12/26/25 Holdings Sharpe ratio is 3.93 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 12/26/25 Holdings 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

12/26/25 Holdings provided a 1.21% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.21%	1.24%	1.91%	2.02%	2.11%	1.96%	2.86%	2.31%	2.19%	1.61%	3.16%	7.15%
Portfolio components:
APP AppLovin Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CAH Cardinal Health, Inc.	0.91%	0.99%	1.28%	1.98%	2.57%	3.80%	3.62%	3.80%	4.24%	3.00%	2.41%	1.68%
CBOE Cboe Global Markets, Inc.	0.98%	1.08%	1.21%	1.18%	1.56%	1.38%	1.68%	1.12%	1.19%	0.83%	1.30%	1.36%
CMCL Caledonia Mining Corporation Plc	2.78%	2.14%	5.95%	4.59%	4.52%	4.29%	2.11%	3.27%	5.23%	1.86%	0.00%	0.00%
COR Cencora Inc.	0.83%	0.67%	0.93%	0.96%	1.13%	5.13%	6.74%	7.48%	2.07%	1.61%	1.77%	1.17%
DAVE Dave 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%
EBAY eBay Inc.	1.10%	1.33%	1.74%	2.29%	2.12%	1.08%	1.27%	1.55%	0.00%	0.00%	0.00%	139.70%
GEV GE Vernova Inc.	0.16%	0.11%	0.08%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GILD Gilead Sciences, Inc.	2.54%	2.57%	3.33%	3.70%	3.40%	3.91%	4.67%	3.88%	3.65%	2.90%	2.57%	1.27%
GOOG Alphabet Inc	0.24%	0.26%	0.32%	0.00%	0.00%	0.00%	0.00%	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 12/26/25 Holdings. 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 12/26/25 Holdings was 16.25%, occurring on Apr 8, 2025. Recovery took 18 trading sessions.

The current 12/26/25 Holdings drawdown is 0.95%.

Related event	Drawdown	Fall	Recovery	Underwater
2025 selloff2025	-16.25%Apr 2025	1mo 18d	27d	2mo 15dFeb 2025 - May 2025
2026 correction2026	-10.95%Mar 2026	27d	16d	1mo 13dMar 2026 - Apr 2026
2024 pullback2024	-7.42%Dec 2024	9d	1mo 5d	1mo 14dDec 2024 - Jan 2025
2024 pullback2024	-5.87%Apr 2024	17d	18d	1mo 5dApr 2024 - May 2024
2024 pullback2024	-5.53%Aug 2024	4d	8d	12dAug 2024 - Aug 2024

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 25 assets, with an effective number of assets of 25.00, 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	All Time
Diversification Ratio	2.52	2.25

The portfolio has a diversification ratio of 2.25, placing it in the top 5% across portfolios — assets in this portfolio move largely independently, providing strong diversification benefit.

12/26/25 Holdings correlation to the S&P 500 Index

12/26/25 Holdings has a 0.74 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	0.74
Correlation (All Time) Calculated using the full available price history since Mar 27, 2024	0.77

Benchmark Correlations

Correlation vs. S&P 500 Index. NVDA has the highest benchmark correlation at 0.64, while CBOE has the lowest at -0.17.

CBOE

-0.17

-0.11

JNJ

-0.00

0.00

0.06

0.13

0.18

0.18

0.24

0.27

0.29

0.31

0.32

0.32

0.38

0.45

0.48

0.48

0.51

0.51

0.53

0.54

0.54

0.60

0.64

Portfolio Correlations

Correlation vs. 12/26/25 Holdings. HWM has the highest portfolio correlation at 0.59, while CBOE has the lowest at -0.06.

CBOE

-0.06

0.03

JNJ

0.04

0.14

0.16

0.25

0.25

0.28

0.32

0.36

0.36

0.40

0.43

0.45

0.45

0.48

0.50

0.50

0.50

0.55

0.56

0.56

0.58

0.59

0.59

Asset Correlations Table

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

	CBOE	COR	MO	EBAY	PM	WBD	CMCL	GILD	WELL	NEM	CAH	JNJ	SGHC	RTX	RIGL	STX	IDCC	GOOG	DAVE	APP	PLTR	GEV	TPR	NVDA	HWM
CBOE	1.00	0.20	0.25	0.09	0.21	-0.08	0.04	0.14	0.22	0.01	0.17	0.21	0.01	0.06	-0.05	-0.17	-0.11	-0.18	-0.13	-0.18	-0.16	-0.17	-0.14	-0.24	-0.09
COR	0.20	1.00	0.20	0.11	0.25	-0.04	0.08	0.23	0.31	0.09	0.62	0.35	0.02	0.22	0.10	-0.03	0.11	-0.08	0.01	-0.09	-0.03	0.01	0.09	-0.07	0.10
MO	0.25	0.20	1.00	0.07	0.61	0.03	0.02	0.20	0.28	0.01	0.20	0.41	-0.03	0.09	0.04	-0.08	-0.03	-0.17	-0.14	-0.14	-0.12	-0.08	-0.05	-0.26	-0.06
EBAY	0.09	0.11	0.07	1.00	0.08	0.09	0.14	0.13	0.12	0.14	0.11	0.11	0.15	0.14	0.13	0.15	0.16	0.17	0.16	0.15	0.12	0.09	0.22	0.11	0.13
PM	0.21	0.25	0.61	0.08	1.00	0.06	0.10	0.23	0.33	0.09	0.26	0.36	0.05	0.15	0.08	0.02	-0.04	-0.08	-0.10	-0.05	-0.09	0.04	0.06	-0.16	0.09
WBD	-0.08	-0.04	0.03	0.09	0.06	1.00	0.08	0.16	0.08	0.06	0.07	0.07	0.18	0.16	0.23	0.17	0.18	0.24	0.21	0.12	0.16	0.16	0.29	0.14	0.21
CMCL	0.04	0.08	0.02	0.14	0.10	0.08	1.00	0.13	0.11	0.57	0.00	0.09	0.15	0.14	0.21	0.21	0.21	0.13	0.11	0.10	0.09	0.12	0.23	0.12	0.19
GILD	0.14	0.23	0.20	0.13	0.23	0.16	0.13	1.00	0.20	0.10	0.27	0.44	0.13	0.17	0.24	0.12	0.11	0.09	0.06	-0.10	-0.01	0.01	0.19	-0.08	0.10
WELL	0.22	0.31	0.28	0.12	0.33	0.08	0.11	0.20	1.00	0.16	0.33	0.31	0.10	0.24	0.16	0.07	0.12	0.04	-0.00	-0.01	0.01	0.12	0.17	-0.04	0.22
NEM	0.01	0.09	0.01	0.14	0.09	0.06	0.57	0.10	0.16	1.00	0.06	0.12	0.09	0.21	0.13	0.25	0.15	0.17	0.10	0.10	0.12	0.24	0.20	0.12	0.21
CAH	0.17	0.62	0.20	0.11	0.26	0.07	0.00	0.27	0.33	0.06	1.00	0.30	0.10	0.27	0.19	0.04	0.16	0.02	0.09	-0.03	0.06	0.15	0.18	0.03	0.23
JNJ	0.21	0.35	0.41	0.11	0.36	0.07	0.09	0.44	0.31	0.12	0.30	1.00	0.04	0.18	0.15	-0.02	-0.08	-0.06	-0.14	-0.26	-0.20	-0.10	0.04	-0.26	-0.05
SGHC	0.01	0.02	-0.03	0.15	0.05	0.18	0.15	0.13	0.10	0.09	0.10	0.04	1.00	0.17	0.24	0.22	0.24	0.23	0.27	0.23	0.24	0.22	0.31	0.24	0.27
RTX	0.06	0.22	0.09	0.14	0.15	0.16	0.14	0.17	0.24	0.21	0.27	0.18	0.17	1.00	0.15	0.13	0.14	0.11	0.16	0.07	0.14	0.29	0.24	0.09	0.52
RIGL	-0.05	0.10	0.04	0.13	0.08	0.23	0.21	0.24	0.16	0.13	0.19	0.15	0.24	0.15	1.00	0.15	0.17	0.20	0.28	0.15	0.18	0.16	0.28	0.15	0.24
STX	-0.17	-0.03	-0.08	0.15	0.02	0.17	0.21	0.12	0.07	0.25	0.04	-0.02	0.22	0.13	0.15	1.00	0.29	0.32	0.24	0.26	0.26	0.36	0.30	0.36	0.29
IDCC	-0.11	0.11	-0.03	0.16	-0.04	0.18	0.21	0.11	0.12	0.15	0.16	-0.08	0.24	0.14	0.17	0.29	1.00	0.32	0.27	0.28	0.30	0.29	0.32	0.31	0.31
GOOG	-0.18	-0.08	-0.17	0.17	-0.08	0.24	0.13	0.09	0.04	0.17	0.02	-0.06	0.23	0.11	0.20	0.32	0.32	1.00	0.29	0.34	0.31	0.28	0.25	0.38	0.28
DAVE	-0.13	0.01	-0.14	0.16	-0.10	0.21	0.11	0.06	-0.00	0.10	0.09	-0.14	0.27	0.16	0.28	0.24	0.27	0.29	1.00	0.41	0.42	0.32	0.34	0.30	0.35
APP	-0.18	-0.09	-0.14	0.15	-0.05	0.12	0.10	-0.10	-0.01	0.10	-0.03	-0.26	0.23	0.07	0.15	0.26	0.28	0.34	0.41	1.00	0.53	0.38	0.28	0.43	0.30
PLTR	-0.16	-0.03	-0.12	0.12	-0.09	0.16	0.09	-0.01	0.01	0.12	0.06	-0.20	0.24	0.14	0.18	0.26	0.30	0.31	0.42	0.53	1.00	0.38	0.28	0.43	0.32
GEV	-0.17	0.01	-0.08	0.09	0.04	0.16	0.12	0.01	0.12	0.24	0.15	-0.10	0.22	0.29	0.16	0.36	0.29	0.28	0.32	0.38	0.38	1.00	0.34	0.46	0.50
TPR	-0.14	0.09	-0.05	0.22	0.06	0.29	0.23	0.19	0.17	0.20	0.18	0.04	0.31	0.24	0.28	0.30	0.32	0.25	0.34	0.28	0.28	0.34	1.00	0.28	0.39
NVDA	-0.24	-0.07	-0.26	0.11	-0.16	0.14	0.12	-0.08	-0.04	0.12	0.03	-0.26	0.24	0.09	0.15	0.36	0.31	0.38	0.30	0.43	0.43	0.46	0.28	1.00	0.40
HWM	-0.09	0.10	-0.06	0.13	0.09	0.21	0.19	0.10	0.22	0.21	0.23	-0.05	0.27	0.52	0.24	0.29	0.31	0.28	0.35	0.30	0.32	0.50	0.39	0.40	1.00

The correlation results are calculated based on daily price changes starting from Mar 27, 2024

Diversification Analysis

Find what 12/26/25 Holdings is missing

See which holdings overlap, where 12/26/25 Holdings is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification