2025 01 01

Asset Allocation

Position	Category/Sector	Target Weight
IBIT iShares Bitcoin Trust ETF	Cryptocurrency	14%
IAU iShares Gold Trust	Gold, Precious Metals	13.87%
MU Micron Technology, Inc.	Technology	12%
AVGO Broadcom Inc.	Technology	8%
ALL The Allstate Corporation	Financial Services	5%
CAH Cardinal Health, Inc.	Healthcare	5%
MDGL Madrigal Pharmaceuticals, Inc.	Healthcare	5%
NUTX Nutex Health Inc	Healthcare	5%
IREN IREN Limited	Financial Services	4%
TSM Taiwan Semiconductor Manufacturing Company Limited	Technology	4%
PROSY Prosus N.V.	Communication Services	3.62%
EOSE Eos Energy Enterprises Inc	Industrials	3.31%
ELVA Electrovaya Inc. Common Shares	Industrials	3%
MRK Merck & Co., Inc.	Healthcare	3%
NBIS Nebius Group N.V.	Communication Services	3%
RKLB Rocket Lab USA, Inc.	Industrials	3%
UBER Uber Technologies, Inc.	Technology	2%
OMF OneMain Holdings, Inc.	Financial Services	1%
PLTR Palantir Technologies Inc.	Technology	1%
LLY Eli Lilly and Company	Healthcare	0.60%
SFM Sprouts Farmers Market, Inc.	Consumer Defensive	0.60%

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 2025 01 01, 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 01 01	-0.65%	3.32%	29.53%	32.46%	113.81%	—	—	—
Portfolio components:
ALL The Allstate Corporation	0.94%	2.50%	7.58%	8.08%	13.66%	27.76%	13.66%	15.27%
AVGO Broadcom Inc.	-0.91%	-10.14%	10.62%	6.58%	54.87%	67.17%	55.09%	40.96%
CAH Cardinal Health, Inc.	1.22%	14.68%	9.47%	13.51%	40.25%	38.77%	33.47%	14.31%
ELVA Electrovaya Inc. Common Shares	-3.16%	-14.87%	20.25%	43.50%	181.07%	37.56%	9.63%	2.89%
EOSE Eos Energy Enterprises Inc	-2.26%	-22.95%	-47.12%	-59.16%	50.37%	23.72%	-21.15%	—
IAU iShares Gold Trust	0.08%	-9.54%	-2.44%	-2.22%	22.32%	29.07%	17.23%	12.31%
IBIT iShares Bitcoin Trust ETF	-0.03%	-19.59%	-27.41%	-29.61%	-39.67%	—	—	—
IREN IREN Limited	5.40%	12.90%	58.25%	48.94%	508.04%	155.58%	—	—
LLY Eli Lilly and Company	-2.41%	12.75%	5.78%	10.64%	39.26%	37.45%	39.59%	33.45%
MDGL Madrigal Pharmaceuticals, Inc.	1.37%	-10.95%	-17.44%	-15.87%	62.66%	21.44%	34.82%	46.09%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 18, 2024, 2025 01 01's average daily return is +0.31%, while the average monthly return is +6.23%. At this rate, an investment would double in approximately 1.0 years.

Historically, 62% of months were positive and 38% were negative. The best month was May 2026 with a return of +22.9%, while the worst month was Feb 2026 at -7.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, 2025 01 01 closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +10.8%, while the worst single day was Jun 5, 2026 at -7.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	9.09%	-7.31%	-6.41%	17.65%	22.92%	-5.35%							29.53%
2025	8.42%	-3.77%	-4.32%	11.81%	15.15%	10.57%	1.68%	8.84%	20.26%	10.64%	-1.21%	5.12%	117.31%
2024										-0.82%	19.02%	-1.05%	16.81%

Benchmark Metrics

2025 01 01 has an annualized alpha of 73.68%, beta of 1.40, and R2 of 0.55 versus S&P 500 Index. Calculated based on daily prices since October 18, 2024.

This portfolio captured 484.57% of S&P 500 Index gains but only 67.93% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 73.68% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 73.68%

Beta: 1.40

R²: 0.55

Upside Capture: 484.57%

Downside Capture: 67.93%

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

Expense Ratio

2025 01 01 has an expense ratio of 0.07%, 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.

IAU

iShares Gold Trust

IBIT

iShares Bitcoin Trust ETF

Return for Risk

Risk / Return Rank

2025 01 01 ranks 91 for risk / return — in the top 91% 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 2025 01 01 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	3.61	1.86	+1.75
Sortino ratioReturn per unit of downside risk	3.98	2.53	+1.45
Omega ratioGain probability vs. loss probability	1.53	1.34	+0.19
Calmar ratioReturn relative to maximum drawdown	5.15	2.53	+2.61
Martin ratioReturn relative to average drawdown	17.58	11.37	+6.21

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
ALL The Allstate Corporation	60	0.55	0.90	1.11	1.13	2.90
AVGO Broadcom Inc.	73	1.11	1.69	1.22	1.77	4.11
CAH Cardinal Health, Inc.	79	1.38	2.24	1.30	2.02	5.31
ELVA Electrovaya Inc. Common Shares	87	2.00	2.64	1.32	3.80	9.01
EOSE Eos Energy Enterprises Inc	59	0.40	1.42	1.17	0.60	1.16
IAU iShares Gold Trust	26	0.89	1.25	1.19	0.99	2.83
IBIT iShares Bitcoin Trust ETF	2	-0.92	-1.30	0.85	-0.78	-1.37
IREN IREN Limited	95	4.76	3.66	1.42	8.39	15.97
LLY Eli Lilly and Company	72	1.07	1.62	1.22	1.72	4.28
MDGL Madrigal Pharmaceuticals, Inc.	77	1.35	2.19	1.26	2.11	4.63

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. Learn how to interpret the Sharpe ratio.

The current 2025 01 01 Sharpe ratio is 3.61 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 2025 01 01 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 01 01 provided a 0.39% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.39%	0.42%	0.53%	0.67%	0.91%	0.90%	0.81%	0.86%	0.81%	0.58%	0.54%	0.49%
Portfolio components:
ALL The Allstate Corporation	1.88%	1.92%	1.91%	2.54%	2.51%	2.75%	1.96%	1.78%	2.23%	1.41%	1.78%	1.93%
AVGO Broadcom Inc.	0.65%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
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%
ELVA Electrovaya Inc. Common Shares	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EOSE Eos Energy Enterprises 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%
IAU iShares Gold 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%
IBIT iShares Bitcoin Trust ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IREN IREN Limited	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LLY Eli Lilly and Company	0.57%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
MDGL Madrigal Pharmaceuticals, 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%

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 01 01. 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 01 01 was 21.56%, occurring on Mar 30, 2026. Recovery took 24 trading sessions.

The current 2025 01 01 drawdown is 7.86%.

Related event	Drawdown	Fall	Recovery	Underwater
2026 bear market2026	-21.56%Mar 2026	2mo	1mo 5d	3mo 5dJan 2026 - May 2026
2025 selloff2025	-20.06%Apr 2025	1mo 18d	1mo	2mo 18dFeb 2025 - May 2025
2026 correction2026	-12.38%Jun 2026	7d	—	12d 6hJun 2026 - now
2025 pullback2025	-9.54%Nov 2025	10d	19d	29dNov 2025 - Dec 2025
2025 pullback2025	-9.16%Dec 2025	5d	5d	10dDec 2025 - Dec 2025

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 21 assets, with an effective number of assets of 12.58, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio

	1Y	All Time
Diversification Ratio	1.91	1.87

The portfolio has a diversification ratio of 1.87, placing it in the top 5% across portfolios — assets in this portfolio move largely independently, providing strong diversification benefit.

2025 01 01 correlation to the S&P 500 Index

2025 01 01 has a 0.71 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	0.71
Correlation (All Time) Calculated using the full available price history since Oct 18, 2024	0.71

Benchmark Correlations

Correlation vs. S&P 500 Index. AVGO has the highest benchmark correlation at 0.62, while MRK has the lowest at 0.11.

0.11

0.13

0.13

0.14

0.22

0.29

0.31

0.34

0.34

0.38

0.42

0.43

0.43

0.45

0.46

0.49

0.53

0.55

OMF

0.60

TSM

0.61

AVGO

0.62

Portfolio Correlations

Correlation vs. 2025 01 01. MU has the highest portfolio correlation at 0.70, while ALL has the lowest at -0.03.

-0.03

-0.01

0.06

0.15

0.19

0.28

0.32

0.37

0.40

0.42

0.42

0.44

0.50

0.60

0.60

0.61

0.62

0.62

0.63

0.68

0.70

Asset Correlations Table

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

	SFM	MRK	IAU	ALL	CAH	LLY	NUTX	MDGL	ELVA	UBER	PROSY	OMF	IBIT	EOSE	PLTR	NBIS	IREN	MU	AVGO	RKLB	TSM
SFM	1.00	-0.07	-0.02	0.15	0.13	0.13	0.12	0.11	-0.10	0.09	-0.05	0.12	0.06	-0.01	0.13	0.00	0.06	-0.04	0.04	0.17	0.01
MRK	-0.07	1.00	0.03	0.22	0.29	0.40	-0.04	0.15	0.07	-0.01	0.04	0.06	-0.00	-0.01	-0.09	-0.07	-0.05	-0.00	-0.12	-0.01	0.04
IAU	-0.02	0.03	1.00	-0.04	-0.00	0.10	0.07	0.12	0.16	0.03	0.22	-0.05	0.15	0.22	0.03	0.06	0.15	0.13	0.10	0.11	0.10
ALL	0.15	0.22	-0.04	1.00	0.34	0.16	0.09	0.09	-0.07	0.02	-0.02	0.18	-0.06	-0.05	-0.02	-0.13	-0.10	-0.12	-0.11	-0.07	-0.14
CAH	0.13	0.29	-0.00	0.34	1.00	0.29	0.12	0.19	-0.02	0.05	0.07	0.12	0.08	0.03	0.06	0.04	0.01	0.07	0.04	0.10	0.09
LLY	0.13	0.40	0.10	0.16	0.29	1.00	0.12	0.20	-0.00	0.18	0.19	0.12	0.07	0.09	0.12	0.10	0.07	0.15	0.10	0.08	0.16
NUTX	0.12	-0.04	0.07	0.09	0.12	0.12	1.00	0.11	0.13	0.23	0.17	0.27	0.13	0.18	0.26	0.17	0.15	0.22	0.20	0.19	0.21
MDGL	0.11	0.15	0.12	0.09	0.19	0.20	0.11	1.00	0.06	0.18	0.13	0.24	0.19	0.22	0.21	0.25	0.21	0.17	0.23	0.29	0.22
ELVA	-0.10	0.07	0.16	-0.07	-0.02	-0.00	0.13	0.06	1.00	0.16	0.26	0.25	0.17	0.32	0.18	0.24	0.24	0.28	0.23	0.30	0.28
UBER	0.09	-0.01	0.03	0.02	0.05	0.18	0.23	0.18	0.16	1.00	0.23	0.31	0.20	0.29	0.35	0.33	0.26	0.28	0.21	0.30	0.30
PROSY	-0.05	0.04	0.22	-0.02	0.07	0.19	0.17	0.13	0.26	0.23	1.00	0.22	0.27	0.30	0.26	0.24	0.25	0.34	0.30	0.28	0.33
OMF	0.12	0.06	-0.05	0.18	0.12	0.12	0.27	0.24	0.25	0.31	0.22	1.00	0.27	0.28	0.36	0.24	0.31	0.25	0.28	0.37	0.30
IBIT	0.06	-0.00	0.15	-0.06	0.08	0.07	0.13	0.19	0.17	0.20	0.27	0.27	1.00	0.33	0.34	0.35	0.51	0.32	0.33	0.38	0.32
EOSE	-0.01	-0.01	0.22	-0.05	0.03	0.09	0.18	0.22	0.32	0.29	0.30	0.28	0.33	1.00	0.38	0.40	0.41	0.31	0.34	0.42	0.37
PLTR	0.13	-0.09	0.03	-0.02	0.06	0.12	0.26	0.21	0.18	0.35	0.26	0.36	0.34	0.38	1.00	0.34	0.38	0.28	0.43	0.51	0.37
NBIS	0.00	-0.07	0.06	-0.13	0.04	0.10	0.17	0.25	0.24	0.33	0.24	0.24	0.35	0.40	0.34	1.00	0.52	0.41	0.41	0.39	0.44
IREN	0.06	-0.05	0.15	-0.10	0.01	0.07	0.15	0.21	0.24	0.26	0.25	0.31	0.51	0.41	0.38	0.52	1.00	0.35	0.36	0.46	0.38
MU	-0.04	-0.00	0.13	-0.12	0.07	0.15	0.22	0.17	0.28	0.28	0.34	0.25	0.32	0.31	0.28	0.41	0.35	1.00	0.52	0.34	0.58
AVGO	0.04	-0.12	0.10	-0.11	0.04	0.10	0.20	0.23	0.23	0.21	0.30	0.28	0.33	0.34	0.43	0.41	0.36	0.52	1.00	0.40	0.61
RKLB	0.17	-0.01	0.11	-0.07	0.10	0.08	0.19	0.29	0.30	0.30	0.28	0.37	0.38	0.42	0.51	0.39	0.46	0.34	0.40	1.00	0.38
TSM	0.01	0.04	0.10	-0.14	0.09	0.16	0.21	0.22	0.28	0.30	0.33	0.30	0.32	0.37	0.37	0.44	0.38	0.58	0.61	0.38	1.00

The correlation results are calculated based on daily price changes starting from Oct 18, 2024

Diversification Analysis

Find what 2025 01 01 is missing

See which holdings overlap, where 2025 01 01 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification