S Thig Test 1 4Percent WITH SGOV instead of GOVT

Asset Allocation

Position	Category/Sector	Target Weight
SGOV iShares 0-3 Month Treasury Bond ETF	Ultrashort Bond	20%
GLDM SPDR Gold MiniShares Trust	Gold, Precious Metals	20%
XLU State Street Utilities Select Sector SPDR ETF	Utilities Equities	10%
XLP State Street Consumer Staples Select Sector SPDR ETF	Consumer Staples Equities	10%
NFG National Fuel Gas Company	Energy	8%
ADP Automatic Data Processing, Inc.	Industrials	4%
IBM International Business Machines Corporation	Technology	4%
LRN Stride, Inc.	Consumer Defensive	4%
NWG NatWest Group plc	Financial Services	4%
WMT Walmart Inc.	Consumer Defensive	4%
PAYX Paychex, Inc.	Industrials	4%
CSCO Cisco Systems, Inc.	Technology	4%
COST Costco Wholesale Corporation	Consumer Defensive	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 S Thig Test 1 4Percent WITH SGOV instead of GOVT, 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	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio S Thig Test 1 4Percent WITH SGOV instead of GOVT	-0.40%	0.47%	5.87%	6.51%	10.53%	20.07%	13.87%	—
Portfolio components:
ADP Automatic Data Processing, Inc.	-1.24%	7.55%	-10.21%	-10.14%	-28.14%	4.26%	5.16%	12.50%
COST Costco Wholesale Corporation	0.30%	-3.37%	13.35%	10.14%	-3.42%	25.18%	22.05%	22.25%
CSCO Cisco Systems, Inc.	2.06%	28.56%	62.91%	59.13%	92.26%	39.53%	21.53%	19.19%
GLDM SPDR Gold MiniShares Trust	0.25%	-8.41%	0.30%	3.19%	30.55%	30.08%	17.89%	—
IBM International Business Machines Corporation	-1.41%	22.22%	-3.95%	-7.98%	7.12%	31.74%	18.84%	11.34%
LRN Stride, Inc.	-3.28%	10.01%	48.98%	57.26%	-33.50%	32.84%	26.64%	23.53%
NFG National Fuel Gas Company	-1.38%	-3.99%	-4.09%	-5.13%	-5.21%	16.94%	10.37%	6.57%
NWG NatWest Group plc	0.76%	0.51%	-5.18%	0.44%	17.10%	43.71%	30.30%	15.97%
PAYX Paychex, Inc.	-1.60%	6.67%	-9.76%	-9.97%	-35.54%	-0.75%	2.11%	9.45%
SGOV iShares 0-3 Month Treasury Bond ETF	0.01%	0.28%	1.56%	1.80%	3.95%	4.70%	3.55%	—

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

Monthly Returns

Based on dividend-adjusted daily data since May 28, 2020, S Thig Test 1 4Percent WITH SGOV instead of GOVT's average daily return is +0.06%, while the average monthly return is +1.19%. At this rate, an investment would double in approximately 4.9 years.

Historically, 68% of months were positive and 32% were negative. The best month was Mar 2021 with a return of +6.4%, while the worst month was Sep 2022 at -5.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, S Thig Test 1 4Percent WITH SGOV instead of GOVT closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +4.1%, while the worst single day was Apr 4, 2025 at -4.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	5.60%	3.01%	-3.77%	1.21%	0.59%	-0.67%							5.87%
2025	6.15%	3.15%	1.01%	1.82%	3.41%	0.25%	-0.81%	1.79%	3.13%	-2.41%	2.80%	-0.29%	21.60%
2024	0.47%	1.73%	4.78%	0.35%	3.67%	-0.50%	4.93%	3.61%	3.19%	1.17%	3.79%	-2.77%	26.96%
2023	2.82%	-3.01%	3.02%	0.39%	-2.53%	1.00%	3.13%	-0.25%	-2.68%	0.81%	3.54%	1.87%	8.08%
2022	-2.90%	0.29%	4.53%	-1.33%	-1.08%	-2.65%	4.05%	-1.77%	-5.81%	3.44%	5.81%	-2.31%	-0.43%
2021	-2.08%	-0.35%	6.36%	1.62%	2.76%	-0.63%	1.74%	1.98%	-2.05%	3.11%	-0.77%	6.25%	18.99%

Benchmark Metrics

S Thig Test 1 4Percent WITH SGOV instead of GOVT has an annualized alpha of 8.40%, beta of 0.40, and R2 of 0.49 versus S&P 500 Index. Calculated based on daily prices since May 28, 2020.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (54.64%) than losses (32.98%) - typical of diversified or defensive assets.
Beta of 0.40 may look defensive, but with R2 of 0.49 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
R2 of 0.49 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha: 8.40%

Beta: 0.40

R²: 0.49

Upside Capture: 54.64%

Downside Capture: 32.98%

Expense Ratio

S Thig Test 1 4Percent WITH SGOV instead of GOVT has an expense ratio of 0.05%, 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

SGOV

iShares 0-3 Month Treasury Bond ETF

XLU

State Street Utilities Select Sector SPDR ETF

XLP

State Street Consumer Staples Select Sector SPDR ETF

Return for Risk

Risk / Return Rank

S Thig Test 1 4Percent WITH SGOV instead of GOVT ranks 16 for risk / return — in the bottom 16% 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

The table below presents risk-adjusted performance metrics for S Thig Test 1 4Percent WITH SGOV instead of GOVT and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.15	1.94	-0.78
Sortino ratioReturn per unit of downside risk	1.52	2.63	-1.10
Omega ratioGain probability vs. loss probability	1.22	1.35	-0.14
Calmar ratioReturn relative to maximum drawdown	1.75	2.59	-0.83
Martin ratioReturn relative to average drawdown	4.39	11.84	-7.45
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ADP Automatic Data Processing, Inc.	8	-1.16	-1.68	0.80	-0.72	-1.33
COST Costco Wholesale Corporation	32	-0.18	-0.13	0.98	-0.22	-0.51
CSCO Cisco Systems, Inc.	95	3.02	3.55	1.54	6.83	19.08
GLDM SPDR Gold MiniShares Trust	34	1.15	1.54	1.23	1.53	3.85
IBM International Business Machines Corporation	47	0.18	0.53	1.07	0.23	0.50
LRN Stride, Inc.	24	-0.50	-0.16	0.96	-0.52	-0.80
NFG National Fuel Gas Company	30	-0.26	-0.24	0.97	-0.26	-0.56
NWG NatWest Group plc	57	0.55	0.97	1.11	0.71	1.80
PAYX Paychex, Inc.	6	-1.34	-1.92	0.77	-0.81	-1.27
SGOV iShares 0-3 Month Treasury Bond ETF	100	20.28	275.69	195.55	398.20	4,461.99

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.

S Thig Test 1 4Percent WITH SGOV instead of GOVT Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 1.15
5-Year: 1.47
All Time: 1.57

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 1.59 to 2.46, 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 S Thig Test 1 4Percent WITH SGOV instead of GOVT 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

S Thig Test 1 4Percent WITH SGOV instead of GOVT provided a 2.25% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.25%	2.21%	2.51%	2.93%	2.12%	1.35%	1.82%	1.84%	1.63%	1.57%	1.44%	1.69%
Portfolio components:
ADP Automatic Data Processing, Inc.	2.83%	2.46%	1.96%	2.21%	1.83%	1.55%	2.08%	1.92%	2.14%	2.00%	2.10%	2.36%
COST Costco Wholesale Corporation	0.55%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
CSCO Cisco Systems, Inc.	1.33%	2.12%	2.69%	3.07%	3.17%	2.32%	3.20%	2.88%	2.95%	2.95%	3.28%	3.02%
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%
IBM International Business Machines Corporation	2.40%	2.27%	3.03%	4.05%	4.68%	4.74%	5.17%	4.80%	5.46%	3.85%	3.31%	3.63%
LRN Stride, 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%
NFG National Fuel Gas Company	2.80%	2.65%	3.36%	3.91%	2.97%	2.83%	4.30%	3.72%	3.30%	3.00%	2.84%	3.67%
NWG NatWest Group plc	5.51%	3.69%	4.36%	9.42%	11.57%	2.74%	4.59%	9.75%	0.91%	0.00%	0.00%	0.00%
PAYX Paychex, Inc.	4.48%	3.76%	2.73%	2.90%	2.62%	1.90%	2.66%	2.85%	3.35%	2.82%	2.89%	3.03%
SGOV iShares 0-3 Month Treasury Bond ETF	3.85%	4.10%	5.10%	4.87%	1.45%	0.03%	0.05%	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 S Thig Test 1 4Percent WITH SGOV instead of GOVT. 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 S Thig Test 1 4Percent WITH SGOV instead of GOVT was 11.68%, occurring on Oct 12, 2022. Recovery took 283 trading sessions.

The current S Thig Test 1 4Percent WITH SGOV instead of GOVT drawdown is 2.87%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-11.68%Oct 2022	5mo 24d	1y 1mo	1y 7moApr 2022 - Nov 2023
2020 pullback2020	-7.73%Sep 2020	1mo 13d	1mo 24d	3mo 7dAug 2020 - Nov 2020
2025 selloff2025	-6.22%Apr 2025	5d	8d	13dApr 2025 - Apr 2025
2026 pullback2026	-6.04%Mar 2026	17d	—	3mo 8dMar 2026 - now
2025 pullback2025	-5.72%Nov 2025	16d	2mo 9d	2mo 25dOct 2025 - Jan 2026

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 13 assets, with an effective number of assets of 8.39, 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	3Y	5Y	All Time
Diversification Ratio	2.26	1.98	1.87	1.86

The portfolio has a diversification ratio of 1.86, placing it in the top 5% across portfolios — assets in this portfolio move largely independently, providing strong diversification benefit.

S Thig Test 1 4Percent WITH SGOV instead of GOVT correlation to the S&P 500 Index

S Thig Test 1 4Percent WITH SGOV instead of GOVT has a 0.42 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	0.42
Correlation (3Y) Calculated over the trailing 3-year period	0.49
Correlation (5Y) Calculated over the trailing 5-year period	0.61
Correlation (All Time) Calculated using the full available price history since May 28, 2020	0.64

Benchmark Correlations

Correlation vs. S&P 500 Index. CSCO has the highest benchmark correlation at 0.62, while SGOV has the lowest at -0.02.

-0.02

0.14

0.30

0.32

0.32

0.39

0.46

0.47

0.49

0.50

0.54

0.56

0.62

Portfolio Correlations

Correlation vs. S Thig Test 1 4Percent WITH SGOV instead of GOVT. XLP has the highest portfolio correlation at 0.68, while SGOV has the lowest at 0.00.

0.00

0.38

0.47

0.47

0.48

0.51

0.53

0.54

0.58

0.58

0.59

0.65

0.68

Asset Correlations Table

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

	SGOV	GLDM	LRN	NWG	WMT	NFG	IBM	COST	XLU	CSCO	ADP	PAYX	XLP
SGOV	1.00	0.01	-0.02	-0.03	0.06	-0.03	0.02	0.00	-0.03	0.01	-0.03	-0.02	-0.01
GLDM	0.01	1.00	0.04	0.13	0.07	0.11	0.06	0.08	0.18	0.08	0.02	0.04	0.12
LRN	-0.02	0.04	1.00	0.19	0.13	0.16	0.18	0.21	0.10	0.21	0.22	0.21	0.15
NWG	-0.03	0.13	0.19	1.00	0.08	0.29	0.34	0.12	0.20	0.28	0.25	0.25	0.24
WMT	0.06	0.07	0.13	0.08	1.00	0.24	0.22	0.59	0.35	0.26	0.28	0.28	0.60
NFG	-0.03	0.11	0.16	0.29	0.24	1.00	0.32	0.21	0.50	0.29	0.33	0.34	0.40
IBM	0.02	0.06	0.18	0.34	0.22	0.32	1.00	0.25	0.31	0.44	0.44	0.47	0.36
COST	0.00	0.08	0.21	0.12	0.59	0.21	0.25	1.00	0.32	0.36	0.40	0.39	0.57
XLU	-0.03	0.18	0.10	0.20	0.35	0.50	0.31	0.32	1.00	0.33	0.38	0.38	0.58
CSCO	0.01	0.08	0.21	0.28	0.26	0.29	0.44	0.36	0.33	1.00	0.47	0.47	0.39
ADP	-0.03	0.02	0.22	0.25	0.28	0.33	0.44	0.40	0.38	0.47	1.00	0.83	0.48
PAYX	-0.02	0.04	0.21	0.25	0.28	0.34	0.47	0.39	0.38	0.47	0.83	1.00	0.48
XLP	-0.01	0.12	0.15	0.24	0.60	0.40	0.36	0.57	0.58	0.39	0.48	0.48	1.00

The correlation results are calculated based on daily price changes starting from May 28, 2020

Diversification Analysis

Find what S Thig Test 1 4Percent WITH SGOV instead of GOVT is missing

See which holdings overlap, where S Thig Test 1 4Percent WITH SGOV instead of GOVT is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification