Asset Allocation
Find the right asset allocation for PortfoliosLab Anything Oil Stock List
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in PortfoliosLab Anything Oil Stock List, 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 | -2.64% | -0.21% | 7.86% | 7.47% | 23.05% | 19.90% | 11.79% | 13.33% |
Portfolio PortfoliosLab Anything Oil Stock List | -3.34% | -0.62% | 86.90% | 80.95% | 127.70% | 49.26% | 42.90% | — |
| Portfolio components: | ||||||||
CDDRF Headwater Exploration Inc | -4.91% | 1.09% | 36.63% | 36.93% | 103.00% | 30.14% | 24.50% | 42.21% |
CNQ.TO Canadian Natural Resources Limited | -3.80% | 2.87% | 36.29% | 36.43% | 52.05% | 25.74% | 30.25% | 21.58% |
CQP Cheniere Energy Partners, L.P. | 0.17% | 3.37% | 23.86% | 18.67% | 16.15% | 20.49% | 16.31% | 14.95% |
CRC California Resources Corporation | -4.36% | -0.32% | 32.22% | 24.09% | 34.61% | 15.61% | 16.49% | — |
CVE.TO Cenovus Energy Inc. | -4.78% | -0.32% | 68.19% | 58.31% | 115.95% | 21.47% | 27.79% | 7.81% |
DELKY Delek Group Ltd | -3.73% | 2.48% | 43.50% | 43.50% | 112.03% | 63.66% | 62.13% | — |
DHT DHT Holdings, Inc. | 2.52% | -9.20% | 44.86% | 38.62% | 61.00% | 40.64% | 30.96% | 20.09% |
DINO HF Sinclair Corp | -1.98% | -0.75% | 57.58% | 45.02% | 101.47% | 22.47% | 18.71% | 13.79% |
EC Ecopetrol S.A. | -3.13% | 19.86% | 58.71% | 60.80% | 87.76% | 37.67% | 20.49% | 15.86% |
ENB Enbridge Inc. | -0.76% | 6.41% | 20.83% | 20.17% | 27.79% | 21.89% | 14.70% | 9.33% |
Monthly Returns
Based on dividend-adjusted daily data since May 4, 2021, PortfoliosLab Anything Oil Stock List's average daily return is +0.16%, while the average monthly return is +3.38%. At this rate, an investment would double in approximately 1.7 years.
Historically, 69% of months were positive and 31% were negative. The best month was Mar 2026 with a return of +34.8%, while the worst month was Jun 2022 at -14.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, PortfoliosLab Anything Oil Stock List closed higher 57% of trading days. The best single day was Mar 31, 2026 with a return of +24.1%, while the worst single day was Apr 4, 2025 at -8.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 15.87% | 13.71% | 34.76% | 7.36% | -2.87% | 0.94% | 86.90% | ||||||
| 2025 | 3.79% | -2.48% | 1.26% | -7.75% | 7.77% | 7.63% | 3.74% | 6.16% | 0.58% | 2.08% | 4.46% | -1.40% | 27.72% |
| 2024 | 2.79% | 1.69% | 7.40% | -0.66% | 5.52% | -2.10% | 3.32% | -1.73% | -3.58% | -3.57% | 7.73% | -5.30% | 10.95% |
| 2023 | 4.63% | 5.67% | -4.21% | -0.78% | -5.06% | 9.98% | 11.22% | 0.70% | 4.44% | -1.49% | 1.64% | 1.62% | 30.60% |
| 2022 | 10.33% | 6.83% | 12.55% | 1.75% | 10.87% | -14.81% | 8.81% | 4.13% | -8.49% | 22.35% | 6.48% | 0.75% | 73.51% |
| 2021 | 5.32% | 7.50% | -8.52% | -0.62% | 10.31% | 4.53% | -8.93% | 3.11% | 11.45% |
Benchmark Metrics
PortfoliosLab Anything Oil Stock List has an annualized alpha of 36.39%, beta of 0.70, and R2 of 0.21 versus S&P 500 Index. Calculated based on daily prices since May 04, 2021.
- This portfolio captured 108.75% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -45.64%) - a profile typical of hedging or uncorrelated assets.
- Beta of 0.70 may look defensive, but with R2 of 0.21 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 0.21 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 36.39%
- Beta
- 0.70
- R²
- 0.21
- Upside Capture
- 108.75%
- Downside Capture
- -45.64%
Expense Ratio
PortfoliosLab Anything Oil Stock List 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.
Return for Risk
Risk / Return Rank
PortfoliosLab Anything Oil Stock List ranks 99 for risk / return — in the top 99% 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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for PortfoliosLab Anything Oil Stock List and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 4.29 | 2.01 | +2.29 |
| Sortino ratioReturn per unit of downside risk | 8.01 | 2.71 | +5.30 |
| Omega ratioGain probability vs. loss probability | 2.08 | 1.36 | +0.72 |
| Calmar ratioReturn relative to maximum drawdown | 18.73 | 2.69 | +16.05 |
| Martin ratioReturn relative to average drawdown | 61.72 | 12.34 | +49.37 |
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 |
|---|---|---|---|---|---|---|
CDDRF Headwater Exploration Inc | 95 | 3.19 | 3.53 | 1.47 | 9.01 | 21.84 |
CNQ.TO Canadian Natural Resources Limited | 85 | 1.89 | 2.37 | 1.31 | 3.86 | 8.74 |
CQP Cheniere Energy Partners, L.P. | 60 | 0.62 | 1.04 | 1.13 | 1.10 | 2.31 |
CRC California Resources Corporation | 69 | 1.05 | 1.47 | 1.20 | 1.53 | 3.23 |
CVE.TO Cenovus Energy Inc. | 96 | 3.51 | 3.89 | 1.47 | 9.30 | 26.47 |
DELKY Delek Group Ltd | 88 | 1.78 | 2.55 | 1.43 | 3.92 | 11.71 |
DHT DHT Holdings, Inc. | 84 | 1.74 | 2.45 | 1.28 | 3.85 | 8.14 |
DINO HF Sinclair Corp | 93 | 2.90 | 3.37 | 1.44 | 5.95 | 15.68 |
EC Ecopetrol S.A. | 92 | 2.52 | 3.23 | 1.39 | 7.15 | 16.50 |
ENB Enbridge Inc. | 83 | 1.67 | 2.40 | 1.29 | 2.96 | 7.46 |
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Dividends
Dividend yield
PortfoliosLab Anything Oil Stock List provided a 4.08% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.08% | 4.92% | 6.71% | 5.45% | 4.98% | 3.31% | 4.82% | 3.01% | 3.09% | 2.89% | 2.99% | 4.50% |
| Portfolio components: | ||||||||||||
CDDRF Headwater Exploration Inc | 2.56% | 3.44% | 6.34% | 6.87% | 1.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CNQ.TO Canadian Natural Resources Limited | 3.74% | 5.05% | 6.00% | 8.53% | 12.23% | 7.63% | 11.35% | 7.29% | 8.31% | 5.00% | 4.49% | 6.22% |
CQP Cheniere Energy Partners, L.P. | 5.07% | 6.15% | 5.06% | 8.36% | 6.82% | 6.30% | 7.28% | 6.08% | 6.07% | 5.79% | 5.90% | 6.52% |
CRC California Resources Corporation | 2.75% | 3.51% | 2.69% | 2.12% | 1.82% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CVE.TO Cenovus Energy Inc. | 2.03% | 3.36% | 3.74% | 2.38% | 1.77% | 0.56% | 0.81% | 1.61% | 2.08% | 1.74% | 0.99% | 4.87% |
DELKY Delek Group Ltd | 4.86% | 6.24% | 12.56% | 17.80% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DHT DHT Holdings, Inc. | 8.83% | 6.06% | 10.76% | 11.72% | 1.35% | 2.50% | 25.81% | 2.42% | 2.04% | 5.57% | 17.15% | 6.55% |
DINO HF Sinclair Corp | 2.80% | 4.34% | 5.71% | 3.24% | 2.31% | 1.07% | 5.42% | 2.64% | 2.58% | 2.58% | 4.03% | 3.28% |
EC Ecopetrol S.A. | 7.80% | 20.77% | 20.47% | 22.02% | 22.47% | 0.72% | 6.92% | 9.87% | 4.01% | 1.06% | 0.00% | 14.83% |
ENB Enbridge Inc. | 4.93% | 5.66% | 6.28% | 7.31% | 6.80% | 6.85% | 7.55% | 5.58% | 6.68% | 4.71% | 4.13% | 4.71% |
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 PortfoliosLab Anything Oil Stock List. 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 PortfoliosLab Anything Oil Stock List was 25.22%, occurring on Jul 6, 2022. Recovery took 82 trading sessions.
The current PortfoliosLab Anything Oil Stock List drawdown is 4.24%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -25.22%Jul 2022 | 28d | 3mo 24d | 4mo 22dJun 2022 - Oct 2022 |
2025 selloff2025 | -21.03%Apr 2025 | 2mo 22d | 2mo 4d | 4mo 26dJan 2025 - Jun 2025 |
2021 correction2021 | -17.49%Aug 2021 | 1mo 25d | 1mo 13d | 3mo 8dJun 2021 - Oct 2021 |
2021 correction2021 | -15.43%Dec 2021 | 2mo | 1mo 13d | 3mo 13dOct 2021 - Feb 2022 |
2023 correction2023 | -14.71%May 2023 | 1mo 29d | 2mo 10d | 4mo 9dMar 2023 - Jul 2023 |
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 54 assets, with an effective number of assets of 54.00, 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 | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 2.00 | 2.05 | 1.93 | 1.94 |
The portfolio has a diversification ratio of 1.94, placing it in the top 5% across portfolios — assets in this portfolio move largely independently, providing strong diversification benefit.
PortfoliosLab Anything Oil Stock List correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since May 4, 2021 | 0.40 |
Benchmark Correlations
Correlation vs. S&P 500 Index. OKE has the highest benchmark correlation at 0.42, while GZPZY has the lowest at 0.04.
Portfolio Correlations
Correlation vs. PortfoliosLab Anything Oil Stock List. MGY has the highest portfolio correlation at 0.78, while GZPZY has the lowest at 0.03.
Asset Correlations Table
Find what PortfoliosLab Anything Oil Stock List is missing
See which holdings overlap, where PortfoliosLab Anything Oil Stock List is concentrated, and which low-correlation assets could fill the gaps.
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