Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ABT Abbott Laboratories | Healthcare | 14.29% |
CSCO Cisco Systems, Inc. | Technology | 14.29% |
EXC Exelon Corporation | Utilities | 14.29% |
JPM JPMorgan Chase & Co. | Financial Services | 14.29% |
T AT&T Inc. | Communication Services | 14.29% |
TD The Toronto-Dominion Bank | Financial Services | 14.29% |
WMT Walmart Inc. | Consumer Defensive | 14.29% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Febrero 2025, 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 month.
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The earliest data available for this chart is Aug 30, 1996, corresponding to the inception date of TD
Returns By Period
As of Apr 2, 2026, the Febrero 2025 returned 2.39% Year-To-Date and 14.95% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.72% | -3.54% | -3.95% | -2.09% | 15.95% | 16.96% | 10.34% | 12.24% |
Portfolio Febrero 2025 | -0.02% | -2.70% | 2.39% | 7.25% | 20.44% | 21.60% | 13.85% | 14.95% |
| Portfolio components: | ||||||||
T AT&T Inc. | -2.35% | 1.07% | 15.30% | 5.08% | 3.75% | 20.19% | 10.67% | 5.61% |
ABT Abbott Laboratories | -0.28% | -10.29% | -17.87% | -22.56% | -20.80% | 2.36% | -1.16% | 11.33% |
CSCO Cisco Systems, Inc. | 0.44% | -1.88% | 1.71% | 14.65% | 29.16% | 17.52% | 11.62% | 13.94% |
EXC Exelon Corporation | -0.29% | -0.59% | 13.10% | 10.36% | 10.23% | 9.63% | 13.44% | 10.67% |
JPM JPMorgan Chase & Co. | 0.41% | -0.73% | -7.92% | -4.04% | 23.71% | 34.51% | 16.89% | 20.50% |
WMT Walmart Inc. | 0.37% | -1.66% | 12.19% | 22.84% | 41.67% | 37.98% | 24.13% | 20.52% |
TD The Toronto-Dominion Bank | 1.49% | -3.62% | 1.37% | 19.83% | 66.29% | 22.26% | 12.47% | 12.83% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 3, 1996, Febrero 2025's average daily return is +0.06%, while the average monthly return is +1.14%. At this rate, your investment would double in approximately 5.1 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2003 with a return of +12.5%, while the worst month was Sep 2002 at -13.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Febrero 2025 closed higher 54% of trading days. The best single day was Mar 13, 2020 with a return of +11.1%, while the worst single day was Mar 16, 2020 at -10.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.28% | 5.00% | -2.74% | -0.02% | 2.39% | ||||||||
| 2025 | 8.28% | 6.45% | -2.58% | 1.84% | 3.43% | 4.31% | -0.85% | 2.21% | 2.42% | -1.09% | 4.25% | 0.21% | 32.35% |
| 2024 | 1.50% | 1.74% | 2.89% | -2.78% | 2.16% | 0.27% | 4.46% | 5.42% | 3.84% | 0.02% | 6.56% | -3.32% | 24.67% |
| 2023 | 4.08% | -3.09% | -0.31% | 1.00% | -4.26% | 5.55% | 2.59% | -1.70% | -2.87% | -0.51% | 3.89% | 3.01% | 7.02% |
| 2022 | -2.63% | -2.22% | 2.12% | -3.86% | 2.10% | -8.10% | 1.93% | -2.86% | -8.33% | 11.15% | 7.62% | -2.07% | -6.74% |
| 2021 | 2.01% | 0.23% | 7.82% | 2.72% | 1.36% | -1.88% | 1.37% | 3.12% | -2.71% | 5.80% | -3.89% | 7.74% | 25.48% |
Benchmark Metrics
Febrero 2025 has an annualized alpha of 6.09%, beta of 0.87, and R² of 0.78 versus S&P 500 Index. Calculated based on daily prices since September 03, 1996.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (98.03%) than losses (75.14%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 6.09% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 0.87 and R² of 0.78, 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
- 6.09%
- Beta
- 0.87
- R²
- 0.78
- Upside Capture
- 98.03%
- Downside Capture
- 75.14%
Expense Ratio
Febrero 2025 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
Febrero 2025 ranks 77 for risk / return — better than 77% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.64 | 0.92 | +0.72 |
Sortino ratioReturn per unit of downside risk | 2.31 | 1.41 | +0.90 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.21 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.60 | 1.41 | +1.18 |
Martin ratioReturn relative to average drawdown | 12.67 | 6.61 | +6.05 |
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.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
T AT&T Inc. | 43 | 0.17 | 0.38 | 1.05 | 0.22 | 0.49 |
ABT Abbott Laboratories | 7 | -0.90 | -1.10 | 0.84 | -0.85 | -2.13 |
CSCO Cisco Systems, Inc. | 74 | 1.05 | 1.45 | 1.22 | 2.16 | 5.52 |
EXC Exelon Corporation | 56 | 0.54 | 0.91 | 1.11 | 0.96 | 1.66 |
JPM JPMorgan Chase & Co. | 68 | 0.94 | 1.34 | 1.19 | 1.48 | 4.00 |
WMT Walmart Inc. | 88 | 1.73 | 2.66 | 1.33 | 3.97 | 10.92 |
TD The Toronto-Dominion Bank | 98 | 3.95 | 4.96 | 1.67 | 8.61 | 31.91 |
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Dividends
Dividend yield
Febrero 2025 provided a 2.52% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.52% | 2.55% | 3.29% | 3.45% | 3.35% | 3.12% | 3.40% | 2.97% | 3.35% | 2.88% | 3.24% | 3.70% |
| Portfolio components: | ||||||||||||
T AT&T Inc. | 3.92% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
ABT Abbott Laboratories | 2.34% | 1.88% | 1.95% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% |
CSCO Cisco Systems, Inc. | 2.10% | 2.12% | 2.69% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% |
EXC Exelon Corporation | 3.31% | 3.67% | 5.05% | 4.01% | 3.12% | 2.65% | 3.62% | 3.18% | 3.06% | 3.32% | 3.56% | 4.47% |
JPM JPMorgan Chase & Co. | 1.96% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
WMT Walmart Inc. | 0.76% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
TD The Toronto-Dominion Bank | 3.21% | 3.17% | 5.65% | 4.80% | 4.24% | 3.27% | 4.10% | 3.89% | 4.08% | 3.03% | 3.58% | 5.11% |
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 Febrero 2025. 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 Febrero 2025 was 43.28%, occurring on Mar 9, 2009. Recovery took 737 trading sessions.
The current Febrero 2025 drawdown is 3.30%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.28% | Jun 2, 2008 | 194 | Mar 9, 2009 | 737 | Feb 8, 2012 | 931 |
| -42.33% | Dec 13, 2000 | 455 | Oct 9, 2002 | 311 | Jan 5, 2004 | 766 |
| -30.42% | Feb 13, 2020 | 27 | Mar 23, 2020 | 172 | Nov 24, 2020 | 199 |
| -22.66% | Jan 14, 2022 | 187 | Oct 12, 2022 | 325 | Jan 30, 2024 | 512 |
| -17.76% | Jul 21, 1998 | 34 | Sep 4, 1998 | 43 | Nov 5, 1998 | 77 |
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 7 assets, with an effective number of assets of 7.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | EXC | WMT | ABT | T | TD | CSCO | JPM | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.36 | 0.48 | 0.50 | 0.46 | 0.56 | 0.65 | 0.68 | 0.82 |
| EXC | 0.36 | 1.00 | 0.23 | 0.27 | 0.30 | 0.24 | 0.22 | 0.24 | 0.50 |
| WMT | 0.48 | 0.23 | 1.00 | 0.33 | 0.31 | 0.24 | 0.32 | 0.33 | 0.58 |
| ABT | 0.50 | 0.27 | 0.33 | 1.00 | 0.31 | 0.26 | 0.31 | 0.32 | 0.58 |
| T | 0.46 | 0.30 | 0.31 | 0.31 | 1.00 | 0.30 | 0.32 | 0.37 | 0.61 |
| TD | 0.56 | 0.24 | 0.24 | 0.26 | 0.30 | 1.00 | 0.37 | 0.49 | 0.61 |
| CSCO | 0.65 | 0.22 | 0.32 | 0.31 | 0.32 | 0.37 | 1.00 | 0.44 | 0.69 |
| JPM | 0.68 | 0.24 | 0.33 | 0.32 | 0.37 | 0.49 | 0.44 | 1.00 | 0.71 |
| Portfolio | 0.82 | 0.50 | 0.58 | 0.58 | 0.61 | 0.61 | 0.69 | 0.71 | 1.00 |