Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
RHM.DE Rheinmetall AG | Industrials | 25% |
ODFL Old Dominion Freight Line, Inc. | Industrials | 25% |
DHL.DE Deutsche Post AG | Industrials | 25% |
XYL Xylem Inc. | Industrials | 25% |
Find the right asset allocation for 2025-08 Industrie
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 2025-08 Industrie, 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
As of Jun 13, 2026, the 2025-08 Industrie returned 5.17% Year-To-Date and 27.62% of annualized return in the last 10 years.
| 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 2025-08 Industrie | -0.07% | 10.58% | 5.17% | 3.67% | 9.90% | 31.39% | 27.30% | 27.62% |
| Portfolio components: | ||||||||
DHL.DE Deutsche Post AG | 0.83% | 9.96% | 13.64% | 13.11% | 32.47% | 14.03% | 1.72% | 12.16% |
ODFL Old Dominion Freight Line, Inc. | -0.81% | 21.14% | 57.15% | 54.50% | 54.42% | 17.00% | 14.95% | 29.45% |
RHM.DE Rheinmetall AG | -1.29% | 7.10% | -23.20% | -25.88% | -32.09% | 74.89% | 70.12% | 38.99% |
XYL Xylem Inc. | 0.94% | 2.21% | -18.57% | -19.12% | -11.15% | 1.00% | -0.21% | 10.54% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 13, 2011, 2025-08 Industrie's average daily return is +0.09%, while the average monthly return is +1.97%. At this rate, an investment would double in approximately 3.0 years.
Historically, 63% of months were positive and 37% were negative. The best month was Feb 2024 with a return of +13.8%, while the worst month was Oct 2018 at -16.3%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 2025-08 Industrie closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +8.5%, while the worst single day was Mar 12, 2020 at -10.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.25% | 2.53% | -9.58% | 4.25% | 0.39% | 1.07% | 5.17% | ||||||
| 2025 | 9.11% | 11.63% | 11.00% | 3.06% | 12.44% | 1.19% | -1.32% | -0.12% | 3.43% | -2.61% | -1.87% | 6.23% | 64.07% |
| 2024 | 0.75% | 13.84% | 5.71% | -5.23% | 3.93% | -4.59% | 8.75% | 0.09% | -1.47% | -5.78% | 9.26% | -9.51% | 13.83% |
| 2023 | 10.43% | 2.53% | 7.81% | -1.41% | -5.09% | 12.15% | 5.52% | -4.59% | -8.33% | 0.17% | 10.36% | 6.08% | 38.63% |
| 2022 | -6.32% | 6.82% | 13.03% | -3.87% | -3.10% | -0.48% | 5.44% | -7.61% | -8.11% | 12.25% | 13.63% | -3.36% | 15.70% |
| 2021 | -1.68% | 2.07% | 7.71% | 5.64% | 7.83% | -1.81% | 2.01% | 5.49% | -5.05% | 5.39% | -3.55% | 3.19% | 29.57% |
Benchmark Metrics
2025-08 Industrie has an annualized alpha of 10.73%, beta of 0.86, and R2 of 0.47 versus S&P 500 Index. Calculated based on daily prices since October 13, 2011.
- This portfolio captured 122.71% of S&P 500 Index gains but only 83.04% of its losses - a favorable profile for investors.
- R2 of 0.47 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
- 10.73%
- Beta
- 0.86
- R²
- 0.47
- Upside Capture
- 122.71%
- Downside Capture
- 83.04%
Expense Ratio
2025-08 Industrie 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
2025-08 Industrie ranks 8 for risk / return — in the bottom 8% 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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 2025-08 Industrie 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 | 0.43 | 1.86 | -1.43 |
| Sortino ratioReturn per unit of downside risk | 0.76 | 2.53 | -1.77 |
| Omega ratioGain probability vs. loss probability | 1.09 | 1.34 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.58 | 2.53 | -1.95 |
| Martin ratioReturn relative to average drawdown | 1.61 | 11.37 | -9.76 |
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 |
|---|---|---|---|---|---|---|
DHL.DE Deutsche Post AG | 73 | 1.06 | 1.70 | 1.22 | 1.83 | 4.78 |
ODFL Old Dominion Freight Line, Inc. | 76 | 1.35 | 1.91 | 1.24 | 2.02 | 4.50 |
RHM.DE Rheinmetall AG | 14 | -0.67 | -0.75 | 0.91 | -0.70 | -1.51 |
XYL Xylem Inc. | 22 | -0.51 | -0.59 | 0.93 | -0.41 | -0.92 |
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Dividends
Dividend yield
2025-08 Industrie provided a 1.65% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.65% | 1.59% | 2.05% | 1.79% | 2.10% | 1.49% | 1.74% | 1.75% | 2.17% | 1.36% | 0.74% | 0.51% |
| Portfolio components: | ||||||||||||
DHL.DE Deutsche Post AG | 3.67% | 3.96% | 5.44% | 4.12% | 5.12% | 2.39% | 2.84% | 3.38% | 4.81% | 2.64% | 0.00% | 0.00% |
ODFL Old Dominion Freight Line, Inc. | 0.46% | 0.71% | 0.59% | 0.39% | 0.42% | 0.22% | 0.31% | 0.36% | 0.42% | 0.38% | 0.00% | 0.00% |
RHM.DE Rheinmetall AG | 0.95% | 0.52% | 0.93% | 1.50% | 1.77% | 2.41% | 2.77% | 2.05% | 2.20% | 1.37% | 1.72% | 0.49% |
XYL Xylem Inc. | 1.51% | 1.17% | 1.24% | 1.15% | 1.09% | 0.93% | 1.02% | 1.22% | 1.26% | 1.06% | 1.25% | 1.54% |
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 2025-08 Industrie. 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 2025-08 Industrie was 36.49%, occurring on Mar 19, 2020. Recovery took 82 trading sessions.
The current 2025-08 Industrie drawdown is 6.53%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -36.49%Mar 2020 | 1mo 5d | 3mo 27d | 5mo 2dFeb 2020 - Jul 2020 |
Rate-hike selloffLate 2018 | -29.66%Dec 2018 | 8mo 9d | 10mo 4d | 1y 6moApr 2018 - Oct 2019 |
Bear market2022 | -21.01%Sep 2022 | 6mo 3d | 1mo 19d | 7mo 22dMar 2022 - Nov 2022 |
2012 bear market2012 | -20.03%Jun 2012 | 2mo 3d | 7mo 1d | 9mo 4dApr 2012 - Jan 2013 |
2014 correction2014 | -19.86%Oct 2014 | 3mo 11d | 1y 5mo | 1y 8moJul 2014 - Mar 2016 |
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 4 assets, with an effective number of assets of 4.00, 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 | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.57 | 1.64 | 1.56 | 1.47 | 1.44 |
The portfolio has a diversification ratio of 1.44, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
2025-08 Industrie correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2011 | 0.63 |
Benchmark Correlations
Correlation vs. S&P 500 Index. XYL has the highest benchmark correlation at 0.63, while RHM.DE has the lowest at 0.30.
Asset Correlations Table
Find what 2025-08 Industrie is missing
See which holdings overlap, where 2025-08 Industrie is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification