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2025-08 Industrie
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


RHM.DE 25.00%ODFL 25.00%DHL.DE 25.00%XYL 25.00%EquityEquity

S&P 500 Index

Performance

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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The earliest data available for this chart is Oct 13, 2011, corresponding to the inception date of XYL

Returns By Period

As of Apr 4, 2026, the 2025-08 Industrie returned 2.99% Year-To-Date and 26.84% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-2.33%-3.84%-1.98%29.73%16.86%10.37%12.29%
Portfolio
2025-08 Industrie
-1.10%-0.25%2.99%3.64%36.09%29.95%29.59%26.84%
RHM.DE
Rheinmetall AG
-1.13%0.92%-1.17%-21.36%30.22%84.03%79.27%39.68%
ODFL
Old Dominion Freight Line, Inc.
-0.82%-6.02%26.45%40.57%31.12%6.42%10.74%24.57%
DHL.DE
Deutsche Post AG
-1.46%-0.09%-3.05%16.51%45.86%9.80%3.79%10.93%
XYL
Xylem Inc.
-1.00%-3.91%-10.65%-18.58%17.35%6.37%4.21%12.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 14, 2011, 2025-08 Industrie's average daily return is +0.09%, while the average monthly return is +2.01%. At this rate, your investment would double in approximately 2.9 years.

Historically, 62% of months were positive and 38% 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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.25%2.53%-9.58%3.59%2.99%
20259.11%11.63%11.00%3.06%12.44%1.19%-1.32%-0.12%3.43%-2.61%-1.87%6.23%64.07%
20240.75%13.84%5.71%-5.22%3.93%-4.59%8.75%0.09%-1.47%-5.78%9.26%-9.51%13.83%
202310.43%2.53%7.81%-1.41%-5.09%12.15%5.52%-4.59%-8.33%0.16%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%12.26%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 11.90%, beta of 0.86, and R² of 0.47 versus S&P 500 Index. Calculated based on daily prices since October 14, 2011.

  • This portfolio captured 129.43% of S&P 500 Index gains but only 83.66% 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
11.90%
Beta
0.86
0.47
Upside Capture
129.43%
Downside Capture
83.66%

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.


The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

2025-08 Industrie ranks 41 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


2025-08 Industrie Risk / Return Rank: 4141
Overall Rank
2025-08 Industrie Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
2025-08 Industrie Sortino Ratio Rank: 3737
Sortino Ratio Rank
2025-08 Industrie Omega Ratio Rank: 2424
Omega Ratio Rank
2025-08 Industrie Calmar Ratio Rank: 6060
Calmar Ratio Rank
2025-08 Industrie Martin Ratio Rank: 4242
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


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.12

0.88

+0.24

Sortino ratio

Return per unit of downside risk

1.64

1.37

+0.28

Omega ratio

Gain probability vs. loss probability

1.21

1.21

0.00

Calmar ratio

Return relative to maximum drawdown

2.14

1.39

+0.75

Martin ratio

Return relative to average drawdown

7.35

6.43

+0.91


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
RHM.DE
Rheinmetall AG
570.621.131.140.681.63
ODFL
Old Dominion Freight Line, Inc.
530.410.891.110.691.45
DHL.DE
Deutsche Post AG
741.141.701.222.176.05
XYL
Xylem Inc.
400.120.361.050.100.28

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.

2025-08 Industrie Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

  • 1-Year: 1.12
  • 5-Year: 1.34
  • 10-Year: 1.22
  • All Time: 1.15

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 0.99 to 1.69, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 2025-08 Industrie 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

2025-08 Industrie provided a 1.61% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio1.61%1.59%2.05%1.79%2.10%1.49%2.43%1.75%2.17%1.36%1.42%1.33%
RHM.DE
Rheinmetall AG
0.52%0.52%0.93%1.50%1.77%2.41%5.54%2.05%2.20%1.37%1.72%0.49%
ODFL
Old Dominion Freight Line, Inc.
0.57%0.71%0.59%0.39%0.42%0.22%0.31%0.36%0.42%0.38%0.00%0.00%
DHL.DE
Deutsche Post AG
4.01%3.96%5.44%4.12%5.12%2.39%2.84%3.38%4.81%2.64%2.72%3.27%
XYL
Xylem Inc.
1.34%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 8.46%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.49%Feb 13, 202026Mar 19, 202082Jul 14, 2020108
-29.66%Apr 19, 2018178Dec 24, 2018215Oct 24, 2019393
-21.01%Mar 28, 2022131Sep 27, 202235Nov 15, 2022166
-19.86%Jul 4, 201472Oct 13, 2014367Mar 17, 2016439
-19.01%Apr 3, 201245Jun 5, 2012140Dec 18, 2012185

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. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

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

BenchmarkRHM.DEDHL.DEODFLXYLPortfolio
Benchmark1.000.300.430.570.640.64
RHM.DE0.301.000.390.190.250.69
DHL.DE0.430.391.000.310.320.67
ODFL0.570.190.311.000.490.67
XYL0.640.250.320.491.000.66
Portfolio0.640.690.670.670.661.00
The correlation results are calculated based on daily price changes starting from Oct 14, 2011