Current Portfolio 2.0

Asset Allocation

Position	Category/Sector	Target Weight
NVDA NVIDIA Corporation	Technology	20%
WELL Welltower Inc.	Real Estate	20%
IBM International Business Machines Corporation	Technology	15%
JNJ Johnson & Johnson	Healthcare	15%
WMT Walmart Inc.	Consumer Defensive	10%
JPM JPMorgan Chase & Co.	Financial Services	10%
COR Cencora Inc.	Healthcare	10%

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 Current Portfolio 2.0, 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 6, 2026, the Current Portfolio 2.0 returned 5.38% Year-To-Date and 28.55% of annualized return in the last 10 years.

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 Current Portfolio 2.0	-0.53%	1.61%	5.38%	3.57%	30.49%	41.17%	31.62%	28.55%
Portfolio components:
COR Cencora Inc.	-0.35%	5.22%	-18.53%	-18.54%	-4.43%	16.42%	20.49%	17.00%
IBM International Business Machines Corporation	-1.41%	22.22%	-3.95%	-7.98%	7.12%	31.74%	18.84%	11.34%
JNJ Johnson & Johnson	-0.26%	5.50%	13.43%	16.43%	53.49%	16.56%	10.04%	10.06%
JPM JPMorgan Chase & Co.	-0.40%	2.98%	-2.52%	-0.35%	19.35%	33.18%	16.72%	20.32%
NVDA NVIDIA Corporation	1.73%	-2.94%	12.01%	12.58%	47.43%	75.35%	64.54%	68.47%
WELL Welltower Inc.	-3.35%	-6.50%	8.50%	0.26%	31.48%	37.93%	23.47%	14.83%
WMT Walmart Inc.	0.80%	-8.13%	7.98%	6.15%	23.97%	34.37%	22.47%	19.62%

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

Monthly Returns

Based on dividend-adjusted daily data since Jan 3, 2001, Current Portfolio 2.0's average daily return is +0.08%, while the average monthly return is +1.72%. At this rate, an investment would double in approximately 3.4 years.

Historically, 66% of months were positive and 34% were negative. The best month was Jan 2001 with a return of +24.7%, while the worst month was Oct 2008 at -15.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Current Portfolio 2.0 closed higher 54% of trading days. The best single day was Jan 3, 2001 with a return of +11.0%, while the worst single day was Mar 16, 2020 at -13.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.67%	0.00%	-3.44%	4.48%	1.30%	-0.53%							5.38%
2025	6.23%	4.58%	-3.22%	0.40%	7.17%	6.80%	2.85%	1.25%	7.14%	4.21%	3.91%	-2.56%	45.44%
2024	8.24%	9.84%	5.58%	-4.38%	9.13%	3.78%	4.45%	6.03%	1.99%	2.63%	6.26%	-5.40%	58.40%
2023	8.73%	2.88%	4.93%	3.73%	5.48%	8.49%	4.60%	0.50%	-4.18%	-0.93%	8.50%	3.28%	55.78%
2022	-3.69%	-2.71%	9.07%	-8.09%	0.46%	-7.38%	5.01%	-6.94%	-9.72%	9.30%	12.83%	-6.69%	-11.28%
2021	-1.01%	3.90%	5.62%	5.02%	3.33%	6.99%	1.09%	4.43%	-4.37%	4.28%	4.31%	3.20%	42.95%

Benchmark Metrics

Current Portfolio 2.0 has an annualized alpha of 13.64%, beta of 0.95, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since January 03, 2001.

This portfolio captured 144.71% of S&P 500 Index gains but only 82.97% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 13.64% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 0.95 and R2 of 0.74, 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: 13.64%

Beta: 0.95

R²: 0.74

Upside Capture: 144.71%

Downside Capture: 82.97%

Expense Ratio

Current Portfolio 2.0 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

Current Portfolio 2.0 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.

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 Current Portfolio 2.0 and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.52	1.94	+0.58
Sortino ratioReturn per unit of downside risk	3.52	2.63	+0.90
Omega ratioGain probability vs. loss probability	1.46	1.35	+0.11
Calmar ratioReturn relative to maximum drawdown	3.80	2.59	+1.22
Martin ratioReturn relative to average drawdown	15.43	11.84	+3.58
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
COR Cencora Inc.	34	-0.15	0.01	1.00	-0.14	-0.39
IBM International Business Machines Corporation	47	0.18	0.53	1.07	0.23	0.50
JNJ Johnson & Johnson	95	3.19	4.65	1.57	4.91	14.52
JPM JPMorgan Chase & Co.	66	0.90	1.30	1.17	1.26	2.98
NVDA NVIDIA Corporation	77	1.37	1.94	1.24	2.36	5.73
WELL Welltower Inc.	79	1.48	2.03	1.26	2.51	6.21
WMT Walmart Inc.	71	1.02	1.54	1.20	1.53	5.02

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.

Current Portfolio 2.0 Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 2.52
5-Year: 1.92
10-Year: 1.48
All Time: 0.98

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 1.64 to 2.53, 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 Current Portfolio 2.0 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

Current Portfolio 2.0 provided a 1.38% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.38%	1.34%	1.75%	2.08%	2.41%	2.56%	3.12%	3.17%	3.01%	2.64%	2.71%	2.88%
Portfolio components:
COR Cencora Inc.	0.86%	0.67%	0.93%	0.96%	1.13%	5.13%	6.74%	7.48%	2.07%	1.61%	1.77%	1.17%
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%
JNJ Johnson & Johnson	2.26%	2.48%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%
JPM JPMorgan Chase & Co.	1.90%	1.72%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%
NVDA NVIDIA Corporation	0.14%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
WELL Welltower Inc.	1.48%	1.52%	2.03%	2.71%	3.72%	2.84%	4.18%	4.26%	5.01%	5.46%	5.14%	4.85%
WMT Walmart Inc.	0.81%	0.84%	0.92%	1.45%	1.58%	1.52%	1.50%	1.78%	2.23%	2.07%	2.89%	3.20%

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 Current Portfolio 2.0. 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 Current Portfolio 2.0 was 42.38%, occurring on Nov 20, 2008. Recovery took 262 trading sessions.

The current Current Portfolio 2.0 drawdown is 1.75%.

Related event	Drawdown	Fall	Recovery	Underwater
Financial crisis2007–2009	-42.38%Nov 2008	5mo 17d	1y 17d	1y 6moJun 2008 - Dec 2009
Dot-com crash2000–2002	-41.34%Oct 2002	9mo 8d	1y 2mo	1y 11moJan 2002 - Dec 2003
COVID crash2020	-32.73%Mar 2020	1mo 2d	4mo 22d	5mo 24dFeb 2020 - Aug 2020
Bear market2022	-28.28%Oct 2022	6mo 14d	5mo 25d	1y 4dMar 2022 - Apr 2023
Rate-hike selloffLate 2018	-21.56%Dec 2018	2mo 23d	6mo 10d	9mo 3dOct 2018 - Jul 2019

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 6.45, 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	2.24	1.92	1.73	1.59	1.51

The portfolio has a diversification ratio of 1.51, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Current Portfolio 2.0 correlation to the S&P 500 Index

Current Portfolio 2.0 has a 0.56 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	0.56
Correlation (3Y) Calculated over the trailing 3-year period	0.72
Correlation (5Y) Calculated over the trailing 5-year period	0.79
Correlation (10Y) Calculated over the trailing 10-year period	0.79
Correlation (All Time) Calculated using the full available price history since Jan 3, 2001	0.81

Benchmark Correlations

Correlation vs. S&P 500 Index. JPM has the highest benchmark correlation at 0.69, while COR has the lowest at 0.40.

0.40

0.44

0.46

0.47

0.58

0.63

0.69

Portfolio Correlations

Correlation vs. Current Portfolio 2.0. NVDA has the highest portfolio correlation at 0.77, while JNJ has the lowest at 0.44.

0.44

0.45

0.46

0.56

0.61

0.64

0.77

Asset Correlations Table

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

	COR	WELL	WMT	JNJ	NVDA	JPM	IBM
COR	1.00	0.26	0.25	0.36	0.19	0.31	0.31
WELL	0.26	1.00	0.27	0.26	0.21	0.33	0.30
WMT	0.25	0.27	1.00	0.35	0.21	0.33	0.35
JNJ	0.36	0.26	0.35	1.00	0.15	0.32	0.36
NVDA	0.19	0.21	0.21	0.15	1.00	0.35	0.37
JPM	0.31	0.33	0.33	0.32	0.35	1.00	0.47
IBM	0.31	0.30	0.35	0.36	0.37	0.47	1.00

The correlation results are calculated based on daily price changes starting from Jan 3, 2001

Diversification Analysis

Find what Current Portfolio 2.0 is missing

See which holdings overlap, where Current Portfolio 2.0 is concentrated, and which low-correlation assets could fill the gaps.

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