Current Portfolio 2.0

Asset Allocation

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

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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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The earliest data available for this chart is Jan 2, 2001, corresponding to the inception date of WELL

Returns By Period

As of Apr 2, 2026, the Current Portfolio 2.0 returned 1.65% Year-To-Date and 29.11% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio Current Portfolio 2.0	1.06%	-2.42%	1.65%	7.53%	37.81%	45.63%	33.35%	29.11%
Portfolio components:
NVDA NVIDIA Corporation	0.93%	-1.47%	-4.88%	-6.08%	60.69%	85.17%	66.71%	70.07%
WELL Welltower Inc.	1.74%	-2.73%	9.39%	16.15%	34.37%	44.45%	25.71%	15.47%
WMT Walmart Inc.	0.84%	-1.46%	13.14%	24.19%	41.38%	37.98%	24.34%	20.62%
IBM International Business Machines Corporation	2.06%	1.17%	-15.74%	-12.48%	1.74%	27.71%	18.92%	10.02%
JNJ Johnson & Johnson	-0.44%	-1.50%	18.06%	32.21%	60.80%	19.22%	11.44%	11.41%
JPM JPMorgan Chase & Co.	-0.26%	-1.89%	-8.16%	-3.31%	22.30%	34.44%	16.83%	20.51%
COR Cencora Inc.	2.25%	-12.56%	-3.67%	5.61%	17.04%	27.13%	24.80%	17.49%

*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, your 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%	1.56%									1.65%
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 14.07%, 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 147.92% of S&P 500 Index gains but only 83.25% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 14.07% 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: 14.07%

Beta: 0.95

R²: 0.74

Upside Capture: 147.92%

Downside Capture: 83.25%

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 93 for risk / return — in the top 93% 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.

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	2.37	0.88	+1.48
Sortino ratio Return per unit of downside risk	3.26	1.37	+1.90
Omega ratio Gain probability vs. loss probability	1.49	1.21	+0.28
Calmar ratio Return relative to maximum drawdown	4.16	1.39	+2.77
Martin ratio Return relative to average drawdown	18.25	6.43	+11.82
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
NVDA NVIDIA Corporation	81	1.47	2.17	1.27	3.02	7.54
WELL Welltower Inc.	81	1.62	2.13	1.29	2.65	6.60
WMT Walmart Inc.	87	1.72	2.65	1.33	3.92	10.75
IBM International Business Machines Corporation	39	0.05	0.29	1.04	0.06	0.15
JNJ Johnson & Johnson	97	3.51	4.77	1.64	7.48	25.03
JPM JPMorgan Chase & Co.	67	0.89	1.28	1.18	1.51	4.05
COR Cencora Inc.	60	0.67	1.02	1.14	1.04	3.20

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 Apr 2, 2026 (values are recalculated daily):

1-Year: 2.37
5-Year: 2.01
10-Year: 1.51
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 1.00 to 1.70, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

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 1.36% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.36%	1.34%	1.75%	2.08%	2.41%	2.56%	3.12%	3.17%	3.01%	2.64%	2.71%	2.88%
Portfolio components:
NVDA NVIDIA Corporation	0.02%	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.	1.43%	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.	0.76%	0.84%	0.92%	1.45%	1.58%	1.52%	1.50%	1.78%	2.23%	2.07%	2.89%	3.20%
IBM International Business Machines Corporation	2.71%	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	2.14%	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.	1.97%	1.72%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%
COR Cencora Inc.	0.71%	0.67%	0.93%	0.96%	1.13%	5.13%	6.74%	7.48%	2.07%	1.61%	1.77%	1.17%

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 5.41%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-42.38%	Jun 6, 2008	118	Nov 20, 2008	262	Dec 7, 2009	380
-41.34%	Jan 4, 2002	193	Oct 9, 2002	307	Dec 29, 2003	500
-32.73%	Feb 20, 2020	23	Mar 23, 2020	99	Aug 12, 2020	122
-28.28%	Mar 30, 2022	134	Oct 10, 2022	120	Apr 3, 2023	254
-21.56%	Oct 2, 2018	58	Dec 24, 2018	130	Jul 2, 2019	188

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. 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

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

	Benchmark	COR	WELL	WMT	JNJ	NVDA	JPM	IBM	Portfolio
Benchmark	1.00	0.41	0.45	0.47	0.47	0.58	0.69	0.63	0.81
COR	0.41	1.00	0.26	0.25	0.36	0.19	0.31	0.31	0.45
WELL	0.45	0.26	1.00	0.27	0.26	0.21	0.33	0.30	0.56
WMT	0.47	0.25	0.27	1.00	0.35	0.21	0.33	0.35	0.47
JNJ	0.47	0.36	0.26	0.35	1.00	0.15	0.32	0.37	0.45
NVDA	0.58	0.19	0.21	0.21	0.15	1.00	0.36	0.37	0.77
JPM	0.69	0.31	0.33	0.33	0.32	0.36	1.00	0.47	0.61
IBM	0.63	0.31	0.30	0.35	0.37	0.37	0.47	1.00	0.65
Portfolio	0.81	0.45	0.56	0.47	0.45	0.77	0.61	0.65	1.00

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

Current Portfolio 2.0

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table