Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
WELL Welltower Inc. | Real Estate | 28% |
NVDA NVIDIA Corporation | Technology | 20% |
IBM International Business Machines Corporation | Technology | 20% |
JNJ Johnson & Johnson | Healthcare | 20% |
WMT Walmart Inc. | Consumer Defensive | 10% |
NWN Northwest Natural Holding Company | Utilities | 2% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Current Portfolio, 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 returned 9.21% Year-To-Date and 27.03% 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 | -0.83% | 1.55% | 9.21% | 6.39% | 35.88% | 42.14% | 31.30% | 27.03% |
| Portfolio components: | ||||||||
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% |
NVDA NVIDIA Corporation | 1.73% | -2.94% | 12.01% | 12.58% | 47.43% | 75.35% | 64.54% | 68.47% |
NWN Northwest Natural Holding Company | -1.71% | -2.99% | 6.78% | 8.05% | 28.62% | 8.99% | 2.11% | 1.85% |
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% |
Monthly Returns
Based on dividend-adjusted daily data since Jan 3, 2001, Current Portfolio's average daily return is +0.08%, while the average monthly return is +1.68%. At this rate, an investment would double in approximately 3.5 years.
Historically, 62% of months were positive and 38% were negative. The best month was Jan 2001 with a return of +24.8%, while the worst month was Oct 2008 at -15.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.
On a daily basis, Current Portfolio closed higher 54% of trading days. The best single day was Oct 28, 2008 with a return of +10.4%, while the worst single day was Mar 16, 2020 at -13.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.30% | 0.34% | -2.00% | 4.24% | 3.64% | -1.42% | 9.21% | ||||||
| 2025 | 5.49% | 6.27% | -3.42% | -0.58% | 6.89% | 6.13% | 3.34% | 1.45% | 7.51% | 4.20% | 4.79% | -3.13% | 45.59% |
| 2024 | 6.88% | 9.89% | 4.83% | -4.69% | 10.03% | 3.96% | 5.05% | 6.71% | 4.08% | 1.87% | 4.83% | -5.31% | 58.35% |
| 2023 | 8.71% | 2.90% | 5.39% | 3.56% | 4.76% | 7.73% | 4.54% | 1.77% | -4.77% | -0.84% | 7.67% | 2.74% | 53.10% |
| 2022 | -3.31% | -3.42% | 10.51% | -7.11% | -0.31% | -5.52% | 4.32% | -8.32% | -9.94% | 6.49% | 13.06% | -7.19% | -13.09% |
| 2021 | -2.40% | 3.72% | 4.93% | 5.29% | 3.46% | 8.21% | 1.01% | 4.05% | -5.57% | 2.96% | 5.17% | 3.61% | 39.43% |
Benchmark Metrics
Current Portfolio has an annualized alpha of 13.52%, beta of 0.90, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since January 03, 2001.
- This portfolio captured 137.81% of S&P 500 Index gains but only 79.20% of its losses - a favorable profile for investors.
- This portfolio generated an annualized alpha of 13.52% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.90 and R2 of 0.69, 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
- 13.52%
- Beta
- 0.90
- R²
- 0.69
- Upside Capture
- 137.81%
- Downside Capture
- 79.20%
Expense Ratio
Current Portfolio 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
Current Portfolio ranks 89 for risk / return — in the top 89% 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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Current Portfolio and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.88 | 1.94 | +0.94 |
| Sortino ratioReturn per unit of downside risk | 3.97 | 2.63 | +1.35 |
| Omega ratioGain probability vs. loss probability | 1.53 | 1.35 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 5.65 | 2.59 | +3.07 |
| Martin ratioReturn relative to average drawdown | 21.11 | 11.84 | +9.27 |
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 |
|---|---|---|---|---|---|---|
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 |
NVDA NVIDIA Corporation | 77 | 1.37 | 1.94 | 1.24 | 2.36 | 5.73 |
NWN Northwest Natural Holding Company | 78 | 1.44 | 1.91 | 1.27 | 2.14 | 6.57 |
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 |
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Dividends
Dividend yield
Current Portfolio provided a 1.53% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.53% | 1.55% | 2.05% | 2.42% | 2.74% | 2.48% | 2.97% | 2.95% | 3.42% | 3.10% | 3.09% | 3.29% |
| Portfolio components: | ||||||||||||
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% |
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% |
NWN Northwest Natural Holding Company | 4.02% | 4.20% | 4.94% | 4.99% | 4.06% | 3.94% | 4.16% | 2.58% | 3.13% | 3.16% | 3.13% | 3.68% |
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. 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 was 40.70%, occurring on Nov 20, 2008. Recovery took 272 trading sessions.
The current Current Portfolio drawdown is 2.56%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -40.70%Nov 2008 | 5mo 17d | 1y 1mo | 1y 6moJun 2008 - Dec 2009 |
Dot-com crash2000–2002 | -39.67%Oct 2002 | 9mo 8d | 1y 2mo | 1y 11moJan 2002 - Dec 2003 |
COVID crash2020 | -34.86%Mar 2020 | 25d | 5mo 11d | 6mo 6dFeb 2020 - Aug 2020 |
Bear market2022 | -29.38%Oct 2022 | 6mo 14d | 6mo 19d | 1y 28dMar 2022 - Apr 2023 |
2004 bear market2004 | -20.70%Aug 2004 | 4mo 7d | 3mo 29d | 8mo 6dApr 2004 - Dec 2004 |
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 6 assets, with an effective number of assets of 4.79, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 2.16 | 1.86 | 1.70 | 1.56 | 1.48 |
The portfolio has a diversification ratio of 1.48, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Current Portfolio correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2001 | 0.77 |
Benchmark Correlations
Correlation vs. S&P 500 Index. IBM has the highest benchmark correlation at 0.63, while NWN has the lowest at 0.43.
Asset Correlations Table
Find what Current Portfolio is missing
See which holdings overlap, where Current Portfolio is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification