6P
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
APO Apollo Global Management, Inc. | Financial Services | 25% |
ARES Ares Management Corporation | Financial Services | 25% |
BX The Blackstone Group Inc. | Financial Services | 25% |
KKR KKR & Co. Inc. | Financial Services | 25% |
Performance
Performance Chart
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The earliest data available for this chart is May 2, 2014, corresponding to the inception date of ARES
Returns By Period
As of May 31, 2025, the 6P returned -15.50% Year-To-Date and 24.53% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.51% | 6.15% | -2.00% | 12.92% | 14.19% | 10.85% |
| 6P | -15.50% | 4.15% | -20.65% | 18.01% | 32.17% | 24.53% |
| Portfolio components: | ||||||
BX The Blackstone Group Inc. | -18.26% | 5.35% | -26.25% | 19.40% | 23.79% | 18.12% |
KKR KKR & Co. Inc. | -17.65% | 6.46% | -25.21% | 17.64% | 35.66% | 20.81% |
APO Apollo Global Management, Inc. | -20.36% | -3.90% | -24.85% | 13.43% | 25.54% | 24.94% |
ARES Ares Management Corporation | -5.78% | 8.50% | -5.14% | 18.82% | 38.71% | 29.27% |
Monthly Returns
The table below presents the monthly returns of 6P, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 7.78% | -13.43% | -12.49% | -0.64% | 4.15% | -15.50% | |||||||
| 2024 | 2.37% | 9.70% | 1.65% | -5.42% | 6.74% | 0.54% | 13.45% | -2.68% | 7.00% | 9.57% | 15.05% | -6.10% | 62.06% |
| 2023 | 20.42% | -1.45% | -4.03% | 2.26% | -0.32% | 11.00% | 7.24% | 4.78% | 0.45% | -10.26% | 22.95% | 8.50% | 74.13% |
| 2022 | -1.93% | -5.42% | -1.70% | -17.51% | 11.91% | -18.28% | 19.21% | -3.63% | -14.60% | 16.11% | 9.35% | -12.07% | -24.65% |
| 2021 | -2.59% | 11.33% | 4.83% | 11.55% | 3.20% | 8.72% | 8.54% | 5.31% | -3.70% | 22.63% | -4.06% | -1.40% | 81.67% |
| 2020 | 4.69% | -8.90% | -15.58% | 12.79% | 12.97% | 5.40% | 2.03% | -0.23% | -2.38% | -4.18% | 13.79% | 8.18% | 26.77% |
| 2019 | 16.03% | 3.91% | 1.44% | 9.77% | -4.17% | 12.61% | 5.73% | 3.74% | -1.24% | 8.83% | 6.32% | 5.13% | 90.90% |
| 2018 | 13.01% | -3.60% | -8.58% | 0.44% | 5.13% | 2.33% | 8.80% | -0.05% | 4.37% | -14.23% | 3.34% | -14.76% | -7.69% |
| 2017 | 9.40% | 5.40% | -0.65% | 6.18% | 0.22% | -0.01% | 3.78% | 0.96% | 3.41% | 0.73% | -0.32% | 5.53% | 39.94% |
| 2016 | -10.58% | 3.69% | 15.90% | -3.92% | -1.83% | -5.74% | 16.11% | 6.29% | -4.09% | -1.06% | 6.17% | 4.47% | 24.09% |
| 2015 | 7.54% | 0.94% | -2.92% | 2.94% | 4.09% | -3.23% | -0.10% | -12.29% | -5.91% | 1.93% | -6.29% | -7.24% | -20.17% |
| 2014 | 0.57% | 6.74% | -1.96% | -1.84% | -3.96% | -4.52% | 7.30% | 1.75% | 3.42% |
Expense Ratio
6P 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 6P is 20, meaning it’s performing worse than 80% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
BX The Blackstone Group Inc. | 0.51 | 0.89 | 1.12 | 0.45 | 1.08 |
KKR KKR & Co. Inc. | 0.38 | 0.78 | 1.11 | 0.36 | 0.94 |
APO Apollo Global Management, Inc. | 0.31 | 0.76 | 1.11 | 0.37 | 1.03 |
ARES Ares Management Corporation | 0.46 | 0.82 | 1.12 | 0.44 | 1.41 |
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Dividends
Dividend yield
6P provided a 1.83% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.83% | 1.42% | 1.93% | 3.51% | 2.18% | 3.09% | 3.24% | 6.68% | 5.56% | 5.84% | 9.90% | 7.49% |
| Portfolio components: | ||||||||||||
BX The Blackstone Group Inc. | 2.92% | 2.00% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 8.44% | 9.76% | 5.57% |
KKR KKR & Co. Inc. | 0.58% | 0.47% | 0.78% | 1.31% | 0.77% | 1.31% | 1.71% | 3.23% | 3.18% | 4.16% | 10.13% | 8.75% |
APO Apollo Global Management, Inc. | 1.45% | 1.10% | 1.81% | 2.51% | 2.90% | 4.72% | 4.23% | 7.86% | 5.53% | 6.46% | 12.91% | 13.19% |
ARES Ares Management Corporation | 2.36% | 2.10% | 2.59% | 3.57% | 2.31% | 3.40% | 3.59% | 7.50% | 6.30% | 4.32% | 6.81% | 2.45% |
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 6P. 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 6P was 45.23%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.
The current 6P drawdown is 22.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -45.23% | Feb 12, 2020 | 28 | Mar 23, 2020 | 53 | Jun 8, 2020 | 81 |
| -43.89% | Jun 4, 2015 | 175 | Feb 11, 2016 | 252 | Feb 10, 2017 | 427 |
| -39.06% | Nov 4, 2021 | 155 | Jun 16, 2022 | 303 | Aug 31, 2023 | 458 |
| -38.24% | Jan 27, 2025 | 49 | Apr 4, 2025 | — | — | — |
| -29.99% | Sep 24, 2018 | 62 | Dec 20, 2018 | 91 | May 3, 2019 | 153 |
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
| ^GSPC | ARES | APO | BX | KKR | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.50 | 0.59 | 0.64 | 0.65 | 0.70 |
| ARES | 0.50 | 1.00 | 0.49 | 0.51 | 0.53 | 0.75 |
| APO | 0.59 | 0.49 | 1.00 | 0.63 | 0.67 | 0.83 |
| BX | 0.64 | 0.51 | 0.63 | 1.00 | 0.71 | 0.84 |
| KKR | 0.65 | 0.53 | 0.67 | 0.71 | 1.00 | 0.87 |
| Portfolio | 0.70 | 0.75 | 0.83 | 0.84 | 0.87 | 1.00 |