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Ken
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Ken, 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.


60.00%80.00%100.00%120.00%140.00%December2025FebruaryMarchAprilMay
131.86%
92.31%
Ken
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 10, 2019, corresponding to the inception date of SCHI

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.93%11.36%-1.09%10.19%14.74%10.35%
Ken2.17%8.83%4.15%13.09%21.03%N/A
AVGO
Broadcom Inc.
-13.16%37.21%19.77%58.96%54.16%35.76%
GD
General Dynamics Corporation
4.41%9.46%-6.30%-3.58%20.34%9.21%
IBM
International Business Machines Corporation
14.11%9.54%22.54%55.43%21.71%8.74%
MRK
Merck & Co., Inc.
-16.01%1.68%-17.32%-33.11%5.61%6.87%
AMZN
Amazon.com, Inc.
-15.06%8.98%-4.82%0.08%9.69%24.08%
SUN
Sunoco LP
7.73%3.27%9.57%4.10%27.84%10.93%
HDEF
Xtrackers MSCI EAFE High Dividend Yield Equity ETF
17.81%11.80%12.34%19.78%13.86%N/A
SCHD
Schwab US Dividend Equity ETF
-4.71%2.06%-6.59%3.08%13.32%10.35%
SCHI
Schwab 5-10 Year Corporate Bond ETF
2.46%-0.62%2.04%6.82%1.31%N/A
RS
Reliance Steel & Aluminum Co.
10.01%11.40%2.84%3.36%30.15%18.66%
ABBV
AbbVie Inc.
12.41%5.84%-0.36%24.06%23.12%16.44%
DLN
WisdomTree US LargeCap Dividend ETF
0.36%7.60%0.40%13.41%14.97%10.35%
*Annualized

Monthly Returns

The table below presents the monthly returns of Ken, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.13%0.35%-1.87%-0.74%0.39%2.17%
20243.42%5.23%2.94%-5.06%1.32%3.50%2.81%1.70%2.12%-2.58%3.25%-0.88%18.73%
20233.83%-1.46%2.74%0.07%0.28%5.24%3.99%0.17%-3.31%0.42%6.44%6.79%27.62%
2022-0.96%1.88%2.95%-3.60%1.31%-5.85%5.20%-3.40%-6.22%9.58%6.48%-2.07%4.02%
2021-1.00%2.84%5.78%3.93%1.48%1.07%1.06%0.89%-3.38%4.55%-1.99%8.14%25.33%
2020-0.68%-7.20%-12.50%13.70%5.18%0.99%3.43%5.10%-3.53%-2.33%11.59%3.00%14.67%
2019-3.66%2.58%1.37%0.18%

Expense Ratio

Ken has an expense ratio of 0.05%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Expense ratio chart for HDEF: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HDEF: 0.20%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%
Expense ratio chart for SCHI: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHI: 0.05%
Expense ratio chart for DLN: current value is 0.28%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DLN: 0.28%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Ken is 72, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Ken is 7272
Overall Rank
The Sharpe Ratio Rank of Ken is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of Ken is 6666
Sortino Ratio Rank
The Omega Ratio Rank of Ken is 6868
Omega Ratio Rank
The Calmar Ratio Rank of Ken is 7575
Calmar Ratio Rank
The Martin Ratio Rank of Ken is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for Portfolio, currently valued at 0.94, compared to the broader market-4.00-2.000.002.004.00
Portfolio: 0.94
^GSPC: 0.65
The chart of Sortino ratio for Portfolio, currently valued at 1.38, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 1.38
^GSPC: 1.02
The chart of Omega ratio for Portfolio, currently valued at 1.20, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.20
^GSPC: 1.15
The chart of Calmar ratio for Portfolio, currently valued at 1.18, compared to the broader market0.002.004.006.00
Portfolio: 1.18
^GSPC: 0.67
The chart of Martin ratio for Portfolio, currently valued at 5.47, compared to the broader market0.005.0010.0015.0020.0025.00
Portfolio: 5.47
^GSPC: 2.62

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AVGO
Broadcom Inc.
1.011.761.231.544.32
GD
General Dynamics Corporation
-0.14-0.040.99-0.13-0.29
IBM
International Business Machines Corporation
2.072.831.413.3910.57
MRK
Merck & Co., Inc.
-1.31-1.740.76-0.82-1.53
AMZN
Amazon.com, Inc.
0.120.411.050.130.37
SUN
Sunoco LP
0.150.391.050.180.61
HDEF
Xtrackers MSCI EAFE High Dividend Yield Equity ETF
1.431.941.281.944.58
SCHD
Schwab US Dividend Equity ETF
0.280.501.070.280.96
SCHI
Schwab 5-10 Year Corporate Bond ETF
1.462.101.260.084.74
RS
Reliance Steel & Aluminum Co.
0.160.471.050.210.49
ABBV
AbbVie Inc.
0.951.321.201.243.08
DLN
WisdomTree US LargeCap Dividend ETF
1.021.461.221.104.58

The current Ken Sharpe ratio is 0.94. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.54 to 1.07, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Ken with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.94
0.65
Ken
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Ken provided a 3.00% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio3.00%3.03%2.99%3.29%3.14%3.68%3.40%3.49%2.95%3.51%2.59%1.89%
AVGO
Broadcom Inc.
1.11%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%
GD
General Dynamics Corporation
2.12%2.12%2.01%2.00%2.24%2.90%2.26%2.31%1.61%1.72%2.46%1.76%
IBM
International Business Machines Corporation
2.68%3.03%4.05%4.68%4.74%5.17%4.80%5.46%3.85%3.31%3.63%2.65%
MRK
Merck & Co., Inc.
3.81%3.14%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.43%3.12%
AMZN
Amazon.com, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SUN
Sunoco LP
6.44%6.75%5.59%7.67%8.09%11.48%10.80%12.15%11.63%12.16%6.77%4.13%
HDEF
Xtrackers MSCI EAFE High Dividend Yield Equity ETF
3.81%4.53%4.38%5.41%4.76%3.93%4.20%3.55%3.38%9.13%1.71%0.00%
SCHD
Schwab US Dividend Equity ETF
4.03%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%
SCHI
Schwab 5-10 Year Corporate Bond ETF
5.11%5.12%4.28%3.10%1.93%2.31%0.53%0.00%0.00%0.00%0.00%0.00%
RS
Reliance Steel & Aluminum Co.
1.53%1.63%1.43%1.73%1.70%2.09%1.84%2.81%2.10%2.07%2.76%2.28%
ABBV
AbbVie Inc.
3.25%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%
DLN
WisdomTree US LargeCap Dividend ETF
2.07%2.00%2.43%2.53%2.01%2.66%2.51%2.90%2.33%2.64%2.80%2.34%

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-2.86%
-8.04%
Ken
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Ken. 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 Ken was 33.18%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current Ken drawdown is 2.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.18%Feb 13, 202027Mar 23, 202099Aug 12, 2020126
-13.55%Apr 21, 2022113Sep 30, 202242Nov 30, 2022155
-12.32%Feb 21, 202533Apr 8, 2025
-8.57%Sep 3, 202039Oct 28, 202010Nov 11, 202049
-7.06%Oct 11, 20192Oct 14, 201945Dec 17, 201947

Volatility

Volatility Chart

The current Ken volatility is 10.33%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
10.33%
13.20%
Ken
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets
2.004.006.008.0010.0012.00
Effective Assets: 12.00

The portfolio contains 12 assets, with an effective number of assets of 12.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

^GSPCSCHIMRKSUNABBVAMZNAVGOGDRSIBMHDEFSCHDDLNPortfolio
^GSPC1.000.260.250.360.340.670.720.490.540.560.670.780.900.87
SCHI0.261.000.090.120.110.240.160.100.090.110.260.200.240.25
MRK0.250.091.000.180.450.070.070.260.190.270.290.370.370.40
SUN0.360.120.181.000.230.150.210.290.320.280.380.420.420.50
ABBV0.340.110.450.231.000.120.180.310.220.330.330.460.470.49
AMZN0.670.240.070.150.121.000.550.140.240.230.350.330.450.53
AVGO0.720.160.070.210.180.551.000.280.360.380.430.480.590.67
GD0.490.100.260.290.310.140.281.000.480.460.460.650.620.60
RS0.540.090.190.320.220.240.360.481.000.430.510.640.590.66
IBM0.560.110.270.280.330.230.380.460.431.000.470.650.640.65
HDEF0.670.260.290.380.330.350.430.460.510.471.000.710.730.71
SCHD0.780.200.370.420.460.330.480.650.640.650.711.000.930.84
DLN0.900.240.370.420.470.450.590.620.590.640.730.931.000.89
Portfolio0.870.250.400.500.490.530.670.600.660.650.710.840.891.00
The correlation results are calculated based on daily price changes starting from Oct 11, 2019