GROWTH AND INCOME PORTFOLIO

Asset Allocation

Position	Category/Sector	Target Weight
NVDA NVIDIA Corporation	Technology	20%
WELL Welltower Inc.	Real Estate	20%
JNJ Johnson & Johnson	Healthcare	15%
AVGO Broadcom Inc.	Technology	15%
WMT Walmart Inc.	Consumer Defensive	10%
IBM International Business Machines Corporation	Technology	10%
GOOGL Alphabet Inc. Class A	Communication Services	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 GROWTH AND INCOME 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 GROWTH AND INCOME PORTFOLIO returned 12.25% Year-To-Date and 33.33% 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 GROWTH AND INCOME PORTFOLIO	-0.04%	-2.70%	12.25%	7.92%	49.62%	51.50%	38.55%	33.33%
Portfolio components:
AVGO Broadcom Inc.	2.82%	-7.77%	14.83%	-0.72%	61.91%	72.46%	56.70%	41.32%
GOOGL Alphabet Inc. Class A	-1.36%	-9.30%	16.22%	15.96%	110.03%	44.20%	24.94%	25.89%
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%
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 Aug 7, 2009, GROWTH AND INCOME PORTFOLIO's average daily return is +0.11%, while the average monthly return is +2.19%. At this rate, an investment would double in approximately 2.7 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2022 with a return of +13.9%, while the worst month was Mar 2020 at -12.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, GROWTH AND INCOME PORTFOLIO closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.9%, while the worst single day was Mar 16, 2020 at -14.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.49%	-0.48%	-2.71%	12.96%	2.57%	-3.32%							12.25%
2025	3.00%	1.81%	-6.37%	2.46%	11.02%	7.44%	5.62%	2.28%	8.48%	6.39%	5.67%	-4.16%	51.50%
2024	6.87%	10.50%	5.55%	-2.70%	9.83%	7.22%	2.20%	4.92%	3.84%	2.31%	2.66%	3.19%	72.36%
2023	10.13%	2.77%	8.07%	2.80%	10.93%	7.14%	5.18%	2.29%	-5.77%	-1.35%	7.92%	5.96%	70.93%
2022	-5.83%	-2.46%	9.81%	-10.38%	-0.56%	-7.98%	6.94%	-8.47%	-10.48%	5.50%	13.93%	-6.69%	-18.70%
2021	-0.73%	4.41%	2.93%	5.45%	3.50%	7.87%	2.10%	4.96%	-5.48%	6.64%	5.53%	4.54%	49.66%

Benchmark Metrics

GROWTH AND INCOME PORTFOLIO has an annualized alpha of 13.98%, beta of 1.01, and R2 of 0.76 versus S&P 500 Index. Calculated based on daily prices since August 07, 2009.

This portfolio captured 145.47% of S&P 500 Index gains but only 79.31% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 13.98% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 1.01 and R2 of 0.76, 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: 13.98%

Beta: 1.01

R²: 0.76

Upside Capture: 145.47%

Downside Capture: 79.31%

Expense Ratio

GROWTH AND INCOME 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.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

GROWTH AND INCOME PORTFOLIO ranks 90 for risk / return — in the top 90% 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

The table below presents risk-adjusted performance metrics for GROWTH AND INCOME PORTFOLIO and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	3.26	1.94	+1.32
Sortino ratioReturn per unit of downside risk	4.28	2.63	+1.66
Omega ratioGain probability vs. loss probability	1.59	1.35	+0.23
Calmar ratioReturn relative to maximum drawdown	6.08	2.59	+3.49
Martin ratioReturn relative to average drawdown	23.09	11.84	+11.24
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
AVGO Broadcom Inc.	77	1.38	1.95	1.26	2.17	5.16
GOOGL Alphabet Inc. Class A	96	3.78	5.10	1.61	5.43	19.79
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
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.

GROWTH AND INCOME PORTFOLIO Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 3.26
5-Year: 1.90
10-Year: 1.55
All Time: 1.40

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 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 GROWTH AND INCOME PORTFOLIO 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

GROWTH AND INCOME PORTFOLIO provided a 1.11% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.11%	1.12%	1.49%	1.80%	2.22%	1.91%	2.36%	2.48%	2.74%	2.38%	2.36%	2.49%
Portfolio components:
AVGO Broadcom Inc.	0.63%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
GOOGL Alphabet Inc. Class A	0.29%	0.27%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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%
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 GROWTH AND INCOME 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 GROWTH AND INCOME PORTFOLIO was 34.56%, occurring on Mar 16, 2020. Recovery took 98 trading sessions.

The current GROWTH AND INCOME PORTFOLIO drawdown is 5.57%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-34.56%Mar 2020	25d	4mo 21d	5mo 16dFeb 2020 - Aug 2020
Bear market2022	-32.20%Oct 2022	6mo 18d	6mo 19d	1y 1moMar 2022 - May 2023
2011 bear market2011	-21.36%Aug 2011	5mo 17d	7mo 21d	1y 1moFeb 2011 - Mar 2012
Rate-hike selloffLate 2018	-18.63%Dec 2018	2mo 23d	2mo 25d	5mo 18dOct 2018 - Mar 2019
2025 selloff2025	-18.51%Apr 2025	1mo 17d	1mo 8d	2mo 25dFeb 2025 - May 2025

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	1.99	1.71	1.59	1.51	1.50

The portfolio has a diversification ratio of 1.50, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

GROWTH AND INCOME PORTFOLIO correlation to the S&P 500 Index

GROWTH AND INCOME PORTFOLIO has a 0.70 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	0.70
Correlation (3Y) Calculated over the trailing 3-year period	0.79
Correlation (5Y) Calculated over the trailing 5-year period	0.84
Correlation (10Y) Calculated over the trailing 10-year period	0.82
Correlation (All Time) Calculated using the full available price history since Aug 7, 2009	0.81

Benchmark Correlations

Correlation vs. S&P 500 Index. GOOGL has the highest benchmark correlation at 0.67, while WMT has the lowest at 0.39.

0.39

0.40

0.45

0.61

0.61

0.61

0.67

Portfolio Correlations

Correlation vs. GROWTH AND INCOME PORTFOLIO. NVDA has the highest portfolio correlation at 0.80, while WMT has the lowest at 0.38.

0.38

0.40

0.48

0.56

0.64

0.73

0.80

Asset Correlations Table

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

	WELL	WMT	JNJ	IBM	AVGO	NVDA	GOOGL
WELL	1.00	0.25	0.29	0.30	0.17	0.17	0.22
WMT	0.25	1.00	0.35	0.30	0.18	0.18	0.25
JNJ	0.29	0.35	1.00	0.38	0.19	0.15	0.28
IBM	0.30	0.30	0.38	1.00	0.37	0.32	0.39
AVGO	0.17	0.18	0.19	0.37	1.00	0.56	0.44
NVDA	0.17	0.18	0.15	0.32	0.56	1.00	0.49
GOOGL	0.22	0.25	0.28	0.39	0.44	0.49	1.00

The correlation results are calculated based on daily price changes starting from Aug 7, 2009

Diversification Analysis

Find what GROWTH AND INCOME PORTFOLIO is missing

See which holdings overlap, where GROWTH AND INCOME PORTFOLIO is concentrated, and which low-correlation assets could fill the gaps.

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