Low Draw Down - 15 Uncorrelated Defensive - Modified

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	6.67%
BRK-B Berkshire Hathaway Inc.	Financial Services	6.67%
CL Colgate-Palmolive Company	Consumer Defensive	6.67%
JCI Johnson Controls International plc	Industrials	6.67%
JNJ Johnson & Johnson	Healthcare	6.67%
KO The Coca-Cola Company	Consumer Defensive	6.67%
LMT Lockheed Martin Corporation	Industrials	6.67%
MCD McDonald's Corporation	Consumer Cyclical	6.67%
MO Altria Group, Inc.	Consumer Defensive	6.67%
MSFT Microsoft Corporation	Technology	6.67%
PEP PepsiCo, Inc.	Consumer Defensive	6.67%
PG The Procter & Gamble Company	Consumer Defensive	6.67%
T AT&T Inc.	Communication Services	6.67%
V Visa Inc.	Financial Services	6.67%
WMT Walmart Inc.	Consumer Defensive	6.67%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Low Draw Down - 15 Uncorrelated Defensive - Modified, 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 year.

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The earliest data available for this chart is Mar 19, 2008, corresponding to the inception date of V

Returns By Period

As of Apr 4, 2026, the Low Draw Down - 15 Uncorrelated Defensive - Modified returned 6.26% Year-To-Date and 14.21% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.44%	-1.90%	-3.41%	-1.91%	30.31%	17.22%	10.14%	12.44%
Portfolio Low Draw Down - 15 Uncorrelated Defensive - Modified	0.43%	-2.63%	6.26%	7.86%	21.56%	15.76%	12.76%	14.21%
Portfolio components:
JNJ Johnson & Johnson	-0.85%	0.24%	17.06%	29.56%	61.63%	16.85%	11.14%	11.26%
PG The Procter & Gamble Company	-0.24%	-7.07%	0.33%	-3.74%	-10.42%	0.42%	3.44%	8.47%
KO The Coca-Cola Company	0.65%	0.92%	11.22%	18.45%	13.63%	10.35%	10.96%	8.47%
MCD McDonald's Corporation	0.85%	-5.58%	1.92%	5.85%	5.60%	5.48%	8.33%	11.91%
PEP PepsiCo, Inc.	-0.18%	-1.69%	10.18%	14.30%	11.18%	-2.02%	5.00%	7.28%
V Visa Inc.	0.84%	-4.42%	-13.33%	-12.80%	-2.40%	11.15%	7.49%	15.35%
BRK-B Berkshire Hathaway Inc.	-0.20%	-4.53%	-5.23%	-4.73%	-3.48%	15.09%	12.56%	12.94%
MSFT Microsoft Corporation	-0.16%	-8.82%	-22.72%	-29.16%	4.42%	9.39%	9.23%	22.78%
CL Colgate-Palmolive Company	-0.72%	-9.65%	7.63%	10.55%	-5.51%	6.24%	3.63%	4.17%
LMT Lockheed Martin Corporation	2.43%	-5.04%	32.58%	25.65%	51.64%	12.15%	13.94%	13.90%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 20, 2008, Low Draw Down - 15 Uncorrelated Defensive - Modified's average daily return is +0.05%, while the average monthly return is +1.12%. At this rate, your investment would double in approximately 5.2 years.

Historically, 68% of months were positive and 32% were negative. The best month was Oct 2022 with a return of +12.4%, while the worst month was Oct 2008 at -12.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, Low Draw Down - 15 Uncorrelated Defensive - Modified closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +10.1%, while the worst single day was Mar 16, 2020 at -9.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.82%	7.29%	-6.14%	0.67%									6.26%
2025	0.93%	5.73%	-0.85%	0.05%	2.47%	-0.58%	-0.41%	4.24%	0.75%	-1.60%	3.02%	-0.52%	13.75%
2024	1.74%	2.38%	2.70%	-1.70%	4.12%	0.95%	4.21%	5.83%	1.62%	-2.12%	4.58%	-3.65%	22.15%
2023	1.14%	-1.94%	4.11%	3.38%	-3.32%	5.66%	0.31%	-2.24%	-4.88%	1.00%	5.67%	1.09%	9.73%
2022	0.31%	-2.52%	3.17%	-0.56%	-1.85%	-5.31%	3.57%	-2.72%	-7.75%	12.43%	4.70%	-2.61%	-0.65%
2021	-3.22%	0.44%	7.11%	3.37%	1.27%	0.51%	3.06%	0.95%	-4.74%	3.60%	-1.64%	8.97%	20.55%

Benchmark Metrics

Low Draw Down - 15 Uncorrelated Defensive - Modified has an annualized alpha of 6.40%, beta of 0.69, and R² of 0.80 versus S&P 500 Index. Calculated based on daily prices since March 20, 2008.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (81.51%) than losses (60.58%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 6.40% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
Beta of 0.69 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 6.40%

Beta: 0.69

R²: 0.80

Upside Capture: 81.51%

Downside Capture: 60.58%

Expense Ratio

Low Draw Down - 15 Uncorrelated Defensive - Modified 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

Low Draw Down - 15 Uncorrelated Defensive - Modified ranks 46 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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	2.08	1.84	+0.24
Sortino ratio Return per unit of downside risk	3.50	2.97	+0.53
Omega ratio Gain probability vs. loss probability	1.40	1.40	0.00
Calmar ratio Return relative to maximum drawdown	2.03	1.82	+0.21
Martin ratio Return relative to average drawdown	7.26	7.76	-0.50
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
JNJ Johnson & Johnson	97	3.72	5.23	1.67	7.06	23.54
PG The Procter & Gamble Company	14	-0.58	-0.70	0.92	-0.74	-1.35
KO The Coca-Cola Company	63	0.87	1.41	1.16	1.16	2.35
MCD McDonald's Corporation	45	0.35	0.63	1.07	0.16	0.37
PEP PepsiCo, Inc.	53	0.51	0.94	1.11	0.62	1.26
V Visa Inc.	25	-0.11	0.00	1.00	-0.58	-1.25
BRK-B Berkshire Hathaway Inc.	21	-0.21	-0.17	0.98	-0.76	-1.30
MSFT Microsoft Corporation	40	0.17	0.43	1.06	-0.05	-0.13
CL Colgate-Palmolive Company	26	-0.27	-0.25	0.97	-0.36	-0.63
LMT Lockheed Martin Corporation	85	1.97	2.44	1.36	2.87	7.34

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.

Low Draw Down - 15 Uncorrelated Defensive - Modified Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 2.08
5-Year: 1.08
10-Year: 0.98
All Time: 0.87

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 0.99 to 1.69, 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 Low Draw Down - 15 Uncorrelated Defensive - Modified 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

Low Draw Down - 15 Uncorrelated Defensive - Modified provided a 2.18% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.18%	2.37%	2.44%	2.72%	2.53%	2.50%	2.60%	2.45%	2.91%	2.34%	2.69%	2.88%
Portfolio components:
JNJ Johnson & Johnson	2.16%	2.48%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%
PG The Procter & Gamble Company	2.96%	2.91%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.31%
KO The Coca-Cola Company	2.67%	2.92%	3.12%	3.12%	2.77%	2.84%	2.99%	2.89%	3.29%	3.23%	3.38%	3.07%
MCD McDonald's Corporation	2.34%	2.35%	2.34%	2.10%	2.15%	1.96%	2.35%	2.39%	2.36%	2.23%	2.97%	2.91%
PEP PepsiCo, Inc.	3.63%	3.92%	3.51%	2.91%	2.50%	2.45%	2.71%	2.77%	3.25%	2.64%	2.83%	2.76%
V Visa Inc.	0.83%	0.70%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%
BRK-B Berkshire Hathaway 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%
MSFT Microsoft Corporation	0.93%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
CL Colgate-Palmolive Company	2.46%	2.61%	2.18%	2.40%	2.36%	2.10%	2.05%	2.48%	2.79%	2.11%	2.37%	2.25%
LMT Lockheed Martin Corporation	2.12%	2.76%	2.62%	2.68%	2.34%	2.98%	2.76%	2.31%	3.13%	2.32%	2.71%	2.83%

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 Low Draw Down - 15 Uncorrelated Defensive - Modified. 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 Low Draw Down - 15 Uncorrelated Defensive - Modified was 36.45%, occurring on Mar 9, 2009. Recovery took 203 trading sessions.

The current Low Draw Down - 15 Uncorrelated Defensive - Modified drawdown is 5.92%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-36.45%	Jun 2, 2008	194	Mar 9, 2009	203	Dec 24, 2009	397
-29.13%	Feb 18, 2020	25	Mar 23, 2020	97	Aug 10, 2020	122
-16.64%	Apr 21, 2022	113	Sep 30, 2022	133	Apr 13, 2023	246
-14.7%	Sep 24, 2018	64	Dec 24, 2018	56	Mar 18, 2019	120
-11.57%	Jan 29, 2018	66	May 2, 2018	92	Sep 12, 2018	158

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 15 assets, with an effective number of assets of 15.00, 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.

	Benchmark	AAPL	WMT	LMT	MO	T	JCI	MSFT	V	MCD	JNJ	CL	BRK-B	PEP	KO	PG	Portfolio
Benchmark	1.00	0.62	0.42	0.46	0.38	0.46	0.65	0.70	0.64	0.49	0.48	0.43	0.66	0.46	0.47	0.45	0.81
AAPL	0.62	1.00	0.24	0.25	0.21	0.25	0.37	0.53	0.43	0.31	0.26	0.24	0.38	0.28	0.25	0.27	0.57
WMT	0.42	0.24	1.00	0.30	0.31	0.33	0.28	0.31	0.29	0.37	0.36	0.39	0.35	0.39	0.37	0.44	0.55
LMT	0.46	0.25	0.30	1.00	0.32	0.32	0.36	0.30	0.34	0.36	0.38	0.35	0.42	0.37	0.38	0.35	0.57
MO	0.38	0.21	0.31	0.32	1.00	0.41	0.29	0.23	0.26	0.35	0.39	0.45	0.38	0.45	0.47	0.44	0.57
T	0.46	0.25	0.33	0.32	0.41	1.00	0.35	0.26	0.32	0.35	0.40	0.39	0.46	0.38	0.42	0.41	0.58
JCI	0.65	0.37	0.28	0.36	0.29	0.35	1.00	0.40	0.42	0.35	0.32	0.30	0.50	0.30	0.34	0.31	0.61
MSFT	0.70	0.53	0.31	0.30	0.23	0.26	0.40	1.00	0.48	0.36	0.32	0.30	0.40	0.34	0.32	0.33	0.61
V	0.64	0.43	0.29	0.34	0.26	0.32	0.42	0.48	1.00	0.39	0.36	0.34	0.50	0.34	0.35	0.34	0.64
MCD	0.49	0.31	0.37	0.36	0.35	0.35	0.35	0.36	0.39	1.00	0.40	0.44	0.41	0.44	0.47	0.44	0.62
JNJ	0.48	0.26	0.36	0.38	0.39	0.40	0.32	0.32	0.36	0.40	1.00	0.48	0.45	0.50	0.47	0.51	0.63
CL	0.43	0.24	0.39	0.35	0.45	0.39	0.30	0.30	0.34	0.44	0.48	1.00	0.39	0.60	0.58	0.71	0.66
BRK-B	0.66	0.38	0.35	0.42	0.38	0.46	0.50	0.40	0.50	0.41	0.45	0.39	1.00	0.39	0.44	0.40	0.68
PEP	0.46	0.28	0.39	0.37	0.45	0.38	0.30	0.34	0.34	0.44	0.50	0.60	0.39	1.00	0.67	0.60	0.67
KO	0.47	0.25	0.37	0.38	0.47	0.42	0.34	0.32	0.35	0.47	0.47	0.58	0.44	0.67	1.00	0.58	0.68
PG	0.45	0.27	0.44	0.35	0.44	0.41	0.31	0.33	0.34	0.44	0.51	0.71	0.40	0.60	0.58	1.00	0.68
Portfolio	0.81	0.57	0.55	0.57	0.57	0.58	0.61	0.61	0.64	0.62	0.63	0.66	0.68	0.67	0.68	0.68	1.00

The correlation results are calculated based on daily price changes starting from Mar 20, 2008

Low Draw Down - 15 Uncorrelated Defensive - Modified

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