main wo 75

Asset Allocation

Position	Category/Sector	Target Weight
VOO Vanguard S&P 500 ETF	S&P 500	24%
IBM International Business Machines Corporation	Technology	19%
ADX Adams Diversified Equity Fund, Inc.	Large Cap Blend Equities	18%
SCHG Schwab U.S. Large-Cap Growth ETF	Large Cap Growth Equities	10%
TIBIX Thornburg Investment Income Builder Fund Class I	Diversified Portfolio	9%
CVX Chevron Corporation	Energy	6%
XOM Exxon Mobil Corporation	Energy	4%
PQIPX PIMCO Dividend and Income Fund	Global Allocation	4%
SHEL Shell plc	Energy	3%
DTD WisdomTree U.S. Total Dividend Fund	Large Cap Value Equities, Dividend	2%
CSCO Cisco Systems, Inc.	Technology	1%

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 main wo 75, 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 main wo 75 returned 11.16% Year-To-Date and 15.25% 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 main wo 75	-0.13%	4.83%	11.16%	10.96%	27.48%	25.64%	17.56%	15.25%
Portfolio components:
ADX Adams Diversified Equity Fund, Inc.	-0.36%	1.30%	10.92%	11.93%	29.68%	28.15%	16.71%	18.02%
CSCO Cisco Systems, Inc.	2.06%	28.56%	62.91%	59.13%	92.26%	39.53%	21.53%	19.19%
CVX Chevron Corporation	1.03%	5.15%	26.53%	29.68%	40.62%	10.57%	16.60%	10.98%
DTD WisdomTree U.S. Total Dividend Fund	-0.23%	1.49%	9.42%	10.08%	20.73%	17.39%	11.71%	12.08%
IBM International Business Machines Corporation	-1.41%	22.22%	-3.95%	-7.98%	7.12%	31.74%	18.84%	11.34%
PQIPX PIMCO Dividend and Income Fund	-0.78%	0.07%	7.27%	7.34%	17.62%	13.29%	7.15%	7.85%
SCHG Schwab U.S. Large-Cap Growth ETF	0.15%	-0.94%	3.75%	2.93%	20.82%	24.03%	14.90%	18.53%
SHEL Shell plc	1.46%	4.13%	20.10%	21.39%	32.28%	18.69%	23.01%	10.03%
TIBIX Thornburg Investment Income Builder Fund Class I	-1.79%	-0.79%	14.92%	18.21%	35.64%	25.80%	15.81%	12.32%
VOO Vanguard S&P 500 ETF	0.25%	0.24%	8.72%	8.77%	24.91%	21.45%	13.49%	15.35%

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

Monthly Returns

Based on dividend-adjusted daily data since Dec 16, 2011, main wo 75's average daily return is +0.05%, while the average monthly return is +1.13%. At this rate, an investment would double in approximately 5.1 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +14.1%, while the worst month was Mar 2020 at -14.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, main wo 75 closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +10.3%, while the worst single day was Mar 16, 2020 at -10.7%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.73%	-2.61%	-1.13%	5.15%	8.45%	-2.40%							11.16%
2025	5.48%	0.06%	-2.43%	-2.21%	6.20%	6.92%	-0.84%	1.33%	4.40%	3.97%	0.28%	0.14%	25.26%
2024	3.38%	3.65%	3.60%	-4.39%	4.34%	2.97%	3.17%	2.24%	2.88%	-1.52%	5.65%	-2.76%	25.18%
2023	3.82%	-2.14%	2.38%	0.97%	-0.42%	5.64%	4.25%	0.11%	-3.22%	-2.10%	8.44%	3.89%	23.09%
2022	-0.96%	-2.27%	4.61%	-5.64%	2.99%	-6.67%	5.42%	-2.88%	-8.59%	10.87%	5.90%	-4.85%	-3.97%
2021	-0.83%	4.54%	5.18%	4.36%	1.26%	2.55%	0.03%	1.89%	-2.25%	3.72%	-0.65%	5.60%	28.12%

Benchmark Metrics

main wo 75 has an annualized alpha of 1.46%, beta of 0.89, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since December 16, 2011.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (95.98%) than losses (94.20%) - typical of diversified or defensive assets.
With beta of 0.89 and R2 of 0.89, 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: 1.46%

Beta: 0.89

R²: 0.89

Upside Capture: 95.98%

Downside Capture: 94.20%

Expense Ratio

main wo 75 has an expense ratio of 0.24%, 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.

TIBIX

Thornburg Investment Income Builder Fund Class I

PQIPX

PIMCO Dividend and Income Fund

ADX

Adams Diversified Equity Fund, Inc.

DTD

WisdomTree U.S. Total Dividend Fund

SCHG

Schwab U.S. Large-Cap Growth ETF

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

main wo 75 ranks 69 for risk / return — better than 69% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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 main wo 75 and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.32	1.94	+0.38
Sortino ratioReturn per unit of downside risk	3.09	2.63	+0.47
Omega ratioGain probability vs. loss probability	1.43	1.35	+0.08
Calmar ratioReturn relative to maximum drawdown	4.30	2.59	+1.72
Martin ratioReturn relative to average drawdown	14.75	11.84	+2.90
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
ADX Adams Diversified Equity Fund, Inc.	62	2.14	3.05	1.37	2.93	15.48
CSCO Cisco Systems, Inc.	95	3.02	3.55	1.54	6.83	19.08
CVX Chevron Corporation	84	1.86	2.45	1.32	2.92	7.37
DTD WisdomTree U.S. Total Dividend Fund	77	2.23	3.18	1.40	3.30	13.67
IBM International Business Machines Corporation	47	0.18	0.53	1.07	0.23	0.50
PQIPX PIMCO Dividend and Income Fund	84	2.79	3.83	1.54	3.55	14.69
SCHG Schwab U.S. Large-Cap Growth ETF	36	1.33	1.82	1.24	1.27	4.25
SHEL Shell plc	81	1.54	2.08	1.26	3.00	8.40
TIBIX Thornburg Investment Income Builder Fund Class I	97	4.11	5.79	1.81	6.63	25.67
VOO Vanguard S&P 500 ETF	69	2.08	2.80	1.38	2.81	12.97

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.

main wo 75 Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 2.32
5-Year: 1.20
10-Year: 0.90
All Time: 0.85

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 falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of main wo 75 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

main wo 75 provided a 3.16% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.16%	3.35%	4.39%	3.68%	3.93%	5.32%	4.04%	4.32%	5.80%	3.94%	3.76%	4.23%
Portfolio components:
ADX Adams Diversified Equity Fund, Inc.	7.52%	7.93%	12.38%	7.34%	7.36%	15.35%	6.54%	9.00%	15.85%	9.18%	7.79%	7.17%
CSCO Cisco Systems, Inc.	1.33%	2.12%	2.69%	3.07%	3.17%	2.32%	3.20%	2.88%	2.95%	2.95%	3.28%	3.02%
CVX Chevron Corporation	3.69%	4.49%	4.50%	4.05%	3.16%	4.52%	6.11%	3.95%	4.12%	3.45%	3.64%	4.76%
DTD WisdomTree U.S. Total Dividend Fund	1.88%	1.99%	2.07%	2.43%	2.62%	2.04%	2.73%	2.50%	2.93%	2.36%	2.66%	2.81%
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%
PQIPX PIMCO Dividend and Income Fund	2.79%	2.05%	3.02%	4.35%	5.51%	3.96%	2.69%	3.79%	3.73%	2.69%	3.46%	11.08%
SCHG Schwab U.S. Large-Cap Growth ETF	0.37%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%
SHEL Shell plc	3.41%	3.90%	4.39%	3.76%	3.48%	3.78%	5.69%	6.27%	6.27%	2.75%	6.49%	8.17%
TIBIX Thornburg Investment Income Builder Fund Class I	5.16%	5.83%	5.67%	4.89%	5.89%	5.33%	4.31%	4.46%	4.77%	4.52%	4.14%	4.66%
VOO Vanguard S&P 500 ETF	1.05%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%

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 main wo 75. 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 main wo 75 was 37.16%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.

The current main wo 75 drawdown is 4.76%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-37.16%Mar 2020	1mo 9d	8mo 16d	9mo 25dFeb 2020 - Dec 2020
Rate-hike selloffLate 2018	-20.20%Dec 2018	2mo 22d	3mo 15d	6mo 7dOct 2018 - Apr 2019
2016 correction2016	-19.14%Feb 2016	8mo 29d	5mo 4d	1y 1moMay 2015 - Jul 2016
Bear market2022	-16.31%Sep 2022	6mo 3d	8mo 5d	1y 2moMar 2022 - Jun 2023
2025 selloff2025	-15.84%Apr 2025	1mo 17d	1mo 29d	3mo 16dFeb 2025 - Jun 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 11 assets, with an effective number of assets of 6.56, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.56	1.39	1.33	1.22	1.22

The portfolio has a diversification ratio of 1.22, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

main wo 75 correlation to the S&P 500 Index

main wo 75 has a 0.81 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	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (10Y) Calculated over the trailing 10-year period	0.91
Correlation (All Time) Calculated using the full available price history since Dec 16, 2011	0.92

Benchmark Correlations

Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while SHEL has the lowest at 0.43.

0.43

0.45

0.47

0.59

0.65

0.75

0.80

0.90

0.90

0.94

1.00

Portfolio Correlations

Correlation vs. main wo 75. VOO has the highest portfolio correlation at 0.92, while SHEL has the lowest at 0.56.

0.56

0.58

0.61

0.65

0.77

0.78

0.82

0.84

0.86

0.89

0.92

Asset Correlations Table

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

	SHEL	XOM	CVX	IBM	CSCO	SCHG	TIBIX	ADX	PQIPX	DTD	VOO
SHEL	1.00	0.67	0.69	0.35	0.31	0.33	0.56	0.39	0.58	0.49	0.43
XOM	0.67	1.00	0.82	0.37	0.34	0.31	0.49	0.40	0.54	0.55	0.45
CVX	0.69	0.82	1.00	0.39	0.35	0.34	0.51	0.42	0.56	0.57	0.47
IBM	0.35	0.37	0.39	1.00	0.50	0.49	0.51	0.52	0.59	0.63	0.59
CSCO	0.31	0.34	0.35	0.50	1.00	0.59	0.52	0.58	0.56	0.63	0.65
SCHG	0.33	0.31	0.34	0.49	0.59	1.00	0.64	0.86	0.67	0.76	0.94
TIBIX	0.56	0.49	0.51	0.51	0.52	0.64	1.00	0.71	0.84	0.79	0.75
ADX	0.39	0.40	0.42	0.52	0.58	0.86	0.71	1.00	0.73	0.81	0.90
PQIPX	0.58	0.54	0.56	0.59	0.56	0.67	0.84	0.73	1.00	0.85	0.80
DTD	0.49	0.55	0.57	0.63	0.63	0.76	0.79	0.81	0.85	1.00	0.90
VOO	0.43	0.45	0.47	0.59	0.65	0.94	0.75	0.90	0.80	0.90	1.00

The correlation results are calculated based on daily price changes starting from Dec 16, 2011

Diversification Analysis

Find what main wo 75 is missing

See which holdings overlap, where main wo 75 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification