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2025-08 Stock Rater All Stocks 2
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


1 position 2.00%49 positions 98.00%CommodityCommodityEquityEquity
PositionCategory/SectorTarget Weight
ABBV
AbbVie Inc.
Healthcare
2%
ABT
Abbott Laboratories
Healthcare
2%
ADBE
Adobe Inc
Technology
2%
ADI
Analog Devices, Inc.
Technology
2%
ALL
The Allstate Corporation
Financial Services
2%
AXP
American Express Company
Financial Services
2%
AZO
AutoZone, Inc.
Consumer Cyclical
2%
BAC
Bank of America Corporation
Financial Services
2%
BIO
Bio-Rad Laboratories, Inc.
Healthcare
2%
BK
The Bank of New York Mellon Corporation
Financial Services
2%
BNS
The Bank of Nova Scotia
Financial Services
2%
BTI
British American Tobacco p.l.c.
Consumer Defensive
2%
BUZZ
VanEck Social Sentiment ETF
Large Cap Growth Equities
2%
CADE
Cadence Bancorporation
Financial Services
2%
CHKP
Check Point Software Technologies Ltd.
Technology
2%
CTVA
Corteva, Inc.
Basic Materials
2%
CVS
CVS Health Corporation
Healthcare
2%
DHI
D.R. Horton, Inc.
Consumer Cyclical
2%
EA
Electronic Arts Inc.
Communication Services
2%
FFIV
F5 Networks, Inc.
Technology
2%
GILD
Gilead Sciences, Inc.
Healthcare
2%
GLPI
Gaming and Leisure Properties, Inc.
Real Estate
2%
GS
The Goldman Sachs Group, Inc.
Financial Services
2%
HLT
Hilton Worldwide Holdings Inc.
Consumer Cyclical
2%
HUM
Humana Inc.
Healthcare
2%
ICE
Intercontinental Exchange, Inc.
Financial Services
2%
JNJ
Johnson & Johnson
Healthcare
2%
JPM
JPMorgan Chase & Co.
Financial Services
2%
LHX
L3Harris Technologies, Inc.
Industrials
2%
LLY
Eli Lilly and Company
Healthcare
2%
MET
MetLife, Inc.
Financial Services
2%
MRK
Merck & Co., Inc.
Healthcare
2%
NOC
Northrop Grumman Corporation
Industrials
2%
NRG
NRG Energy, Inc.
Utilities
2%
NSC
Norfolk Southern Corporation
Industrials
2%
NVO
Novo Nordisk A/S
Healthcare
2%
PH
Parker-Hannifin Corporation
Industrials
2%
PHO
Invesco Water Resources ETF
Water Equities
2%
PNC
The PNC Financial Services Group, Inc.
Financial Services
2%
RKT
Rocket Companies, Inc.
Financial Services
2%
ROKU
Roku, Inc.
Communication Services
2%
RTX
Raytheon Technologies Corporation
Industrials
2%
SLV
iShares Silver Trust
Precious Metals
2%
STE
STERIS plc
Healthcare
2%
TRP
TC Energy Corporation
Energy
2%
USB
U.S. Bancorp
Financial Services
2%
V
Visa Inc.
Financial Services
2%
ZBRA
Zebra Technologies Corporation
Technology
2%
ZS
Zscaler, Inc.
Technology
2%
ZTS
Zoetis Inc.
Healthcare
2%

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2025-08 Stock Rater All Stocks 2, 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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The earliest data available for this chart is Mar 4, 2021, corresponding to the inception date of BUZZ

Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
2025-08 Stock Rater All Stocks 2
0.40%-3.80%-2.79%-0.08%18.13%18.86%11.94%
JNJ
Johnson & Johnson
-0.44%-1.50%18.06%32.21%60.80%19.22%11.44%11.41%
AXP
American Express Company
-0.11%-2.17%-18.42%-8.45%10.57%23.99%17.15%19.06%
CADE
Cadence Bancorporation
LLY
Eli Lilly and Company
-1.98%-7.16%-12.80%14.47%15.19%39.72%39.64%31.19%
TRP
TC Energy Corporation
1.83%-1.22%16.34%19.23%36.09%28.31%15.40%12.62%
RTX
Raytheon Technologies Corporation
0.77%-4.99%7.34%18.61%49.85%27.70%23.21%16.59%
BUZZ
VanEck Social Sentiment ETF
1.07%-4.83%-10.28%-22.35%27.24%25.63%3.84%
V
Visa Inc.
0.77%-6.24%-14.05%-12.70%-12.50%10.35%7.55%15.28%
MRK
Merck & Co., Inc.
0.02%1.62%15.68%37.20%44.64%6.77%13.97%12.22%
USB
U.S. Bancorp
0.38%-0.91%0.26%12.74%28.33%19.55%3.33%6.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 5, 2021, 2025-08 Stock Rater All Stocks 2's average daily return is +0.05%, while the average monthly return is +1.09%. At this rate, your investment would double in approximately 5.3 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2023 with a return of +10.8%, while the worst month was Apr 2022 at -7.3%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 2025-08 Stock Rater All Stocks 2 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +6.8%, while the worst single day was Apr 4, 2025 at -5.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.76%0.54%-5.88%0.95%-2.79%
20256.39%0.50%-3.43%-1.04%5.55%4.72%0.58%6.04%2.10%-1.76%3.11%1.55%26.50%
20240.17%3.35%3.61%-5.43%3.41%0.90%7.08%4.45%0.50%-1.24%5.63%-6.72%15.78%
20236.16%-2.52%-1.44%0.64%-3.74%6.52%5.45%-3.02%-4.08%-1.80%10.81%7.40%20.65%
2022-4.34%0.19%0.53%-7.34%3.01%-7.27%5.77%-4.33%-7.17%9.96%6.05%-4.98%-11.24%
20214.17%4.07%1.41%2.22%1.51%2.21%-3.98%6.71%-4.10%5.75%21.15%

Benchmark Metrics

2025-08 Stock Rater All Stocks 2 has an annualized alpha of 3.07%, beta of 0.83, and R² of 0.82 versus S&P 500 Index. Calculated based on daily prices since March 05, 2021.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (97.80%) than losses (92.43%) — typical of diversified or defensive assets.
  • This portfolio generated an annualized alpha of 3.07% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha
3.07%
Beta
0.83
0.82
Upside Capture
97.80%
Downside Capture
92.43%

Expense Ratio

2025-08 Stock Rater All Stocks 2 has an expense ratio of 0.04%, 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.


Return for Risk

Risk / Return Rank

2025-08 Stock Rater All Stocks 2 ranks 37 for risk / return — below 37% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


2025-08 Stock Rater All Stocks 2 Risk / Return Rank: 3737
Overall Rank
2025-08 Stock Rater All Stocks 2 Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
2025-08 Stock Rater All Stocks 2 Sortino Ratio Rank: 3535
Sortino Ratio Rank
2025-08 Stock Rater All Stocks 2 Omega Ratio Rank: 3333
Omega Ratio Rank
2025-08 Stock Rater All Stocks 2 Calmar Ratio Rank: 4343
Calmar Ratio Rank
2025-08 Stock Rater All Stocks 2 Martin Ratio Rank: 3434
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


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.11

0.88

+0.23

Sortino ratio

Return per unit of downside risk

1.61

1.37

+0.24

Omega ratio

Gain probability vs. loss probability

1.23

1.21

+0.02

Calmar ratio

Return relative to maximum drawdown

1.75

1.39

+0.36

Martin ratio

Return relative to average drawdown

6.63

6.43

+0.20


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
JNJ
Johnson & Johnson
973.514.771.647.4825.03
AXP
American Express Company
500.330.671.100.521.47
CADE
Cadence Bancorporation
LLY
Eli Lilly and Company
510.360.781.110.561.37
TRP
TC Energy Corporation
871.872.591.334.0110.51
RTX
Raytheon Technologies Corporation
871.792.311.363.4414.23
BUZZ
VanEck Social Sentiment ETF
340.761.271.160.952.49
V
Visa Inc.
16-0.53-0.590.92-0.61-1.33
MRK
Merck & Co., Inc.
821.552.201.282.897.69
USB
U.S. Bancorp
721.081.521.221.985.10

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.

2025-08 Stock Rater All Stocks 2 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

  • 1-Year: 1.11
  • 5-Year: 0.78
  • All Time: 0.84

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 0.98 to 1.66, 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 2025-08 Stock Rater All Stocks 2 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

2025-08 Stock Rater All Stocks 2 provided a 1.70% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio1.70%1.73%1.93%2.10%2.28%1.98%2.24%1.65%1.89%2.33%1.64%1.77%
JNJ
Johnson & Johnson
2.14%2.48%3.40%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%
AXP
American Express Company
1.41%0.85%0.91%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%
CADE
Cadence Bancorporation
2.78%2.57%2.90%3.18%3.57%7.34%2.72%2.26%2.37%1.29%0.00%0.00%
LLY
Eli Lilly and Company
0.67%0.56%0.67%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%
TRP
TC Energy Corporation
3.92%4.45%5.93%7.73%8.52%5.94%5.92%4.25%5.85%5.14%5.01%6.38%
RTX
Raytheon Technologies Corporation
1.39%1.46%2.14%2.76%2.14%2.33%21.21%1.96%2.66%2.13%2.39%2.66%
BUZZ
VanEck Social Sentiment ETF
0.00%0.00%0.50%0.52%0.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
V
Visa Inc.
0.84%0.70%0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%
MRK
Merck & Co., Inc.
2.75%3.12%3.14%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.43%
USB
U.S. Bancorp
3.89%3.82%4.14%4.46%4.31%3.13%3.61%2.66%2.93%2.16%2.08%2.37%

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 2025-08 Stock Rater All Stocks 2. 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 2025-08 Stock Rater All Stocks 2 was 20.27%, occurring on Sep 30, 2022. Recovery took 294 trading sessions.

The current 2025-08 Stock Rater All Stocks 2 drawdown is 6.37%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.27%Jan 5, 2022186Sep 30, 2022294Dec 1, 2023480
-13.63%Dec 2, 202487Apr 8, 202527May 16, 2025114
-9.7%Jan 27, 202643Mar 27, 2026
-6.59%Apr 1, 202413Apr 17, 202457Jul 10, 202470
-6.47%Nov 4, 202119Dec 1, 202117Dec 27, 202136

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 50 assets, with an effective number of assets of 50.00, 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.

The correlation results are calculated based on daily price changes starting from Mar 5, 2021