Worst Portfolio
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
DLTR Dollar Tree, Inc. | Consumer Defensive | 30.72% |
DXCM DexCom, Inc. | Healthcare | 6.95% |
INTC Intel Corporation | Technology | 30.72% |
WBA Walgreens Boots Alliance, Inc. | Healthcare | 31.61% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Worst 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.
The earliest data available for this chart is Apr 14, 2005, corresponding to the inception date of DXCM
Returns By Period
As of Apr 19, 2025, the Worst Portfolio returned 5.17% Year-To-Date and -2.88% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.92% | -9.92% | 5.42% | 12.98% | 9.70% |
| Worst Portfolio | -1.33% | 6.42% | 4.68% | -41.16% | -4.98% | 0.80% |
| Portfolio components: | ||||||
WBA Walgreens Boots Alliance, Inc. | 16.72% | -2.42% | 3.99% | -33.78% | -20.45% | -15.66% |
INTC Intel Corporation | -5.59% | -21.52% | -16.86% | -45.41% | -18.80% | -2.77% |
DLTR Dollar Tree, Inc. | 5.60% | 23.08% | 16.04% | -35.25% | -0.64% | -0.21% |
DXCM DexCom, Inc. | -11.83% | -6.55% | -5.26% | -48.94% | -3.25% | 14.62% |
Monthly Returns
The table below presents the monthly returns of Worst Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.94% | 2.33% | -7.51% | 1.28% | -1.33% | ||||||||
| 2024 | -7.19% | 4.85% | 0.96% | -12.48% | -2.63% | -7.26% | -15.69% | -14.65% | -10.16% | -3.47% | 10.27% | 0.78% | -46.16% |
| 2023 | 2.40% | -1.82% | 2.52% | 5.10% | -8.59% | 6.92% | 4.00% | -18.33% | -9.92% | 1.03% | 17.55% | 12.66% | 8.36% |
| 2022 | -10.54% | 2.83% | 13.80% | -6.48% | -6.99% | -4.18% | 5.99% | -13.24% | -2.49% | 24.14% | -3.13% | -5.58% | -11.17% |
| 2021 | 0.24% | 1.43% | 6.60% | 0.22% | -8.96% | 5.21% | 5.38% | -2.43% | 2.94% | 9.56% | 6.50% | 2.26% | 31.38% |
| 2020 | -1.83% | -2.39% | -6.71% | 12.22% | 15.14% | -1.34% | -0.89% | 1.36% | -3.50% | -10.50% | 12.88% | 4.11% | 16.18% |
| 2019 | 7.22% | 1.50% | 2.35% | 1.57% | -8.31% | 8.76% | -1.79% | -0.08% | 7.36% | -0.17% | -2.70% | 1.17% | 16.81% |
| 2018 | 5.99% | -7.93% | -2.71% | 0.55% | -6.42% | -0.02% | 5.15% | -1.48% | 0.87% | 1.74% | 3.17% | -2.18% | -4.16% |
| 2017 | 2.56% | 0.23% | 1.53% | 3.14% | -5.91% | -6.83% | 2.19% | 7.50% | 2.80% | 3.80% | 10.92% | 3.29% | 26.73% |
| 2016 | -0.47% | -2.16% | 4.28% | -4.27% | 9.10% | 5.97% | 2.94% | -8.59% | -2.51% | -4.46% | 8.87% | -8.43% | -1.79% |
| 2015 | -0.59% | 9.83% | 0.89% | -2.91% | 0.86% | 2.43% | 1.50% | -2.03% | -8.69% | 0.57% | 9.31% | 1.08% | 11.47% |
| 2014 | -6.62% | 9.41% | -3.50% | -0.81% | 3.01% | 5.23% | -0.10% | -1.09% | 1.57% | 6.49% | 11.73% | 3.50% | 31.05% |
Expense Ratio
Worst 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Worst Portfolio is 1, meaning it’s performing worse than 99% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
WBA Walgreens Boots Alliance, Inc. | -0.54 | -0.54 | 0.93 | -0.39 | -0.89 |
INTC Intel Corporation | -0.76 | -0.98 | 0.87 | -0.67 | -1.42 |
DLTR Dollar Tree, Inc. | -0.76 | -0.90 | 0.87 | -0.56 | -1.03 |
DXCM DexCom, Inc. | -0.88 | -0.99 | 0.82 | -0.79 | -1.25 |
Dividends
Dividend yield
Worst Portfolio provided a 2.58% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.58% | 3.96% | 2.78% | 3.32% | 1.98% | 2.28% | 1.61% | 1.56% | 1.39% | 1.44% | 1.37% | 1.30% |
| Portfolio components: | ||||||||||||
WBA Walgreens Boots Alliance, Inc. | 6.89% | 10.72% | 7.35% | 5.13% | 3.63% | 4.64% | 3.05% | 2.46% | 2.13% | 1.78% | 1.64% | 1.71% |
INTC Intel Corporation | 1.32% | 1.87% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% |
DLTR Dollar Tree, 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% |
DXCM DexCom, 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% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Worst 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 Worst Portfolio was 58.64%, occurring on Apr 4, 2025. The portfolio has not yet recovered.
The current Worst Portfolio drawdown is 58.50%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -58.64% | Apr 21, 2022 | 742 | Apr 4, 2025 | — | — | — |
| -39.77% | Jul 16, 2007 | 344 | Nov 20, 2008 | 315 | Feb 24, 2010 | 659 |
| -30.94% | Nov 26, 2019 | 75 | Mar 16, 2020 | 51 | May 28, 2020 | 126 |
| -27.96% | Jun 20, 2012 | 102 | Nov 14, 2012 | 159 | Jul 5, 2013 | 261 |
| -23.9% | Aug 11, 2016 | 229 | Jul 10, 2017 | 99 | Nov 28, 2017 | 328 |
Volatility
Volatility Chart
The current Worst Portfolio volatility is 17.66%, 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.
Diversification
Asset Correlations Table
| DXCM | DLTR | WBA | INTC | |
|---|---|---|---|---|
| DXCM | 1.00 | 0.20 | 0.22 | 0.29 |
| DLTR | 0.20 | 1.00 | 0.33 | 0.28 |
| WBA | 0.22 | 0.33 | 1.00 | 0.35 |
| INTC | 0.29 | 0.28 | 0.35 | 1.00 |