2025 STATIC PROJECTION - 2

Asset Allocation

Position	Category/Sector	Target Weight
TSLA Tesla, Inc.	Consumer Cyclical	20%
META Meta Platforms, Inc.	Communication Services	13.33%
GOOG Alphabet Inc	Communication Services	13.33%
AAPL Apple Inc	Technology	13.33%
NVDA NVIDIA Corporation	Technology	13.33%
PLTR Palantir Technologies Inc.	Technology	13.33%
MSFT Microsoft Corporation	Technology	13.33%

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 2025 STATIC PROJECTION - 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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Returns By Period

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 2025 STATIC PROJECTION - 2	0.42%	-3.07%	-3.60%	-4.00%	29.30%	45.43%	31.92%	—
Portfolio components:
AAPL Apple Inc	-1.89%	2.90%	11.12%	8.71%	48.46%	19.11%	19.46%	29.63%
GOOG Alphabet Inc	-1.20%	-8.98%	15.25%	15.01%	107.32%	43.67%	23.94%	26.05%
META Meta Platforms, Inc.	-1.28%	-3.98%	-11.24%	-12.06%	-15.84%	30.58%	12.31%	17.60%
MSFT Microsoft Corporation	-1.18%	-0.60%	-14.48%	-15.77%	-11.77%	8.85%	11.09%	24.64%
NVDA NVIDIA Corporation	1.73%	-2.94%	12.01%	12.58%	47.43%	75.35%	64.54%	68.47%
PLTR Palantir Technologies Inc.	0.69%	-0.97%	-23.22%	-24.81%	6.85%	108.67%	41.37%	—
TSLA Tesla, Inc.	4.59%	-4.53%	-9.07%	-6.97%	38.56%	18.72%	15.43%	39.56%

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

Monthly Returns

Based on dividend-adjusted daily data since Sep 30, 2020, 2025 STATIC PROJECTION - 2's average daily return is +0.15%, while the average monthly return is +3.07%. At this rate, an investment would double in approximately 1.9 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +36.6%, while the worst month was Apr 2022 at -17.7%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 2025 STATIC PROJECTION - 2 closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +16.1%, while the worst single day was Apr 4, 2025 at -7.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-2.73%	-6.42%	-5.03%	9.41%	8.49%	-6.06%							-3.60%
2025	2.30%	-7.42%	-8.82%	7.01%	14.15%	4.36%	6.24%	2.78%	13.19%	4.39%	-3.38%	1.53%	39.35%
2024	-0.80%	16.91%	0.00%	-1.84%	7.30%	10.17%	1.99%	1.89%	9.91%	1.08%	18.03%	8.30%	98.61%
2023	22.26%	8.76%	11.84%	-1.86%	25.32%	9.63%	8.52%	-5.08%	-3.48%	-5.53%	15.55%	0.94%	119.65%
2022	-10.73%	-8.86%	10.54%	-17.66%	-6.17%	-8.90%	15.46%	-9.13%	-9.57%	-3.27%	3.54%	-13.75%	-48.11%
2021	9.10%	-7.50%	1.57%	8.23%	-1.88%	10.75%	0.49%	9.08%	-5.41%	16.90%	2.99%	-3.11%	45.82%

Benchmark Metrics

2025 STATIC PROJECTION - 2 has an annualized alpha of 13.04%, beta of 1.64, and R2 of 0.68 versus S&P 500 Index. Calculated based on daily prices since September 30, 2020.

This portfolio captured 197.22% of S&P 500 Index gains and 110.69% of its losses - amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 13.04% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
Beta of 1.64 means this portfolio moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.

Alpha: 13.04%

Beta: 1.64

R²: 0.68

Upside Capture: 197.22%

Downside Capture: 110.69%

Expense Ratio

2025 STATIC PROJECTION - 2 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

2025 STATIC PROJECTION - 2 ranks 16 for risk / return — in the bottom 16% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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 2025 STATIC PROJECTION - 2 and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.32	1.94	-0.61
Sortino ratioReturn per unit of downside risk	1.85	2.63	-0.78
Omega ratioGain probability vs. loss probability	1.23	1.35	-0.13
Calmar ratioReturn relative to maximum drawdown	1.40	2.59	-1.19
Martin ratioReturn relative to average drawdown	4.07	11.84	-7.77
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
AAPL Apple Inc	88	2.18	3.09	1.39	3.53	8.89
GOOG Alphabet Inc	96	3.76	5.15	1.61	5.20	18.68
META Meta Platforms, Inc.	23	-0.45	-0.44	0.94	-0.48	-1.01
MSFT Microsoft Corporation	24	-0.47	-0.49	0.94	-0.35	-0.73
NVDA NVIDIA Corporation	77	1.37	1.94	1.24	2.36	5.73
PLTR Palantir Technologies Inc.	45	0.14	0.53	1.07	0.18	0.33
TSLA Tesla, Inc.	66	0.87	1.43	1.17	1.29	3.01

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 STATIC PROJECTION - 2 Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 1.32
5-Year: 0.97
All Time: 1.14

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 1.59 to 2.46, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of 2025 STATIC PROJECTION - 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 STATIC PROJECTION - 2 provided a 0.27% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.27%	0.22%	0.24%	0.17%	0.25%	0.16%	0.22%	0.33%	0.53%	0.48%	0.63%	0.73%
Portfolio components:
AAPL Apple Inc	0.35%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
GOOG Alphabet Inc	0.29%	0.26%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
META Meta Platforms, Inc.	0.36%	0.32%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MSFT Microsoft Corporation	0.86%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
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%
PLTR Palantir Technologies 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%
TSLA Tesla, 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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the 2025 STATIC PROJECTION - 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 STATIC PROJECTION - 2 was 53.14%, occurring on Dec 28, 2022. Recovery took 128 trading sessions.

The current 2025 STATIC PROJECTION - 2 drawdown is 7.63%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-53.14%Dec 2022	1y 1mo	6mo 9d	1y 8moNov 2021 - Jul 2023
2025 selloff2025	-29.75%Apr 2025	1mo 18d	2mo 16d	4mo 4dFeb 2025 - Jun 2025
2026 bear market2026	-21.02%Mar 2026	5mo 1d	—	7mo 12dOct 2025 - now
2021 bear market2021	-20.01%Mar 2021	26d	3mo 17d	4mo 13dFeb 2021 - Jun 2021
2024 correction2024	-17.77%Aug 2024	25d	1mo 21d	2mo 16dJul 2024 - Sep 2024

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 6.82, 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	All Time
Diversification Ratio	1.58	1.42	1.35	1.36

The portfolio has a diversification ratio of 1.36, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

2025 STATIC PROJECTION - 2 correlation to the S&P 500 Index

2025 STATIC PROJECTION - 2 has a 0.78 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	0.78
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (All Time) Calculated using the full available price history since Sep 30, 2020	0.80

Benchmark Correlations

Correlation vs. S&P 500 Index. MSFT has the highest benchmark correlation at 0.72, while PLTR has the lowest at 0.52.

PLTR

0.52

TSLA

0.56

Portfolio Correlations

Correlation vs. 2025 STATIC PROJECTION - 2. TSLA has the highest portfolio correlation at 0.77, while AAPL has the lowest at 0.65.

AAPL

0.65

GOOG

0.67

Asset Correlations Table

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

	PLTR	TSLA	AAPL	META	GOOG	NVDA	MSFT
PLTR	1.00	0.48	0.35	0.42	0.38	0.48	0.44
TSLA	0.48	1.00	0.46	0.39	0.43	0.46	0.41
AAPL	0.35	0.46	1.00	0.47	0.55	0.48	0.58
META	0.42	0.39	0.47	1.00	0.59	0.55	0.60
GOOG	0.38	0.43	0.55	0.59	1.00	0.51	0.62
NVDA	0.48	0.46	0.48	0.55	0.51	1.00	0.61
MSFT	0.44	0.41	0.58	0.60	0.62	0.61	1.00

The correlation results are calculated based on daily price changes starting from Sep 30, 2020

Diversification Analysis

Find what 2025 STATIC PROJECTION - 2 is missing

See which holdings overlap, where 2025 STATIC PROJECTION - 2 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification