Monthly Income Strategy STOCKS

Asset Allocation

Position	Category/Sector	Target Weight
MSFT Microsoft Corporation	Technology	6%
AAPL Apple Inc	Technology	6%
JPM JPMorgan Chase & Co.	Financial Services	5.50%
NVDA NVIDIA Corporation	Technology	5.50%
GOOGL Alphabet Inc. Class A	Communication Services	5.50%
META Meta Platforms, Inc.	Communication Services	5.50%
TSM Taiwan Semiconductor Manufacturing Company Limited	Technology	5.50%
AVGO Broadcom Inc.	Technology	5.50%
LLY Eli Lilly and Company	Healthcare	5.50%
WMT Walmart Inc.	Consumer Defensive	5.50%
V Visa Inc.	Financial Services	5.50%
ORCL Oracle Corporation	Technology	5.50%
MA Mastercard Incorporated	Financial Services	5.50%
COST Costco Wholesale Corporation	Consumer Defensive	5.50%
HD The Home Depot, Inc.	Consumer Cyclical	5.50%
ASML ASML Holding N.V.	Technology	5.50%
CRM Salesforce, Inc.	Technology	5.50%
COKE Coca-Cola Consolidated, Inc.	Consumer Defensive	5.50%

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 Monthly Income Strategy STOCKS, 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 9, 2026, the Monthly Income Strategy STOCKS returned 7.38% Year-To-Date and 29.65% 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 Monthly Income Strategy STOCKS	0.33%	0.58%	7.38%	6.10%	30.74%	34.56%	26.01%	29.65%
Portfolio components:
AAPL Apple Inc	-1.89%	2.90%	11.12%	8.71%	48.46%	19.11%	19.46%	29.63%
ASML ASML Holding N.V.	6.54%	9.86%	64.06%	56.76%	134.10%	36.05%	21.93%	34.75%
AVGO Broadcom Inc.	2.82%	-7.77%	14.83%	-0.72%	61.91%	72.46%	56.70%	41.32%
COKE Coca-Cola Consolidated, Inc.	-0.61%	2.58%	16.99%	9.02%	65.74%	40.58%	33.34%	31.72%
COST Costco Wholesale Corporation	0.30%	-3.37%	13.35%	10.14%	-3.42%	25.18%	22.05%	22.25%
CRM Salesforce, Inc.	-1.68%	0.40%	-30.92%	-29.37%	-33.00%	-4.89%	-4.74%	8.51%
GOOGL Alphabet Inc. Class A	-1.36%	-9.30%	16.22%	15.96%	110.03%	44.20%	24.94%	25.89%
HD The Home Depot, Inc.	-0.34%	-1.71%	-8.71%	-10.23%	-13.44%	3.97%	2.68%	11.84%
JPM JPMorgan Chase & Co.	-0.40%	2.98%	-2.52%	-0.35%	19.35%	33.18%	16.72%	20.32%
LLY Eli Lilly and Company	1.57%	21.37%	7.29%	15.58%	50.32%	38.07%	39.75%	33.71%

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

Monthly Returns

Based on dividend-adjusted daily data since May 21, 2012, Monthly Income Strategy STOCKS's average daily return is +0.11%, while the average monthly return is +2.23%. At this rate, an investment would double in approximately 2.6 years.

Historically, 73% of months were positive and 27% were negative. The best month was Apr 2020 with a return of +12.6%, while the worst month was Sep 2022 at -10.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Monthly Income Strategy STOCKS closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +10.5%, while the worst single day was Mar 16, 2020 at -12.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.40%	0.64%	-5.80%	9.67%	4.77%	-1.81%							7.38%
2025	4.47%	-1.60%	-9.01%	2.21%	6.94%	7.13%	2.12%	1.33%	6.67%	3.51%	1.78%	-0.26%	27.02%
2024	6.04%	8.75%	3.21%	-4.31%	7.28%	8.09%	-1.02%	4.62%	2.53%	-0.82%	5.85%	1.42%	49.28%
2023	11.17%	0.08%	8.93%	3.11%	8.76%	5.45%	3.20%	0.88%	-5.78%	-0.70%	10.92%	6.59%	65.02%
2022	-6.51%	-6.35%	4.13%	-9.63%	0.22%	-7.81%	9.10%	-6.55%	-10.67%	8.16%	10.60%	-6.16%	-22.18%
2021	0.94%	2.04%	3.20%	5.83%	3.53%	4.43%	3.93%	3.88%	-4.40%	7.44%	3.54%	3.70%	44.83%

Benchmark Metrics

Monthly Income Strategy STOCKS has an annualized alpha of 13.19%, beta of 1.08, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since May 21, 2012.

This portfolio captured 147.94% of S&P 500 Index gains but only 79.05% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 13.19% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 1.08 and R2 of 0.88, 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: 13.19%

Beta: 1.08

R²: 0.88

Upside Capture: 147.94%

Downside Capture: 79.05%

Expense Ratio

Monthly Income Strategy STOCKS 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

Monthly Income Strategy STOCKS ranks 56 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

The table below presents risk-adjusted performance metrics for Monthly Income Strategy STOCKS and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.20	1.94	+0.26
Sortino ratioReturn per unit of downside risk	3.13	2.63	+0.51
Omega ratioGain probability vs. loss probability	1.39	1.35	+0.03
Calmar ratioReturn relative to maximum drawdown	2.91	2.59	+0.33
Martin ratioReturn relative to average drawdown	13.25	11.84	+1.40
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
ASML ASML Holding N.V.	95	3.24	3.63	1.45	7.56	20.33
AVGO Broadcom Inc.	77	1.38	1.95	1.26	2.17	5.16
COKE Coca-Cola Consolidated, Inc.	84	1.91	2.28	1.34	2.69	8.04
COST Costco Wholesale Corporation	32	-0.18	-0.13	0.98	-0.22	-0.51
CRM Salesforce, Inc.	8	-0.88	-1.17	0.86	-0.84	-1.62
GOOGL Alphabet Inc. Class A	96	3.78	5.10	1.61	5.43	19.79
HD The Home Depot, Inc.	20	-0.58	-0.72	0.92	-0.47	-0.96
JPM JPMorgan Chase & Co.	66	0.90	1.30	1.17	1.26	2.98
LLY Eli Lilly and Company	77	1.33	1.90	1.26	2.14	5.32

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.

Monthly Income Strategy STOCKS Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 2.20
5-Year: 1.28
10-Year: 1.43
All Time: 1.50

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 1.62 to 2.49, 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 Monthly Income Strategy STOCKS 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

Monthly Income Strategy STOCKS provided a 0.81% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.81%	0.79%	0.85%	1.04%	1.14%	0.85%	1.18%	1.30%	1.41%	1.38%	1.36%	1.52%
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%
ASML ASML Holding N.V.	0.50%	0.97%	0.97%	0.86%	1.27%	0.50%	0.50%	1.40%	0.94%	0.64%	0.92%	0.73%
AVGO Broadcom Inc.	0.63%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
COKE Coca-Cola Consolidated, Inc.	0.56%	0.65%	1.59%	0.54%	0.20%	0.16%	0.38%	0.35%	0.56%	0.46%	0.56%	0.55%
COST Costco Wholesale Corporation	0.55%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
CRM Salesforce, Inc.	0.92%	0.63%	0.48%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GOOGL Alphabet Inc. Class A	0.29%	0.27%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
HD The Home Depot, Inc.	2.99%	2.67%	2.31%	2.41%	2.41%	1.59%	2.26%	2.49%	2.40%	1.88%	2.06%	1.78%
JPM JPMorgan Chase & Co.	1.90%	1.72%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%
LLY Eli Lilly and Company	0.56%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	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 Monthly Income Strategy STOCKS. 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 Monthly Income Strategy STOCKS was 31.83%, occurring on Oct 12, 2022. Recovery took 149 trading sessions.

The current Monthly Income Strategy STOCKS drawdown is 3.13%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-31.83%Oct 2022	9mo 11d	7mo 7d	1y 4moJan 2022 - May 2023
COVID crash2020	-27.87%Mar 2020	1mo 2d	2mo 18d	3mo 20dFeb 2020 - Jun 2020
2025 selloff2025	-21.96%Apr 2025	1mo 23d	2mo 19d	4mo 12dFeb 2025 - Jun 2025
Rate-hike selloffLate 2018	-19.96%Dec 2018	2mo 23d	2mo 21d	5mo 14dOct 2018 - Mar 2019
2016 correction2016	-13.99%Feb 2016	2mo 6d	1mo 20d	3mo 26dDec 2015 - Apr 2016

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 18 assets, with an effective number of assets of 17.99, 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	10Y	All Time
Diversification Ratio	2.33	1.78	1.61	1.52	1.56

The portfolio has a diversification ratio of 1.56, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Monthly Income Strategy STOCKS correlation to the S&P 500 Index

Monthly Income Strategy STOCKS has a 0.89 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	0.89
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (10Y) Calculated over the trailing 10-year period	0.91
Correlation (All Time) Calculated using the full available price history since May 21, 2012	0.90

Benchmark Correlations

Correlation vs. S&P 500 Index. MSFT has the highest benchmark correlation at 0.71, while COKE has the lowest at 0.34.

0.34

0.38

0.41

0.52

Portfolio Correlations

Correlation vs. Monthly Income Strategy STOCKS. MSFT has the highest portfolio correlation at 0.74, while WMT has the lowest at 0.37.

0.37

0.38

0.41

0.53

0.53

0.55

Asset Correlations Table

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

	COKE	LLY	WMT	JPM	COST	HD	META	TSM	ORCL	CRM	AAPL	NVDA	AVGO	ASML	V	GOOGL	MA	MSFT
COKE	1.00	0.16	0.24	0.23	0.28	0.27	0.18	0.16	0.21	0.20	0.22	0.16	0.20	0.21	0.26	0.21	0.27	0.21
LLY	0.16	1.00	0.25	0.25	0.28	0.26	0.24	0.18	0.29	0.23	0.23	0.21	0.23	0.23	0.29	0.27	0.29	0.29
WMT	0.24	0.25	1.00	0.24	0.57	0.39	0.16	0.16	0.24	0.17	0.24	0.17	0.18	0.20	0.29	0.24	0.28	0.27
JPM	0.23	0.25	0.24	1.00	0.27	0.40	0.30	0.34	0.39	0.31	0.33	0.32	0.37	0.37	0.46	0.36	0.47	0.36
COST	0.28	0.28	0.57	0.27	1.00	0.46	0.29	0.28	0.31	0.31	0.36	0.31	0.31	0.31	0.39	0.36	0.39	0.41
HD	0.27	0.26	0.39	0.40	0.46	1.00	0.30	0.31	0.35	0.35	0.36	0.31	0.34	0.39	0.44	0.37	0.44	0.39
META	0.18	0.24	0.16	0.30	0.29	0.30	1.00	0.37	0.37	0.47	0.43	0.47	0.43	0.41	0.42	0.58	0.42	0.50
TSM	0.16	0.18	0.16	0.34	0.28	0.31	0.37	1.00	0.41	0.37	0.43	0.57	0.57	0.60	0.36	0.45	0.38	0.46
ORCL	0.21	0.29	0.24	0.39	0.31	0.35	0.37	0.41	1.00	0.46	0.38	0.43	0.45	0.43	0.41	0.43	0.44	0.54
CRM	0.20	0.23	0.17	0.31	0.31	0.35	0.47	0.37	0.46	1.00	0.42	0.48	0.44	0.42	0.49	0.48	0.50	0.56
AAPL	0.22	0.23	0.24	0.33	0.36	0.36	0.43	0.43	0.38	0.42	1.00	0.46	0.49	0.47	0.43	0.52	0.44	0.53
NVDA	0.16	0.21	0.17	0.32	0.31	0.31	0.47	0.57	0.43	0.48	0.46	1.00	0.59	0.58	0.38	0.49	0.40	0.55
AVGO	0.20	0.23	0.18	0.37	0.31	0.34	0.43	0.57	0.45	0.44	0.49	0.59	1.00	0.59	0.40	0.46	0.40	0.51
ASML	0.21	0.23	0.20	0.37	0.31	0.39	0.41	0.60	0.43	0.42	0.47	0.58	0.59	1.00	0.42	0.47	0.43	0.50
V	0.26	0.29	0.29	0.46	0.39	0.44	0.42	0.36	0.41	0.49	0.43	0.38	0.40	0.42	1.00	0.49	0.83	0.51
GOOGL	0.21	0.27	0.24	0.36	0.36	0.37	0.58	0.45	0.43	0.48	0.52	0.49	0.46	0.47	0.49	1.00	0.50	0.61
MA	0.27	0.29	0.28	0.47	0.39	0.44	0.42	0.38	0.44	0.50	0.44	0.40	0.40	0.43	0.83	0.50	1.00	0.53
MSFT	0.21	0.29	0.27	0.36	0.41	0.39	0.50	0.46	0.54	0.56	0.53	0.55	0.51	0.50	0.51	0.61	0.53	1.00

The correlation results are calculated based on daily price changes starting from May 21, 2012

Diversification Analysis

Find what Monthly Income Strategy STOCKS is missing

See which holdings overlap, where Monthly Income Strategy STOCKS is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification