2026-03-24 stocks wheel

Asset Allocation

Position	Category/Sector	Target Weight
BAC Bank of America Corporation	Financial Services	16.67%
CCJ Cameco Corporation	Energy	16.67%
IP International Paper Company	Consumer Cyclical	16.67%
PHM PulteGroup, Inc.	Consumer Cyclical	16.67%
SIG Signet Jewelers Limited	Consumer Cyclical	16.67%
XHB SPDR S&P Homebuilders ETF	Building & Construction	16.67%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2026-03-24 stocks wheel, 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 Feb 6, 2006, corresponding to the inception date of XHB

Returns By Period

As of Apr 4, 2026, the 2026-03-24 stocks wheel returned 0.00% Year-To-Date and 17.27% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-2.33%	-3.84%	-1.98%	29.73%	16.86%	10.37%	12.29%
Portfolio 2026-03-24 stocks wheel	-0.80%	-5.02%	0.00%	-5.79%	41.41%	25.08%	16.67%	17.27%
Portfolio components:
CCJ Cameco Corporation	1.30%	2.63%	23.04%	34.00%	198.15%	62.91%	45.88%	26.11%
XHB SPDR S&P Homebuilders ETF	-1.00%	-6.80%	-4.46%	-12.11%	6.42%	13.96%	7.37%	12.26%
IP International Paper Company	-2.44%	-11.99%	-10.80%	-24.59%	-24.42%	3.44%	-3.44%	3.34%
BAC Bank of America Corporation	0.22%	1.52%	-9.71%	-1.43%	46.82%	23.14%	7.14%	16.38%
SIG Signet Jewelers Limited	-3.01%	-9.46%	2.73%	-11.23%	57.04%	4.69%	9.49%	-1.50%
PHM PulteGroup, Inc.	0.12%	-9.34%	0.24%	-14.41%	16.78%	26.71%	18.14%	22.61%

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

Monthly Returns

Based on dividend-adjusted daily data since Feb 7, 2006, 2026-03-24 stocks wheel's average daily return is +0.06%, while the average monthly return is +1.13%. At this rate, your investment would double in approximately 5.1 years.

Historically, 58% of months were positive and 42% were negative. The best month was Apr 2009 with a return of +35.5%, while the worst month was Mar 2020 at -35.2%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.

On a daily basis, 2026-03-24 stocks wheel closed higher 53% of trading days. The best single day was Nov 24, 2008 with a return of +16.2%, while the worst single day was Mar 16, 2020 at -16.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	9.64%	2.95%	-11.70%	0.33%									0.00%
2025	-2.20%	-5.74%	-3.28%	-1.53%	9.24%	12.09%	1.83%	9.74%	1.69%	-0.44%	-0.44%	-4.03%	16.22%
2024	0.55%	0.14%	7.69%	-4.14%	13.30%	-7.37%	5.53%	-0.54%	8.28%	-0.13%	9.46%	-13.34%	17.44%
2023	17.46%	-5.20%	-0.74%	2.32%	-5.03%	10.87%	12.45%	-2.99%	-2.51%	-2.54%	15.65%	11.06%	58.53%
2022	-4.40%	-3.22%	-0.30%	-5.22%	0.01%	-13.13%	12.45%	0.92%	-11.56%	7.15%	6.33%	-3.58%	-16.25%
2021	7.58%	12.54%	12.71%	5.98%	5.20%	2.17%	-6.25%	6.71%	-1.82%	7.38%	-0.41%	1.18%	65.20%

Benchmark Metrics

2026-03-24 stocks wheel has an annualized alpha of 1.00%, beta of 1.31, and R² of 0.68 versus S&P 500 Index. Calculated based on daily prices since February 07, 2006.

This portfolio captured 147.91% of S&P 500 Index gains and 133.59% of its losses — amplifying both gains and losses, but participating more in upside than downside.

Alpha: 1.00%

Beta: 1.31

R²: 0.68

Upside Capture: 147.91%

Downside Capture: 133.59%

Expense Ratio

2026-03-24 stocks wheel has an expense ratio of 0.06%, 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.

XHB

SPDR S&P Homebuilders ETF

Return for Risk

Risk / Return Rank

2026-03-24 stocks wheel ranks 29 for risk / return — below 29% 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.

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.01	0.88	+0.12
Sortino ratio Return per unit of downside risk	1.59	1.37	+0.23
Omega ratio Gain probability vs. loss probability	1.20	1.21	-0.01
Calmar ratio Return relative to maximum drawdown	1.65	1.39	+0.26
Martin ratio Return relative to average drawdown	4.95	6.43	-1.48
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.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
CCJ Cameco Corporation	95	3.05	3.57	1.44	6.61	17.37
XHB SPDR S&P Homebuilders ETF	11	0.00	0.22	1.02	0.08	0.19
IP International Paper Company	8	-0.80	-1.01	0.87	-0.87	-1.60
BAC Bank of America Corporation	63	0.77	1.11	1.17	1.21	3.25
SIG Signet Jewelers Limited	68	0.83	1.56	1.18	1.77	4.40
PHM PulteGroup, Inc.	52	0.37	0.86	1.10	0.73	1.55

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.

2026-03-24 stocks wheel Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 1.01
5-Year: 0.66
10-Year: 0.63
All Time: 0.32

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 0.99 to 1.69, 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 2026-03-24 stocks wheel 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

2026-03-24 stocks wheel provided a 1.78% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.78%	1.65%	1.44%	1.72%	1.98%	1.34%	1.70%	2.63%	2.44%	2.13%	2.00%	1.97%
Portfolio components:
CCJ Cameco Corporation	0.15%	0.19%	0.22%	0.20%	0.39%	0.29%	0.46%	0.67%	0.53%	4.33%	3.82%	3.24%
XHB SPDR S&P Homebuilders ETF	0.65%	0.78%	0.59%	0.77%	1.06%	0.51%	0.73%	0.89%	1.25%	0.72%	0.67%	0.50%
IP International Paper Company	5.32%	4.70%	3.44%	5.12%	5.34%	4.08%	4.12%	4.37%	4.77%	3.21%	3.36%	4.35%
BAC Bank of America Corporation	2.23%	1.96%	2.28%	2.73%	2.60%	1.75%	2.38%	1.87%	2.19%	1.32%	1.13%	1.19%
SIG Signet Jewelers Limited	1.51%	1.51%	1.36%	0.83%	1.15%	0.41%	1.36%	6.81%	4.47%	2.10%	1.06%	0.68%
PHM PulteGroup, Inc.	0.82%	0.78%	0.75%	0.66%	1.34%	1.00%	1.16%	1.16%	1.46%	1.08%	1.96%	1.85%

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 2026-03-24 stocks wheel. 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 2026-03-24 stocks wheel was 78.29%, occurring on Mar 6, 2009. Recovery took 967 trading sessions.

The current 2026-03-24 stocks wheel drawdown is 14.48%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-78.29%	Jun 5, 2007	443	Mar 6, 2009	967	Jan 8, 2013	1410
-53.3%	Feb 21, 2020	22	Mar 23, 2020	139	Oct 8, 2020	161
-33.21%	Nov 26, 2024	90	Apr 8, 2025	71	Jul 22, 2025	161
-29.88%	Nov 19, 2021	213	Sep 26, 2022	207	Jul 25, 2023	420
-29.65%	Apr 16, 2015	209	Feb 11, 2016	239	Jan 24, 2017	448

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 6 assets, with an effective number of assets of 6.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	Benchmark	CCJ	SIG	IP	BAC	PHM	XHB	Portfolio
Benchmark	1.00	0.49	0.48	0.59	0.64	0.54	0.72	0.76
CCJ	0.49	1.00	0.29	0.33	0.32	0.25	0.34	0.59
SIG	0.48	0.29	1.00	0.39	0.40	0.35	0.48	0.69
IP	0.59	0.33	0.39	1.00	0.48	0.40	0.54	0.67
BAC	0.64	0.32	0.40	0.48	1.00	0.41	0.52	0.67
PHM	0.54	0.25	0.35	0.40	0.41	1.00	0.84	0.72
XHB	0.72	0.34	0.48	0.54	0.52	0.84	1.00	0.82
Portfolio	0.76	0.59	0.69	0.67	0.67	0.72	0.82	1.00

The correlation results are calculated based on daily price changes starting from Feb 7, 2006

2026-03-24 stocks wheel

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table