Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CCJ Cameco Corporation | Energy | 16.67% |
XHB SPDR S&P Homebuilders ETF | Building & Construction | 16.67% |
IP International Paper Company | Consumer Cyclical | 16.67% |
BAC Bank of America Corporation | Financial Services | 16.67% |
SIG Signet Jewelers Limited | Consumer Cyclical | 16.67% |
PHM PulteGroup, Inc. | Consumer Cyclical | 16.67% |
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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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Returns By Period
As of Jun 13, 2026, the 2026-03-24 stocks wheel returned 5.09% Year-To-Date and 18.47% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio 2026-03-24 stocks wheel | 0.81% | 11.51% | 5.09% | 2.49% | 20.48% | 25.28% | 14.84% | 18.47% |
| Portfolio components: | ||||||||
BAC Bank of America Corporation | 2.31% | 13.98% | 3.72% | 3.46% | 30.78% | 27.43% | 8.79% | 18.19% |
CCJ Cameco Corporation | 2.01% | -6.09% | 10.35% | 10.35% | 51.75% | 47.60% | 36.72% | 25.74% |
IP International Paper Company | 3.43% | 21.24% | -5.93% | -3.85% | -17.46% | 9.44% | -5.62% | 3.48% |
PHM PulteGroup, Inc. | -0.67% | 11.86% | 5.26% | -2.17% | 22.19% | 19.48% | 18.86% | 22.20% |
SIG Signet Jewelers Limited | -1.63% | 18.77% | 9.70% | 3.75% | 19.68% | 17.13% | 5.20% | 2.83% |
XHB SPDR S&P Homebuilders ETF | -0.22% | 11.70% | 4.66% | 0.06% | 14.89% | 12.84% | 9.05% | 13.53% |
Monthly Returns
Based on dividend-adjusted daily data since Feb 6, 2006, 2026-03-24 stocks wheel's average daily return is +0.06%, while the average monthly return is +1.14%. At this rate, an 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% | 4.27% | -2.02% | 3.20% | 5.09% | ||||||
| 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 0.48%, beta of 1.31, and R2 of 0.68 versus S&P 500 Index. Calculated based on daily prices since February 06, 2006.
- This portfolio captured 143.50% of S&P 500 Index gains and 132.53% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- Alpha
- 0.48%
- Beta
- 1.31
- R²
- 0.68
- Upside Capture
- 143.50%
- Downside Capture
- 132.53%
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.
Return for Risk
Risk / Return Rank
2026-03-24 stocks wheel ranks 11 for risk / return — in the bottom 11% 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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 2026-03-24 stocks wheel and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.74 | 1.86 | -1.13 |
| Sortino ratioReturn per unit of downside risk | 1.24 | 2.53 | -1.29 |
| Omega ratioGain probability vs. loss probability | 1.14 | 1.34 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | 2.53 | -1.63 |
| Martin ratioReturn relative to average drawdown | 2.34 | 11.37 | -9.03 |
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 |
|---|---|---|---|---|---|---|
BAC Bank of America Corporation | 75 | 1.36 | 1.85 | 1.24 | 1.64 | 4.21 |
CCJ Cameco Corporation | 72 | 0.96 | 1.68 | 1.20 | 1.83 | 4.43 |
IP International Paper Company | 24 | -0.46 | -0.40 | 0.95 | -0.43 | -0.78 |
PHM PulteGroup, Inc. | 59 | 0.56 | 1.13 | 1.13 | 0.85 | 1.66 |
SIG Signet Jewelers Limited | 53 | 0.34 | 0.85 | 1.09 | 0.54 | 1.24 |
XHB SPDR S&P Homebuilders ETF | 16 | 0.42 | 0.87 | 1.09 | 0.55 | 1.13 |
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Dividends
Dividend yield
2026-03-24 stocks wheel provided a 1.81% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.81% | 1.65% | 1.44% | 1.72% | 1.98% | 1.34% | 1.70% | 2.63% | 2.44% | 2.13% | 2.00% | 1.97% |
| Portfolio components: | ||||||||||||
BAC Bank of America Corporation | 2.72% | 1.96% | 2.28% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% |
CCJ Cameco Corporation | 0.17% | 0.19% | 0.22% | 0.20% | 0.39% | 0.29% | 0.46% | 0.67% | 0.53% | 4.33% | 3.82% | 3.24% |
IP International Paper Company | 5.12% | 4.70% | 3.44% | 5.12% | 5.34% | 4.08% | 4.12% | 4.37% | 4.77% | 3.21% | 3.36% | 4.35% |
PHM PulteGroup, Inc. | 0.78% | 0.78% | 0.75% | 0.66% | 1.34% | 1.00% | 1.16% | 1.16% | 1.46% | 1.08% | 1.96% | 1.85% |
SIG Signet Jewelers Limited | 1.45% | 1.51% | 1.36% | 0.83% | 1.15% | 0.41% | 1.36% | 6.81% | 4.47% | 2.10% | 1.06% | 0.68% |
XHB SPDR S&P Homebuilders ETF | 0.60% | 0.78% | 0.59% | 0.77% | 1.06% | 0.51% | 0.73% | 0.89% | 1.25% | 0.72% | 0.67% | 0.50% |
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 10.13%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -78.29%Mar 2009 | 1y 9mo | 3y 10mo | 5y 7moJun 2007 - Jan 2013 |
COVID crash2020 | -53.30%Mar 2020 | 1mo 1d | 6mo 19d | 7mo 20dFeb 2020 - Oct 2020 |
2025 selloff2025 | -33.21%Apr 2025 | 4mo 13d | 3mo 15d | 7mo 28dNov 2024 - Jul 2025 |
Bear market2022 | -29.88%Sep 2022 | 10mo 11d | 10mo 2d | 1y 8moNov 2021 - Jul 2023 |
2016 bear market2016 | -29.65%Feb 2016 | 10mo 1d | 11mo 18d | 1y 9moApr 2015 - Jan 2017 |
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. 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 | 1.52 | 1.52 | 1.45 | 1.42 | 1.39 |
The portfolio has a diversification ratio of 1.39, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
2026-03-24 stocks wheel correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2006 | 0.76 |
Benchmark Correlations
Correlation vs. S&P 500 Index. XHB has the highest benchmark correlation at 0.72, while SIG has the lowest at 0.48.
Asset Correlations Table
Find what 2026-03-24 stocks wheel is missing
See which holdings overlap, where 2026-03-24 stocks wheel is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification