BTM5

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

BTM5

Currency in USD · Last updated Jun 2, 2025

Asset Allocation

Position	Category/Sector	Target Weight
FIS Fidelity National Information Services, Inc.	Technology	7.14%
FMX Fomento Económico Mexicano, S.A.B. de C.V.	Consumer Defensive	7.14%
FTNT Fortinet, Inc.	Technology	7.14%
GEHC GE HealthCare Technologies Inc.	Healthcare	7.14%
GFS GLOBALFOUNDRIES Inc.	Technology	7.14%
GILD Gilead Sciences, Inc.	Healthcare	7.14%
GOOG Alphabet Inc	Communication Services	7.14%
GOOGL Alphabet Inc Class A	Communication Services	7.14%
GRMN Garmin Ltd.	Technology	7.14%
GS The Goldman Sachs Group, Inc.	Financial Services	7.14%
HD The Home Depot, Inc.	Consumer Cyclical	7.14%
HDB HDFC Bank Limited	Financial Services	7.14%
HON Honeywell International Inc	Industrials	7.14%
HPQ HP Inc.	Technology	7.14%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

Loading data...

The earliest data available for this chart is Jan 4, 2023, corresponding to the inception date of GEHC

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.92%	4.38%	-1.84%	12.48%	13.71%	10.99%
BTM5	0.29%	2.06%	-1.89%	13.54%	N/A	N/A
Portfolio components:
FIS Fidelity National Information Services, Inc.	-1.53%	0.29%	-6.17%	6.22%	-8.78%	4.23%
FMX Fomento Económico Mexicano, S.A.B. de C.V.	28.32%	5.30%	25.34%	-2.52%	11.21%	4.07%
FTNT Fortinet, Inc.	8.46%	-3.49%	7.50%	72.74%	29.10%	28.72%
GEHC GE HealthCare Technologies Inc.	-10.19%	-0.54%	-15.48%	-9.92%	N/A	N/A
GFS GLOBALFOUNDRIES Inc.	-16.29%	-1.32%	-20.39%	-26.69%	N/A	N/A
GILD Gilead Sciences, Inc.	18.73%	5.04%	17.63%	75.82%	12.37%	3.03%
GOOG Alphabet Inc	-10.44%	2.75%	-1.28%	-1.60%	18.97%	20.43%
GOOGL Alphabet Inc Class A	-10.61%	3.05%	-1.21%	-1.54%	18.74%	19.98%
GRMN Garmin Ltd.	-1.25%	5.82%	-4.25%	25.85%	18.90%	19.68%
GS The Goldman Sachs Group, Inc.	5.60%	6.29%	0.49%	33.90%	26.24%	13.28%
HD The Home Depot, Inc.	-4.81%	0.94%	-13.27%	11.84%	10.44%	15.41%
HDB HDFC Bank Limited	18.57%	2.89%	13.97%	32.32%	11.81%	11.23%
HON Honeywell International Inc	0.88%	5.86%	-0.90%	13.88%	10.22%	10.13%
HPQ HP Inc.	-22.88%	-4.01%	-30.39%	-29.37%	11.72%	8.76%

*Annualized

Monthly Returns

The table below presents the monthly returns of BTM5, 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	3.93%	-1.85%	-4.29%	-0.60%	3.69%	-0.34%							0.29%
2024	-2.16%	3.04%	4.26%	-4.72%	5.34%	2.41%	1.99%	2.31%	0.93%	1.27%	5.43%	-1.69%	19.43%
2023	6.76%	-1.21%	4.18%	0.49%	0.50%	4.49%	3.39%	-5.28%	-3.09%	-3.49%	8.13%	7.80%	23.81%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

BTM5 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.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BTM5 is 49, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
FIS Fidelity National Information Services, Inc.	0.23	0.59	1.09	0.34	0.74
FMX Fomento Económico Mexicano, S.A.B. de C.V.	-0.09	-0.01	1.00	-0.09	-0.22
FTNT Fortinet, Inc.	1.74	2.83	1.39	2.31	9.72
GEHC GE HealthCare Technologies Inc.	-0.30	-0.21	0.97	-0.28	-0.78
GFS GLOBALFOUNDRIES Inc.	-0.53	-0.56	0.94	-0.45	-0.91
GILD Gilead Sciences, Inc.	2.80	3.86	1.49	2.93	14.17
GOOG Alphabet Inc	-0.05	0.06	1.01	-0.12	-0.25
GOOGL Alphabet Inc Class A	-0.05	0.06	1.01	-0.12	-0.24
GRMN Garmin Ltd.	0.65	1.33	1.21	0.98	2.94
GS The Goldman Sachs Group, Inc.	1.00	1.57	1.22	1.12	3.64
HD The Home Depot, Inc.	0.52	1.11	1.13	0.72	1.78
HDB HDFC Bank Limited	1.23	1.77	1.26	1.64	4.65
HON Honeywell International Inc	0.57	1.09	1.15	0.76	2.19
HPQ HP Inc.	-0.81	-0.52	0.92	-0.49	-1.20

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.

BTM5 Sharpe ratios as of Jun 2, 2025 (values are recalculated daily):

1-Year: 0.71
All Time: 1.08

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 0.59 to 1.13, 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 BTM5 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

BTM5 provided a 1.65% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.65%	1.55%	1.77%	1.70%	1.20%	1.31%	1.35%	1.30%	1.08%	1.29%	1.20%	0.83%
Portfolio components:
FIS Fidelity National Information Services, Inc.	1.87%	1.78%	4.33%	2.77%	1.43%	0.99%	1.01%	1.25%	1.23%	1.37%	1.72%	1.54%
FMX Fomento Económico Mexicano, S.A.B. de C.V.	4.42%	3.65%	1.60%	2.17%	1.47%	1.88%	1.62%	1.73%	1.45%	1.84%	1.53%	0.00%
FTNT Fortinet, 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%
GEHC GE HealthCare Technologies Inc.	0.19%	0.15%	0.12%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GFS GLOBALFOUNDRIES 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%
GILD Gilead Sciences, Inc.	2.85%	3.33%	3.70%	3.40%	3.91%	4.67%	3.88%	3.65%	2.90%	2.57%	1.27%	0.00%
GOOG Alphabet Inc	0.47%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GOOGL Alphabet Inc Class A	0.47%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GRMN Garmin Ltd.	1.48%	1.44%	2.27%	3.10%	1.92%	2.01%	2.30%	3.32%	3.42%	4.21%	5.41%	3.58%
GS The Goldman Sachs Group, Inc.	2.00%	2.01%	2.72%	2.62%	1.70%	1.90%	1.80%	1.89%	1.14%	1.09%	1.41%	1.16%
HD The Home Depot, Inc.	1.85%	2.31%	2.41%	2.41%	1.59%	2.26%	2.49%	2.40%	1.88%	2.06%	1.78%	1.79%
HDB HDFC Bank Limited	0.92%	1.09%	2.08%	1.74%	0.81%	0.00%	0.68%	0.55%	0.50%	0.70%	0.61%	1.99%
HON Honeywell International Inc	1.98%	1.93%	1.99%	1.85%	1.81%	1.71%	1.90%	0.62%	0.00%	0.00%	0.00%	0.00%
HPQ HP Inc.	4.54%	3.42%	3.54%	3.77%	2.21%	2.94%	3.19%	2.82%	2.56%	4.24%	3.01%	1.56%

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.

Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the BTM5. 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 BTM5 was 18.99%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current BTM5 drawdown is 4.98%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-18.99%	Feb 20, 2025	34	Apr 8, 2025	—	—	—
-13.59%	Aug 1, 2023	63	Oct 27, 2023	32	Dec 13, 2023	95
-8.37%	Jul 18, 2024	13	Aug 5, 2024	35	Sep 24, 2024	48
-7.72%	Feb 3, 2023	26	Mar 13, 2023	22	Apr 13, 2023	48
-5.3%	Apr 1, 2024	14	Apr 18, 2024	17	May 13, 2024	31

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading data...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 14 assets, with an effective number of assets of 14.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	^GSPC	GILD	FMX	HDB	FIS	FTNT	GEHC	GOOGL	GOOG	GFS	HPQ	HD	HON	GS	GRMN	Portfolio
^GSPC	1.00	0.23	0.34	0.34	0.42	0.52	0.50	0.61	0.61	0.60	0.56	0.58	0.55	0.63	0.64	0.85
GILD	0.23	1.00	0.13	0.13	0.20	0.10	0.24	0.07	0.07	0.12	0.17	0.22	0.32	0.20	0.20	0.33
FMX	0.34	0.13	1.00	0.15	0.17	0.12	0.19	0.18	0.18	0.21	0.23	0.26	0.22	0.26	0.24	0.42
HDB	0.34	0.13	0.15	1.00	0.29	0.26	0.17	0.15	0.14	0.20	0.17	0.21	0.28	0.33	0.25	0.44
FIS	0.42	0.20	0.17	0.29	1.00	0.23	0.30	0.19	0.19	0.21	0.31	0.37	0.37	0.41	0.38	0.51
FTNT	0.52	0.10	0.12	0.26	0.23	1.00	0.25	0.35	0.34	0.35	0.31	0.21	0.27	0.31	0.37	0.55
GEHC	0.50	0.24	0.19	0.17	0.30	0.25	1.00	0.27	0.27	0.27	0.33	0.35	0.38	0.37	0.39	0.54
GOOGL	0.61	0.07	0.18	0.15	0.19	0.35	0.27	1.00	1.00	0.38	0.25	0.21	0.23	0.27	0.35	0.61
GOOG	0.61	0.07	0.18	0.14	0.19	0.34	0.27	1.00	1.00	0.38	0.25	0.21	0.24	0.27	0.35	0.61
GFS	0.60	0.12	0.21	0.20	0.21	0.35	0.27	0.38	0.38	1.00	0.49	0.31	0.32	0.37	0.37	0.62
HPQ	0.56	0.17	0.23	0.17	0.31	0.31	0.33	0.25	0.25	0.49	1.00	0.42	0.37	0.42	0.45	0.60
HD	0.58	0.22	0.26	0.21	0.37	0.21	0.35	0.21	0.21	0.31	0.42	1.00	0.47	0.48	0.47	0.56
HON	0.55	0.32	0.22	0.28	0.37	0.27	0.38	0.23	0.24	0.32	0.37	0.47	1.00	0.46	0.46	0.61
GS	0.63	0.20	0.26	0.33	0.41	0.31	0.37	0.27	0.27	0.37	0.42	0.48	0.46	1.00	0.50	0.65
GRMN	0.64	0.20	0.24	0.25	0.38	0.37	0.39	0.35	0.35	0.37	0.45	0.47	0.46	0.50	1.00	0.67
Portfolio	0.85	0.33	0.42	0.44	0.51	0.55	0.54	0.61	0.61	0.62	0.60	0.56	0.61	0.65	0.67	1.00

The correlation results are calculated based on daily price changes starting from Jan 5, 2023

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

BTM5

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community