High Octane Portfolio- Better!

Asset Allocation

Position	Category/Sector	Target Weight
MSFT Microsoft Corporation	Technology	40%
NVDA NVIDIA Corporation	Technology	20%
AMZN Amazon.com, Inc	Consumer Cyclical	20%
WELL Welltower Inc.	Real Estate	20%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in High Octane Portfolio- Better!, 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 6, 2026, the High Octane Portfolio- Better! returned -0.06% Year-To-Date and 33.36% 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 High Octane Portfolio- Better!	-0.78%	-4.28%	-0.06%	-1.88%	13.64%	32.36%	25.70%	33.36%
Portfolio components:
AMZN Amazon.com, Inc	-0.33%	-10.07%	6.24%	8.08%	14.82%	25.71%	8.37%	21.19%
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%
WELL Welltower Inc.	-3.35%	-6.50%	8.50%	0.26%	31.48%	37.93%	23.47%	14.83%

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

Monthly Returns

Based on dividend-adjusted daily data since Jan 3, 2001, High Octane Portfolio- Better!'s average daily return is +0.11%, while the average monthly return is +2.19%. At this rate, an investment would double in approximately 2.7 years.

Historically, 63% of months were positive and 37% were negative. The best month was Jan 2001 with a return of +39.5%, while the worst month was Oct 2008 at -17.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, High Octane Portfolio- Better! closed higher 54% of trading days. The best single day was Jan 3, 2001 with a return of +16.4%, while the worst single day was Mar 16, 2020 at -15.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-2.88%	-5.13%	-3.56%	14.42%	4.77%	-6.18%							-0.06%
2025	0.66%	-0.38%	-6.57%	1.52%	14.10%	8.29%	8.24%	-2.31%	2.72%	4.25%	-2.43%	-2.34%	26.81%
2024	6.79%	12.29%	5.08%	-4.05%	10.17%	7.62%	-2.88%	1.50%	3.78%	0.71%	5.45%	-1.39%	53.55%
2023	15.54%	2.78%	11.92%	5.13%	11.52%	7.21%	2.40%	1.35%	-5.92%	2.93%	11.22%	1.82%	90.13%
2022	-8.21%	-1.75%	8.07%	-16.27%	-1.54%	-9.38%	14.02%	-9.38%	-13.41%	-0.79%	12.15%	-9.35%	-34.29%
2021	0.05%	3.06%	1.30%	8.67%	0.08%	12.01%	1.81%	6.51%	-6.41%	11.84%	6.86%	-1.63%	51.85%

Benchmark Metrics

High Octane Portfolio- Better! has an annualized alpha of 18.06%, beta of 1.17, and R2 of 0.66 versus S&P 500 Index. Calculated based on daily prices since January 03, 2001.

This portfolio captured 189.93% of S&P 500 Index gains but only 98.95% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 18.06% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 18.06%

Beta: 1.17

R²: 0.66

Upside Capture: 189.93%

Downside Capture: 98.95%

Expense Ratio

High Octane Portfolio- Better! 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

High Octane Portfolio- Better! ranks 10 for risk / return — in the bottom 10% 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 High Octane Portfolio- Better! and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	0.79	1.94	-1.14
Sortino ratioReturn per unit of downside risk	1.14	2.63	-1.49
Omega ratioGain probability vs. loss probability	1.15	1.35	-0.21
Calmar ratioReturn relative to maximum drawdown	0.71	2.59	-1.87
Martin ratioReturn relative to average drawdown	2.02	11.84	-9.82
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
AMZN Amazon.com, Inc	56	0.49	0.89	1.11	0.68	1.64
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
WELL Welltower Inc.	79	1.48	2.03	1.26	2.51	6.21

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.

High Octane Portfolio- Better! Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 0.79
5-Year: 1.02
10-Year: 1.30
All Time: 0.94

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 1.64 to 2.53, 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 High Octane Portfolio- Better! 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

High Octane Portfolio- Better! provided a 0.67% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.67%	0.59%	0.70%	0.84%	1.19%	0.85%	1.24%	1.38%	1.77%	1.89%	2.07%	2.14%
Portfolio components:
AMZN Amazon.com, 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%
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%
WELL Welltower Inc.	1.48%	1.52%	2.03%	2.71%	3.72%	2.84%	4.18%	4.26%	5.01%	5.46%	5.14%	4.85%

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 High Octane Portfolio- Better!. 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 High Octane Portfolio- Better! was 57.34%, occurring on Nov 20, 2008. Recovery took 274 trading sessions.

The current High Octane Portfolio- Better! drawdown is 6.19%.

Related event	Drawdown	Fall	Recovery	Underwater
Financial crisis2007–2009	-57.34%Nov 2008	10mo 29d	1y 1mo	1y 12moDec 2007 - Dec 2009
Bear market2022	-42.50%Nov 2022	11mo 16d	7mo 4d	1y 6moNov 2021 - Jun 2023
Dot-com crash2000–2002	-37.92%Aug 2002	6mo 8d	9mo 7d	1y 3moJan 2002 - May 2003
Dot-com crash2000–2002	-34.26%Sep 2001	3mo 21d	2mo	5mo 21dJun 2001 - Nov 2001
COVID crash2020	-33.84%Mar 2020	25d	2mo 21d	3mo 16dFeb 2020 - Jun 2020

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 4 assets, with an effective number of assets of 3.57, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.59	1.38	1.30	1.30	1.35

The portfolio has a diversification ratio of 1.35, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

High Octane Portfolio- Better! correlation to the S&P 500 Index

High Octane Portfolio- Better! has a 0.67 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	0.67
Correlation (3Y) Calculated over the trailing 3-year period	0.77
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (10Y) Calculated over the trailing 10-year period	0.80
Correlation (All Time) Calculated using the full available price history since Jan 3, 2001	0.77

Benchmark Correlations

Correlation vs. S&P 500 Index. MSFT has the highest benchmark correlation at 0.69, while WELL has the lowest at 0.44.

0.44

0.58

0.58

0.69

Portfolio Correlations

Correlation vs. High Octane Portfolio- Better!. MSFT has the highest portfolio correlation at 0.81, while WELL has the lowest at 0.45.

0.45

0.73

0.77

0.81

Asset Correlations Table

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

	WELL	AMZN	NVDA	MSFT
WELL	1.00	0.23	0.21	0.28
AMZN	0.23	1.00	0.44	0.51
NVDA	0.21	0.44	1.00	0.50
MSFT	0.28	0.51	0.50	1.00

The correlation results are calculated based on daily price changes starting from Jan 3, 2001

Diversification Analysis

Find what High Octane Portfolio- Better! is missing

See which holdings overlap, where High Octane Portfolio- Better! is concentrated, and which low-correlation assets could fill the gaps.

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