Energy Core

Asset Allocation

Position	Category/Sector	Target Weight
AEP American Electric Power Company, Inc.	Utilities	3.45%
AMT American Tower Corporation	Real Estate	3.45%
BE Bloom Energy Corporation	Industrials	3.45%
BKR Baker Hughes Company	Energy	3.45%
CAT Caterpillar Inc.	Industrials	3.45%
CEG Constellation Energy Corp	Utilities	3.45%
CVX Chevron Corporation	Energy	3.45%
DUK Duke Energy Corporation	Utilities	3.45%
DY Dycom Industries, Inc.	Industrials	3.45%
ED Consolidated Edison, Inc.	Utilities	3.45%
EIX Edison International	Utilities	3.45%
EME EMCOR Group, Inc.	Industrials	3.45%
EPD Enterprise Products Partners L.P.	Energy	3.45%
ETN Eaton Corporation plc	Industrials	3.45%
ETR Entergy Corporation	Utilities	3.45%
EXC Exelon Corporation	Utilities	3.45%
FSLR First Solar, Inc.	Technology	3.45%
MLM Martin Marietta Materials, Inc.	Basic Materials	3.45%
MPLX MPLX LP	Energy	3.45%
MTZ MasTec, Inc.	Industrials	3.45%
NEE NextEra Energy, Inc.	Utilities	3.45%
PCG PG&E Corporation	Utilities	3.45%
PH Parker-Hannifin Corporation	Industrials	3.45%
PWR Quanta Services, Inc.	Industrials	3.45%
SO The Southern Company	Utilities	3.45%
STRL Sterling Construction Company, Inc.	Industrials	3.45%
URI United Rentals, Inc.	Industrials	3.45%
WMB The Williams Companies, Inc.	Energy	3.45%
XOM Exxon Mobil Corporation	Energy	3.45%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Energy Core, 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 2, 2022, corresponding to the inception date of CEG

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio Energy Core	0.05%	-1.88%	16.69%	17.62%	60.18%	36.07%	—	—
Portfolio components:
AEP American Electric Power Company, Inc.	0.77%	0.58%	15.97%	18.79%	27.25%	17.78%	13.22%	10.98%
AMT American Tower Corporation	1.58%	-8.68%	-1.05%	-8.24%	-17.47%	-1.49%	-3.47%	7.80%
BE Bloom Energy Corporation	2.40%	-11.36%	56.09%	54.12%	542.19%	88.78%	38.78%	—
BKR Baker Hughes Company	0.07%	-3.45%	33.09%	25.82%	37.14%	29.30%	25.74%	—
CAT Caterpillar Inc.	-1.79%	-0.69%	25.49%	46.96%	117.26%	48.52%	27.57%	28.19%
CEG Constellation Energy Corp	-2.38%	-15.91%	-22.67%	-23.49%	27.86%	53.84%	—	—
CVX Chevron Corporation	0.79%	5.40%	31.83%	32.46%	24.90%	9.95%	18.30%	12.53%
DUK Duke Energy Corporation	1.01%	0.60%	13.77%	10.64%	13.72%	16.05%	10.77%	9.40%
DY Dycom Industries, Inc.	0.20%	-13.72%	3.03%	19.40%	120.42%	55.42%	30.28%	18.48%
ED Consolidated Edison, Inc.	1.33%	2.73%	17.13%	20.14%	8.85%	10.40%	13.13%	7.95%

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

Monthly Returns

Based on dividend-adjusted daily data since Feb 3, 2022, Energy Core's average daily return is +0.12%, while the average monthly return is +2.43%. At this rate, your investment would double in approximately 2.4 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2024 with a return of +13.3%, while the worst month was Sep 2022 at -10.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Energy Core closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +6.9%, while the worst single day was Apr 4, 2025 at -6.1%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	8.76%	10.38%	-3.27%	0.48%									16.69%
2025	2.25%	-1.83%	-1.71%	0.32%	8.62%	5.21%	8.24%	2.58%	7.99%	4.97%	1.03%	-3.97%	38.12%
2024	-3.26%	8.70%	8.10%	-0.94%	10.60%	-5.21%	5.84%	1.74%	5.58%	-0.28%	13.29%	-9.91%	36.59%
2023	5.03%	-2.41%	1.55%	-0.34%	-1.81%	8.98%	3.76%	-0.33%	-5.35%	-3.36%	7.45%	5.70%	19.26%
2022		0.44%	8.82%	-5.34%	4.14%	-8.72%	11.94%	2.46%	-9.97%	12.41%	7.20%	-2.46%	19.36%

Benchmark Metrics

Energy Core has an annualized alpha of 23.35%, beta of 0.81, and R² of 0.58 versus S&P 500 Index. Calculated based on daily prices since February 03, 2022.

This portfolio captured 160.16% of S&P 500 Index gains but only 69.12% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 23.35% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 23.35%

Beta: 0.81

R²: 0.58

Upside Capture: 160.16%

Downside Capture: 69.12%

Expense Ratio

Energy Core 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

Energy Core ranks 97 for risk / return — in the top 97% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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	3.09	0.88	+2.21
Sortino ratio Return per unit of downside risk	3.82	1.37	+2.45
Omega ratio Gain probability vs. loss probability	1.54	1.21	+0.33
Calmar ratio Return relative to maximum drawdown	5.74	1.39	+4.35
Martin ratio Return relative to average drawdown	25.29	6.43	+18.86
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
AEP American Electric Power Company, Inc.	81	1.49	2.19	1.28	3.00	6.80
AMT American Tower Corporation	15	-0.70	-0.85	0.90	-0.68	-1.10
BE Bloom Energy Corporation	97	5.42	3.82	1.49	11.72	34.88
BKR Baker Hughes Company	69	1.00	1.48	1.22	1.70	3.84
CAT Caterpillar Inc.	96	3.39	4.01	1.54	6.61	23.24
CEG Constellation Energy Corp	57	0.54	1.08	1.14	0.84	2.23
CVX Chevron Corporation	66	0.98	1.37	1.20	1.19	2.67
DUK Duke Energy Corporation	63	0.86	1.25	1.15	1.20	2.82
DY Dycom Industries, Inc.	95	3.04	3.69	1.48	5.10	18.98
ED Consolidated Edison, Inc.	51	0.49	0.77	1.09	0.59	0.97

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.

Energy Core Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 3.09
All Time: 1.69

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 0.98 to 1.66, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Energy Core 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

Energy Core provided a 2.00% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.00%	2.26%	2.28%	2.52%	2.37%	2.52%	2.96%	2.44%	2.64%	4.20%	2.38%	2.71%
Portfolio components:
AEP American Electric Power Company, Inc.	2.83%	3.24%	3.87%	4.15%	3.34%	3.37%	3.41%	2.87%	3.39%	3.25%	3.61%	3.69%
AMT American Tower Corporation	3.91%	3.87%	3.53%	2.99%	2.77%	1.78%	2.02%	1.64%	1.99%	1.84%	2.05%	1.87%
BE Bloom Energy Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BKR Baker Hughes Company	1.52%	2.02%	2.05%	2.28%	2.47%	2.99%	3.45%	2.81%	3.35%	56.42%	0.00%	0.00%
CAT Caterpillar Inc.	0.83%	1.02%	1.49%	1.69%	1.93%	2.07%	2.26%	2.56%	2.58%	1.97%	3.32%	4.33%
CEG Constellation Energy Corp	0.58%	0.44%	0.63%	0.97%	0.65%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CVX Chevron Corporation	3.47%	4.49%	4.50%	4.05%	3.16%	4.52%	6.11%	3.95%	4.12%	3.45%	3.64%	4.76%
DUK Duke Energy Corporation	3.21%	3.60%	3.84%	4.18%	3.86%	3.72%	4.17%	4.11%	4.21%	4.15%	4.33%	4.54%
DY Dycom Industries, 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%
ED Consolidated Edison, Inc.	2.98%	3.42%	3.72%	3.56%	3.32%	3.63%	4.23%	3.27%	3.74%	3.25%	3.64%	4.05%

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 Energy Core. 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 Energy Core was 19.11%, occurring on Apr 8, 2025. Recovery took 52 trading sessions.

The current Energy Core drawdown is 4.06%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-19.11%	Dec 2, 2024	87	Apr 8, 2025	52	Jun 24, 2025	139
-15.61%	Apr 21, 2022	41	Jun 17, 2022	36	Aug 10, 2022	77
-13.62%	Sep 13, 2022	14	Sep 30, 2022	29	Nov 10, 2022	43
-10.51%	Aug 2, 2023	62	Oct 27, 2023	32	Dec 13, 2023	94
-7.43%	Mar 7, 2023	13	Mar 23, 2023	52	Jun 7, 2023	65

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 29 assets, with an effective number of assets of 29.00, 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.

	Benchmark	FSLR	XOM	AMT	CVX	ED	BE	BKR	DUK	SO	MPLX	CEG	EXC	STRL	AEP	PCG	EPD	DY	MLM	NEE	MTZ	WMB	ETN	EME	EIX	ETR	URI	PWR	CAT	PH	Portfolio
Benchmark	1.00	0.40	0.21	0.29	0.25	0.11	0.51	0.34	0.15	0.19	0.34	0.47	0.23	0.52	0.23	0.34	0.35	0.49	0.63	0.34	0.57	0.36	0.69	0.58	0.34	0.32	0.64	0.60	0.61	0.69	0.71
FSLR	0.40	1.00	0.13	0.19	0.15	0.03	0.48	0.18	0.06	0.07	0.16	0.31	0.09	0.29	0.12	0.18	0.20	0.33	0.23	0.31	0.36	0.19	0.33	0.34	0.19	0.12	0.35	0.41	0.33	0.31	0.52
XOM	0.21	0.13	1.00	0.11	0.85	0.18	0.17	0.64	0.18	0.20	0.42	0.18	0.18	0.13	0.19	0.20	0.53	0.14	0.13	0.23	0.17	0.50	0.15	0.16	0.25	0.18	0.31	0.20	0.40	0.26	0.41
AMT	0.29	0.19	0.11	1.00	0.12	0.50	0.17	0.11	0.53	0.52	0.21	0.11	0.48	0.08	0.51	0.32	0.25	0.19	0.30	0.47	0.17	0.27	0.16	0.15	0.45	0.42	0.23	0.16	0.19	0.22	0.39
CVX	0.25	0.15	0.85	0.12	1.00	0.17	0.18	0.63	0.18	0.19	0.44	0.19	0.17	0.14	0.19	0.20	0.54	0.16	0.15	0.23	0.20	0.50	0.16	0.18	0.24	0.18	0.33	0.23	0.41	0.27	0.43
ED	0.11	0.03	0.18	0.50	0.17	1.00	0.01	0.09	0.83	0.78	0.22	0.10	0.72	-0.02	0.76	0.43	0.26	0.07	0.18	0.55	0.02	0.29	0.06	0.04	0.63	0.66	0.07	0.06	0.09	0.10	0.33
BE	0.51	0.48	0.17	0.17	0.18	0.01	1.00	0.28	0.04	0.05	0.25	0.37	0.13	0.41	0.13	0.22	0.27	0.39	0.32	0.28	0.45	0.29	0.42	0.42	0.19	0.17	0.41	0.48	0.44	0.42	0.64
BKR	0.34	0.18	0.64	0.11	0.63	0.09	0.28	1.00	0.11	0.12	0.39	0.29	0.14	0.29	0.14	0.23	0.47	0.30	0.24	0.18	0.34	0.51	0.29	0.32	0.23	0.22	0.38	0.34	0.47	0.40	0.52
DUK	0.15	0.06	0.18	0.53	0.18	0.83	0.04	0.11	1.00	0.84	0.24	0.14	0.75	0.04	0.80	0.46	0.28	0.13	0.18	0.61	0.06	0.33	0.08	0.08	0.64	0.70	0.10	0.10	0.12	0.11	0.38
SO	0.19	0.07	0.20	0.52	0.19	0.78	0.05	0.12	0.84	1.00	0.24	0.17	0.73	0.05	0.78	0.44	0.27	0.13	0.21	0.60	0.08	0.33	0.08	0.08	0.61	0.69	0.13	0.12	0.13	0.12	0.39
MPLX	0.34	0.16	0.42	0.21	0.44	0.22	0.25	0.39	0.24	0.24	1.00	0.28	0.24	0.22	0.23	0.29	0.65	0.25	0.25	0.25	0.30	0.58	0.27	0.28	0.31	0.31	0.31	0.30	0.34	0.32	0.48
CEG	0.47	0.31	0.18	0.11	0.19	0.10	0.37	0.29	0.14	0.17	0.28	1.00	0.20	0.43	0.21	0.27	0.27	0.36	0.29	0.28	0.42	0.35	0.50	0.49	0.26	0.34	0.36	0.50	0.37	0.38	0.60
EXC	0.23	0.09	0.18	0.48	0.17	0.72	0.13	0.14	0.75	0.73	0.24	0.20	1.00	0.11	0.75	0.48	0.28	0.15	0.24	0.55	0.13	0.33	0.11	0.11	0.60	0.65	0.17	0.15	0.16	0.17	0.43
STRL	0.52	0.29	0.13	0.08	0.14	-0.02	0.41	0.29	0.04	0.05	0.22	0.43	0.11	1.00	0.09	0.24	0.22	0.58	0.47	0.18	0.62	0.28	0.60	0.66	0.18	0.22	0.53	0.61	0.52	0.54	0.65
AEP	0.23	0.12	0.19	0.51	0.19	0.76	0.13	0.14	0.80	0.78	0.23	0.21	0.75	0.09	1.00	0.46	0.28	0.15	0.25	0.63	0.11	0.31	0.13	0.14	0.64	0.73	0.17	0.16	0.18	0.17	0.45
PCG	0.34	0.18	0.20	0.32	0.20	0.43	0.22	0.23	0.46	0.44	0.29	0.27	0.48	0.24	0.46	1.00	0.32	0.27	0.32	0.45	0.24	0.35	0.27	0.26	0.66	0.49	0.32	0.29	0.28	0.33	0.52
EPD	0.35	0.20	0.53	0.25	0.54	0.26	0.27	0.47	0.28	0.27	0.65	0.27	0.28	0.22	0.28	0.32	1.00	0.24	0.26	0.33	0.30	0.60	0.26	0.26	0.35	0.31	0.34	0.28	0.40	0.35	0.53
DY	0.49	0.33	0.14	0.19	0.16	0.07	0.39	0.30	0.13	0.13	0.25	0.36	0.15	0.58	0.15	0.27	0.24	1.00	0.40	0.27	0.69	0.33	0.49	0.60	0.23	0.26	0.44	0.61	0.45	0.49	0.65
MLM	0.63	0.23	0.13	0.30	0.15	0.18	0.32	0.24	0.18	0.21	0.25	0.29	0.24	0.47	0.25	0.32	0.26	0.40	1.00	0.28	0.45	0.26	0.56	0.49	0.32	0.32	0.60	0.49	0.50	0.63	0.58
NEE	0.34	0.31	0.23	0.47	0.23	0.55	0.28	0.18	0.61	0.60	0.25	0.28	0.55	0.18	0.63	0.45	0.33	0.27	0.28	1.00	0.24	0.32	0.23	0.23	0.57	0.56	0.26	0.30	0.25	0.27	0.54
MTZ	0.57	0.36	0.17	0.17	0.20	0.02	0.45	0.34	0.06	0.08	0.30	0.42	0.13	0.62	0.11	0.24	0.30	0.69	0.45	0.24	1.00	0.35	0.56	0.63	0.23	0.27	0.52	0.70	0.52	0.57	0.70
WMB	0.36	0.19	0.50	0.27	0.50	0.29	0.29	0.51	0.33	0.33	0.58	0.35	0.33	0.28	0.31	0.35	0.60	0.33	0.26	0.32	0.35	1.00	0.30	0.37	0.36	0.42	0.31	0.36	0.37	0.35	0.58
ETN	0.69	0.33	0.15	0.16	0.16	0.06	0.42	0.29	0.08	0.08	0.27	0.50	0.11	0.60	0.13	0.27	0.26	0.49	0.56	0.23	0.56	0.30	1.00	0.68	0.26	0.27	0.59	0.66	0.61	0.72	0.68
EME	0.58	0.34	0.16	0.15	0.18	0.04	0.42	0.32	0.08	0.08	0.28	0.49	0.11	0.66	0.14	0.26	0.26	0.60	0.49	0.23	0.63	0.37	0.68	1.00	0.23	0.30	0.54	0.68	0.54	0.62	0.71
EIX	0.34	0.19	0.25	0.45	0.24	0.63	0.19	0.23	0.64	0.61	0.31	0.26	0.60	0.18	0.64	0.66	0.35	0.23	0.32	0.57	0.23	0.36	0.26	0.23	1.00	0.65	0.30	0.26	0.31	0.33	0.55
ETR	0.32	0.12	0.18	0.42	0.18	0.66	0.17	0.22	0.70	0.69	0.31	0.34	0.65	0.22	0.73	0.49	0.31	0.26	0.32	0.56	0.27	0.42	0.27	0.30	0.65	1.00	0.23	0.28	0.27	0.30	0.55
URI	0.64	0.35	0.31	0.23	0.33	0.07	0.41	0.38	0.10	0.13	0.31	0.36	0.17	0.53	0.17	0.32	0.34	0.44	0.60	0.26	0.52	0.31	0.59	0.54	0.30	0.23	1.00	0.56	0.68	0.70	0.68
PWR	0.60	0.41	0.20	0.16	0.23	0.06	0.48	0.34	0.10	0.12	0.30	0.50	0.15	0.61	0.16	0.29	0.28	0.61	0.49	0.30	0.70	0.36	0.66	0.68	0.26	0.28	0.56	1.00	0.54	0.59	0.73
CAT	0.61	0.33	0.40	0.19	0.41	0.09	0.44	0.47	0.12	0.13	0.34	0.37	0.16	0.52	0.18	0.28	0.40	0.45	0.50	0.25	0.52	0.37	0.61	0.54	0.31	0.27	0.68	0.54	1.00	0.68	0.71
PH	0.69	0.31	0.26	0.22	0.27	0.10	0.42	0.40	0.11	0.12	0.32	0.38	0.17	0.54	0.17	0.33	0.35	0.49	0.63	0.27	0.57	0.35	0.72	0.62	0.33	0.30	0.70	0.59	0.68	1.00	0.70
Portfolio	0.71	0.52	0.41	0.39	0.43	0.33	0.64	0.52	0.38	0.39	0.48	0.60	0.43	0.65	0.45	0.52	0.53	0.65	0.58	0.54	0.70	0.58	0.68	0.71	0.55	0.55	0.68	0.73	0.71	0.70	1.00

The correlation results are calculated based on daily price changes starting from Feb 3, 2022

Energy Core

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