main w 75

Asset Allocation

Position	Category/Sector	Target Weight
FYT First Trust Small Cap Value AlphaDEX Fund	Small Cap Value Equities	22%
VOO Vanguard S&P 500 ETF	S&P 500	19%
IBM International Business Machines Corporation	Technology	14%
ADX Adams Diversified Equity Fund, Inc.	Large Cap Blend Equities	13%
SCHG Schwab U.S. Large-Cap Growth ETF	Large Cap Growth Equities	8%
TIBIX Thornburg Investment Income Builder Fund Class I	Diversified Portfolio	7%
CVX Chevron Corporation	Energy	5%
XOM Exxon Mobil Corporation	Energy	4%
PQIPX PIMCO Dividend and Income Fund	Global Allocation	3%
SHEL Shell plc	Energy	2%
DTD WisdomTree U.S. Total Dividend Fund	Large Cap Value Equities, Dividend	2%
CSCO Cisco Systems, Inc.	Technology	1%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in main w 75, 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 main w 75 returned 13.14% Year-To-Date and 14.39% 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 main w 75	0.07%	3.67%	13.14%	13.13%	30.11%	23.21%	15.14%	14.39%
Portfolio components:
ADX Adams Diversified Equity Fund, Inc.	-0.36%	1.30%	10.92%	11.93%	29.68%	28.15%	16.71%	18.02%
CSCO Cisco Systems, Inc.	2.06%	28.56%	62.91%	59.13%	92.26%	39.53%	21.53%	19.19%
CVX Chevron Corporation	1.03%	5.15%	26.53%	29.68%	40.62%	10.57%	16.60%	10.98%
DTD WisdomTree U.S. Total Dividend Fund	-0.23%	1.49%	9.42%	10.08%	20.73%	17.39%	11.71%	12.08%
FYT First Trust Small Cap Value AlphaDEX Fund	0.67%	-0.16%	17.71%	18.11%	36.21%	14.64%	6.13%	10.24%
IBM International Business Machines Corporation	-1.41%	22.22%	-3.95%	-7.98%	7.12%	31.74%	18.84%	11.34%
PQIPX PIMCO Dividend and Income Fund	-0.78%	0.07%	7.27%	7.34%	17.62%	13.29%	7.15%	7.85%
SCHG Schwab U.S. Large-Cap Growth ETF	0.15%	-0.94%	3.75%	2.93%	20.82%	24.03%	14.90%	18.53%
SHEL Shell plc	1.46%	4.13%	20.10%	21.39%	32.28%	18.69%	23.01%	10.03%
TIBIX Thornburg Investment Income Builder Fund Class I	-1.79%	-0.79%	14.92%	18.21%	35.64%	25.80%	15.81%	12.32%

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

Monthly Returns

Based on dividend-adjusted daily data since Dec 16, 2011, main w 75's average daily return is +0.05%, while the average monthly return is +1.11%. At this rate, an investment would double in approximately 5.2 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +16.2%, while the worst month was Mar 2020 at -17.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, main w 75 closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +10.3%, while the worst single day was Mar 16, 2020 at -11.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.70%	-0.94%	-1.13%	5.70%	6.11%	-1.62%							13.14%
2025	4.36%	-1.19%	-2.84%	-3.35%	5.84%	6.14%	-0.08%	3.35%	3.04%	2.43%	1.03%	0.36%	20.21%
2024	1.58%	3.20%	3.63%	-4.64%	4.23%	1.75%	5.35%	0.61%	2.09%	-1.84%	6.96%	-3.93%	19.93%
2023	5.82%	-2.16%	0.02%	0.23%	-1.45%	6.35%	5.31%	-0.41%	-3.40%	-2.90%	8.21%	5.90%	22.66%
2022	-1.42%	-1.33%	3.37%	-5.84%	3.10%	-7.59%	6.73%	-3.38%	-9.35%	11.62%	5.51%	-5.01%	-5.67%
2021	0.05%	6.21%	5.48%	3.76%	1.63%	1.32%	-0.32%	1.72%	-2.09%	3.84%	-1.13%	5.69%	29.00%

Benchmark Metrics

main w 75 has an annualized alpha of 0.71%, beta of 0.93, and R2 of 0.87 versus S&P 500 Index. Calculated based on daily prices since December 16, 2011.

With beta of 0.93 and R2 of 0.87, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha: 0.71%

Beta: 0.93

R²: 0.87

Upside Capture: 99.37%

Downside Capture: 100.63%

Expense Ratio

main w 75 has an expense ratio of 0.34%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

TIBIX

Thornburg Investment Income Builder Fund Class I

PQIPX

PIMCO Dividend and Income Fund

FYT

First Trust Small Cap Value AlphaDEX Fund

ADX

Adams Diversified Equity Fund, Inc.

DTD

WisdomTree U.S. Total Dividend Fund

SCHG

Schwab U.S. Large-Cap Growth ETF

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

main w 75 ranks 78 for risk / return — better than 78% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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 main w 75 and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.56	1.94	+0.62
Sortino ratioReturn per unit of downside risk	3.41	2.63	+0.78
Omega ratioGain probability vs. loss probability	1.47	1.35	+0.11
Calmar ratioReturn relative to maximum drawdown	5.52	2.59	+2.94
Martin ratioReturn relative to average drawdown	18.15	11.84	+6.31
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
ADX Adams Diversified Equity Fund, Inc.	62	2.14	3.05	1.37	2.93	15.48
CSCO Cisco Systems, Inc.	95	3.02	3.55	1.54	6.83	19.08
CVX Chevron Corporation	84	1.86	2.45	1.32	2.92	7.37
DTD WisdomTree U.S. Total Dividend Fund	77	2.23	3.18	1.40	3.30	13.67
FYT First Trust Small Cap Value AlphaDEX Fund	71	1.93	2.86	1.34	4.36	12.31
IBM International Business Machines Corporation	47	0.18	0.53	1.07	0.23	0.50
PQIPX PIMCO Dividend and Income Fund	84	2.79	3.83	1.54	3.55	14.69
SCHG Schwab U.S. Large-Cap Growth ETF	36	1.33	1.82	1.24	1.27	4.25
SHEL Shell plc	81	1.54	2.08	1.26	3.00	8.40
TIBIX Thornburg Investment Income Builder Fund Class I	97	4.11	5.79	1.81	6.63	25.67

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.

main w 75 Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 2.56
5-Year: 0.98
10-Year: 0.80
All Time: 0.78

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 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 main w 75 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

main w 75 provided a 2.64% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.64%	2.76%	3.77%	3.14%	3.29%	4.28%	3.35%	3.61%	4.76%	3.25%	3.12%	3.44%
Portfolio components:
ADX Adams Diversified Equity Fund, Inc.	7.52%	7.93%	12.38%	7.34%	7.36%	15.35%	6.54%	9.00%	15.85%	9.18%	7.79%	7.17%
CSCO Cisco Systems, Inc.	1.33%	2.12%	2.69%	3.07%	3.17%	2.32%	3.20%	2.88%	2.95%	2.95%	3.28%	3.02%
CVX Chevron Corporation	3.69%	4.49%	4.50%	4.05%	3.16%	4.52%	6.11%	3.95%	4.12%	3.45%	3.64%	4.76%
DTD WisdomTree U.S. Total Dividend Fund	1.88%	1.99%	2.07%	2.43%	2.62%	2.04%	2.73%	2.50%	2.93%	2.36%	2.66%	2.81%
FYT First Trust Small Cap Value AlphaDEX Fund	1.10%	0.94%	2.07%	1.50%	1.36%	1.19%	0.96%	1.44%	1.78%	1.16%	1.16%	0.96%
IBM International Business Machines Corporation	2.40%	2.27%	3.03%	4.05%	4.68%	4.74%	5.17%	4.80%	5.46%	3.85%	3.31%	3.63%
PQIPX PIMCO Dividend and Income Fund	2.79%	2.05%	3.02%	4.35%	5.51%	3.96%	2.69%	3.79%	3.73%	2.69%	3.46%	11.08%
SCHG Schwab U.S. Large-Cap Growth ETF	0.37%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%
SHEL Shell plc	3.41%	3.90%	4.39%	3.76%	3.48%	3.78%	5.69%	6.27%	6.27%	2.75%	6.49%	8.17%
TIBIX Thornburg Investment Income Builder Fund Class I	5.16%	5.83%	5.67%	4.89%	5.89%	5.33%	4.31%	4.46%	4.77%	4.52%	4.14%	4.66%

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 main w 75. 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 main w 75 was 39.13%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.

The current main w 75 drawdown is 3.76%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-39.13%Mar 2020	1mo 9d	7mo 28d	9mo 7dFeb 2020 - Nov 2020
2016 bear market2016	-21.24%Feb 2016	9mo 18d	9mo 7d	1y 6moApr 2015 - Nov 2016
Rate-hike selloffLate 2018	-20.90%Dec 2018	3mo 1d	7mo 1d	10mo 2dSep 2018 - Jul 2019
Bear market2022	-17.62%Sep 2022	6mo 4d	8mo 18d	1y 2moMar 2022 - Jun 2023
2025 selloff2025	-17.01%Apr 2025	1mo 17d	2mo 5d	3mo 22dFeb 2025 - Jun 2025

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 12 assets, with an effective number of assets of 7.24, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.57	1.37	1.31	1.21	1.21

The portfolio has a diversification ratio of 1.21, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

main w 75 correlation to the S&P 500 Index

main w 75 has a 0.81 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	0.81
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (10Y) Calculated over the trailing 10-year period	0.88
Correlation (All Time) Calculated using the full available price history since Dec 16, 2011	0.90

Benchmark Correlations

Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while SHEL has the lowest at 0.43.

0.43

0.45

0.47

0.59

0.65

0.71

0.75

0.80

0.90

0.90

0.94

1.00

Portfolio Correlations

Correlation vs. main w 75. DTD has the highest portfolio correlation at 0.91, while SHEL has the lowest at 0.56.

0.56

0.59

0.62

0.63

0.73

0.79

0.79

0.84

0.86

0.86

0.90

0.91

Asset Correlations Table

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

	SHEL	XOM	CVX	IBM	CSCO	FYT	SCHG	TIBIX	ADX	PQIPX	VOO	DTD
SHEL	1.00	0.67	0.69	0.35	0.31	0.46	0.33	0.56	0.39	0.58	0.43	0.49
XOM	0.67	1.00	0.82	0.37	0.34	0.49	0.31	0.49	0.40	0.54	0.45	0.55
CVX	0.69	0.82	1.00	0.39	0.35	0.51	0.34	0.51	0.42	0.56	0.47	0.57
IBM	0.35	0.37	0.39	1.00	0.50	0.51	0.49	0.51	0.52	0.59	0.59	0.63
CSCO	0.31	0.34	0.35	0.50	1.00	0.49	0.59	0.52	0.58	0.56	0.65	0.63
FYT	0.46	0.49	0.51	0.51	0.49	1.00	0.59	0.67	0.65	0.75	0.71	0.78
SCHG	0.33	0.31	0.34	0.49	0.59	0.59	1.00	0.64	0.86	0.67	0.94	0.76
TIBIX	0.56	0.49	0.51	0.51	0.52	0.67	0.64	1.00	0.71	0.84	0.75	0.79
ADX	0.39	0.40	0.42	0.52	0.58	0.65	0.86	0.71	1.00	0.73	0.90	0.81
PQIPX	0.58	0.54	0.56	0.59	0.56	0.75	0.67	0.84	0.73	1.00	0.80	0.85
VOO	0.43	0.45	0.47	0.59	0.65	0.71	0.94	0.75	0.90	0.80	1.00	0.90
DTD	0.49	0.55	0.57	0.63	0.63	0.78	0.76	0.79	0.81	0.85	0.90	1.00

The correlation results are calculated based on daily price changes starting from Dec 16, 2011

Diversification Analysis

Find what main w 75 is missing

See which holdings overlap, where main w 75 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification