Best mix 1.75 sharpe

Asset Allocation

Position	Category/Sector	Target Weight
AVGO Broadcom Inc.	Technology	9.09%
EQIX Equinix, Inc.	Real Estate	9.09%
LMT Lockheed Martin Corporation	Industrials	9.09%
MRK Merck & Co., Inc.	Healthcare	9.09%
MU Micron Technology, Inc.	Technology	9.09%
PGR The Progressive Corporation	Financial Services	9.09%
PHM PulteGroup, Inc.	Consumer Cyclical	9.09%
STLD Steel Dynamics, Inc.	Basic Materials	9.09%
TSM Taiwan Semiconductor Manufacturing Company Limited	Technology	9.09%
UNH UnitedHealth Group Incorporated	Healthcare	9.09%
VRTX Vertex Pharmaceuticals Incorporated	Healthcare	9.09%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Best mix 1.75 sharpe, 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 Aug 6, 2009, corresponding to the inception date of AVGO

Returns By Period

As of Apr 2, 2026, the Best mix 1.75 sharpe returned 7.86% Year-To-Date and 26.23% of annualized return in the last 10 years.

	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 Best mix 1.75 sharpe	-0.06%	-4.38%	7.86%	16.77%	42.43%	29.77%	23.84%	26.23%
Portfolio components:
AVGO Broadcom Inc.	0.34%	0.44%	-8.93%	-6.61%	84.26%	72.07%	48.84%	38.50%
EQIX Equinix, Inc.	0.44%	2.92%	31.28%	30.98%	23.09%	14.49%	10.22%	13.80%
LMT Lockheed Martin Corporation	0.83%	-6.74%	29.44%	26.33%	41.28%	11.53%	13.95%	13.73%
MRK Merck & Co., Inc.	0.02%	1.62%	15.68%	37.20%	44.64%	6.77%	13.97%	12.22%
MU Micron Technology, Inc.	-0.44%	-3.50%	28.37%	99.60%	314.35%	84.06%	32.37%	42.60%
PGR The Progressive Corporation	1.03%	-8.44%	-8.77%	-14.68%	-26.04%	13.80%	18.00%	22.03%
PHM PulteGroup, Inc.	0.12%	-10.97%	0.24%	-12.68%	13.32%	26.71%	18.14%	22.61%
STLD Steel Dynamics, Inc.	-1.45%	-8.45%	6.67%	25.55%	43.40%	18.48%	30.74%	25.67%
TSM Taiwan Semiconductor Manufacturing Company Limited	-0.72%	-3.72%	11.88%	18.31%	101.39%	56.27%	24.16%	32.63%
UNH UnitedHealth Group Incorporated	1.20%	-3.39%	-15.36%	-20.48%	-45.51%	-15.89%	-3.82%	9.69%

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

Monthly Returns

Based on dividend-adjusted daily data since Aug 7, 2009, Best mix 1.75 sharpe's average daily return is +0.09%, while the average monthly return is +1.93%. At this rate, your investment would double in approximately 3.0 years.

Historically, 70% of months were positive and 30% were negative. The best month was Jan 2012 with a return of +11.6%, while the worst month was Aug 2011 at -9.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Best mix 1.75 sharpe closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +10.0%, while the worst single day was Mar 16, 2020 at -14.1%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	8.42%	6.53%	-7.89%	1.39%									7.86%
2025	4.09%	-2.43%	-3.25%	-0.19%	1.58%	6.28%	-2.71%	4.44%	9.18%	5.18%	3.58%	2.28%	30.88%
2024	3.91%	5.34%	6.77%	-4.22%	5.09%	3.51%	3.33%	1.78%	2.64%	-1.97%	2.64%	-5.64%	24.79%
2023	10.32%	-2.15%	2.74%	1.56%	1.79%	5.84%	1.34%	-0.88%	-3.47%	2.98%	7.57%	6.52%	38.86%
2022	-2.55%	1.00%	3.94%	-2.80%	2.83%	-7.95%	5.75%	-2.79%	-7.64%	10.41%	9.88%	-3.69%	4.42%
2021	-1.33%	2.43%	6.84%	3.06%	1.61%	0.46%	-0.19%	0.42%	-6.56%	6.43%	-0.20%	10.28%	24.62%

Benchmark Metrics

Best mix 1.75 sharpe has an annualized alpha of 11.33%, beta of 1.03, and R² of 0.79 versus S&P 500 Index. Calculated based on daily prices since August 07, 2009.

This portfolio captured 134.87% of S&P 500 Index gains but only 79.42% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 11.33% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 1.03 and R² of 0.79, 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: 11.33%

Beta: 1.03

R²: 0.79

Upside Capture: 134.87%

Downside Capture: 79.42%

Expense Ratio

Best mix 1.75 sharpe 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

Best mix 1.75 sharpe ranks 90 for risk / return — in the top 90% 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	2.04	0.88	+1.16
Sortino ratio Return per unit of downside risk	2.87	1.37	+1.51
Omega ratio Gain probability vs. loss probability	1.38	1.21	+0.17
Calmar ratio Return relative to maximum drawdown	4.11	1.39	+2.72
Martin ratio Return relative to average drawdown	16.03	6.43	+9.59
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
AVGO Broadcom Inc.	84	1.76	2.49	1.32	3.08	7.50
EQIX Equinix, Inc.	64	0.83	1.30	1.19	1.29	2.29
LMT Lockheed Martin Corporation	81	1.55	1.99	1.29	2.74	7.01
MRK Merck & Co., Inc.	82	1.55	2.20	1.28	2.89	7.69
MU Micron Technology, Inc.	98	4.84	3.99	1.54	10.37	34.71
PGR The Progressive Corporation	6	-1.04	-1.35	0.83	-0.91	-1.47
PHM PulteGroup, Inc.	52	0.37	0.86	1.10	0.73	1.55
STLD Steel Dynamics, Inc.	76	1.16	1.83	1.22	2.33	7.46
TSM Taiwan Semiconductor Manufacturing Company Limited	93	2.64	3.23	1.41	5.70	18.99
UNH UnitedHealth Group Incorporated	11	-0.89	-1.09	0.82	-0.76	-1.00

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.

Best mix 1.75 sharpe Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 2.04
5-Year: 1.35
10-Year: 1.35
All Time: 1.23

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 1.01 to 1.70, 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 Best mix 1.75 sharpe 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

Best mix 1.75 sharpe provided a 1.91% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.91%	1.54%	1.34%	1.36%	1.58%	1.98%	1.80%	2.07%	2.03%	1.52%	1.76%	2.22%
Portfolio components:
AVGO Broadcom Inc.	0.79%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
EQIX Equinix, Inc.	1.92%	2.45%	1.81%	1.80%	1.89%	1.36%	1.49%	1.69%	2.59%	1.77%	1.96%	5.86%
LMT Lockheed Martin Corporation	2.17%	2.76%	2.62%	2.68%	2.34%	2.98%	2.76%	2.31%	3.13%	2.32%	2.71%	2.83%
MRK Merck & Co., Inc.	2.75%	3.12%	3.14%	2.72%	2.52%	3.41%	3.03%	2.48%	2.60%	3.36%	3.14%	3.43%
MU Micron Technology, Inc.	0.14%	0.16%	0.55%	0.54%	0.89%	0.21%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PGR The Progressive Corporation	7.17%	2.15%	0.48%	0.25%	0.31%	6.23%	2.68%	3.89%	1.86%	1.21%	2.50%	2.16%
PHM PulteGroup, Inc.	0.82%	0.78%	0.75%	0.66%	1.34%	1.00%	1.16%	1.16%	1.46%	1.08%	1.96%	1.85%
STLD Steel Dynamics, Inc.	1.13%	1.18%	1.61%	1.44%	1.39%	1.68%	2.71%	2.82%	2.50%	1.44%	1.57%	3.08%
TSM Taiwan Semiconductor Manufacturing Company Limited	0.98%	1.00%	1.18%	1.78%	2.49%	1.57%	1.56%	3.46%	3.64%	2.32%	2.61%	2.54%
UNH UnitedHealth Group Incorporated	3.19%	2.64%	1.62%	1.38%	1.21%	1.12%	1.38%	1.41%	1.38%	1.30%	1.48%	1.59%

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 Best mix 1.75 sharpe. 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 Best mix 1.75 sharpe was 31.90%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.

The current Best mix 1.75 sharpe drawdown is 6.56%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-31.9%	Feb 13, 2020	27	Mar 23, 2020	79	Jul 15, 2020	106
-26.72%	May 13, 2011	99	Oct 3, 2011	83	Feb 1, 2012	182
-18.82%	Nov 11, 2024	109	Apr 21, 2025	95	Sep 5, 2025	204
-18.33%	Oct 3, 2018	57	Dec 24, 2018	38	Feb 20, 2019	95
-16.27%	Jun 2, 2015	177	Feb 11, 2016	47	Apr 20, 2016	224

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 11 assets, with an effective number of assets of 11.00, 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	MRK	LMT	VRTX	UNH	EQIX	PGR	PHM	STLD	TSM	MU	AVGO	Portfolio
Benchmark	1.00	0.42	0.44	0.43	0.47	0.50	0.49	0.53	0.55	0.59	0.58	0.61	0.84
MRK	0.42	1.00	0.32	0.36	0.36	0.27	0.36	0.24	0.25	0.15	0.16	0.17	0.45
LMT	0.44	0.32	1.00	0.22	0.33	0.25	0.38	0.27	0.28	0.21	0.22	0.21	0.46
VRTX	0.43	0.36	0.22	1.00	0.32	0.30	0.27	0.25	0.23	0.24	0.29	0.29	0.55
UNH	0.47	0.36	0.33	0.32	1.00	0.28	0.34	0.25	0.28	0.22	0.23	0.24	0.50
EQIX	0.50	0.27	0.25	0.30	0.28	1.00	0.28	0.33	0.23	0.31	0.28	0.34	0.53
PGR	0.49	0.36	0.38	0.27	0.34	0.28	1.00	0.30	0.32	0.21	0.24	0.24	0.50
PHM	0.53	0.24	0.27	0.25	0.25	0.33	0.30	1.00	0.36	0.32	0.32	0.31	0.59
STLD	0.55	0.25	0.28	0.23	0.28	0.23	0.32	0.36	1.00	0.36	0.38	0.34	0.61
TSM	0.59	0.15	0.21	0.24	0.22	0.31	0.21	0.32	0.36	1.00	0.54	0.54	0.64
MU	0.58	0.16	0.22	0.29	0.23	0.28	0.24	0.32	0.38	0.54	1.00	0.53	0.70
AVGO	0.61	0.17	0.21	0.29	0.24	0.34	0.24	0.31	0.34	0.54	0.53	1.00	0.67
Portfolio	0.84	0.45	0.46	0.55	0.50	0.53	0.50	0.59	0.61	0.64	0.70	0.67	1.00

The correlation results are calculated based on daily price changes starting from Aug 7, 2009

Best mix 1.75 sharpe

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