Asset Allocation
Find the right asset allocation for 2025-08 Stock Rater All Stocks 5
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2025-08 Stock Rater All Stocks 5, 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
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio 2025-08 Stock Rater All Stocks 5 | 1.42% | 5.98% | 16.94% | 15.82% | 23.28% | — | — | — |
| Portfolio components: | ||||||||
ALGT Allegiant Travel Company | 6.45% | 22.28% | 7.41% | 6.67% | 79.41% | -5.92% | -14.80% | -3.72% |
AMCR Amcor plc | 1.70% | 12.50% | 0.28% | 1.62% | -5.24% | -2.02% | -3.25% | — |
BALL Ball Corporation | 1.14% | 3.60% | 8.29% | 12.67% | 6.33% | 3.03% | -5.69% | 5.84% |
BGS B&G Foods, Inc. | -0.25% | -5.62% | -2.65% | -8.58% | 9.87% | -25.46% | -27.79% | -14.86% |
BMY Bristol-Myers Squibb Company | 0.40% | 0.23% | 8.27% | 11.43% | 20.57% | 0.45% | 0.73% | 1.00% |
BRK-B Berkshire Hathaway Inc. | 0.71% | 1.36% | -2.67% | -2.06% | 0.35% | 13.30% | 11.27% | 13.22% |
BYND Beyond Meat, Inc. | -3.20% | -15.29% | -16.91% | -37.50% | -78.44% | -63.44% | -65.98% | — |
CAG Conagra Brands, Inc. | 2.16% | 2.31% | -17.02% | -19.07% | -30.79% | -21.83% | -13.84% | -5.70% |
CCI Crown Castle International Corp. | 0.13% | 6.35% | 5.00% | 3.80% | -2.96% | -2.02% | -9.83% | 4.09% |
CHD Church & Dwight Co., Inc. | 0.49% | 3.73% | 17.09% | 16.04% | 1.80% | 2.12% | 4.10% | 8.34% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 2, 2023, 2025-08 Stock Rater All Stocks 5's average daily return is +0.04%, while the average monthly return is +0.73%. At this rate, an investment would double in approximately 7.9 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2023 with a return of +8.0%, while the worst month was Oct 2023 at -7.2%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 2025-08 Stock Rater All Stocks 5 closed higher 49% 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 -4.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.86% | 6.83% | -6.00% | 7.79% | 0.06% | 2.97% | 16.94% | ||||||
| 2025 | 1.11% | -0.40% | -2.40% | -4.12% | 0.14% | 0.56% | -3.01% | 1.51% | 4.00% | -1.21% | 2.18% | 0.12% | -1.82% |
| 2024 | -3.91% | 3.71% | 3.29% | -6.43% | 2.14% | -2.79% | 4.16% | -0.05% | 3.70% | -2.16% | 4.52% | -4.89% | 0.40% |
| 2023 | -7.16% | 7.98% | 7.04% | 7.31% |
Benchmark Metrics
2025-08 Stock Rater All Stocks 5 has an annualized alpha of -6.06%, beta of 0.71, and R2 of 0.47 versus S&P 500 Index. Calculated based on daily prices since October 02, 2023.
- This portfolio participated in 95.35% of S&P 500 Index downside but only 51.30% of its upside - more exposed to losses than it benefited from rallies.
- R2 of 0.47 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- -6.06%
- Beta
- 0.71
- R²
- 0.47
- Upside Capture
- 51.30%
- Downside Capture
- 95.35%
Expense Ratio
2025-08 Stock Rater All Stocks 5 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.
Return for Risk
Risk / Return Rank
2025-08 Stock Rater All Stocks 5 ranks 24 for risk / return — below 24% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 2025-08 Stock Rater All Stocks 5 and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 1.36 | 1.86 | -0.50 |
| Sortino ratioReturn per unit of downside risk | 2.07 | 2.53 | -0.46 |
| Omega ratioGain probability vs. loss probability | 1.23 | 1.34 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | 2.53 | -0.20 |
| Martin ratioReturn relative to average drawdown | 5.86 | 11.37 | -5.51 |
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 |
|---|---|---|---|---|---|---|
ALGT Allegiant Travel Company | 74 | 1.08 | 1.99 | 1.22 | 1.81 | 4.23 |
AMCR Amcor plc | 32 | -0.21 | -0.08 | 0.99 | -0.25 | -0.45 |
BALL Ball Corporation | 46 | 0.19 | 0.47 | 1.06 | 0.22 | 0.38 |
BGS B&G Foods, Inc. | 46 | 0.10 | 0.58 | 1.07 | 0.16 | 0.47 |
BMY Bristol-Myers Squibb Company | 64 | 0.68 | 1.18 | 1.14 | 1.53 | 3.32 |
BRK-B Berkshire Hathaway Inc. | 38 | -0.02 | 0.08 | 1.01 | -0.02 | -0.05 |
BYND Beyond Meat, Inc. | 27 | -0.33 | 0.42 | 1.05 | -0.90 | -1.19 |
CAG Conagra Brands, Inc. | 4 | -1.17 | -1.69 | 0.81 | -0.90 | -1.81 |
CCI Crown Castle International Corp. | 35 | -0.13 | 0.00 | 1.00 | -0.12 | -0.20 |
CHD Church & Dwight Co., Inc. | 39 | -0.01 | 0.14 | 1.02 | -0.01 | -0.03 |
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Dividends
Dividend yield
2025-08 Stock Rater All Stocks 5 provided a 5.09% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.09% | 5.77% | 3.13% | 2.84% | 2.78% | 2.42% | 2.12% | 2.12% | 10.94% | 1.84% | 2.51% | 1.94% |
| Portfolio components: | ||||||||||||
ALGT Allegiant Travel Company | 0.00% | 0.00% | 1.27% | 1.45% | 0.00% | 0.00% | 0.37% | 1.61% | 2.79% | 1.81% | 1.44% | 1.64% |
AMCR Amcor plc | 6.37% | 6.15% | 5.34% | 5.11% | 4.05% | 3.93% | 3.93% | 2.17% | 0.00% | 0.00% | 0.00% | 0.00% |
BALL Ball Corporation | 1.40% | 1.51% | 1.45% | 1.39% | 1.56% | 0.73% | 0.64% | 0.85% | 0.87% | 0.96% | 0.69% | 0.71% |
BGS B&G Foods, Inc. | 18.86% | 17.67% | 11.03% | 7.24% | 14.48% | 6.18% | 6.85% | 10.60% | 6.54% | 5.29% | 3.94% | 3.94% |
BMY Bristol-Myers Squibb Company | 4.38% | 4.60% | 4.24% | 4.44% | 3.00% | 2.36% | 3.69% | 2.55% | 3.08% | 2.55% | 1.95% | 2.17% |
BRK-B Berkshire Hathaway 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% |
BYND Beyond Meat, 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% |
CAG Conagra Brands, Inc. | 10.19% | 8.09% | 5.05% | 4.75% | 3.32% | 3.44% | 2.52% | 2.48% | 3.98% | 2.19% | 29.36% | 2.37% |
CCI Crown Castle International Corp. | 3.46% | 5.35% | 6.90% | 5.43% | 4.41% | 2.62% | 3.10% | 3.22% | 3.94% | 3.51% | 4.15% | 3.87% |
CHD Church & Dwight Co., Inc. | 1.24% | 1.41% | 1.08% | 1.15% | 1.30% | 0.99% | 1.10% | 1.29% | 1.32% | 1.51% | 1.61% | 1.58% |
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 2025-08 Stock Rater All Stocks 5. 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 2025-08 Stock Rater All Stocks 5 was 17.19%, occurring on Apr 8, 2025. Recovery took 198 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -17.19%Apr 2025 | 4mo 7d | 9mo 19d | 1y 1moDec 2024 - Jan 2026 |
2026 pullback2026 | -9.14%Mar 2026 | 18d | 28d | 1mo 16dMar 2026 - Apr 2026 |
2024 pullback2024 | -9.06%Aug 2024 | 4mo 8d | 1mo 21d | 5mo 29dApr 2024 - Sep 2024 |
2023 pullback2023 | -8.32%Oct 2023 | 25d | 1mo 4d | 1mo 29dOct 2023 - Nov 2023 |
2024 pullback2024 | -5.36%Feb 2024 | 1mo 11d | 23d | 2mo 4dJan 2024 - Mar 2024 |
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 49 assets, with an effective number of assets of 49.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | All Time | |
|---|---|---|
Diversification Ratio | 2.58 | 2.32 |
The portfolio has a diversification ratio of 2.32, placing it in the top 5% across portfolios — assets in this portfolio move largely independently, providing strong diversification benefit.
2025-08 Stock Rater All Stocks 5 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2023 | 0.60 |
Benchmark Correlations
Correlation vs. S&P 500 Index. MRVL has the highest benchmark correlation at 0.59, while KR has the lowest at -0.11.
Portfolio Correlations
Correlation vs. 2025-08 Stock Rater All Stocks 5. DD has the highest portfolio correlation at 0.64, while VMW has the lowest at 0.04.
Asset Correlations Table
Find what 2025-08 Stock Rater All Stocks 5 is missing
See which holdings overlap, where 2025-08 Stock Rater All Stocks 5 is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification