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2025-08 Stock Rater All Stocks 5
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


49 positions 99.96%EquityEquity
PositionCategory/SectorTarget Weight
ALGT
Allegiant Travel Company
Industrials
2.04%
AMCR
Amcor plc
Consumer Cyclical
2.04%
BALL
Ball Corporation
Consumer Cyclical
2.04%
BGS
B&G Foods, Inc.
Consumer Defensive
2.04%
BMY
Bristol-Myers Squibb Company
Healthcare
2.04%
BRK-B
Berkshire Hathaway Inc.
Financial Services
2.04%
BYND
Beyond Meat, Inc.
Consumer Defensive
2.04%
CAG
Conagra Brands, Inc.
Consumer Defensive
2.04%
CCI
Crown Castle International Corp.
Real Estate
2.04%
CHD
Church & Dwight Co., Inc.
Consumer Defensive
2.04%
CLX
The Clorox Company
Consumer Defensive
2.04%
CMCSA
Comcast Corporation
Communication Services
2.04%
COST
Costco Wholesale Corporation
Consumer Defensive
2.04%
DD
DuPont de Nemours, Inc.
Basic Materials
2.04%
DE
Deere & Company
Industrials
2.04%
DOC
Physicians Realty Trust
Real Estate
2.04%
DOW
Dow Inc.
Basic Materials
2.04%
DPZ
Domino's Pizza, Inc.
Consumer Cyclical
2.04%
ED
Consolidated Edison, Inc.
Utilities
2.04%
ES
Eversource Energy
Utilities
2.04%
GIS
General Mills, Inc.
Consumer Defensive
2.04%
IBM
International Business Machines Corporation
Technology
2.04%
INTC
Intel Corporation
Technology
2.04%
KDP
Keurig Dr Pepper Inc.
Consumer Defensive
2.04%
KMB
Kimberly-Clark Corporation
Consumer Defensive
2.04%
KR
The Kroger Co.
Consumer Defensive
2.04%
LAC
Lithium Americas Corp.
Basic Materials
2.04%
MAR
Marriott International, Inc.
Consumer Cyclical
2.04%
MDLZ
Mondelez International, Inc.
Consumer Defensive
2.04%
MKC
McCormick & Company, Incorporated
Consumer Defensive
2.04%
MRNA
Moderna, Inc.
Healthcare
2.04%
MRVL
Marvell Technology Group Ltd.
Technology
2.04%
OLN
Olin Corporation
Basic Materials
2.04%
OTIS
Otis Worldwide Corporation
Industrials
2.04%
PRU
Prudential Financial, Inc.
Financial Services
2.04%
RIVN
Rivian Automotive, Inc.
Consumer Cyclical
2.04%
STLA
Stellantis N.V.
Consumer Cyclical
2.04%
TAP
Molson Coors Brewing Company
Consumer Defensive
2.04%
TGT
Target Corporation
Consumer Defensive
2.04%
TSLA
Tesla, Inc.
Consumer Cyclical
2.04%
TSN
Tyson Foods, Inc.
Consumer Defensive
2.04%
UA
Under Armour, Inc.
Consumer Cyclical
2.04%
UNFI
United Natural Foods, Inc.
Consumer Defensive
2.04%
UNH
UnitedHealth Group Incorporated
Healthcare
2.04%
UPS
United Parcel Service, Inc.
Industrials
2.04%
VMW
VMware, Inc.
Technology
2.04%
VOD
Vodafone Group Plc
Communication Services
2.04%
WBA
Walgreens Boots Alliance, Inc.
Healthcare
2.04%
WY
Weyerhaeuser Company
Real Estate
2.04%

S&P 500 Index

Performance

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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The earliest data available for this chart is Oct 2, 2023, corresponding to the inception date of LAC

Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
2025-08 Stock Rater All Stocks 5
0.28%-3.18%5.75%3.31%3.49%
VOD
Vodafone Group Plc
0.53%2.22%15.14%36.07%74.72%19.87%3.17%-0.30%
UNH
UnitedHealth Group Incorporated
1.20%-3.39%-15.36%-20.48%-45.51%-15.89%-3.82%9.69%
VMW
VMware, Inc.
KR
The Kroger Co.
2.57%5.41%16.38%10.16%9.75%15.67%17.48%8.84%
CMCSA
Comcast Corporation
-0.43%-8.88%7.98%6.17%-10.09%-2.49%-7.57%2.81%
AMCR
Amcor plc
-1.89%-15.35%-2.99%-0.19%-13.68%-6.10%-2.76%
OLN
Olin Corporation
-2.29%17.33%38.25%15.43%19.83%-18.43%-4.24%8.29%
MAR
Marriott International, Inc.
-0.46%-1.18%7.20%25.13%38.14%27.63%18.39%18.57%
ES
Eversource Energy
-0.26%-6.06%4.27%-1.11%16.06%0.89%-0.49%5.29%
UPS
United Parcel Service, Inc.
0.28%-13.29%0.36%18.36%-4.82%-15.97%-6.62%3.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 3, 2023, 2025-08 Stock Rater All Stocks 5's average daily return is +0.02%, while the average monthly return is +0.43%. At this rate, your investment would double in approximately 13.5 years.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2023 with a return of +8.0%, while the worst month was Apr 2024 at -6.4%. 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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.86%6.83%-6.00%0.43%5.75%
20251.11%-0.40%-2.40%-4.12%0.14%0.56%-3.01%1.51%4.00%-1.21%0.70%0.10%-3.26%
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%
2023-6.15%8.00%7.07%8.53%

Benchmark Metrics

2025-08 Stock Rater All Stocks 5 has an annualized alpha of -6.98%, beta of 0.70, and R² of 0.46 versus S&P 500 Index. Calculated based on daily prices since October 03, 2023.

  • This portfolio participated in 108.51% of S&P 500 Index downside but only 51.24% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.70 may look defensive, but with R² of 0.46 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
  • R² of 0.46 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
-6.98%
Beta
0.70
0.46
Upside Capture
51.24%
Downside Capture
108.51%

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.


The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

2025-08 Stock Rater All Stocks 5 ranks 6 for risk / return — in the bottom 6% 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.


2025-08 Stock Rater All Stocks 5 Risk / Return Rank: 66
Overall Rank
2025-08 Stock Rater All Stocks 5 Sharpe Ratio Rank: 66
Sharpe Ratio Rank
2025-08 Stock Rater All Stocks 5 Sortino Ratio Rank: 66
Sortino Ratio Rank
2025-08 Stock Rater All Stocks 5 Omega Ratio Rank: 55
Omega Ratio Rank
2025-08 Stock Rater All Stocks 5 Calmar Ratio Rank: 88
Calmar Ratio Rank
2025-08 Stock Rater All Stocks 5 Martin Ratio Rank: 77
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


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.19

0.88

-0.69

Sortino ratio

Return per unit of downside risk

0.41

1.37

-0.96

Omega ratio

Gain probability vs. loss probability

1.05

1.21

-0.16

Calmar ratio

Return relative to maximum drawdown

0.32

1.39

-1.07

Martin ratio

Return relative to average drawdown

0.82

6.43

-5.61


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOD
Vodafone Group Plc
942.713.291.495.7117.73
UNH
UnitedHealth Group Incorporated
11-0.89-1.090.82-0.76-1.00
VMW
VMware, Inc.
KR
The Kroger Co.
480.350.741.080.430.93
CMCSA
Comcast Corporation
24-0.38-0.380.96-0.36-0.77
AMCR
Amcor plc
19-0.47-0.460.94-0.58-1.16
OLN
Olin Corporation
520.310.921.110.781.55
MAR
Marriott International, Inc.
791.302.051.253.147.68
ES
Eversource Energy
590.610.911.141.133.03
UPS
United Parcel Service, Inc.
31-0.16-0.011.00-0.18-0.31

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.

2025-08 Stock Rater All Stocks 5 Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

  • 1-Year: 0.19
  • All Time: 0.28

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 1.67, 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 2025-08 Stock Rater All Stocks 5 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

2025-08 Stock Rater All Stocks 5 provided a 3.49% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio3.49%3.36%3.13%2.84%2.78%2.42%2.12%2.12%2.68%1.84%2.51%1.94%
VOD
Vodafone Group Plc
3.35%3.86%8.58%11.15%9.27%7.04%6.11%4.92%8.99%5.33%12.26%6.77%
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%
VMW
VMware, Inc.
0.00%0.00%0.00%0.00%0.00%23.65%0.00%0.00%19.55%0.00%0.00%0.00%
KR
The Kroger Co.
1.89%2.14%2.00%2.41%2.11%1.72%2.14%2.07%1.93%1.79%1.30%0.94%
CMCSA
Comcast Corporation
10.39%4.35%3.25%2.60%3.03%1.95%1.72%1.40%2.69%1.18%1.96%1.73%
AMCR
Amcor plc
6.45%6.15%5.34%5.11%4.05%3.93%3.93%2.17%0.00%0.00%0.00%0.00%
OLN
Olin Corporation
2.80%3.84%2.37%1.48%1.51%1.39%3.26%4.64%3.98%2.25%3.12%4.63%
MAR
Marriott International, Inc.
0.81%0.85%0.86%0.87%0.67%0.00%0.36%1.22%1.44%0.95%1.39%1.42%
ES
Eversource Energy
4.38%4.47%4.98%4.37%3.04%2.65%2.62%2.52%3.11%3.01%3.22%3.27%
UPS
United Parcel Service, Inc.
6.68%6.61%5.17%4.12%3.50%1.90%2.40%3.28%3.73%2.79%2.72%3.03%

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 207 trading sessions.

The current 2025-08 Stock Rater All Stocks 5 drawdown is 5.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.19%Dec 2, 202487Apr 8, 2025207Feb 4, 2026294
-9.14%Mar 2, 202615Mar 20, 2026
-9.06%Apr 1, 202490Aug 7, 202436Sep 27, 2024126
-7.33%Oct 3, 202319Oct 27, 202313Nov 15, 202332
-5.36%Jan 3, 202429Feb 13, 202416Mar 7, 202445

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. 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.

The correlation results are calculated based on daily price changes starting from Oct 3, 2023