Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CHKP Check Point Software Technologies Ltd. | Technology | 5.56% |
ZTS Zoetis Inc. | Healthcare | 5.56% |
DIS The Walt Disney Company | Communication Services | 5.56% |
CTVA Corteva, Inc. | Basic Materials | 5.56% |
NOC Northrop Grumman Corporation | Industrials | 5.56% |
V Visa Inc. | Financial Services | 5.56% |
DELL Dell Technologies Inc. | Technology | 5.56% |
KO The Coca-Cola Company | Consumer Defensive | 5.56% |
AAPL Apple Inc | Technology | 5.56% |
ETN Eaton Corporation plc | Industrials | 5.56% |
CSCO Cisco Systems, Inc. | Technology | 5.56% |
HD The Home Depot, Inc. | Consumer Cyclical | 5.56% |
PFE Pfizer Inc. | Healthcare | 5.56% |
AMAT Applied Materials, Inc. | Technology | 5.56% |
PGR The Progressive Corporation | Financial Services | 5.56% |
EMR Emerson Electric Co. | Industrials | 5.56% |
XOM Exxon Mobil Corporation | Energy | 5.56% |
TMUS T-Mobile US, Inc. | Communication Services | 5.56% |
Find the right asset allocation for 2025-08 Stock Rater test 3
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2025-08 Stock Rater test 3, 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 test 3 | 0.43% | 7.83% | 19.71% | 18.72% | 25.27% | 21.56% | 15.44% | — |
| Portfolio components: | ||||||||
AAPL Apple Inc | -1.52% | -3.03% | 7.29% | 4.81% | 48.78% | 17.21% | 18.59% | 29.36% |
AMAT Applied Materials, Inc. | 2.64% | 30.08% | 121.28% | 119.38% | 234.96% | 60.05% | 34.02% | 38.86% |
CHKP Check Point Software Technologies Ltd. | 0.76% | 0.02% | -33.14% | -35.43% | -43.33% | -0.75% | 0.56% | 3.94% |
CSCO Cisco Systems, Inc. | -0.60% | 2.44% | 58.91% | 57.34% | 93.30% | 37.33% | 20.60% | 18.92% |
CTVA Corteva, Inc. | 1.71% | -7.17% | 14.11% | 15.68% | 6.14% | 10.90% | 12.53% | — |
DELL Dell Technologies Inc. | 1.05% | 63.47% | 216.60% | 206.61% | 266.54% | 104.49% | 52.50% | — |
DIS The Walt Disney Company | -0.30% | -2.61% | -12.07% | -9.75% | -14.24% | 2.95% | -10.41% | 0.99% |
EMR Emerson Electric Co. | 0.69% | 7.53% | 8.65% | 5.53% | 15.82% | 20.61% | 10.27% | 13.44% |
ETN Eaton Corporation plc | -0.57% | -2.02% | 23.61% | 18.59% | 22.32% | 28.04% | 23.65% | 23.38% |
HD The Home Depot, Inc. | 0.73% | 11.21% | -3.21% | -7.39% | -4.95% | 5.70% | 3.66% | 12.81% |
Monthly Returns
Based on dividend-adjusted daily data since May 24, 2019, 2025-08 Stock Rater test 3's average daily return is +0.08%, while the average monthly return is +1.51%. At this rate, an investment would double in approximately 3.9 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +13.9%, while the worst month was Mar 2020 at -10.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 2025-08 Stock Rater test 3 closed higher 56% of trading days. The best single day was Mar 13, 2020 with a return of +9.8%, while the worst single day was Mar 16, 2020 at -11.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.91% | 5.35% | -3.58% | 3.19% | 8.13% | 0.67% | 19.71% | ||||||
| 2025 | 3.94% | 1.09% | -2.83% | -2.68% | 5.89% | 4.08% | -0.27% | 1.23% | 2.15% | -0.21% | -0.82% | -0.68% | 11.02% |
| 2024 | 0.99% | 7.34% | 4.33% | -2.86% | 3.71% | 0.56% | 2.41% | 2.46% | 2.87% | -1.63% | 6.19% | -5.21% | 22.46% |
| 2023 | 3.99% | -1.70% | 2.24% | 0.11% | -3.07% | 6.74% | 1.31% | 1.46% | -1.98% | -1.72% | 5.81% | 3.09% | 16.93% |
| 2022 | -2.73% | 1.24% | 1.72% | -5.61% | 2.62% | -6.58% | 7.41% | -3.80% | -8.00% | 12.59% | 5.49% | -4.84% | -2.63% |
| 2021 | -2.31% | 4.65% | 6.56% | 4.97% | 0.85% | 1.70% | 2.50% | 1.17% | -4.82% | 4.20% | -0.13% | 7.65% | 29.68% |
Benchmark Metrics
2025-08 Stock Rater test 3 has an annualized alpha of 4.93%, beta of 0.89, and R2 of 0.87 versus S&P 500 Index. Calculated based on daily prices since May 24, 2019.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (92.87%) than losses (75.53%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 4.93% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.89 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
- 4.93%
- Beta
- 0.89
- R²
- 0.87
- Upside Capture
- 92.87%
- Downside Capture
- 75.53%
Expense Ratio
2025-08 Stock Rater test 3 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 test 3 ranks 50 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 2025-08 Stock Rater test 3 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 | 1.85 | 1.86 | -0.01 |
| Sortino ratioReturn per unit of downside risk | 2.58 | 2.53 | +0.05 |
| Omega ratioGain probability vs. loss probability | 1.33 | 1.34 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.83 | 2.53 | +1.30 |
| Martin ratioReturn relative to average drawdown | 11.80 | 11.37 | +0.43 |
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 |
|---|---|---|---|---|---|---|
AAPL Apple Inc | 87 | 2.07 | 2.93 | 1.38 | 3.40 | 8.47 |
AMAT Applied Materials, Inc. | 97 | 4.65 | 4.13 | 1.59 | 10.67 | 30.41 |
CHKP Check Point Software Technologies Ltd. | 5 | -1.17 | -1.56 | 0.77 | -0.87 | -1.68 |
CSCO Cisco Systems, Inc. | 95 | 2.94 | 3.47 | 1.53 | 6.69 | 18.37 |
CTVA Corteva, Inc. | 48 | 0.26 | 0.49 | 1.07 | 0.29 | 0.63 |
DELL Dell Technologies Inc. | 96 | 3.89 | 4.57 | 1.56 | 7.91 | 17.63 |
DIS The Walt Disney Company | 17 | -0.61 | -0.74 | 0.91 | -0.59 | -1.18 |
EMR Emerson Electric Co. | 56 | 0.49 | 0.87 | 1.11 | 0.63 | 1.37 |
ETN Eaton Corporation plc | 60 | 0.60 | 1.00 | 1.13 | 1.04 | 2.25 |
HD The Home Depot, Inc. | 30 | -0.30 | -0.29 | 0.97 | -0.25 | -0.50 |
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Dividends
Dividend yield
2025-08 Stock Rater test 3 provided a 1.97% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.97% | 1.86% | 1.72% | 1.67% | 1.52% | 1.67% | 1.87% | 1.85% | 1.90% | 1.58% | 1.81% | 1.87% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.36% | 0.38% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% |
AMAT Applied Materials, Inc. | 0.34% | 0.69% | 0.93% | 0.75% | 1.05% | 0.60% | 1.01% | 1.36% | 2.14% | 0.78% | 1.24% | 2.14% |
CHKP Check Point Software Technologies Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CSCO Cisco Systems, Inc. | 1.36% | 2.12% | 2.69% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% |
CTVA Corteva, Inc. | 0.95% | 1.04% | 1.16% | 1.29% | 0.99% | 1.14% | 1.34% | 0.88% | 0.00% | 0.00% | 0.00% | 0.00% |
DELL Dell Technologies Inc. | 0.56% | 1.60% | 1.48% | 1.88% | 2.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DIS The Walt Disney Company | 1.25% | 1.10% | 0.85% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% |
EMR Emerson Electric Co. | 1.53% | 1.61% | 1.70% | 2.14% | 2.15% | 2.18% | 2.49% | 2.58% | 3.26% | 2.76% | 3.42% | 3.94% |
ETN Eaton Corporation plc | 1.09% | 1.31% | 1.13% | 1.43% | 2.06% | 1.76% | 1.88% | 3.00% | 3.85% | 3.04% | 3.40% | 4.23% |
HD The Home Depot, Inc. | 2.82% | 2.67% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% |
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 test 3. 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 test 3 was 33.17%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.
The current 2025-08 Stock Rater test 3 drawdown is 0.88%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -33.17%Mar 2020 | 1mo 9d | 4mo 15d | 5mo 24dFeb 2020 - Aug 2020 |
Bear market2022 | -15.89%Sep 2022 | 6mo 4d | 2mo 3d | 8mo 7dMar 2022 - Dec 2022 |
2025 selloff2025 | -15.07%Apr 2025 | 4mo 13d | 1mo 26d | 6mo 9dNov 2024 - Jun 2025 |
2020 pullback2020 | -9.19%Oct 2020 | 1mo 25d | 13d | 2mo 8dSep 2020 - Nov 2020 |
2023 pullback2023 | -7.13%Oct 2023 | 1mo 22d | 28d | 2mo 20dSep 2023 - Nov 2023 |
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 18 assets, with an effective number of assets of 18.00, 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 | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 2.50 | 2.08 | 1.84 | 1.60 |
The portfolio has a diversification ratio of 1.60, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
2025-08 Stock Rater test 3 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since May 24, 2019 | 0.87 |
Benchmark Correlations
Correlation vs. S&P 500 Index. AAPL has the highest benchmark correlation at 0.70, while NOC has the lowest at 0.23.
Asset Correlations Table
Find what 2025-08 Stock Rater test 3 is missing
See which holdings overlap, where 2025-08 Stock Rater test 3 is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification