Top 10 Diverse Individual

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	10%
ADP Automatic Data Processing, Inc.	Industrials	10%
AMZN Amazon.com, Inc	Consumer Cyclical	10%
FOXA Fox Corporation	Communication Services	10%
GOOGL Alphabet Inc Class A	Communication Services	10%
HD The Home Depot, Inc.	Consumer Cyclical	10%
MA Mastercard Inc	Financial Services	10%
MS Morgan Stanley	Financial Services	10%
MSFT Microsoft Corporation	Technology	10%
XOM Exxon Mobil Corporation	Energy	10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Top 10 Diverse Individual, 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 never rebalanced.

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The earliest data available for this chart is Mar 12, 2019, corresponding to the inception date of FOXA

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.72%	-3.54%	-3.95%	-2.09%	15.95%	16.96%	10.34%	12.24%
Portfolio Top 10 Diverse Individual	0.24%	-2.62%	-7.98%	-2.73%	15.55%	18.45%	13.52%	—
Portfolio components:
ADP Automatic Data Processing, Inc.	-0.94%	-5.59%	-21.10%	-29.96%	-32.69%	-1.06%	3.41%	10.73%
FOXA Fox Corporation	0.10%	3.45%	-19.60%	-5.08%	5.73%	21.26%	11.42%	—
MA Mastercard Inc	-1.60%	-5.63%	-13.75%	-14.07%	-9.85%	11.25%	6.85%	18.46%
XOM Exxon Mobil Corporation	-5.23%	4.25%	34.50%	45.79%	39.70%	17.54%	27.68%	11.60%
MS Morgan Stanley	0.97%	-0.50%	-5.88%	7.15%	47.42%	27.84%	20.04%	24.06%
AMZN Amazon.com, Inc	1.10%	1.05%	-8.77%	-4.56%	9.57%	26.80%	5.91%	21.54%
MSFT Microsoft Corporation	-0.22%	-7.32%	-23.45%	-28.63%	-2.61%	9.46%	9.70%	22.41%
AAPL Apple Inc	0.73%	-3.43%	-5.88%	0.26%	15.03%	16.29%	16.37%	26.22%
GOOGL Alphabet Inc Class A	3.42%	-2.91%	-4.92%	21.60%	89.99%	42.45%	23.00%	22.79%
HD The Home Depot, Inc.	0.20%	-10.53%	-3.59%	-15.90%	-7.56%	6.40%	3.89%	12.00%

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

Monthly Returns

Based on dividend-adjusted daily data since Mar 13, 2019, Top 10 Diverse Individual's average daily return is +0.08%, while the average monthly return is +1.51%. At this rate, your investment would double in approximately 3.9 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +16.0%, while the worst month was Mar 2020 at -12.2%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Top 10 Diverse Individual closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +10.6%, while the worst single day was Mar 16, 2020 at -13.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.71%	-5.88%	-3.14%	0.24%									-7.98%
2025	3.01%	-2.25%	-6.48%	-1.94%	6.28%	3.39%	3.37%	4.48%	3.64%	3.19%	1.57%	0.55%	19.68%
2024	1.20%	2.47%	2.68%	-2.98%	5.31%	4.13%	2.06%	0.90%	2.59%	0.38%	6.56%	0.31%	28.40%
2023	7.98%	-2.63%	4.86%	3.36%	0.33%	5.93%	3.71%	-0.56%	-4.99%	-3.26%	8.64%	3.91%	29.59%
2022	-2.97%	-4.39%	2.32%	-8.71%	0.21%	-8.52%	13.09%	-3.27%	-9.72%	6.09%	5.61%	-7.67%	-18.84%
2021	-0.29%	3.01%	3.71%	7.28%	-0.74%	4.50%	3.76%	3.07%	-3.91%	7.96%	0.38%	3.95%	37.22%

Benchmark Metrics

Top 10 Diverse Individual has an annualized alpha of 4.02%, beta of 1.07, and R² of 0.92 versus S&P 500 Index. Calculated based on daily prices since March 13, 2019.

This portfolio captured 118.17% of S&P 500 Index gains but only 99.06% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 4.02% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 1.07 and R² of 0.92, 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: 4.02%

Beta: 1.07

R²: 0.92

Upside Capture: 118.17%

Downside Capture: 99.06%

Expense Ratio

Top 10 Diverse Individual 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

Top 10 Diverse Individual ranks 20 for risk / return — in the bottom 20% 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.

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	0.85	0.92	-0.06
Sortino ratio Return per unit of downside risk	1.34	1.41	-0.07
Omega ratio Gain probability vs. loss probability	1.20	1.21	-0.02
Calmar ratio Return relative to maximum drawdown	1.23	1.41	-0.18
Martin ratio Return relative to average drawdown	4.19	6.61	-2.43
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
ADP Automatic Data Processing, Inc.	3	-1.46	-2.04	0.74	-0.88	-1.83
FOXA Fox Corporation	44	0.19	0.47	1.06	0.15	0.40
MA Mastercard Inc	20	-0.41	-0.41	0.95	-0.52	-1.26
XOM Exxon Mobil Corporation	81	1.57	2.04	1.27	2.48	6.44
MS Morgan Stanley	82	1.56	2.06	1.31	2.46	7.64
AMZN Amazon.com, Inc	49	0.27	0.65	1.08	0.49	1.17
MSFT Microsoft Corporation	35	-0.10	0.04	1.01	-0.03	-0.07
AAPL Apple Inc	56	0.48	0.93	1.13	0.68	2.10
GOOGL Alphabet Inc Class A	95	2.95	3.90	1.48	4.57	17.62
HD The Home Depot, Inc.	26	-0.33	-0.33	0.96	-0.34	-0.76

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.

Top 10 Diverse Individual Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 0.85
5-Year: 0.72
All Time: 0.82

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 1.00 to 1.70, 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 Top 10 Diverse Individual 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

Top 10 Diverse Individual provided a 1.41% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.41%	1.33%	1.37%	1.53%	1.49%	1.39%	1.84%	1.58%	1.61%	1.31%	1.41%	1.45%
Portfolio components:
ADP Automatic Data Processing, Inc.	3.22%	2.46%	1.96%	2.21%	1.83%	1.55%	2.08%	1.92%	2.14%	2.00%	2.10%	2.36%
FOXA Fox Corporation	0.96%	0.75%	1.09%	1.72%	1.61%	1.27%	1.58%	1.24%	0.00%	0.00%	0.00%	0.00%
MA Mastercard Inc	0.64%	0.53%	0.50%	0.53%	0.56%	0.49%	0.45%	0.44%	0.53%	0.58%	0.74%	0.66%
XOM Exxon Mobil Corporation	2.51%	3.32%	3.57%	3.68%	3.22%	5.70%	8.44%	4.92%	4.74%	3.66%	3.30%	3.69%
MS Morgan Stanley	2.36%	2.17%	2.82%	3.49%	3.47%	2.14%	2.04%	2.54%	2.77%	1.72%	1.66%	1.73%
AMZN Amazon.com, 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%
MSFT Microsoft Corporation	0.94%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
AAPL Apple Inc	0.41%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
GOOGL Alphabet Inc Class A	0.28%	0.27%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
HD The Home Depot, Inc.	2.80%	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 Top 10 Diverse Individual. 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 Top 10 Diverse Individual was 34.99%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.

The current Top 10 Diverse Individual drawdown is 9.95%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-34.99%	Feb 20, 2020	23	Mar 23, 2020	72	Jul 6, 2020	95
-23.52%	Jan 5, 2022	114	Jun 17, 2022	276	Jul 26, 2023	390
-20.58%	Jan 29, 2025	49	Apr 8, 2025	72	Jul 23, 2025	121
-13.34%	Sep 3, 2020	14	Sep 23, 2020	59	Dec 16, 2020	73
-12.52%	Jan 12, 2026	53	Mar 27, 2026	—	—	—

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 10 assets, with an effective number of assets of 10.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

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	XOM	FOXA	HD	ADP	AMZN	MS	MA	GOOGL	AAPL	MSFT	Portfolio
Benchmark	1.00	0.35	0.43	0.60	0.61	0.67	0.67	0.66	0.70	0.70	0.75	0.93
XOM	0.35	1.00	0.31	0.22	0.27	0.09	0.43	0.27	0.17	0.19	0.10	0.34
FOXA	0.43	0.31	1.00	0.31	0.32	0.20	0.46	0.34	0.24	0.28	0.24	0.46
HD	0.60	0.22	0.31	1.00	0.50	0.38	0.42	0.45	0.35	0.42	0.41	0.60
ADP	0.61	0.27	0.32	0.50	1.00	0.31	0.43	0.59	0.37	0.40	0.46	0.62
AMZN	0.67	0.09	0.20	0.38	0.31	1.00	0.34	0.42	0.65	0.57	0.67	0.72
MS	0.67	0.43	0.46	0.42	0.43	0.34	1.00	0.47	0.40	0.38	0.38	0.66
MA	0.66	0.27	0.34	0.45	0.59	0.42	0.47	1.00	0.46	0.46	0.53	0.68
GOOGL	0.70	0.17	0.24	0.35	0.37	0.65	0.40	0.46	1.00	0.58	0.67	0.76
AAPL	0.70	0.19	0.28	0.42	0.40	0.57	0.38	0.46	0.58	1.00	0.62	0.78
MSFT	0.75	0.10	0.24	0.41	0.46	0.67	0.38	0.53	0.67	0.62	1.00	0.79
Portfolio	0.93	0.34	0.46	0.60	0.62	0.72	0.66	0.68	0.76	0.78	0.79	1.00

The correlation results are calculated based on daily price changes starting from Mar 13, 2019

Top 10 Diverse Individual

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