Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
MSI Motorola Solutions, Inc. | Technology | 20% |
REGN Regeneron Pharmaceuticals, Inc. | Healthcare | 20% |
RSG Republic Services, Inc. | Industrials | 20% |
TMUS T-Mobile US, Inc. | Communication Services | 20% |
TRGP Targa Resources Corp. | Energy | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in strong - 9 aug 2024, 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.
Loading graphics...
The earliest data available for this chart is Dec 7, 2010, corresponding to the inception date of TRGP
Returns By Period
As of Apr 3, 2026, the strong - 9 aug 2024 returned 10.53% Year-To-Date and 25.04% 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 strong - 9 aug 2024 | -0.20% | -4.01% | 10.53% | 13.84% | 4.49% | 21.08% | 24.21% | 25.04% |
| Portfolio components: | ||||||||
MSI Motorola Solutions, Inc. | 1.11% | -8.35% | 14.82% | -1.44% | 1.55% | 16.70% | 19.85% | 20.95% |
REGN Regeneron Pharmaceuticals, Inc. | -1.98% | -0.63% | -1.18% | 27.29% | 22.44% | -2.45% | 10.06% | 6.59% |
RSG Republic Services, Inc. | 1.44% | -3.64% | 5.92% | 0.86% | -7.83% | 19.30% | 18.99% | 18.99% |
TMUS T-Mobile US, Inc. | -1.40% | -7.84% | -0.33% | -11.63% | -22.57% | 12.59% | 10.41% | 18.11% |
TRGP Targa Resources Corp. | -0.16% | 0.14% | 33.12% | 52.01% | 21.59% | 51.39% | 53.14% | 30.19% |
Monthly Returns
Based on dividend-adjusted daily data since Dec 8, 2010, strong - 9 aug 2024's average daily return is +0.12%, while the average monthly return is +2.60%. At this rate, your investment would double in approximately 2.3 years.
Historically, 65% of months were positive and 35% were negative. The best month was May 2013 with a return of +102.9%, while the worst month was Mar 2020 at -18.2%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.
On a daily basis, strong - 9 aug 2024 closed higher 55% of trading days. The best single day was May 1, 2013 with a return of +74.1%, while the worst single day was Mar 9, 2020 at -12.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.89% | 12.18% | -2.38% | -0.93% | 10.53% | ||||||||
| 2025 | 4.04% | 5.25% | -1.68% | -4.57% | -5.82% | 2.01% | -0.34% | 4.63% | -2.74% | -4.77% | 6.59% | 0.48% | 2.11% |
| 2024 | 2.41% | 6.01% | 5.23% | -1.67% | 4.86% | 5.55% | 3.08% | 9.15% | -1.61% | 0.00% | 10.05% | -9.11% | 37.66% |
| 2023 | 2.18% | -0.14% | 4.60% | 1.99% | -5.60% | 4.87% | 1.44% | 2.11% | -0.49% | 0.43% | 8.80% | 1.61% | 23.34% |
| 2022 | -3.90% | 3.56% | 10.94% | -4.51% | 1.90% | -6.58% | 8.18% | 0.84% | -2.95% | 8.91% | 4.65% | -4.87% | 15.20% |
| 2021 | -1.12% | 0.23% | 6.20% | 4.76% | 7.07% | 7.12% | 1.62% | 6.25% | -2.79% | 5.21% | -2.21% | 3.99% | 42.04% |
Benchmark Metrics
strong - 9 aug 2024 has an annualized alpha of 22.08%, beta of 0.86, and R² of 0.28 versus S&P 500 Index. Calculated based on daily prices since December 08, 2010.
- This portfolio captured 142.89% of S&P 500 Index gains but only 48.25% of its losses — a favorable profile for investors.
- R² of 0.28 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 22.08%
- Beta
- 0.86
- R²
- 0.28
- Upside Capture
- 142.89%
- Downside Capture
- 48.25%
Expense Ratio
strong - 9 aug 2024 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
strong - 9 aug 2024 ranks 7 for risk / return — in the bottom 7% 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.26 | 0.88 | -0.62 |
Sortino ratioReturn per unit of downside risk | 0.46 | 1.37 | -0.91 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.21 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.37 | 1.39 | -1.02 |
Martin ratioReturn relative to average drawdown | 0.67 | 6.43 | -5.77 |
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 | |
|---|---|---|---|---|---|---|
MSI Motorola Solutions, Inc. | 38 | 0.07 | 0.24 | 1.04 | 0.07 | 0.15 |
REGN Regeneron Pharmaceuticals, Inc. | 59 | 0.56 | 0.97 | 1.14 | 1.07 | 2.72 |
RSG Republic Services, Inc. | 24 | -0.42 | -0.45 | 0.94 | -0.35 | -0.60 |
TMUS T-Mobile US, Inc. | 10 | -0.84 | -1.01 | 0.87 | -0.77 | -1.41 |
TRGP Targa Resources Corp. | 56 | 0.63 | 0.98 | 1.14 | 0.83 | 1.44 |
Loading graphics...
Dividends
Dividend yield
strong - 9 aug 2024 provided a 1.23% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.23% | 1.32% | 0.90% | 0.99% | 0.93% | 0.62% | 1.57% | 2.42% | 2.79% | 2.32% | 2.14% | 3.45% |
| Portfolio components: | ||||||||||||
MSI Motorola Solutions, Inc. | 1.05% | 1.17% | 0.87% | 1.16% | 1.26% | 1.07% | 1.55% | 1.46% | 1.85% | 2.14% | 2.05% | 2.09% |
REGN Regeneron Pharmaceuticals, Inc. | 0.47% | 0.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RSG Republic Services, Inc. | 1.10% | 1.12% | 0.82% | 1.25% | 1.48% | 1.27% | 1.72% | 1.74% | 2.00% | 1.97% | 2.17% | 2.64% |
TMUS T-Mobile US, Inc. | 1.89% | 1.80% | 1.28% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TRGP Targa Resources Corp. | 1.64% | 2.03% | 1.54% | 2.13% | 1.90% | 0.77% | 4.59% | 8.92% | 10.11% | 7.52% | 6.49% | 12.53% |
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.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the strong - 9 aug 2024. 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 strong - 9 aug 2024 was 31.04%, occurring on Feb 11, 2016. Recovery took 118 trading sessions.
The current strong - 9 aug 2024 drawdown is 4.32%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.04% | Aug 6, 2015 | 131 | Feb 11, 2016 | 118 | Aug 1, 2016 | 249 |
| -30.69% | Feb 21, 2020 | 22 | Mar 23, 2020 | 38 | May 15, 2020 | 60 |
| -27.67% | Apr 29, 2011 | 70 | Aug 8, 2011 | 120 | Jan 30, 2012 | 190 |
| -17.6% | Oct 1, 2018 | 59 | Dec 24, 2018 | 34 | Feb 13, 2019 | 93 |
| -17.59% | Jun 9, 2020 | 24 | Jul 13, 2020 | 90 | Nov 17, 2020 | 114 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | REGN | TRGP | TMUS | RSG | MSI | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.40 | 0.44 | 0.43 | 0.50 | 0.58 | 0.67 |
| REGN | 0.40 | 1.00 | 0.16 | 0.25 | 0.22 | 0.25 | 0.61 |
| TRGP | 0.44 | 0.16 | 1.00 | 0.21 | 0.22 | 0.27 | 0.63 |
| TMUS | 0.43 | 0.25 | 0.21 | 1.00 | 0.32 | 0.33 | 0.61 |
| RSG | 0.50 | 0.22 | 0.22 | 0.32 | 1.00 | 0.43 | 0.52 |
| MSI | 0.58 | 0.25 | 0.27 | 0.33 | 0.43 | 1.00 | 0.60 |
| Portfolio | 0.67 | 0.61 | 0.63 | 0.61 | 0.52 | 0.60 | 1.00 |