Top 10 Sharpe Ratio based

Asset Allocation

Position	Category/Sector	Target Weight
MSFT Microsoft Corporation	Technology	33.39%
NVDA NVIDIA Corporation	Technology	17.65%
NOW ServiceNow, Inc	Technology	11.59%
MA Mastercard Incorporated	Financial Services	9.86%
PANW Palo Alto Networks, Inc.	Technology	9.02%
TSLA Tesla, Inc.	Consumer Cyclical	7.56%
NFLX Netflix, Inc.	Communication Services	4.97%
AMD Advanced Micro Devices, Inc.	Technology	3.04%
V Visa Inc.	Financial Services	2.93%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Top 10 Sharpe Ratio based, 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

As of Jun 6, 2026, the Top 10 Sharpe Ratio based returned -1.51% Year-To-Date and 37.85% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-2.64%	0.25%	7.86%	7.47%	—	—	—	—
Portfolio Top 10 Sharpe Ratio based	-3.87%	7.07%	-1.51%	-2.65%	5.99%	27.43%	26.08%	37.85%
Portfolio components:
AMD Advanced Micro Devices, Inc.	-10.86%	10.68%	117.77%	113.97%	303.13%	55.42%	41.72%	59.02%
MA Mastercard Incorporated	1.93%	-0.16%	-13.70%	-9.69%	-15.62%	9.57%	6.67%	18.35%
MSFT Microsoft Corporation	-2.66%	0.87%	-13.46%	-13.38%	-10.20%	8.53%	11.60%	24.64%
NFLX Netflix, Inc.	0.76%	-6.90%	-12.35%	-18.02%	-34.28%	27.20%	10.68%	23.46%
NOW ServiceNow, Inc	-5.79%	26.28%	-26.59%	-34.19%	-44.75%	0.39%	4.07%	22.15%
NVDA NVIDIA Corporation	-6.20%	-1.20%	10.11%	12.58%	46.72%	74.54%	63.58%	68.14%
PANW Palo Alto Networks, Inc.	-2.58%	48.11%	47.69%	36.82%	38.02%	34.28%	35.50%	28.09%
TSLA Tesla, Inc.	-6.56%	-1.94%	-13.06%	-14.07%	37.34%	20.89%	14.38%	38.11%
V Visa Inc.	1.06%	1.71%	-7.36%	-1.91%	-11.08%	13.20%	7.86%	15.72%

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

Monthly Returns

Based on dividend-adjusted daily data since Jul 23, 2012, Top 10 Sharpe Ratio based's average daily return is +0.14%, while the average monthly return is +2.89%. At this rate, an investment would double in approximately 2.0 years.

Historically, 69% of months were positive and 31% were negative. The best month was Aug 2020 with a return of +19.1%, while the worst month was Apr 2022 at -16.0%. The longest winning streak lasted 16 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Top 10 Sharpe Ratio based closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +13.2%, while the worst single day was Mar 16, 2020 at -14.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-7.67%	-7.13%	-2.95%	8.02%	16.42%	-5.89%							-1.51%
2025	-1.52%	-3.30%	-8.24%	6.57%	13.81%	6.80%	2.13%	-0.61%	4.58%	3.61%	-7.85%	-0.26%	14.43%
2024	8.56%	8.34%	2.35%	-5.34%	7.23%	9.33%	-1.82%	2.45%	3.70%	0.68%	8.86%	0.17%	52.98%
2023	15.87%	6.09%	11.70%	-0.33%	15.27%	8.86%	1.87%	0.27%	-6.00%	0.47%	14.81%	2.42%	94.81%
2022	-9.27%	-1.60%	4.11%	-15.98%	-2.36%	-8.36%	11.96%	-6.65%	-11.62%	5.61%	9.02%	-9.91%	-33.05%
2021	0.30%	1.14%	-1.91%	7.10%	-0.84%	10.96%	3.89%	7.00%	-3.13%	15.99%	5.25%	-1.63%	51.65%

Benchmark Metrics

Top 10 Sharpe Ratio based has an annualized alpha of -16.71%, beta of 1.17, and R2 of 0.47 versus S&P 500 Index. Calculated based on daily prices since July 23, 2012.

This portfolio participated in 170.48% of S&P 500 Index downside but only 69.02% 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: -16.71%

Beta: 1.17

R²: 0.47

Upside Capture: 69.02%

Downside Capture: 170.48%

Expense Ratio

Top 10 Sharpe Ratio based 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 Sharpe Ratio based ranks 5 for risk / return — in the bottom 5% 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

The table below presents risk-adjusted performance metrics for Top 10 Sharpe Ratio based and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	0.29	—	—
Sortino ratioReturn per unit of downside risk	0.53	—	—
Omega ratioGain probability vs. loss probability	1.07	—	—
Calmar ratioReturn relative to maximum drawdown	0.22	—	—
Martin ratioReturn relative to average drawdown	0.48	—	—
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AMD Advanced Micro Devices, Inc.	97	4.63	4.38	1.58	11.00	22.75
MA Mastercard Incorporated	12	-0.71	-0.86	0.89	-0.75	-1.54
MSFT Microsoft Corporation	26	-0.41	-0.40	0.95	-0.30	-0.64
NFLX Netflix, Inc.	7	-1.04	-1.48	0.81	-0.79	-1.40
NOW ServiceNow, Inc	9	-0.90	-1.25	0.84	-0.74	-1.34
NVDA NVIDIA Corporation	76	1.35	1.92	1.23	2.32	5.67
PANW Palo Alto Networks, Inc.	65	0.99	1.48	1.19	1.06	2.41
TSLA Tesla, Inc.	64	0.84	1.39	1.16	1.25	2.93
V Visa Inc.	20	-0.50	-0.59	0.93	-0.55	-1.01

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 Sharpe Ratio based Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 0.29
5-Year: 0.93
10-Year: 1.33
All Time: 1.43

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 1.72 to 2.69, 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 Sharpe Ratio based 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 Sharpe Ratio based provided a 0.40% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.40%	0.31%	0.32%	0.33%	0.45%	0.30%	0.40%	0.51%	0.72%	0.75%	0.96%	1.07%
Portfolio components:
AMD Advanced Micro Devices, 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%
MA Mastercard Incorporated	0.66%	0.53%	0.50%	0.53%	0.56%	0.49%	0.45%	0.44%	0.53%	0.58%	0.74%	0.66%
MSFT Microsoft Corporation	0.85%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
NFLX Netflix, 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%
NOW ServiceNow, 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%
NVDA NVIDIA Corporation	0.14%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
PANW Palo Alto Networks, 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%
TSLA Tesla, 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%
V Visa Inc.	0.80%	0.70%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%

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 Sharpe Ratio based. 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 Sharpe Ratio based was 41.38%, occurring on Oct 14, 2022. Recovery took 154 trading sessions.

The current Top 10 Sharpe Ratio based drawdown is 11.22%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-41.38%Oct 2022	10mo 26d	7mo 14d	1y 6moNov 2021 - May 2023
COVID crash2020	-34.00%Mar 2020	25d	2mo 5d	3moFeb 2020 - May 2020
2026 bear market2026	-27.87%Mar 2026	4mo 29d	—	7mo 10dOct 2025 - now
Rate-hike selloffLate 2018	-27.09%Dec 2018	2mo 23d	2mo 27d	5mo 20dOct 2018 - Mar 2019
2025 selloff2025	-25.23%Apr 2025	2mo 14d	1mo 8d	3mo 22dJan 2025 - May 2025

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 9 assets, with an effective number of assets of 5.44, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.62	1.44	1.35	1.33	1.39

The portfolio has a diversification ratio of 1.39, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Top 10 Sharpe Ratio based correlation to the S&P 500 Index

Top 10 Sharpe Ratio based has a 0.68 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.68
Correlation (3Y) Calculated over the trailing 3-year period	0.68
Correlation (5Y) Calculated over the trailing 5-year period	0.68
Correlation (10Y) Calculated over the trailing 10-year period	0.68
Correlation (All Time) Calculated using the full available price history since Jul 23, 2012	0.68

Benchmark Correlations

Correlation vs. S&P 500 Index. NVDA has the highest benchmark correlation at 0.58, while NFLX has the lowest at 0.18.

NFLX

0.18

NOW

0.24

0.30

PANW

0.33

0.37

0.47

0.53

0.53

0.58

Portfolio Correlations

Correlation vs. Top 10 Sharpe Ratio based. MSFT has the highest portfolio correlation at 0.80, while NFLX has the lowest at 0.57.

NFLX

0.57

TSLA

0.58

AMD

0.60

0.61

0.63

0.73

0.79

0.80

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	NFLX	TSLA	PANW	AMD	V	MA	NOW	NVDA	MSFT
NFLX	1.00	0.35	0.34	0.34	0.35	0.37	0.43	0.41	0.43
TSLA	0.35	1.00	0.34	0.35	0.27	0.29	0.34	0.39	0.36
PANW	0.34	0.34	1.00	0.32	0.36	0.36	0.54	0.41	0.42
AMD	0.34	0.35	0.32	1.00	0.33	0.33	0.37	0.60	0.44
V	0.35	0.27	0.36	0.33	1.00	0.83	0.45	0.38	0.51
MA	0.37	0.29	0.36	0.33	0.83	1.00	0.47	0.40	0.53
NOW	0.43	0.34	0.54	0.37	0.45	0.47	1.00	0.48	0.55
NVDA	0.41	0.39	0.41	0.60	0.38	0.40	0.48	1.00	0.55
MSFT	0.43	0.36	0.42	0.44	0.51	0.53	0.55	0.55	1.00

The correlation results are calculated based on daily price changes starting from Jul 23, 2012

Diversification Analysis

Find what Top 10 Sharpe Ratio based is missing

See which holdings overlap, where Top 10 Sharpe Ratio based is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification