Anantha Nayak Global Stocks

Asset Allocation

Position	Category/Sector	Target Weight
BATS.L British American Tobacco plc	Consumer Defensive	10%
ENB Enbridge Inc.	Energy	10%
HIW Highwoods Properties, Inc.	Real Estate	10%
LEG Leggett & Platt, Incorporated	Consumer Cyclical	10%
LNC Lincoln National Corporation	Financial Services	10%
NIO NIO Inc.	Consumer Cyclical	10%
TDOC Teladoc Health, Inc.	Healthcare	10%
TRP TC Energy Corporation	Energy	10%
UGI UGI Corporation	Utilities	10%
VFC V.F. Corporation	Consumer Cyclical	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 Anantha Nayak Global Stocks, 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 Sep 12, 2018, corresponding to the inception date of NIO

Returns By Period

	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 Anantha Nayak Global Stocks	0.49%	0.49%	-2.17%	-1.62%	19.24%	4.43%	-7.66%	—
Portfolio components:
BATS.L British American Tobacco plc	1.68%	-0.77%	4.33%	15.79%	52.92%	27.65%	17.91%	6.79%
ENB Enbridge Inc.	0.93%	-0.33%	14.73%	11.97%	26.98%	19.09%	15.26%	10.18%
HIW Highwoods Properties, Inc.	0.05%	-5.05%	-15.17%	-30.79%	-22.79%	5.56%	-7.31%	-2.30%
LEG Leggett & Platt, Incorporated	-1.52%	-13.67%	-11.48%	10.76%	19.06%	-30.20%	-23.89%	-11.54%
LNC Lincoln National Corporation	-1.02%	2.35%	-20.86%	-11.66%	-1.76%	23.18%	-6.62%	2.56%
NIO NIO Inc.	1.61%	37.25%	23.53%	-20.15%	65.79%	-13.69%	-30.79%	—
TDOC Teladoc Health, Inc.	-0.19%	3.33%	-24.71%	-37.85%	-32.35%	-40.96%	-50.80%	-6.22%
TRP TC Energy Corporation	1.83%	-1.22%	16.34%	19.23%	36.09%	28.31%	15.40%	12.62%
UGI UGI Corporation	1.94%	0.18%	-0.76%	15.67%	13.67%	8.03%	2.32%	2.75%
VFC V.F. Corporation	-0.30%	-9.75%	-6.20%	10.74%	5.33%	-6.60%	-24.16%	-9.34%

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

Monthly Returns

Based on dividend-adjusted daily data since Sep 13, 2018, Anantha Nayak Global Stocks's average daily return is +0.02%, while the average monthly return is +0.52%. At this rate, your investment would double in approximately 11.1 years.

Historically, 55% of months were positive and 45% were negative. The best month was Nov 2020 with a return of +23.1%, while the worst month was Mar 2020 at -16.7%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Anantha Nayak Global Stocks closed higher 51% of trading days. The best single day was Mar 13, 2020 with a return of +9.4%, while the worst single day was Mar 12, 2020 at -13.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.10%	-0.97%	-1.31%	0.01%									-2.17%
2025	6.90%	0.24%	-7.89%	-0.24%	0.47%	2.86%	4.48%	11.72%	1.02%	-1.33%	4.10%	-0.62%	22.49%
2024	-7.61%	-1.34%	1.82%	-6.04%	1.13%	-4.94%	11.12%	0.25%	10.51%	-2.37%	7.86%	-7.94%	0.06%
2023	11.55%	-10.41%	-5.63%	-0.75%	-11.01%	9.75%	8.75%	-9.96%	-8.27%	-9.68%	7.11%	12.06%	-10.96%
2022	-1.94%	-2.80%	-0.68%	-11.46%	5.60%	-6.92%	4.65%	-7.40%	-14.29%	3.41%	3.30%	-10.31%	-34.44%
2021	2.85%	-0.35%	3.44%	4.05%	1.22%	3.40%	-3.83%	-0.87%	-4.76%	6.91%	-9.31%	1.00%	2.64%

Benchmark Metrics

Anantha Nayak Global Stocks has an annualized alpha of -6.14%, beta of 0.99, and R² of 0.57 versus S&P 500 Index. Calculated based on daily prices since September 13, 2018.

This portfolio participated in 128.24% of S&P 500 Index downside but only 99.73% of its upside — more exposed to losses than it benefited from rallies.
This portfolio had an annualized alpha of -6.14% versus S&P 500 Index — delivering less than market exposure alone would predict.
With beta of 0.99 and R² of 0.57, 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: -6.14%

Beta: 0.99

R²: 0.57

Upside Capture: 99.73%

Downside Capture: 128.24%

Expense Ratio

Anantha Nayak Global Stocks 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

Anantha Nayak Global Stocks ranks 47 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.

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	0.87	0.88	-0.01
Sortino ratio Return per unit of downside risk	1.32	1.37	-0.05
Omega ratio Gain probability vs. loss probability	1.17	1.21	-0.04
Calmar ratio Return relative to maximum drawdown	3.56	1.39	+2.17
Martin ratio Return relative to average drawdown	9.71	6.43	+3.28
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
BATS.L British American Tobacco plc	89	2.32	3.02	1.37	3.49	9.25
ENB Enbridge Inc.	82	1.59	2.14	1.28	3.05	7.57
HIW Highwoods Properties, Inc.	11	-0.83	-1.02	0.87	-0.64	-1.49
LEG Leggett & Platt, Incorporated	56	0.33	1.04	1.13	1.01	2.21
LNC Lincoln National Corporation	37	-0.04	0.22	1.03	0.06	0.14
NIO NIO Inc.	69	1.06	1.82	1.20	1.44	2.70
TDOC Teladoc Health, Inc.	16	-0.57	-0.61	0.93	-0.61	-1.33
TRP TC Energy Corporation	87	1.87	2.59	1.33	4.01	10.51
UGI UGI Corporation	58	0.64	1.00	1.14	1.06	2.30
VFC V.F. Corporation	43	0.08	0.60	1.09	0.18	0.41

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.

Anantha Nayak Global Stocks Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 0.87
5-Year: -0.33
All Time: 0.12

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 1.69, 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 Anantha Nayak Global Stocks 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

Anantha Nayak Global Stocks provided a 3.72% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.72%	3.54%	4.59%	5.87%	5.15%	3.72%	3.89%	3.02%	3.65%	2.66%	2.66%	2.84%
Portfolio components:
BATS.L British American Tobacco plc	5.48%	5.70%	8.18%	10.06%	6.64%	7.89%	7.77%	6.28%	7.81%	4.35%	3.37%	3.98%
ENB Enbridge Inc.	5.07%	5.66%	6.28%	7.31%	6.80%	6.85%	7.55%	5.58%	6.68%	4.71%	4.13%	4.71%
HIW Highwoods Properties, Inc.	9.33%	7.75%	6.54%	8.71%	7.15%	4.40%	4.84%	3.88%	4.78%	3.46%	4.90%	3.90%
LEG Leggett & Platt, Incorporated	2.06%	1.82%	6.35%	6.95%	5.40%	4.03%	3.61%	3.11%	4.19%	2.98%	2.74%	3.00%
LNC Lincoln National Corporation	5.16%	4.04%	5.68%	6.67%	5.86%	2.46%	3.18%	2.51%	2.57%	1.51%	1.51%	1.59%
NIO NIO 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%
TDOC Teladoc Health, 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%
TRP TC Energy Corporation	3.92%	4.45%	5.93%	7.73%	8.52%	5.94%	5.92%	4.25%	5.85%	5.14%	5.01%	6.38%
UGI UGI Corporation	4.08%	4.01%	5.31%	6.04%	3.84%	2.97%	3.76%	2.68%	1.93%	2.10%	2.04%	2.67%
VFC V.F. Corporation	2.13%	1.99%	1.68%	5.27%	7.28%	2.69%	2.26%	1.91%	2.65%	2.32%	2.87%	2.14%

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 Anantha Nayak Global Stocks. 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 Anantha Nayak Global Stocks was 57.47%, occurring on Apr 16, 2024. The portfolio has not yet recovered.

The current Anantha Nayak Global Stocks drawdown is 38.36%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-57.47%	Jun 14, 2021	734	Apr 16, 2024	—	—	—
-36.26%	Jan 22, 2020	41	Mar 18, 2020	55	Jun 5, 2020	96
-27.15%	Sep 14, 2018	72	Dec 24, 2018	260	Dec 30, 2019	332
-10.41%	Jun 9, 2020	3	Jun 11, 2020	17	Jul 6, 2020	20
-7.72%	Feb 17, 2021	12	Mar 4, 2021	36	Apr 26, 2021	48

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	BATS.L	NIO	TDOC	TRP	UGI	ENB	VFC	LEG	HIW	LNC	Portfolio
Benchmark	1.00	0.21	0.38	0.46	0.39	0.42	0.43	0.53	0.52	0.50	0.59	0.69
BATS.L	0.21	1.00	0.11	0.06	0.24	0.21	0.29	0.16	0.15	0.21	0.18	0.31
NIO	0.38	0.11	1.00	0.37	0.19	0.14	0.22	0.27	0.24	0.24	0.25	0.63
TDOC	0.46	0.06	0.37	1.00	0.15	0.18	0.18	0.32	0.28	0.26	0.30	0.59
TRP	0.39	0.24	0.19	0.15	1.00	0.38	0.73	0.27	0.30	0.38	0.35	0.49
UGI	0.42	0.21	0.14	0.18	0.38	1.00	0.43	0.39	0.41	0.52	0.45	0.54
ENB	0.43	0.29	0.22	0.18	0.73	0.43	1.00	0.30	0.32	0.43	0.38	0.53
VFC	0.53	0.16	0.27	0.32	0.27	0.39	0.30	1.00	0.57	0.46	0.54	0.67
LEG	0.52	0.15	0.24	0.28	0.30	0.41	0.32	0.57	1.00	0.49	0.55	0.66
HIW	0.50	0.21	0.24	0.26	0.38	0.52	0.43	0.46	0.49	1.00	0.53	0.63
LNC	0.59	0.18	0.25	0.30	0.35	0.45	0.38	0.54	0.55	0.53	1.00	0.69
Portfolio	0.69	0.31	0.63	0.59	0.49	0.54	0.53	0.67	0.66	0.63	0.69	1.00

The correlation results are calculated based on daily price changes starting from Sep 13, 2018

Anantha Nayak Global Stocks

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