Optimized Sharpe- All Danielfin Sectors- July 2025- All AI of 10

Asset Allocation

Position	Category/Sector	Target Weight
DASH DoorDash, Inc.	Communication Services	8.16%
ENVA Enova International, Inc.	Financial Services	8.16%
GERN Geron Corporation	Healthcare	1.04%
HMN Horace Mann Educators Corporation	Financial Services	12.24%
LESL Leslie's, Inc.	Consumer Cyclical	1.04%
MMM 3M Company	Industrials	12.24%
PGR The Progressive Corporation	Financial Services	12.24%
SLM SLM Corporation	Financial Services	12.24%
TGLS Tecnoglass Inc.	Basic Materials	8.16%
TRV The Travelers Companies, Inc.	Financial Services	12.24%
WMT Walmart Inc.	Consumer Defensive	12.24%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Optimized Sharpe- All Danielfin Sectors- July 2025- All AI of 10, 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 week.

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The earliest data available for this chart is Dec 9, 2020, corresponding to the inception date of DASH

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 Optimized Sharpe- All Danielfin Sectors- July 2025- All AI of 10	0.38%	-2.35%	-7.85%	-7.49%	-3.46%	24.61%	16.89%	—
Portfolio components:
PGR The Progressive Corporation	1.03%	-8.44%	-8.77%	-14.68%	-26.04%	13.80%	18.00%	22.03%
SLM SLM Corporation	-0.46%	13.52%	-19.50%	-19.65%	-26.81%	22.90%	5.72%	14.47%
WMT Walmart Inc.	0.84%	-1.46%	13.14%	24.19%	41.38%	37.98%	24.34%	20.62%
HMN Horace Mann Educators Corporation	1.05%	0.34%	-5.63%	-0.67%	2.64%	12.50%	3.68%	6.67%
MMM 3M Company	-0.54%	-8.84%	-9.36%	-8.22%	-0.42%	22.35%	1.44%	3.72%
TRV The Travelers Companies, Inc.	1.19%	-5.12%	1.72%	5.78%	12.92%	21.72%	16.59%	12.01%
ENVA Enova International, Inc.	-0.01%	-3.22%	-12.93%	19.73%	32.03%	45.94%	30.55%	37.44%
DASH DoorDash, Inc.	3.95%	-10.83%	-30.92%	-42.07%	-17.33%	34.75%	3.28%	—
TGLS Tecnoglass Inc.	-2.69%	-4.51%	-12.69%	-33.65%	-40.60%	1.29%	30.57%	17.30%
LESL Leslie's, Inc.	-5.19%	37.89%	-22.42%	-77.02%	-90.79%	-82.00%	-69.65%	—

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

Monthly Returns

Based on dividend-adjusted daily data since Dec 10, 2020, Optimized Sharpe- All Danielfin Sectors- July 2025- All AI of 10's average daily return is +0.08%, while the average monthly return is +1.61%. At this rate, your investment would double in approximately 3.6 years.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2024 with a return of +13.3%, while the worst month was Jun 2022 at -9.3%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Optimized Sharpe- All Danielfin Sectors- July 2025- All AI of 10 closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +7.8%, while the worst single day was Apr 4, 2025 at -6.7%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-1.21%	-4.13%	-3.48%	0.81%									-7.85%
2025	5.78%	3.51%	-3.30%	-0.03%	6.66%	0.85%	-2.59%	2.91%	-0.69%	-3.89%	2.83%	0.97%	13.09%
2024	3.97%	5.80%	7.41%	-0.74%	0.38%	-1.24%	9.94%	7.81%	3.35%	0.78%	13.26%	-5.21%	54.10%
2023	5.34%	-1.69%	-2.02%	2.44%	-3.25%	8.80%	2.10%	-4.96%	-2.90%	-0.16%	7.71%	11.06%	23.14%
2022	-4.68%	0.16%	5.12%	-6.81%	0.91%	-9.26%	4.67%	-0.82%	-6.88%	11.35%	8.71%	-3.88%	-3.68%
2021	1.40%	3.52%	10.66%	2.55%	8.68%	-0.84%	-2.22%	4.29%	-3.81%	4.54%	-2.12%	3.81%	33.76%

Benchmark Metrics

Optimized Sharpe- All Danielfin Sectors- July 2025- All AI of 10 has an annualized alpha of 9.90%, beta of 0.85, and R² of 0.57 versus S&P 500 Index. Calculated based on daily prices since December 10, 2020.

This portfolio captured 108.97% of S&P 500 Index gains but only 73.35% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 9.90% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 9.90%

Beta: 0.85

R²: 0.57

Upside Capture: 108.97%

Downside Capture: 73.35%

Expense Ratio

Optimized Sharpe- All Danielfin Sectors- July 2025- All AI of 10 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

Optimized Sharpe- All Danielfin Sectors- July 2025- All AI of 10 ranks 4 for risk / return — in the bottom 4% 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	-0.18	0.88	-1.06
Sortino ratio Return per unit of downside risk	-0.12	1.37	-1.49
Omega ratio Gain probability vs. loss probability	0.98	1.21	-0.22
Calmar ratio Return relative to maximum drawdown	-0.18	1.39	-1.57
Martin ratio Return relative to average drawdown	-0.48	6.43	-6.92
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
PGR The Progressive Corporation	6	-1.04	-1.35	0.83	-0.91	-1.47
SLM SLM Corporation	15	-0.66	-0.69	0.90	-0.57	-1.27
WMT Walmart Inc.	87	1.72	2.65	1.33	3.92	10.75
HMN Horace Mann Educators Corporation	41	0.12	0.32	1.04	0.25	0.50
MMM 3M Company	36	-0.01	0.20	1.03	-0.02	-0.06
TRV The Travelers Companies, Inc.	60	0.61	0.96	1.13	1.11	3.35
ENVA Enova International, Inc.	65	0.77	1.29	1.17	1.49	3.69
DASH DoorDash, Inc.	26	-0.38	-0.24	0.97	-0.30	-0.69
TGLS Tecnoglass Inc.	10	-0.96	-1.44	0.83	-0.71	-1.23
LESL Leslie's, Inc.	6	-0.80	-2.04	0.77	-0.96	-1.30

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.

Optimized Sharpe- All Danielfin Sectors- July 2025- All AI of 10 Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: -0.18
5-Year: 0.90
All Time: 1.06

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 Optimized Sharpe- All Danielfin Sectors- July 2025- All AI of 10 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

Optimized Sharpe- All Danielfin Sectors- July 2025- All AI of 10 provided a 2.21% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.21%	1.48%	3.05%	1.97%	1.90%	2.19%	1.81%	2.42%	1.96%	1.79%	1.70%	1.62%
Portfolio components:
PGR The Progressive Corporation	7.17%	2.15%	0.48%	0.25%	0.31%	6.23%	2.68%	3.89%	1.86%	1.21%	2.50%	2.16%
SLM SLM Corporation	2.40%	1.92%	1.67%	2.30%	2.65%	1.02%	0.97%	1.35%	0.00%	0.00%	0.00%	0.00%
WMT Walmart Inc.	0.76%	0.84%	0.92%	1.45%	1.58%	1.52%	1.50%	1.78%	2.23%	2.07%	2.89%	3.20%
HMN Horace Mann Educators Corporation	3.26%	3.03%	3.47%	4.04%	3.43%	3.20%	2.85%	2.63%	3.04%	2.49%	2.48%	3.01%
MMM 3M Company	2.06%	1.82%	16.27%	5.49%	4.97%	3.33%	3.36%	3.26%	2.86%	2.00%	2.49%	2.72%
TRV The Travelers Companies, Inc.	1.50%	1.50%	1.72%	2.06%	1.96%	2.23%	2.40%	2.36%	2.53%	2.09%	2.14%	2.11%
ENVA Enova International, 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%
DASH DoorDash, 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%
TGLS Tecnoglass Inc.	1.37%	1.19%	0.61%	0.79%	0.91%	0.56%	1.59%	6.79%	5.20%	7.21%	2.04%	0.00%
LESL Leslie's, 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%

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 Optimized Sharpe- All Danielfin Sectors- July 2025- All AI of 10. 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 Optimized Sharpe- All Danielfin Sectors- July 2025- All AI of 10 was 22.60%, occurring on Jun 16, 2022. Recovery took 251 trading sessions.

The current Optimized Sharpe- All Danielfin Sectors- July 2025- All AI of 10 drawdown is 10.53%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-22.6%	Nov 15, 2021	148	Jun 16, 2022	251	Jun 16, 2023	399
-14.25%	Feb 20, 2025	34	Apr 8, 2025	23	May 12, 2025	57
-13.06%	Sep 5, 2025	141	Mar 27, 2026	—	—	—
-10.26%	Aug 1, 2023	63	Oct 27, 2023	24	Dec 1, 2023	87
-6.67%	Dec 2, 2024	27	Jan 10, 2025	10	Jan 27, 2025	37

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 11 assets, with an effective number of assets of 9.08, 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	GERN	WMT	PGR	LESL	DASH	HMN	TGLS	TRV	MMM	SLM	ENVA	Portfolio
Benchmark	1.00	0.32	0.33	0.24	0.36	0.50	0.30	0.44	0.34	0.51	0.52	0.54	0.68
GERN	0.32	1.00	0.10	0.00	0.22	0.25	0.07	0.22	0.04	0.17	0.18	0.21	0.29
WMT	0.33	0.10	1.00	0.28	0.14	0.13	0.17	0.14	0.26	0.26	0.19	0.16	0.39
PGR	0.24	0.00	0.28	1.00	0.06	0.02	0.39	0.14	0.55	0.25	0.18	0.18	0.46
LESL	0.36	0.22	0.14	0.06	1.00	0.27	0.14	0.26	0.11	0.26	0.31	0.30	0.39
DASH	0.50	0.25	0.13	0.02	0.27	1.00	0.08	0.25	0.03	0.22	0.29	0.30	0.48
HMN	0.30	0.07	0.17	0.39	0.14	0.08	1.00	0.22	0.53	0.30	0.33	0.40	0.57
TGLS	0.44	0.22	0.14	0.14	0.26	0.25	0.22	1.00	0.22	0.34	0.38	0.43	0.62
TRV	0.34	0.04	0.26	0.55	0.11	0.03	0.53	0.22	1.00	0.38	0.35	0.34	0.58
MMM	0.51	0.17	0.26	0.25	0.26	0.22	0.30	0.34	0.38	1.00	0.37	0.40	0.61
SLM	0.52	0.18	0.19	0.18	0.31	0.29	0.33	0.38	0.35	0.37	1.00	0.61	0.69
ENVA	0.54	0.21	0.16	0.18	0.30	0.30	0.40	0.43	0.34	0.40	0.61	1.00	0.71
Portfolio	0.68	0.29	0.39	0.46	0.39	0.48	0.57	0.62	0.58	0.61	0.69	0.71	1.00

The correlation results are calculated based on daily price changes starting from Dec 10, 2020

Optimized Sharpe- All Danielfin Sectors- July 2025- All AI of 10

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