Brian Dec 1

Asset Allocation

Position	Category/Sector	Target Weight
ALGRX Alger Focus Equity Fund	Large Cap Growth Equities	20%
CMNIX Calamos Market Neutral Income Fund Institutional Class		3%
CSM Proshares Large Cap Core Plus	Long-Short	4%
EFA iShares MSCI EAFE ETF	Foreign Large Cap Equities	4%
EGRIX Eaton Vance Global Macro Absolute Return Advantage Fund	Nontraditional Bonds	3%
IAU iShares Gold Trust	Gold, Precious Metals	2%
INUTX Columbia Dividend Opportunity Fund	Large Cap Value Equities	27%
JHEQX JPMorgan Hedged Equity Fund Class I	Hedge Fund	3%
PONPX PIMCO Income Fund Class I-2	Total Bond Market	10%
QLEIX AQR Long-Short Equity Fund	Long-Short	5%
QSPIX AQR Style Premia Alternative Fund	Multistrategy	3%
SGIIX First Eagle Global Fund Class I	Global Equities	6%
USD=X USD Cash		5%
VWO Vanguard FTSE Emerging Markets ETF	Emerging Markets Equities	3%
WTMF WisdomTree Managed Futures Strategy Fund	Hedge Fund	2%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Brian Dec 1, 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 May 30, 2014, corresponding to the inception date of JHEQX

Returns By Period

As of Apr 4, 2026, the Brian Dec 1 returned 0.49% Year-To-Date and 11.00% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-2.33%	-3.84%	-1.98%	29.73%	16.86%	10.37%	12.29%
Portfolio Brian Dec 1	0.00%	-0.78%	0.49%	2.71%	31.61%	18.34%	11.10%	11.00%
Portfolio components:
USD=X USD Cash	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ALGRX Alger Focus Equity Fund	0.47%	-3.54%	-8.02%	-9.50%	61.56%	34.86%	15.66%	19.08%
INUTX Columbia Dividend Opportunity Fund	0.29%	-1.44%	5.35%	8.06%	30.22%	13.86%	10.17%	10.07%
EFA iShares MSCI EAFE ETF	-0.62%	-1.17%	2.05%	4.94%	35.30%	14.40%	8.29%	8.89%
VWO Vanguard FTSE Emerging Markets ETF	-0.72%	-1.88%	0.11%	0.16%	31.31%	13.41%	3.75%	7.73%
SGIIX First Eagle Global Fund Class I	-0.49%	-3.98%	2.04%	6.67%	34.59%	16.89%	11.28%	10.25%
PONPX PIMCO Income Fund Class I-2	0.19%	-0.84%	-0.20%	2.12%	7.33%	7.44%	3.49%	4.69%
CMNIX Calamos Market Neutral Income Fund Institutional Class	0.06%	-0.39%	0.57%	1.92%	8.59%	6.93%	4.53%	4.69%
WTMF WisdomTree Managed Futures Strategy Fund	0.18%	0.96%	5.00%	7.25%	22.41%	10.11%	6.68%	3.13%
EGRIX Eaton Vance Global Macro Absolute Return Advantage Fund	0.25%	-1.14%	3.59%	9.75%	19.16%	13.09%	8.57%	6.33%

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

Monthly Returns

Based on dividend-adjusted daily data since May 31, 2014, Brian Dec 1's average daily return is +0.03%, while the average monthly return is +0.81%. At this rate, your investment would double in approximately 7.2 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +8.0%, while the worst month was Mar 2020 at -9.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Brian Dec 1 closed higher 38% of trading days. The best single day was Apr 9, 2025 with a return of +5.5%, while the worst single day was Mar 16, 2020 at -7.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.50%	1.32%	-3.84%	0.62%									0.49%
2025	3.02%	0.43%	-2.59%	-0.19%	5.44%	4.26%	1.34%	2.81%	4.15%	1.07%	0.80%	0.79%	23.23%
2024	1.81%	3.21%	3.60%	-2.29%	3.81%	1.21%	1.40%	2.13%	2.22%	-0.25%	4.11%	-2.19%	20.16%
2023	4.99%	-1.75%	1.48%	1.21%	-0.82%	4.47%	2.63%	-1.43%	-2.75%	-1.77%	6.31%	3.40%	16.62%
2022	-1.79%	-1.42%	0.93%	-4.89%	1.27%	-6.26%	4.41%	-2.54%	-6.81%	5.37%	4.95%	-2.90%	-10.16%
2021	-0.21%	2.55%	3.44%	3.27%	1.50%	0.58%	0.56%	1.42%	-2.69%	3.31%	-1.49%	3.72%	16.91%

Benchmark Metrics

Brian Dec 1 has an annualized alpha of 2.53%, beta of 0.62, and R² of 0.95 versus S&P 500 Index. Calculated based on daily prices since May 31, 2014.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (67.25%) than losses (63.87%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 2.53% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
Beta of 0.62 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 2.53%

Beta: 0.62

R²: 0.95

Upside Capture: 67.25%

Downside Capture: 63.87%

Expense Ratio

Brian Dec 1 has an expense ratio of 0.82%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Top 10 holdings

QSPIX

AQR Style Premia Alternative Fund

QLEIX

AQR Long-Short Equity Fund

INUTX

Columbia Dividend Opportunity Fund

EGRIX

Eaton Vance Global Macro Absolute Return Advantage Fund

CMNIX

Calamos Market Neutral Income Fund Institutional Class

ALGRX

Alger Focus Equity Fund

SGIIX

First Eagle Global Fund Class I

PONPX

PIMCO Income Fund Class I-2

WTMF

WisdomTree Managed Futures Strategy Fund

JHEQX

JPMorgan Hedged Equity Fund Class I

Return for Risk

Risk / Return Rank

Brian Dec 1 ranks 86 for risk / return — in the top 86% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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	2.96	0.88	+2.07
Sortino ratio Return per unit of downside risk	4.65	1.37	+3.28
Omega ratio Gain probability vs. loss probability	1.64	1.21	+0.44
Calmar ratio Return relative to maximum drawdown	2.43	1.39	+1.04
Martin ratio Return relative to average drawdown	9.16	6.43	+2.72
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
USD=X USD Cash	—	—	—	—	—	—
ALGRX Alger Focus Equity Fund	74	1.50	2.13	1.29	2.44	8.07
INUTX Columbia Dividend Opportunity Fund	55	1.23	1.71	1.26	1.57	6.48
EFA iShares MSCI EAFE ETF	69	1.34	1.92	1.28	2.10	7.89
VWO Vanguard FTSE Emerging Markets ETF	61	1.22	1.74	1.25	1.78	6.68
SGIIX First Eagle Global Fund Class I	85	1.88	2.53	1.37	2.44	9.68
PONPX PIMCO Income Fund Class I-2	75	1.67	2.41	1.32	1.96	7.62
CMNIX Calamos Market Neutral Income Fund Institutional Class	89	1.74	2.61	1.55	2.32	15.76
WTMF WisdomTree Managed Futures Strategy Fund	93	2.13	2.90	1.40	4.92	18.82
EGRIX Eaton Vance Global Macro Absolute Return Advantage Fund	99	5.15	6.93	2.37	5.94	23.93

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.

Brian Dec 1 Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 2.96
5-Year: 1.03
10-Year: 0.96
All Time: 0.87

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 0.99 to 1.69, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Brian Dec 1 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading graphics...

Dividends

Dividend yield

Brian Dec 1 provided a 5.67% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	5.67%	5.66%	4.09%	4.30%	4.86%	8.13%	3.54%	5.26%	6.41%	4.78%	2.52%	3.44%
Portfolio components:
USD=X USD Cash	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ALGRX Alger Focus Equity Fund	8.52%	7.84%	0.00%	0.10%	0.06%	13.98%	6.25%	2.08%	5.38%	0.00%	0.00%	0.00%
INUTX Columbia Dividend Opportunity Fund	7.70%	8.05%	7.27%	3.76%	7.82%	12.77%	4.22%	12.47%	12.99%	10.68%	3.84%	5.80%
EFA iShares MSCI EAFE ETF	3.31%	3.38%	3.24%	2.98%	2.69%	3.33%	2.13%	3.10%	3.39%	2.57%	3.07%	2.76%
VWO Vanguard FTSE Emerging Markets ETF	2.70%	2.79%	3.20%	3.52%	4.11%	2.63%	1.91%	3.23%	2.88%	2.30%	2.52%	3.26%
SGIIX First Eagle Global Fund Class I	9.42%	9.61%	5.68%	3.74%	4.41%	6.49%	2.61%	5.72%	6.66%	4.50%	4.96%	1.43%
PONPX PIMCO Income Fund Class I-2	5.87%	5.91%	6.16%	6.11%	4.89%	3.92%	4.78%	5.73%	5.56%	5.27%	5.42%	7.77%
CMNIX Calamos Market Neutral Income Fund Institutional Class	1.74%	1.63%	2.00%	5.90%	1.02%	0.46%	0.90%	1.57%	5.02%	2.60%	2.97%	2.42%
WTMF WisdomTree Managed Futures Strategy Fund	2.90%	3.04%	3.57%	4.74%	5.29%	14.71%	0.47%	1.63%	3.59%	0.00%	0.00%	0.00%
EGRIX Eaton Vance Global Macro Absolute Return Advantage Fund	6.42%	6.65%	6.00%	3.40%	4.82%	4.89%	5.82%	4.15%	0.06%	3.22%	1.78%	6.67%

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 Brian Dec 1. 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 Brian Dec 1 was 24.42%, occurring on Mar 23, 2020. Recovery took 142 trading sessions.

The current Brian Dec 1 drawdown is 3.74%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-24.42%	Feb 20, 2020	33	Mar 23, 2020	142	Aug 12, 2020	175
-17.17%	Dec 16, 2021	289	Sep 30, 2022	304	Jul 31, 2023	593
-12.21%	Feb 19, 2025	49	Apr 8, 2025	38	May 16, 2025	87
-12.14%	Jan 29, 2018	330	Dec 24, 2018	87	Mar 21, 2019	417
-9.22%	May 22, 2015	266	Feb 11, 2016	113	Jun 3, 2016	379

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading graphics...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 15 assets, with an effective number of assets of 7.14, 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	USD=X	QSPIX	IAU	WTMF	EGRIX	PONPX	QLEIX	VWO	CMNIX	ALGRX	INUTX	EFA	JHEQX	SGIIX	CSM	Portfolio
Benchmark	1.00	0.00	-0.07	0.01	0.18	0.19	0.31	0.50	0.68	0.80	0.89	0.83	0.79	0.93	0.82	0.97	0.96
USD=X	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
QSPIX	-0.07	0.00	1.00	-0.07	0.02	0.02	-0.12	0.47	-0.06	-0.03	-0.10	0.05	-0.02	-0.04	-0.01	-0.04	0.03
IAU	0.01	0.00	-0.07	1.00	0.13	-0.05	0.20	-0.02	0.17	0.01	0.01	0.05	0.16	-0.01	0.28	0.01	0.10
WTMF	0.18	0.00	0.02	0.13	1.00	0.07	0.06	0.08	0.12	0.10	0.14	0.13	0.14	0.15	0.17	0.16	0.19
EGRIX	0.19	0.00	0.02	-0.05	0.07	1.00	0.20	0.13	0.17	0.20	0.19	0.17	0.18	0.18	0.19	0.18	0.21
PONPX	0.31	0.00	-0.12	0.20	0.06	0.20	1.00	0.08	0.34	0.31	0.25	0.29	0.36	0.26	0.36	0.29	0.34
QLEIX	0.50	0.00	0.47	-0.02	0.08	0.13	0.08	1.00	0.34	0.37	0.39	0.48	0.45	0.44	0.45	0.47	0.53
VWO	0.68	0.00	-0.06	0.17	0.12	0.17	0.34	0.34	1.00	0.53	0.58	0.57	0.73	0.59	0.70	0.62	0.71
CMNIX	0.80	0.00	-0.03	0.01	0.10	0.20	0.31	0.37	0.53	1.00	0.66	0.67	0.62	0.73	0.64	0.74	0.74
ALGRX	0.89	0.00	-0.10	0.01	0.14	0.19	0.25	0.39	0.58	0.66	1.00	0.54	0.63	0.80	0.61	0.80	0.82
INUTX	0.83	0.00	0.05	0.05	0.13	0.17	0.29	0.48	0.57	0.67	0.54	1.00	0.70	0.70	0.78	0.76	0.82
EFA	0.79	0.00	-0.02	0.16	0.14	0.18	0.36	0.45	0.73	0.62	0.63	0.70	1.00	0.68	0.84	0.72	0.80
JHEQX	0.93	0.00	-0.04	-0.01	0.15	0.18	0.26	0.44	0.59	0.73	0.80	0.70	0.68	1.00	0.70	0.86	0.85
SGIIX	0.82	0.00	-0.01	0.28	0.17	0.19	0.36	0.45	0.70	0.64	0.61	0.78	0.84	0.70	1.00	0.75	0.84
CSM	0.97	0.00	-0.04	0.01	0.16	0.18	0.29	0.47	0.62	0.74	0.80	0.76	0.72	0.86	0.75	1.00	0.89
Portfolio	0.96	0.00	0.03	0.10	0.19	0.21	0.34	0.53	0.71	0.74	0.82	0.82	0.80	0.85	0.84	0.89	1.00

The correlation results are calculated based on daily price changes starting from May 31, 2014

Brian Dec 1

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Top 10 holdings

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