Candidate (3/23/25), 1/4 sample space

Asset Allocation

Position	Category/Sector	Target Weight
ABBV AbbVie Inc.	Healthcare	15.64%
AVGO Broadcom Inc.	Technology	3.86%
COST Costco Wholesale Corporation	Consumer Defensive	3.59%
GE General Electric Company	Industrials	11.17%
IBM International Business Machines Corporation	Technology	4.27%
LLY Eli Lilly and Company	Healthcare	16.11%
NVDA NVIDIA Corporation	Technology	3.56%
PLTR Palantir Technologies Inc.	Technology	3.43%
PM Philip Morris International Inc.	Consumer Defensive	14.65%
T AT&T Inc.	Communication Services	2.11%
WMT Walmart Inc.	Consumer Defensive	9.12%
XOM Exxon Mobil Corporation	Energy	12.47%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Candidate (3/23/25), 1/4 sample space, 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 30, 2020, corresponding to the inception date of PLTR

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.80%	4.83%	2.59%	5.27%	30.14%	19.29%	10.91%	12.94%
Portfolio Candidate (3/23/25), 1/4 sample space	-0.23%	-3.10%	1.10%	8.26%	35.48%	39.45%	32.66%	—
Portfolio components:
LLY Eli Lilly and Company	-1.89%	-8.50%	-15.65%	9.84%	20.41%	35.16%	38.12%	30.34%
ABBV AbbVie Inc.	-0.05%	-5.10%	-7.29%	-6.36%	21.73%	12.83%	18.43%	18.12%
PM Philip Morris International Inc.	-1.43%	-9.26%	-1.13%	1.46%	1.67%	21.77%	16.49%	9.93%
XOM Exxon Mobil Corporation	-0.15%	-5.23%	24.65%	35.57%	49.50%	12.45%	26.07%	10.49%
GE General Electric Company	-1.28%	3.27%	2.06%	4.87%	69.97%	61.18%	36.94%	9.03%
WMT Walmart Inc.	-0.23%	-0.77%	12.21%	14.90%	33.94%	37.67%	23.24%	20.52%
IBM International Business Machines Corporation	1.89%	-1.79%	-16.88%	-11.82%	4.23%	28.41%	18.53%	9.89%
AVGO Broadcom Inc.	4.19%	22.35%	14.87%	13.37%	123.49%	88.18%	55.73%	41.80%
COST Costco Wholesale Corporation	1.02%	-1.70%	14.35%	3.40%	1.35%	27.81%	22.92%	22.53%
NVDA NVIDIA Corporation	1.20%	8.54%	6.64%	10.60%	77.29%	95.21%	65.80%	71.40%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 1, 2020, Candidate (3/23/25), 1/4 sample space's average daily return is +0.13%, while the average monthly return is +2.77%. At this rate, an investment would double in approximately 2.1 years.

Historically, 72% of months were positive and 28% were negative. The best month was Nov 2020 with a return of +20.4%, while the worst month was Sep 2022 at -5.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 2 months.

On a daily basis, Candidate (3/23/25), 1/4 sample space closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +6.5%, while the worst single day was Apr 4, 2025 at -7.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.65%	3.68%	-5.26%	-0.70%									1.10%
2025	6.94%	8.64%	-2.97%	3.41%	1.88%	4.08%	-0.38%	2.71%	5.12%	1.34%	6.12%	0.88%	44.23%
2024	5.28%	10.06%	5.12%	-0.08%	4.70%	4.79%	3.45%	8.08%	1.65%	0.63%	2.65%	-2.89%	52.23%
2023	3.89%	-1.49%	5.78%	3.15%	1.43%	6.10%	4.21%	2.98%	-1.00%	-2.09%	5.62%	2.97%	35.94%
2022	-0.17%	1.13%	6.27%	-4.27%	2.97%	-4.65%	4.94%	-4.57%	-5.55%	14.50%	7.17%	-2.50%	14.11%
2021	4.59%	4.33%	2.02%	2.98%	4.03%	5.01%	-0.10%	3.77%	-4.90%	6.12%	-3.48%	7.85%	36.40%

Benchmark Metrics

Candidate (3/23/25), 1/4 sample space has an annualized alpha of 25.76%, beta of 0.70, and R² of 0.59 versus S&P 500 Index. Calculated based on daily prices since October 01, 2020.

This portfolio captured 129.28% of S&P 500 Index gains but only 30.68% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 25.76% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
Beta of 0.70 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: 25.76%

Beta: 0.70

R²: 0.59

Upside Capture: 129.28%

Downside Capture: 30.68%

Expense Ratio

Candidate (3/23/25), 1/4 sample space 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

Candidate (3/23/25), 1/4 sample space ranks 69 for risk / return — better than 69% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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	2.71	2.30	+0.42
Sortino ratio Return per unit of downside risk	3.86	3.18	+0.68
Omega ratio Gain probability vs. loss probability	1.49	1.43	+0.06
Calmar ratio Return relative to maximum drawdown	5.05	3.40	+1.65
Martin ratio Return relative to average drawdown	18.90	15.35	+3.55
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
LLY Eli Lilly and Company	47	0.50	0.95	1.13	0.81	1.94
ABBV AbbVie Inc.	57	0.86	1.31	1.17	1.62	3.66
PM Philip Morris International Inc.	33	0.07	0.25	1.03	0.28	0.57
XOM Exxon Mobil Corporation	82	2.18	2.79	1.35	3.77	13.71
GE General Electric Company	84	2.44	2.98	1.40	3.54	12.94
WMT Walmart Inc.	75	1.56	2.34	1.29	3.26	8.83
IBM International Business Machines Corporation	35	0.13	0.38	1.05	0.23	0.58
AVGO Broadcom Inc.	86	2.92	3.48	1.45	4.18	10.09
COST Costco Wholesale Corporation	32	0.07	0.24	1.03	0.14	0.29
NVDA NVIDIA Corporation	81	2.24	2.80	1.35	3.92	9.80

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.

Candidate (3/23/25), 1/4 sample space Sharpe ratios as of Apr 16, 2026 (values are recalculated daily):

1-Year: 2.71
5-Year: 2.19
All Time: 2.48

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 2.19 to 3.00, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Candidate (3/23/25), 1/4 sample space 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

Candidate (3/23/25), 1/4 sample space provided a 1.87% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.87%	1.84%	2.19%	2.63%	2.52%	2.93%	3.66%	3.60%	3.80%	3.10%	3.03%	3.17%
Portfolio components:
LLY Eli Lilly and Company	0.69%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
ABBV AbbVie Inc.	3.23%	2.87%	3.49%	3.82%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%
PM Philip Morris International Inc.	3.66%	3.52%	4.40%	5.46%	4.98%	5.16%	5.73%	5.43%	6.73%	3.99%	4.50%	4.60%
XOM Exxon Mobil Corporation	2.71%	3.32%	3.57%	3.68%	3.22%	5.70%	8.44%	4.92%	4.74%	3.66%	3.30%	3.69%
GE General Electric Company	0.49%	0.47%	0.67%	0.25%	0.38%	0.34%	0.37%	4.12%	4.89%	4.81%	2.94%	2.95%
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%
IBM International Business Machines Corporation	2.75%	2.27%	3.03%	4.05%	4.68%	4.74%	5.17%	4.80%	5.46%	3.85%	3.31%	3.63%
AVGO Broadcom Inc.	0.63%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
COST Costco Wholesale Corporation	0.53%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%

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 Candidate (3/23/25), 1/4 sample space. 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 Candidate (3/23/25), 1/4 sample space was 14.13%, occurring on Sep 30, 2022. Recovery took 29 trading sessions.

The current Candidate (3/23/25), 1/4 sample space drawdown is 5.92%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-14.13%	Apr 11, 2022	120	Sep 30, 2022	29	Nov 10, 2022	149
-13.93%	Feb 20, 2025	34	Apr 8, 2025	15	Apr 30, 2025	49
-7.66%	Mar 2, 2026	15	Mar 20, 2026	—	—	—
-7.17%	Oct 13, 2020	12	Oct 28, 2020	6	Nov 5, 2020	18
-6.57%	Sep 15, 2023	31	Oct 27, 2023	31	Dec 12, 2023	62

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 12 assets, with an effective number of assets of 8.64, 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	XOM	T	PM	ABBV	PLTR	LLY	WMT	NVDA	COST	AVGO	IBM	GE	Portfolio
Benchmark	1.00	0.26	0.23	0.26	0.28	0.53	0.34	0.34	0.68	0.53	0.69	0.49	0.54	0.71
XOM	0.26	1.00	0.25	0.23	0.20	0.07	0.07	0.11	0.04	0.06	0.08	0.26	0.27	0.44
T	0.23	0.25	1.00	0.36	0.27	0.07	0.10	0.24	-0.04	0.15	-0.01	0.33	0.23	0.33
PM	0.26	0.23	0.36	1.00	0.31	0.01	0.19	0.29	0.00	0.23	0.07	0.28	0.19	0.48
ABBV	0.28	0.20	0.27	0.31	1.00	0.00	0.38	0.22	0.04	0.18	0.09	0.26	0.16	0.54
PLTR	0.53	0.07	0.07	0.01	0.00	1.00	0.10	0.14	0.49	0.26	0.44	0.23	0.32	0.42
LLY	0.34	0.07	0.10	0.19	0.38	0.10	1.00	0.23	0.19	0.26	0.20	0.20	0.19	0.61
WMT	0.34	0.11	0.24	0.29	0.22	0.14	0.23	1.00	0.12	0.59	0.15	0.24	0.21	0.46
NVDA	0.68	0.04	-0.04	0.00	0.04	0.49	0.19	0.12	1.00	0.33	0.67	0.19	0.34	0.42
COST	0.53	0.06	0.15	0.23	0.18	0.26	0.26	0.59	0.33	1.00	0.35	0.27	0.23	0.47
AVGO	0.69	0.08	-0.01	0.07	0.09	0.44	0.20	0.15	0.67	0.35	1.00	0.31	0.38	0.48
IBM	0.49	0.26	0.33	0.28	0.26	0.23	0.20	0.24	0.19	0.27	0.31	1.00	0.37	0.51
GE	0.54	0.27	0.23	0.19	0.16	0.32	0.19	0.21	0.34	0.23	0.38	0.37	1.00	0.60
Portfolio	0.71	0.44	0.33	0.48	0.54	0.42	0.61	0.46	0.42	0.47	0.48	0.51	0.60	1.00

The correlation results are calculated based on daily price changes starting from Oct 1, 2020

Candidate (3/23/25), 1/4 sample space

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