Backtest Portfolio Asset Allocation

This portfolio backtesting tool allows you to construct one or more portfolios based on the selected mutual funds, ETFs, and stocks. You can analyze and backtest portfolio returns, risk characteristics, style exposures, and drawdowns. The results cover both returns and fund fundamentals based portfolio style analysis along with risk and return decomposition by each portfolio asset. You can compare up to three different portfolios against the selected benchmark, and you can also specify any periodic contribution or withdrawal cashflows and the preferred portfolio rebalancing strategy.

The related asset class level portfolio modeling tool allows you to analyze and compare asset class level portfolios with a longer time horizon starting from 1972.

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Portfolio Analysis Results (Jan 2019 - Jul 2020)

Portfolio Allocations

Portfolio 1
Ticker Name Allocation
MCD McDonald's Corporation 9.10%
LLY Eli Lilly and Company 9.09%
VLO Valero Energy Corporation 9.09%
KAR KAR Auction Services, Inc 9.09%
FAF First American Corporation 9.09%
IDA IDACORP, Inc. 9.09%
FHI Federated Hermes Inc 9.09%
SCCO Southern Copper Corporation 9.09%
LM Legg Mason, Inc. 9.09%
WDR Waddell & Reed Financial, Inc. 9.09%
BSIG BrightSphere Investment Group PLC 9.09%
Save portfolio »
Portfolio 2
Ticker Name Allocation
HDV iShares Core High Dividend ETF 100.00%
Save portfolio »
Portfolio 3
Ticker Name Allocation
AVGO Broadcom Limited 9.10%
LMT Lockheed Martin Corporation 9.09%
EXC Exelon Corp 9.09%
ITW Illinois Tool Works Inc. 9.09%
HBAN Huntington Bancshares Incorporated 9.09%
CMA Comerica Incorporated 9.09%
PNW Pinnacle West Capital Corporation 9.09%
ALV Autoliv, Inc. 9.09%
EV Eaton Vance Corporation 9.09%
APAM Artisan Partners Asset Management Inc. 9.09%
PFS Provident Financial Services, Inc 9.09%
Save portfolio »

Portfolio Returns

Portfolio performance statistics
PortfolioInitial BalanceFinal BalanceCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
Portfolio 1$10,000$12,089 12.73% 23.45%23.21%-1.89%-23.58% 0.560.800.96
Portfolio 2$10,000$10,451 2.83% 21.48%20.23%-13.07%-26.06% 0.160.220.96
Portfolio 3$10,000$10,991 6.15% 28.79%28.69%-14.60%-31.53% 0.300.400.96
   

Trailing Returns

Trailing Returns
Name3 MonthYTD1 yearFull
Portfolio 111.30%-1.89%-0.19%12.73%
Portfolio 22.89%-13.07%-8.04%2.83%
Portfolio 38.72%-14.60%-7.29%6.15%
Trailing returns are for full months ending in July 2020 excluding portfolio cashflows.
Notes on results:
  • Past performance is no guarantee of future results, which may vary. All use is subject to terms of service.
  • Investing involves risk, including possible loss of principal. The value of the investments and the income derived from them may fluctuate over time.
  • All portfolio returns presented are hypothetical and backtested. Hypothetical returns do not reflect trading costs, transaction fees, or taxes.
  • The results are based on information from a variety of sources we consider reliable, but we do not represent that the information is accurate or complete.
  • The results do not constitute investment advice or recommendation, are provided solely for informational purposes, and are not an offer to buy or sell any securities.
  • The results are based on the total return of assets and assume that all received dividends and distributions are reinvested.
  • The annual results for 2020 are based on monthly returns from January to July
  • CAGR = Compound Annual Growth Rate
  • Stdev = Annualized standard deviation of monthly returns
  • Sharpe and Sortino ratios are calculated and annualized from monthly excess returns over risk free rate (3-month treasury bill)
  • Stock market correlation is based on the correlation of monthly returns
  • Drawdown analysis is calculated based on monthly returns excluding cashflows
  • The results assume annual rebalancing of portfolio assets to match the specified allocation
Annual returns for the configured portfolios
YearInflationReturnBalanceMcDonald's Corporation (MCD)Eli Lilly and Company (LLY)Valero Energy Corporation (VLO)KAR Auction Services, Inc (KAR)First American Corporation (FAF)IDACORP, Inc. (IDA)Federated Hermes Inc (FHI)Southern Copper Corporation (SCCO)Legg Mason, Inc. (LM)Waddell & Reed Financial, Inc. (WDR)BrightSphere Investment Group PLC (BSIG)iShares Core High Dividend ETF (HDV)Broadcom Limited (AVGO)Lockheed Martin Corporation (LMT)Exelon Corp (EXC)Illinois Tool Works Inc. (ITW)Huntington Bancshares Incorporated (HBAN)Comerica Incorporated (CMA)Pinnacle West Capital Corporation (PNW)Autoliv, Inc. (ALV)Eaton Vance Corporation (EV)Artisan Partners Asset Management Inc. (APAM)Provident Financial Services, Inc (PFS)
Portfolio 1Portfolio 2Portfolio 3Portfolio 1Portfolio 2Portfolio 3
20192.29%23.21%20.23%28.69%$12,321$12,023$12,86913.97%16.15%30.36%24.25%34.61%17.69%27.06%46.64%47.32%-1.83%-0.87%20.23%29.11%52.53%4.28%45.59%31.74%8.42%9.03%24.38%37.23%66.53%6.75%
20200.83%-1.89%-13.07%-14.60%$12,089$10,451$10,991-0.39%15.48%-38.25%-29.53%-11.21%-11.50%-17.53%4.81%41.57%-8.09%33.86%-13.07%3.02%-1.44%-13.75%4.41%-36.51%-44.32%-5.01%-22.34%-20.37%18.67%-42.94%
Annual returns for 2020 are based on partial year data
Monthly returns for the configured portfolios
YearMonthReturnBalanceMcDonald's Corporation (MCD)Eli Lilly and Company (LLY)Valero Energy Corporation (VLO)KAR Auction Services, Inc (KAR)First American Corporation (FAF)IDACORP, Inc. (IDA)Federated Hermes Inc (FHI)Southern Copper Corporation (SCCO)Legg Mason, Inc. (LM)Waddell & Reed Financial, Inc. (WDR)BrightSphere Investment Group PLC (BSIG)iShares Core High Dividend ETF (HDV)Broadcom Limited (AVGO)Lockheed Martin Corporation (LMT)Exelon Corp (EXC)Illinois Tool Works Inc. (ITW)Huntington Bancshares Incorporated (HBAN)Comerica Incorporated (CMA)Pinnacle West Capital Corporation (PNW)Autoliv, Inc. (ALV)Eaton Vance Corporation (EV)Artisan Partners Asset Management Inc. (APAM)Provident Financial Services, Inc (PFS)
Portfolio 1Portfolio 2Portfolio 3Portfolio 1Portfolio 2Portfolio 3
201917.61%4.82%8.41%$10,761$10,482$10,8410.68%3.58%17.14%8.99%12.19%4.77%-1.58%9.26%16.82%-3.98%15.82%4.82%5.49%10.64%5.90%8.38%11.07%14.63%4.29%13.70%10.50%5.47%2.40%
201923.56%4.32%8.01%$11,144$10,935$11,7093.48%5.93%-6.11%-9.34%1.42%1.59%14.98%8.74%-1.85%8.12%14.39%4.32%2.65%7.57%2.50%4.93%8.84%10.63%6.38%3.26%8.64%20.14%12.87%
201931.52%2.00%-3.69%$11,313$11,154$11,2773.30%2.75%4.01%9.59%2.25%1.15%-1.48%11.43%-5.25%-6.59%-3.46%2.00%10.20%-2.99%3.17%0.32%-11.11%-15.14%1.96%-10.12%-3.68%-4.30%-5.68%
201945.57%2.26%6.42%$11,943$11,406$12,0014.04%-9.80%6.87%10.08%10.80%-0.52%4.84%-3.18%22.21%9.88%8.11%2.26%5.88%11.05%1.64%8.43%9.78%7.19%0.45%6.75%4.00%12.59%2.43%
20195-7.07%-6.17%-10.03%$11,099$10,702$10,7980.94%-0.39%-21.50%0.16%-9.48%1.90%0.20%-11.24%6.49%-13.77%-26.74%-6.17%-20.97%2.22%-4.93%-10.27%-9.12%-12.43%-1.43%-20.83%-8.06%-14.74%-9.29%
201967.69%6.42%8.46%$11,953$11,389$11,7114.74%-4.44%21.61%17.48%4.80%0.16%6.45%15.18%7.47%3.22%7.21%6.42%15.50%7.38%-0.29%8.72%10.39%6.57%0.19%14.52%12.85%16.36%1.72%
201971.33%-0.21%1.22%$12,111$11,365$11,8551.47%-1.66%-0.42%6.96%7.67%1.62%6.92%-7.88%-0.58%6.56%-6.22%-0.21%0.74%-0.38%-6.01%2.27%3.11%0.77%-2.27%2.33%3.98%7.52%-0.29%
20198-3.20%-1.74%-2.50%$11,724$11,168$11,5593.99%4.30%-10.65%-0.67%1.09%8.25%-7.04%-10.61%-2.31%-7.60%-15.05%-1.74%-2.53%6.67%5.74%-2.83%-7.02%-15.78%4.48%-4.28%-3.10%-7.86%-0.55%
201992.81%2.54%4.76%$12,053$11,452$12,109-1.50%-1.01%13.23%-6.88%1.67%2.60%1.15%8.01%3.81%6.25%10.07%2.54%-1.41%1.55%2.22%5.15%8.80%8.15%1.85%15.32%4.20%6.01%3.02%
2019100.65%0.62%-0.14%$12,131$11,522$12,092-8.39%1.90%13.77%1.26%4.69%-4.48%-1.45%4.25%-1.32%-2.00%-0.91%0.62%6.08%-3.43%-5.84%7.73%-0.98%-0.86%-3.04%-1.32%2.32%-3.15%1.71%
2019110.24%1.42%3.79%$12,161$11,687$12,550-0.49%3.58%-0.63%-15.04%2.98%-1.77%5.79%8.04%4.88%-2.48%-1.93%1.42%7.98%4.45%-1.60%3.41%5.38%7.63%-6.37%5.80%3.44%10.95%-1.62%
2019121.32%2.88%2.54%$12,321$12,023$12,8691.61%12.00%-1.93%4.09%-7.72%1.67%-2.77%11.70%-7.09%3.53%7.11%2.88%0.96%-0.42%2.68%3.65%2.27%2.85%2.91%3.29%-1.02%8.93%1.36%
202010.76%-4.13%-1.96%$12,415$11,526$12,6178.28%6.25%-9.97%-3.53%6.28%5.05%11.17%-11.30%9.02%-2.98%-9.88%-4.13%-3.44%9.95%4.39%-2.59%-10.01%-14.76%9.50%-9.22%-1.23%3.34%-7.46%
20202-7.40%-9.91%-10.26%$11,496$10,384$11,322-8.67%-9.20%-20.51%-8.42%-7.87%-13.34%-19.79%-10.70%27.25%-13.89%1.52%-9.91%-10.66%-13.05%-8.71%-4.11%-9.58%-13.93%-8.39%-12.21%-9.81%-11.41%-11.54%
20203-17.48%-14.39%-22.18%$9,487$8,890$8,811-14.84%9.98%-31.53%-36.74%-25.24%-9.16%-33.97%-15.27%-1.08%-17.30%-30.51%-14.39%-11.56%-8.36%-14.61%-14.66%-31.89%-43.18%-15.31%-31.05%-21.84%-24.81%-35.64%
2020414.48%14.27%14.73%$10,861$10,158$10,10913.43%11.48%39.66%24.83%8.75%4.54%19.53%15.20%2.01%30.55%15.96%14.27%14.56%14.78%0.73%14.34%12.55%18.81%1.58%30.45%14.95%36.99%11.59%
202051.98%2.63%1.94%$11,077$10,425$10,3050.01%-0.63%6.94%-4.21%9.48%2.34%-1.58%12.58%0.00%-10.38%12.69%2.63%7.23%0.46%4.41%6.13%-3.79%4.27%2.25%5.93%-1.77%0.62%-7.35%
202065.83%-2.25%2.79%$11,723$10,190$10,592-0.99%7.34%-11.73%-4.11%-4.09%-6.29%7.05%9.56%0.64%18.94%49.39%-2.25%9.52%-6.05%-5.27%2.02%3.17%6.64%-5.92%1.46%7.07%12.19%10.90%
202073.12%2.56%3.76%$12,089$10,451$10,9915.32%-8.46%-4.40%9.96%6.23%6.73%11.22%9.91%0.48%-4.41%7.87%2.56%0.36%3.85%6.39%5.80%2.54%1.10%14.43%0.81%-5.40%11.48%-5.54%

Holdings Based Style Analysis for Portfolio 1

Holdings Based Style Analysis for Portfolio 1
TickerNameCategoryWeightReturn ContributionRisk Contribution
MCDMcDonald's CorporationConsumer Cyclical / Restaurants9.10%$1235.89%
LLYEli Lilly and CompanyHealthcare / Drug Manufacturers - General9.09%$3200.04%
VLOValero Energy CorporationEnergy / Oil & Gas Refining & Marketing9.09%-$15217.97%
KARKAR Auction Services, IncConsumer Cyclical / Specialty Retail9.09%-$11013.27%
FAFFirst American CorporationFinancial Services / Insurance - Specialty9.09%$1899.10%
IDAIDACORP, Inc.Utilities / Utilities - Regulated Electric9.09%$31.993.29%
FHIFederated Hermes IncFinancial Services / Asset Management9.09%$49.6012.63%
SCCOSouthern Copper CorporationBasic Materials / Copper9.09%$4789.96%
LMLegg Mason, Inc.Financial Services / Asset Management9.09%$8960.16%
WDRWaddell & Reed Financial, Inc.Financial Services / Asset Management9.09%-$10711.73%
BSIGBrightSphere Investment Group PLCFinancial Services / Asset Management9.09%$37115.94%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Holdings Based Style Analysis for Portfolio 2

Holdings Based Style Analysis for Portfolio 2
TickerNameCategoryWeightERP/EReturn ContributionRisk Contribution
HDViShares Core High Dividend ETFLarge Value100.00%0.08%19.30$451100.00%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Holdings Based Style Analysis for Portfolio 3

Holdings Based Style Analysis for Portfolio 3
TickerNameCategoryWeightReturn ContributionRisk Contribution
AVGOBroadcom LimitedTechnology / Semiconductors9.10%$3007.43%
LMTLockheed Martin CorporationIndustrials / Aerospace & Defense9.09%$4615.40%
EXCExelon CorpUtilities / Utilities - Diversified9.09%-$1223.90%
ITWIllinois Tool Works Inc.Industrials / Specialty Industrial Machinery9.09%$4666.99%
HBANHuntington Bancshares IncorporatedFinancial Services / Banks - Regional9.09%-$13911.17%
CMAComerica IncorporatedFinancial Services / Banks - Regional9.09%-$44214.76%
PNWPinnacle West Capital CorporationUtilities / Utilities - Regulated Electric9.09%$23.563.88%
ALVAutoliv, Inc.Consumer Cyclical / Auto Parts9.09%-$39.7013.99%
EVEaton Vance CorporationFinancial Services / Asset Management9.09%$1008.71%
APAMArtisan Partners Asset Management Inc.Financial Services / Asset Management9.09%$82313.74%
PFSProvident Financial Services, IncFinancial Services / Banks - Regional9.09%-$44110.01%

Asset Allocation

Equity Market Capitalization

Equity Sectors

Fund fundamentals data as of 10/27/2020. (c) 2020 Morningstar. All Rights Reserved. The fund fundamentals information contained herein: (1) is proprietary to Morningstar and/or its content providers; (2) may not be copied or distributed; and (3) is not warranted to be accurate, complete or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information.

Portfolio return and risk metrics
MetricPortfolio 1Portfolio 2Portfolio 3
Arithmetic Mean (monthly)1.23%0.42%0.85%
Arithmetic Mean (annualized)15.77%5.13%10.64%
Geometric Mean (monthly)1.00%0.23%0.50%
Geometric Mean (annualized)12.73%2.83%6.15%
Volatility (monthly)6.77%6.20%8.31%
Volatility (annualized)23.45%21.48%28.79%
Downside Deviation (monthly)4.70%4.40%6.16%
Max. Drawdown-23.58%-26.06%-31.53%
US Market Correlation0.960.960.96
Beta(*)1.060.971.30
Alpha (annualized)-7.00%-14.85%-16.45%
R292.25%91.88%91.68%
Sharpe Ratio0.560.160.30
Sortino Ratio0.800.220.40
Treynor Ratio (%)12.373.536.59
Active Return-7.16%-17.06%-13.74%
Tracking Error6.66%6.15%10.47%
Information Ratio-1.08-2.77-1.31
Skewness-0.96-0.44-1.17
Excess Kurtosis2.651.722.26
Historical Value-at-Risk (5%)-17.48%-14.39%-22.18%
Analytical Value-at-Risk (5%)-10.17%-9.78%-12.77%
Conditional Value-at-Risk (5%)N/AN/AN/A
Upside Capture Ratio (%)89.9166.1099.12
Downside Capture Ratio (%)112.64117.00149.82
Safe Withdrawal Rate100.00%100.00%100.00%
Perpetual Withdrawal Rate14.69%1.32%6.16%
Positive Periods15 out of 19 (78.95%)12 out of 19 (63.16%)12 out of 19 (63.16%)
Gain/Loss Ratio0.440.700.77
* US stock market is used as the benchmark for calculations. Value-at-risk metrics are based on monthly values.

Drawdowns for Portfolio 1

Drawdowns for Portfolio 1
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Feb 2020Mar 20202 months-23.58%
2May 2019May 20191 monthJun 20191 month2 months-7.07%
3Aug 2019Aug 20191 monthOct 20192 months3 months-3.20%

Drawdowns for Portfolio 2

Drawdowns for Portfolio 2
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Jan 2020Mar 20203 months-26.06%
2May 2019May 20191 monthSep 20194 months5 months-6.17%

Drawdowns for Portfolio 3

Drawdowns for Portfolio 3
RankStartEndLengthRecovery ByRecovery TimeUnderwater PeriodDrawdown
1Jan 2020Mar 20203 months-31.53%
2May 2019May 20191 monthSep 20194 months5 months-10.03%
3Mar 2019Mar 20191 monthApr 20191 month2 months-3.69%
4Oct 2019Oct 20191 monthNov 20191 month2 months-0.14%

Portfolio Assets

Performance statistics for portfolio components
TickerNameCAGRStdevBest YearWorst YearMax. DrawdownSharpe RatioSortino RatioUS Mkt Correlation
MCDMcDonald's Corporation8.34%21.85%13.97%-0.39%-23.16%0.400.570.71
LLYEli Lilly and Company20.38%22.75%16.15%15.48%-15.57%0.861.460.03
VLOValero Energy Corporation-12.81%58.30%30.36%-38.25%-52.25%0.010.020.87
KARKAR Auction Services, Inc-8.05%46.12%24.25%-29.53%-53.71%0.030.040.75
FAFFirst American Corporation11.92%31.23%34.61%-11.21%-32.45%0.470.630.83
IDAIDACORP, Inc.2.60%18.79%17.69%-11.50%-21.27%0.150.190.56
FHIFederated Hermes Inc2.99%42.00%27.06%-17.53%-47.04%0.260.340.80
SCCOSouthern Copper Corporation31.19%36.70%46.64%4.81%-32.88%0.881.430.81
LMLegg Mason, Inc.59.08%31.42%47.32%41.57%-7.09%1.596.41-0.08
WDRWaddell & Reed Financial, Inc.-6.28%40.87%-1.83%-8.09%-36.35%-0.01-0.020.68
BSIGBrightSphere Investment Group PLC19.56%60.61%33.86%-0.87%-54.43%0.550.930.64
HDViShares Core High Dividend ETF2.83%21.48%20.23%-13.07%-26.06%0.160.220.96
AVGOBroadcom Limited19.74%31.73%29.11%3.02%-23.70%0.681.010.82
LMTLockheed Martin Corporation29.37%25.01%52.53%-1.44%-20.31%1.101.970.68
EXCExelon Corp-6.48%19.84%4.28%-13.75%-25.73%-0.32-0.380.66
ITWIllinois Tool Works Inc.30.28%24.16%45.59%4.41%-20.29%1.161.850.94
HBANHuntington Bancshares Incorporated-10.67%38.11%31.74%-36.51%-44.58%-0.13-0.170.85
CMAComerica Incorporated-27.29%50.63%8.42%-44.32%-64.36%-0.37-0.430.89
PNWPinnacle West Capital Corporation2.24%23.02%9.03%-5.01%-24.18%0.140.200.56
ALVAutoliv, Inc.-2.16%47.94%24.38%-22.34%-45.05%0.160.230.91
EVEaton Vance Corporation5.76%30.25%37.23%-20.37%-31.08%0.280.400.87
APAMArtisan Partners Asset Management Inc.53.76%48.14%66.53%18.67%-33.38%1.102.030.88
PFSProvident Financial Services, Inc-26.88%36.88%6.75%-42.94%-51.34%-0.68-0.760.77

Monthly Correlations

Correlations for the portfolio assets
TickerNameMCDLLYVLOKARFAFIDAFHISCCOLMWDRBSIGHDVAVGOLMTEXCITWHBANCMAPNWALVEVAPAMPFSPortfolio 1Portfolio 2Portfolio 3
MCDMcDonald's Corporation1.000.060.530.740.650.770.830.38-0.080.570.270.730.440.810.730.540.570.540.730.590.610.730.610.740.730.71
LLYEli Lilly and Company0.061.000.02-0.21-0.300.100.000.12-0.580.260.020.090.100.09-0.05-0.11-0.16-0.08-0.120.000.070.100.070.010.09-0.01
VLOValero Energy Corporation0.530.021.000.730.730.410.570.71-0.010.620.440.910.780.580.450.900.740.750.330.890.800.720.620.850.910.83
KARKAR Auction Services, Inc0.74-0.210.731.000.690.520.650.490.070.520.350.760.530.550.520.700.650.610.550.650.660.620.620.790.760.70
FAFFirst American Corporation0.65-0.300.730.691.000.580.720.460.170.420.420.740.630.660.690.810.720.720.620.730.720.630.640.800.740.80
IDAIDACORP, Inc.0.770.100.410.520.581.000.590.26-0.320.20-0.010.590.200.770.840.370.390.360.840.420.380.390.380.480.590.52
FHIFederated Hermes Inc0.830.000.570.650.720.591.000.53-0.130.700.490.770.530.690.570.690.760.760.640.670.780.850.800.830.770.83
SCCOSouthern Copper Corporation0.380.120.710.490.460.260.531.00-0.290.500.700.810.790.280.480.780.660.740.330.730.650.690.600.750.810.74
LMLegg Mason, Inc.-0.08-0.58-0.010.070.17-0.32-0.13-0.291.00-0.110.05-0.18-0.180.08-0.100.030.140.09-0.140.040.04-0.05-0.060.01-0.180.00
WDRWaddell & Reed Financial, Inc.0.570.260.620.520.420.200.700.50-0.111.000.670.700.630.460.190.690.710.710.170.750.780.870.790.790.700.76
BSIGBrightSphere Investment Group PLC0.270.020.440.350.42-0.010.490.700.050.671.000.530.650.110.290.680.670.740.200.650.670.670.720.730.530.68
HDViShares Core High Dividend ETF0.730.090.910.760.740.590.770.81-0.180.700.531.000.780.690.640.920.840.850.540.910.850.870.780.921.000.94
AVGOBroadcom Limited0.440.100.780.530.630.200.530.79-0.180.630.650.781.000.380.390.820.620.650.200.750.750.730.610.800.780.76
LMTLockheed Martin Corporation0.810.090.580.550.660.770.690.280.080.460.110.690.381.000.670.550.600.540.620.610.630.640.500.650.690.70
EXCExelon Corp0.73-0.050.450.520.690.840.570.48-0.100.190.290.640.390.671.000.540.500.490.890.520.440.460.490.600.640.64
ITWIllinois Tool Works Inc.0.54-0.110.900.700.810.370.690.780.030.690.680.920.820.550.541.000.880.900.440.930.850.850.770.920.920.94
HBANHuntington Bancshares Incorporated0.57-0.160.740.650.720.390.760.660.140.710.670.840.620.600.500.881.000.970.430.910.910.850.880.880.840.95
CMAComerica Incorporated0.54-0.080.750.610.720.360.760.740.090.710.740.850.650.540.490.900.971.000.400.910.900.860.870.890.850.95
PNWPinnacle West Capital Corporation0.73-0.120.330.550.620.840.640.33-0.140.170.200.540.200.620.890.440.430.401.000.380.340.440.430.530.540.55
ALVAutoliv, Inc.0.590.000.890.650.730.420.670.730.040.750.650.910.750.610.520.930.910.910.381.000.890.870.780.910.910.95
EVEaton Vance Corporation0.610.070.800.660.720.380.780.650.040.780.670.850.750.630.440.850.910.900.340.891.000.860.900.920.850.93
APAMArtisan Partners Asset Management Inc.0.730.100.720.620.630.390.850.69-0.050.870.670.870.730.640.460.850.850.860.440.870.861.000.810.900.870.93
PFSProvident Financial Services, Inc0.610.070.620.620.640.380.800.60-0.060.790.720.780.610.500.490.770.880.870.430.780.900.811.000.850.780.88

Portfolio Return Decomposition

Portfolio return decomposition
TickerNamePortfolio 1Portfolio 2Portfolio 3
MCDMcDonald's Corporation$123
LLYEli Lilly and Company$320
VLOValero Energy Corporation-$152
KARKAR Auction Services, Inc-$110
FAFFirst American Corporation$189
IDAIDACORP, Inc.$31.99
FHIFederated Hermes Inc$49.60
SCCOSouthern Copper Corporation$478
LMLegg Mason, Inc.$896
WDRWaddell & Reed Financial, Inc.-$107
BSIGBrightSphere Investment Group PLC$371
HDViShares Core High Dividend ETF$451
AVGOBroadcom Limited$300
LMTLockheed Martin Corporation$461
EXCExelon Corp-$122
ITWIllinois Tool Works Inc.$466
HBANHuntington Bancshares Incorporated-$139
CMAComerica Incorporated-$442
PNWPinnacle West Capital Corporation$23.56
ALVAutoliv, Inc.-$39.70
EVEaton Vance Corporation$100
APAMArtisan Partners Asset Management Inc.$823
PFSProvident Financial Services, Inc-$441

Portfolio Risk Decomposition

Portfolio risk decomposition
TickerNamePortfolio 1Portfolio 2Portfolio 3
MCDMcDonald's Corporation5.89%
LLYEli Lilly and Company0.04%
VLOValero Energy Corporation17.97%
KARKAR Auction Services, Inc13.27%
FAFFirst American Corporation9.10%
IDAIDACORP, Inc.3.29%
FHIFederated Hermes Inc12.63%
SCCOSouthern Copper Corporation9.96%
LMLegg Mason, Inc.0.16%
WDRWaddell & Reed Financial, Inc.11.73%
BSIGBrightSphere Investment Group PLC15.94%
HDViShares Core High Dividend ETF100.00%
AVGOBroadcom Limited7.43%
LMTLockheed Martin Corporation5.40%
EXCExelon Corp3.90%
ITWIllinois Tool Works Inc.6.99%
HBANHuntington Bancshares Incorporated11.17%
CMAComerica Incorporated14.76%
PNWPinnacle West Capital Corporation3.88%
ALVAutoliv, Inc.13.99%
EVEaton Vance Corporation8.71%
APAMArtisan Partners Asset Management Inc.13.74%
PFSProvident Financial Services, Inc10.01%

Annual Asset Returns