2027 Proposed Portfolio - July 27 - LOCKED

Asset Allocation

Position	Category/Sector	Target Weight
VOO Vanguard S&P 500 ETF	S&P 500	21%
XEMD BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF	Emerging Markets Bonds	8%
FLTR VanEck IG Floating Rate ETF	Corporate Bonds, Ultrashort Bond	8%
HGER Harbor Commodity All-Weather Strategy ETF	Commodities	8%
LLY Eli Lilly and Company	Healthcare	8%
GOOG Alphabet Inc	Communication Services	8%
GSIB Themes Global Systemically Important Banks ETF	Financials Equities	8%
DINO HF Sinclair Corp	Energy	8%
VOLT Tema Electrification ETF	Global Equities	8%
SMH VanEck Semiconductor ETF	Semiconductors, Technology Equities	6%
SWVXX Schwab Prime Advantage Money Fund Investor Shares	Money Market	5%
MU Micron Technology, Inc.	Technology	4%

Benchmark: S&P 500 Index · Rebalance: Every 6 months

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2027 Proposed Portfolio - July 27 - LOCKED, 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 6 months.

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Benchmark

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Returns By Period

Position	1D	1M	6M	YTD	1Y	3Y*	5Y*	10Y*	ALL TIME*
Benchmark S&P 500 Index	0.70%	0.09%	7.94%	9.41%	18.15%	17.84%	11.25%	13.26%	8.09%
Portfolio 2027 Proposed Portfolio - July 27 - LOCKED	0.47%	1.02%	24.65%	32.32%	61.19%	—	—	—	41.15%
Portfolio components:
DINO HF Sinclair Corp	-1.05%	26.06%	78.95%	101.90%	115.95%	25.49%	29.70%	17.51%	16.11%
FLTR VanEck IG Floating Rate ETF	0.08%	0.31%	2.30%	2.70%	5.04%	5.95%	4.63%	3.52%	2.56%
GOOG Alphabet Inc	6.88%	-0.35%	5.49%	13.80%	85.45%	39.73%	21.62%	25.03%	22.84%
GSIB Themes Global Systemically Important Banks ETF	-0.11%	7.17%	18.14%	22.66%	46.76%	—	—	—	45.58%
HGER Harbor Commodity All-Weather Strategy ETF	0.00%	8.95%	20.19%	29.53%	40.17%	18.61%	—	—	15.44%
LLY Eli Lilly and Company	-0.53%	-3.60%	11.14%	7.26%	56.33%	37.33%	37.67%	32.12%	16.04%
MU Micron Technology, Inc.	-5.90%	-20.26%	98.49%	188.53%	655.32%	127.41%	61.18%	51.33%	17.06%
SMH VanEck Semiconductor ETF	0.30%	-12.88%	33.97%	50.09%	87.76%	50.56%	33.46%	34.16%	11.06%
SWVXX Schwab Prime Advantage Money Fund Investor Shares	0.00%	0.00%	1.43%	1.74%	3.44%	4.27%	3.06%	—	2.95%
VOLT Tema Electrification ETF	1.62%	-8.10%	15.18%	28.30%	36.60%	—	—	—	26.26%

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

Monthly Returns

Based on dividend-adjusted daily data since Dec 4, 2024, 2027 Proposed Portfolio - July 27 - LOCKED's average daily return is +0.14%, while the average monthly return is +2.97%. At this rate, an investment would double in approximately 2.0 years.

Historically, 75% of months were positive and 25% were negative. The best month was Apr 2026 with a return of +12.7%, while the worst month was Mar 2025 at -4.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 2027 Proposed Portfolio - July 27 - LOCKED closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +7.0%, while the worst single day was Apr 3, 2025 at -4.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	6.15%	0.35%	-1.83%	12.67%	8.71%	2.86%	0.42%						32.32%
2025	3.56%	-0.63%	-3.97%	-0.23%	4.80%	6.70%	2.12%	3.59%	5.95%	6.00%	4.20%	0.48%	37.14%
2024												-2.56%	-2.56%

Benchmark Metrics

2027 Proposed Portfolio - July 27 - LOCKED has an annualized alpha of 27.30%, beta of 0.82, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since December 04, 2024.

This portfolio captured 179.73% of S&P 500 Index gains but only 31.41% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 27.30% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 27.30%

Beta: 0.82

R²: 0.78

Upside Capture: 179.73%

Downside Capture: 31.41%

See how alpha, beta & R² have trended over time →

Expense Ratio

2027 Proposed Portfolio - July 27 - LOCKED has an expense ratio of 0.22%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

VOLT

Tema Electrification ETF

HGER

Harbor Commodity All-Weather Strategy ETF

SMH

VanEck Semiconductor ETF

GSIB

Themes Global Systemically Important Banks ETF

SWVXX

Schwab Prime Advantage Money Fund Investor Shares

XEMD

BondBloxx JP Morgan USD Emerging Markets 1-10 Year Bond ETF

FLTR

VanEck IG Floating Rate ETF

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

2027 Proposed Portfolio - July 27 - LOCKED ranks 99 for risk / return — above 99% of Portfolios peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below presents risk-adjusted performance metrics for 2027 Proposed Portfolio - July 27 - LOCKED and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	4.37	1.42	+2.96
Sortino ratioReturn per unit of downside risk	5.72	1.98	+3.74
Omega ratioGain probability vs. loss probability	1.80	1.25	+0.54
Calmar ratioReturn relative to maximum drawdown	11.92	2.00	+9.91
Martin ratioReturn relative to average drawdown	50.67	8.49	+42.18

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
DINO HF Sinclair Corp	96	3.15	3.59	1.46	6.64	17.04
FLTR VanEck IG Floating Rate ETF	99	6.40	11.91	2.96	16.15	95.31
GOOG Alphabet Inc	95	2.71	3.75	1.46	4.14	11.53
GSIB Themes Global Systemically Important Banks ETF	90	2.63	3.65	1.43	3.38	11.87
HGER Harbor Commodity All-Weather Strategy ETF	86	2.28	3.02	1.41	2.87	10.23
LLY Eli Lilly and Company	83	1.48	2.10	1.28	2.44	6.60
MU Micron Technology, Inc.	99	8.17	5.00	1.63	16.92	64.08
SMH VanEck Semiconductor ETF	87	2.29	2.70	1.36	3.58	14.64
SWVXX Schwab Prime Advantage Money Fund Investor Shares	—	3.71	—	—	—	—
VOLT Tema Electrification ETF	63	1.50	2.04	1.26	2.14	8.15

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. Learn how to interpret the Sharpe ratio.

The current 2027 Proposed Portfolio - July 27 - LOCKED Sharpe ratio is 4.37 as of Aug 1, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.18 to 2.00, 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 2027 Proposed Portfolio - July 27 - LOCKED 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

2027 Proposed Portfolio - July 27 - LOCKED provided a 2.07% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.07%	2.52%	2.47%	2.46%	1.21%	0.54%	1.06%	1.10%	1.12%	1.00%	1.11%	1.08%
Portfolio components:
DINO HF Sinclair Corp	2.19%	4.34%	5.71%	3.24%	2.31%	1.07%	5.42%	2.64%	2.58%	2.58%	4.03%	3.28%
FLTR VanEck IG Floating Rate ETF	4.63%	4.97%	5.93%	6.07%	2.29%	0.63%	1.49%	3.05%	2.67%	1.69%	1.16%	0.71%
GOOG Alphabet Inc	0.24%	0.26%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GSIB Themes Global Systemically Important Banks ETF	1.55%	1.91%	1.67%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
HGER Harbor Commodity All-Weather Strategy ETF	5.47%	7.09%	3.28%	7.24%	0.64%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LLY Eli Lilly and Company	0.56%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
MU Micron Technology, Inc.	0.06%	0.16%	0.55%	0.54%	0.89%	0.21%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SMH VanEck Semiconductor ETF	0.20%	0.31%	0.44%	0.60%	1.18%	0.51%	0.69%	1.50%	1.88%	1.43%	0.80%	2.14%
SWVXX Schwab Prime Advantage Money Fund Investor Shares	3.38%	4.06%	5.02%	4.23%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VOLT Tema Electrification ETF	0.36%	0.46%	0.01%	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 2027 Proposed Portfolio - July 27 - LOCKED. 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 2027 Proposed Portfolio - July 27 - LOCKED was 16.28%, occurring on Apr 8, 2025. Recovery took 42 trading sessions.

The current 2027 Proposed Portfolio - July 27 - LOCKED drawdown is 0.97%.

Drawdown	Fall	Recovery	Underwater	Related event
-16.28%Apr 2025	1mo 18d	2mo 2d	3mo 20dFeb 2025 - Jun 2025	2025 selloff2025
-5.16%Mar 2026	1mo 16d	9d	1mo 25dFeb 2026 - Apr 2026	—
-4.49%Jun 2026	6d	8d	14dJun 2026 - Jun 2026	—
-4.30%Dec 2024	7d	1mo 3d	1mo 10dDec 2024 - Jan 2025	—
-3.58%Nov 2025	7d	5d	12dNov 2025 - Nov 2025	—

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 9.71, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	All Time
Diversification Ratio	1.80	1.56

The portfolio has a diversification ratio of 1.56, in line with the typical range across portfolios.

2027 Proposed Portfolio - July 27 - LOCKED correlation to the S&P 500 Index

2027 Proposed Portfolio - July 27 - LOCKED has a 0.79 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.79
Correlation (All Time) Calculated using the full available price history since Dec 4, 2024	0.83

Benchmark Correlations

Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while HGER has the lowest at 0.00.

0.00

0.02

0.12

0.25

0.31

0.54

0.58

0.61

0.69

0.69

Portfolio Correlations

Correlation vs. 2027 Proposed Portfolio - July 27 - LOCKED. VOO has the highest portfolio correlation at 0.83, while SWVXX has the lowest at -0.02.

-0.02

0.21

0.28

0.30

0.34

0.48

0.57

0.59

0.73

0.74

Asset Correlations Table

See how each holding historically moved in relation to the other holdings, the portfolio, and the selected benchmark.

	SWVXX	HGER	DINO	LLY	FLTR	GOOG	XEMD	MU	GSIB	VOLT	SMH	VOO
SWVXX	1.00	-0.00	-0.02	0.05	0.03	0.01	-0.02	-0.06	-0.06	0.01	-0.05	0.02
HGER	-0.00	1.00	0.34	-0.11	0.01	0.04	-0.07	0.13	-0.01	0.08	0.07	0.01
DINO	-0.02	0.34	1.00	-0.10	0.03	0.02	0.01	0.11	0.12	0.07	0.11	0.12
LLY	0.05	-0.11	-0.10	1.00	0.15	0.14	0.23	0.11	0.17	0.17	0.10	0.24
FLTR	0.03	0.01	0.03	0.15	1.00	0.21	0.20	0.20	0.22	0.20	0.21	0.31
GOOG	0.01	0.04	0.02	0.14	0.21	1.00	0.38	0.33	0.41	0.34	0.47	0.61
XEMD	-0.02	-0.07	0.01	0.23	0.20	0.38	1.00	0.32	0.47	0.40	0.43	0.58
MU	-0.06	0.13	0.11	0.11	0.20	0.33	0.32	1.00	0.36	0.57	0.77	0.54
GSIB	-0.06	-0.01	0.12	0.17	0.22	0.41	0.47	0.36	1.00	0.53	0.50	0.69
VOLT	0.01	0.08	0.07	0.17	0.20	0.34	0.40	0.57	0.53	1.00	0.74	0.69
SMH	-0.05	0.07	0.11	0.10	0.21	0.47	0.43	0.77	0.50	0.74	1.00	0.78
VOO	0.02	0.01	0.12	0.24	0.31	0.61	0.58	0.54	0.69	0.69	0.78	1.00

Based on daily historical returns since Dec 4, 2024

Diversification Analysis

Find what 2027 Proposed Portfolio - July 27 - LOCKED is missing

See which holdings overlap, where 2027 Proposed Portfolio - July 27 - LOCKED is concentrated, and which low-correlation assets could fill the gaps.

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