New Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
DXJ WisdomTree Japan Hedged Equity Fund	Japan Equities	5%
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF	Financials Equities	5%
IVLU iShares MSCI Intl Value Factor ETF	Foreign Large Cap Equities	10%
KCE SPDR S&P Capital Markets ETF	Financials Equities	5%
NEAR iShares Short Duration Bond Active ETF	Short-Term Bond	5%
PPA Invesco Aerospace & Defense ETF	Industrials Equities, Aerospace & Defense	5%
QQQ Invesco QQQ ETF	Large Cap Growth Equities	15%
QTUM Defiance Quantum ETF	Technology Equities	5%
SCHX Schwab U.S. Large-Cap ETF	Large Cap Blend Equities	15%
SPMO Invesco S&P 500 Momentum ETF	S&P 500	15%
VOO Vanguard S&P 500 ETF	S&P 500	15%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in New Portfolio, 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 5, 2018, corresponding to the inception date of QTUM

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-4.18%	-3.84%	-1.98%	21.98%	16.86%	10.37%	12.29%
Portfolio New Portfolio	0.09%	-3.72%	-1.43%	0.86%	30.87%	23.27%	14.61%	—
Portfolio components:
NEAR iShares Short Duration Bond Active ETF	0.14%	-0.27%	0.31%	1.41%	4.01%	5.78%	3.81%	2.84%
QQQ Invesco QQQ ETF	0.11%	-4.10%	-4.65%	-2.77%	30.43%	22.97%	13.18%	19.05%
IVLU iShares MSCI Intl Value Factor ETF	-0.55%	-2.17%	5.44%	13.55%	41.46%	22.22%	14.03%	10.70%
SPMO Invesco S&P 500 Momentum ETF	0.21%	-4.32%	-3.57%	-3.95%	30.58%	28.37%	17.71%	17.43%
VOO Vanguard S&P 500 ETF	0.11%	-4.01%	-3.55%	-1.41%	23.49%	18.47%	11.96%	14.19%
SCHX Schwab U.S. Large-Cap ETF	0.08%	-4.02%	-3.63%	-1.77%	23.35%	18.46%	11.31%	14.06%
DXJ WisdomTree Japan Hedged Equity Fund	-0.57%	-0.70%	11.84%	24.73%	60.16%	34.98%	24.74%	17.53%
PPA Invesco Aerospace & Defense ETF	0.01%	-7.59%	8.36%	8.62%	50.08%	28.32%	19.16%	18.03%
QTUM Defiance Quantum ETF	0.61%	-3.17%	0.48%	0.38%	56.95%	34.57%	18.98%	—
KCE SPDR S&P Capital Markets ETF	0.30%	-5.58%	-7.76%	-8.77%	17.77%	20.92%	11.97%	16.04%

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

Monthly Returns

Based on dividend-adjusted daily data since Sep 6, 2018, New Portfolio's average daily return is +0.06%, while the average monthly return is +1.27%. At this rate, your investment would double in approximately 4.6 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +11.9%, while the worst month was Mar 2020 at -12.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, New Portfolio closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.4%, while the worst single day was Mar 16, 2020 at -11.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.81%	0.07%	-5.45%	1.33%									-1.43%
2025	3.45%	-1.16%	-4.60%	0.79%	7.79%	5.57%	2.39%	1.96%	3.61%	2.23%	-0.32%	0.96%	24.51%
2024	1.74%	6.11%	3.43%	-3.56%	5.10%	2.91%	1.27%	2.01%	1.67%	-0.36%	6.09%	-0.98%	28.06%
2023	6.36%	-1.59%	2.54%	1.04%	0.18%	6.42%	3.51%	-1.15%	-3.18%	-2.42%	9.04%	5.48%	28.55%
2022	-4.78%	-1.96%	2.33%	-8.71%	1.03%	-7.76%	8.12%	-3.45%	-8.52%	8.11%	6.11%	-4.85%	-15.28%
2021	-0.09%	2.91%	3.52%	4.10%	0.98%	2.77%	1.38%	3.03%	-3.50%	5.90%	-1.87%	3.37%	24.50%

Benchmark Metrics

New Portfolio has an annualized alpha of 3.79%, beta of 0.94, and R² of 0.98 versus S&P 500 Index. Calculated based on daily prices since September 06, 2018.

This portfolio captured 101.29% of S&P 500 Index gains but only 87.97% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 3.79% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.94 and R² of 0.98, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha: 3.79%

Beta: 0.94

R²: 0.98

Upside Capture: 101.29%

Downside Capture: 87.97%

Expense Ratio

New Portfolio has an expense ratio of 0.21%, 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.

Top 10 holdings

PPA

Invesco Aerospace & Defense ETF

DXJ

WisdomTree Japan Hedged Equity Fund

IAI

iShares U.S. Broker-Dealers & Securities Exchanges ETF

QTUM

Defiance Quantum ETF

KCE

SPDR S&P Capital Markets ETF

IVLU

iShares MSCI Intl Value Factor ETF

NEAR

iShares Short Duration Bond Active ETF

QQQ

Invesco QQQ ETF

SPMO

Invesco S&P 500 Momentum ETF

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

New Portfolio ranks 61 for risk / return — better than 61% 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	1.31	0.88	+0.43
Sortino ratio Return per unit of downside risk	1.91	1.37	+0.54
Omega ratio Gain probability vs. loss probability	1.29	1.21	+0.08
Calmar ratio Return relative to maximum drawdown	2.11	1.39	+0.72
Martin ratio Return relative to average drawdown	9.93	6.43	+3.49
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
NEAR iShares Short Duration Bond Active ETF	95	2.48	3.70	1.58	4.00	15.31
QQQ Invesco QQQ ETF	58	1.04	1.62	1.23	1.93	7.00
IVLU iShares MSCI Intl Value Factor ETF	89	2.11	2.80	1.42	3.19	12.14
SPMO Invesco S&P 500 Momentum ETF	56	1.01	1.55	1.23	1.91	6.68
VOO Vanguard S&P 500 ETF	53	0.98	1.49	1.23	1.53	7.13
SCHX Schwab U.S. Large-Cap ETF	51	0.94	1.45	1.22	1.48	6.81
DXJ WisdomTree Japan Hedged Equity Fund	92	2.18	2.82	1.44	3.95	15.29
PPA Invesco Aerospace & Defense ETF	88	2.01	2.71	1.38	3.30	12.97
QTUM Defiance Quantum ETF	81	1.61	2.24	1.30	3.18	11.03
KCE SPDR S&P Capital Markets ETF	20	0.32	0.61	1.08	0.58	1.52

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.

New Portfolio Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 1.31
5-Year: 0.89
All Time: 0.80

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 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 New Portfolio 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

New Portfolio provided a 1.41% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.41%	1.37%	1.59%	1.89%	1.81%	1.22%	1.41%	1.76%	1.72%	1.44%	1.72%	1.51%
Portfolio components:
NEAR iShares Short Duration Bond Active ETF	4.49%	4.54%	5.00%	4.59%	1.78%	0.76%	1.53%	2.69%	2.25%	1.52%	1.07%	0.85%
QQQ Invesco QQQ ETF	0.48%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
IVLU iShares MSCI Intl Value Factor ETF	3.52%	3.71%	4.46%	4.69%	3.59%	3.47%	2.05%	3.53%	2.82%	2.87%	2.53%	0.93%
SPMO Invesco S&P 500 Momentum ETF	0.88%	0.73%	0.48%	1.63%	1.66%	0.52%	1.27%	1.39%	1.05%	0.77%	1.94%	0.36%
VOO Vanguard S&P 500 ETF	1.18%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
SCHX Schwab U.S. Large-Cap ETF	1.16%	1.09%	1.22%	1.39%	1.64%	1.22%	1.64%	1.82%	2.02%	1.70%	1.92%	2.04%
DXJ WisdomTree Japan Hedged Equity Fund	1.16%	1.29%	3.48%	3.44%	3.02%	2.64%	2.53%	2.47%	2.92%	2.30%	1.98%	5.95%
PPA Invesco Aerospace & Defense ETF	0.39%	0.42%	0.61%	0.67%	0.83%	0.59%	0.88%	0.95%	0.90%	0.67%	1.70%	1.41%
QTUM Defiance Quantum ETF	1.07%	1.01%	0.61%	0.81%	1.46%	0.48%	0.42%	0.61%	0.21%	0.00%	0.00%	0.00%
KCE SPDR S&P Capital Markets ETF	1.87%	1.63%	1.56%	1.82%	2.42%	1.53%	2.20%	2.32%	2.67%	1.95%	2.30%	2.43%

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 New Portfolio. 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 New Portfolio was 32.00%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current New Portfolio drawdown is 5.10%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-32%	Feb 20, 2020	23	Mar 23, 2020	99	Aug 12, 2020	122
-23.21%	Jan 5, 2022	186	Sep 30, 2022	206	Jul 28, 2023	392
-19.61%	Sep 21, 2018	65	Dec 24, 2018	81	Apr 23, 2019	146
-17.72%	Feb 19, 2025	35	Apr 8, 2025	27	May 16, 2025	62
-9.7%	Jul 17, 2024	14	Aug 5, 2024	32	Sep 19, 2024	46

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 8.70, 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	NEAR	DXJ	PPA	IVLU	IAI	SPMO	QTUM	KCE	QQQ	VOO	SCHX	Portfolio
Benchmark	1.00	0.08	0.64	0.72	0.70	0.76	0.86	0.83	0.81	0.92	1.00	1.00	0.98
NEAR	0.08	1.00	-0.04	0.06	0.11	0.04	0.04	0.06	0.07	0.07	0.08	0.08	0.07
DXJ	0.64	-0.04	1.00	0.55	0.75	0.58	0.55	0.60	0.61	0.55	0.64	0.64	0.70
PPA	0.72	0.06	0.55	1.00	0.61	0.68	0.63	0.61	0.71	0.55	0.72	0.72	0.74
IVLU	0.70	0.11	0.75	0.61	1.00	0.65	0.58	0.65	0.69	0.57	0.70	0.70	0.76
IAI	0.76	0.04	0.58	0.68	0.65	1.00	0.64	0.65	0.91	0.61	0.76	0.76	0.79
SPMO	0.86	0.04	0.55	0.63	0.58	0.64	1.00	0.74	0.66	0.84	0.86	0.86	0.89
QTUM	0.83	0.06	0.60	0.61	0.65	0.65	0.74	1.00	0.72	0.85	0.83	0.84	0.88
KCE	0.81	0.07	0.61	0.71	0.69	0.91	0.66	0.72	1.00	0.67	0.81	0.82	0.84
QQQ	0.92	0.07	0.55	0.55	0.57	0.61	0.84	0.85	0.67	1.00	0.92	0.92	0.91
VOO	1.00	0.08	0.64	0.72	0.70	0.76	0.86	0.83	0.81	0.92	1.00	1.00	0.98
SCHX	1.00	0.08	0.64	0.72	0.70	0.76	0.86	0.84	0.82	0.92	1.00	1.00	0.98
Portfolio	0.98	0.07	0.70	0.74	0.76	0.79	0.89	0.88	0.84	0.91	0.98	0.98	1.00

The correlation results are calculated based on daily price changes starting from Sep 6, 2018

New Portfolio

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