Giuseppe_50-30-20

Asset Allocation

Position	Category/Sector	Target Weight
DGRO iShares Core Dividend Growth ETF	Large Cap Growth Equities, Dividend	1%
FRI First Trust S&P REIT Index Fund	REIT	3%
FTGC First Trust Global Tactical Commodity Strategy Fund	Commodities, Actively Managed	2%
FTHI First Trust BuyWrite Income ETF	Actively Managed, Derivative Income	2%
FTLS First Trust Long/Short Equity ETF	Long-Short, Actively Managed	5%
FXU First Trust Utilities AlphaDEX Fund	Utilities Equities	3%
HYG iShares iBoxx $ High Yield Corporate Bond ETF	High Yield Bonds	8%
ICVT iShares Convertible Bond ETF	Preferred Stock/Convertible Bonds	3%
IEF iShares 7-10 Year Treasury Bond ETF	Government Bonds	1.50%
IEFA iShares Core MSCI EAFE ETF	Foreign Large Cap Equities	1%
IEUR iShares Core MSCI Europe ETF	Europe Equities	4%
IGF iShares Global Infrastructure ETF	Industrials Equities	3%
IOO iShares Global 100 ETF	Large Cap Growth Equities	10%
IQLT iShares MSCI Intl Quality Factor ETF	Foreign Large Cap Equities	10%
IUSB iShares Core Universal USD Bond ETF	Intermediate Core-Plus Bond	4%
IVW iShares S&P 500 Growth ETF	Large Cap Growth Equities, S&P 500	10%
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF	Corporate Bonds	7%
MBB iShares MBS Bond ETF	Mortgage Backed Securities	6.50%
MTUM iShares MSCI USA Momentum Factor ETF	Large Cap Blend Equities	2%
PFF iShares Preferred and Income Securities ETF	Preferred Stock/Convertible Bonds	3%
RING iShares MSCI Global Gold Miners ETF	Materials	2%
TLH iShares 10-20 Year Treasury Bond ETF	Government Bonds, Long-Term Bond	2%
USD=X USD Cash		2%
XLF Financial Select Sector SPDR Fund	Financials Equities	2%
XLI Industrial Select Sector SPDR Fund	Industrials Equities	3%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Giuseppe_50-30-20, 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 Jun 4, 2015, corresponding to the inception date of ICVT

Returns By Period

As of Apr 4, 2026, the Giuseppe_50-30-20 returned 1.07% Year-To-Date and 9.13% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.63%	-3.84%	-1.98%	29.73%	16.86%	10.37%	12.29%
Portfolio Giuseppe_50-30-20	0.00%	-1.28%	1.07%	2.65%	24.56%	13.55%	7.82%	9.13%
Portfolio components:
DGRO iShares Core Dividend Growth ETF	0.16%	-2.23%	1.76%	3.66%	27.33%	14.42%	10.17%	12.88%
FTHI First Trust BuyWrite Income ETF	0.17%	-0.82%	0.12%	1.98%	26.46%	14.32%	10.34%	8.14%
FTLS First Trust Long/Short Equity ETF	-0.10%	-0.59%	-0.54%	1.19%	16.91%	12.70%	10.00%	9.17%
IVW iShares S&P 500 Growth ETF	0.04%	-4.22%	-6.90%	-5.10%	37.65%	21.98%	12.41%	15.82%
MTUM iShares MSCI USA Momentum Factor ETF	0.25%	-0.39%	-1.69%	-2.96%	36.80%	21.22%	9.74%	14.17%
IEFA iShares Core MSCI EAFE ETF	-0.54%	-1.33%	2.18%	4.88%	36.35%	14.56%	8.01%	8.97%
IEUR iShares Core MSCI Europe ETF	-0.53%	-1.70%	-0.03%	3.37%	31.42%	14.03%	8.60%	8.97%
IOO iShares Global 100 ETF	-0.07%	-2.62%	-3.70%	0.79%	41.64%	21.50%	14.48%	15.14%
IQLT iShares MSCI Intl Quality Factor ETF	-0.53%	-1.04%	2.57%	4.44%	29.31%	12.26%	7.43%	9.16%
FRI First Trust S&P REIT Index Fund	0.95%	-3.07%	6.13%	4.29%	17.28%	9.38%	5.31%	5.14%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 5, 2015, Giuseppe_50-30-20's average daily return is +0.02%, while the average monthly return is +0.70%. At this rate, your investment would double in approximately 8.3 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +7.8%, while the worst month was Mar 2020 at -9.8%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Giuseppe_50-30-20 closed higher 38% of trading days. The best single day was Mar 24, 2020 with a return of +6.0%, while the worst single day was Mar 12, 2020 at -7.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.29%	1.96%	-3.96%	0.89%									1.07%
2025	2.71%	0.90%	-1.81%	0.81%	3.62%	2.94%	0.60%	2.31%	3.05%	1.11%	0.91%	0.23%	18.70%
2024	0.23%	2.18%	2.77%	-2.84%	4.09%	1.16%	1.94%	2.54%	1.85%	-1.96%	2.79%	-2.37%	12.81%
2023	5.43%	-2.98%	2.93%	1.51%	-1.87%	3.44%	1.99%	-1.92%	-3.66%	-1.95%	7.19%	4.28%	14.57%
2022	-3.66%	-1.64%	1.68%	-6.36%	0.59%	-6.32%	5.86%	-4.11%	-7.30%	3.94%	6.73%	-2.97%	-13.89%
2021	-0.58%	0.61%	1.98%	3.48%	1.39%	0.79%	1.56%	1.40%	-3.25%	3.94%	-1.48%	2.91%	13.25%

Benchmark Metrics

Giuseppe_50-30-20 has an annualized alpha of 1.44%, beta of 0.58, and R² of 0.90 versus S&P 500 Index. Calculated based on daily prices since June 05, 2015.

This portfolio participated in 66.65% of S&P 500 Index downside but only 62.46% of its upside — more exposed to losses than it benefited from rallies.
Beta of 0.58 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: 1.44%

Beta: 0.58

R²: 0.90

Upside Capture: 62.46%

Downside Capture: 66.65%

Expense Ratio

Giuseppe_50-30-20 has an expense ratio of 0.35%, 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

FTLS

First Trust Long/Short Equity ETF

FTGC

First Trust Global Tactical Commodity Strategy Fund

FTHI

First Trust BuyWrite Income ETF

FXU

First Trust Utilities AlphaDEX Fund

FRI

First Trust S&P REIT Index Fund

HYG

iShares iBoxx $ High Yield Corporate Bond ETF

PFF

iShares Preferred and Income Securities ETF

IOO

iShares Global 100 ETF

IGF

iShares Global Infrastructure ETF

RING

iShares MSCI Global Gold Miners ETF

Return for Risk

Risk / Return Rank

Giuseppe_50-30-20 ranks 76 for risk / return — better than 76% 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	2.43	0.88	+1.55
Sortino ratio Return per unit of downside risk	3.89	1.37	+2.52
Omega ratio Gain probability vs. loss probability	1.52	1.21	+0.31
Calmar ratio Return relative to maximum drawdown	1.89	1.39	+0.50
Martin ratio Return relative to average drawdown	7.11	6.43	+0.68
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
DGRO iShares Core Dividend Growth ETF	56	1.11	1.61	1.24	1.52	6.97
FTHI First Trust BuyWrite Income ETF	54	0.98	1.49	1.25	1.39	7.76
FTLS First Trust Long/Short Equity ETF	58	1.08	1.61	1.21	1.83	7.60
IVW iShares S&P 500 Growth ETF	54	1.00	1.55	1.22	1.68	6.43
MTUM iShares MSCI USA Momentum Factor ETF	49	0.89	1.36	1.20	1.78	6.63
IEFA iShares Core MSCI EAFE ETF	71	1.41	2.01	1.29	2.18	8.32
IEUR iShares Core MSCI Europe ETF	60	1.19	1.73	1.24	1.79	6.80
IOO iShares Global 100 ETF	75	1.41	2.10	1.31	2.22	10.34
IQLT iShares MSCI Intl Quality Factor ETF	61	1.16	1.70	1.23	1.93	7.15
FRI First Trust S&P REIT Index Fund	23	0.45	0.73	1.10	0.62	2.68

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.

Giuseppe_50-30-20 Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 2.43
5-Year: 0.73
10-Year: 0.81
All Time: 0.74

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 Giuseppe_50-30-20 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

Giuseppe_50-30-20 provided a 3.00% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.00%	3.07%	2.93%	2.87%	2.82%	2.15%	2.19%	2.52%	2.84%	2.45%	3.11%	2.70%
Portfolio components:
DGRO iShares Core Dividend Growth ETF	2.09%	2.09%	2.26%	2.45%	2.34%	1.93%	2.30%	2.21%	2.44%	2.03%	2.27%	2.52%
FTHI First Trust BuyWrite Income ETF	8.93%	8.70%	8.61%	8.50%	9.06%	4.37%	4.76%	4.21%	4.76%	4.00%	4.41%	4.98%
FTLS First Trust Long/Short Equity ETF	0.95%	1.07%	1.50%	1.49%	0.81%	0.01%	0.44%	0.83%	0.87%	0.43%	1.04%	0.49%
IVW iShares S&P 500 Growth ETF	0.43%	0.40%	0.43%	1.03%	0.92%	0.46%	0.82%	1.63%	1.28%	1.30%	1.51%	1.51%
MTUM iShares MSCI USA Momentum Factor ETF	0.80%	0.91%	0.75%	1.35%	1.80%	0.55%	0.83%	1.48%	1.27%	1.02%	1.43%	1.12%
IEFA iShares Core MSCI EAFE ETF	3.48%	3.55%	3.47%	3.20%	2.70%	3.32%	1.90%	3.18%	3.46%	2.57%	2.96%	2.63%
IEUR iShares Core MSCI Europe ETF	2.97%	2.97%	3.54%	3.17%	3.05%	2.88%	2.13%	3.26%	3.76%	2.64%	3.19%	2.79%
IOO iShares Global 100 ETF	0.95%	0.92%	1.08%	1.49%	2.00%	1.53%	1.49%	2.02%	2.54%	2.23%	2.75%	2.89%
IQLT iShares MSCI Intl Quality Factor ETF	2.27%	2.33%	2.87%	2.27%	3.14%	2.24%	1.61%	2.28%	2.72%	2.36%	2.91%	2.78%
FRI First Trust S&P REIT Index Fund	2.74%	2.99%	3.33%	3.24%	2.52%	1.44%	3.08%	2.28%	3.21%	2.82%	3.27%	2.66%

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 Giuseppe_50-30-20. 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 Giuseppe_50-30-20 was 25.10%, occurring on Mar 23, 2020. Recovery took 134 trading sessions.

The current Giuseppe_50-30-20 drawdown is 3.38%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-25.1%	Feb 20, 2020	33	Mar 23, 2020	134	Aug 4, 2020	167
-20.6%	Dec 28, 2021	291	Oct 14, 2022	483	Feb 9, 2024	774
-10.71%	Jan 29, 2018	330	Dec 24, 2018	81	Mar 15, 2019	411
-9.89%	Feb 19, 2025	49	Apr 8, 2025	35	May 13, 2025	84
-9.18%	Jun 23, 2015	212	Jan 20, 2016	84	Apr 13, 2016	296

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 25 assets, with an effective number of assets of 16.71, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

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	MBB	RING	FTGC	TLH	IEF	IUSB	LQD	FXU	FRI	ICVT	PFF	XLF	FTHI	MTUM	FTLS	IGF	XLI	HYG	IQLT	IVW	IEUR	IEFA	DGRO	IOO	Portfolio
Benchmark	1.00	0.00	0.03	0.17	0.28	-0.13	-0.13	0.07	0.19	0.48	0.57	0.69	0.57	0.75	0.75	0.86	0.83	0.67	0.82	0.73	0.73	0.95	0.75	0.79	0.90	0.94	0.92
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	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
MBB	0.03	0.00	1.00	0.25	-0.02	0.78	0.83	0.81	0.75	0.19	0.19	0.06	0.29	-0.11	0.00	0.01	0.00	0.15	0.01	0.22	0.11	0.03	0.07	0.08	0.02	0.02	0.19
RING	0.17	0.00	0.25	1.00	0.32	0.22	0.25	0.27	0.28	0.20	0.19	0.16	0.19	0.03	0.17	0.15	0.17	0.33	0.13	0.20	0.27	0.14	0.27	0.28	0.14	0.19	0.33
FTGC	0.28	0.00	-0.02	0.32	1.00	-0.11	-0.09	-0.01	0.02	0.16	0.14	0.21	0.19	0.19	0.25	0.22	0.25	0.33	0.24	0.26	0.30	0.21	0.32	0.32	0.25	0.28	0.33
TLH	-0.13	0.00	0.78	0.22	-0.11	1.00	0.94	0.82	0.78	0.09	0.10	-0.04	0.19	-0.25	-0.12	-0.10	-0.10	0.04	-0.15	0.09	-0.02	-0.09	-0.07	-0.07	-0.13	-0.11	0.06
IEF	-0.13	0.00	0.83	0.25	-0.09	0.94	1.00	0.84	0.78	0.10	0.11	-0.04	0.19	-0.25	-0.11	-0.10	-0.11	0.05	-0.14	0.11	-0.01	-0.09	-0.06	-0.06	-0.12	-0.11	0.07
IUSB	0.07	0.00	0.81	0.27	-0.01	0.82	0.84	1.00	0.84	0.20	0.23	0.10	0.33	-0.09	0.03	0.05	0.04	0.20	0.02	0.29	0.13	0.07	0.11	0.11	0.05	0.06	0.24
LQD	0.19	0.00	0.75	0.28	0.02	0.78	0.78	0.84	1.00	0.25	0.26	0.18	0.39	-0.00	0.11	0.15	0.13	0.27	0.11	0.39	0.22	0.17	0.18	0.19	0.14	0.15	0.34
FXU	0.48	0.00	0.19	0.20	0.16	0.09	0.10	0.20	0.25	1.00	0.60	0.25	0.39	0.39	0.36	0.34	0.37	0.66	0.45	0.39	0.36	0.34	0.37	0.39	0.56	0.37	0.51
FRI	0.57	0.00	0.19	0.19	0.14	0.10	0.11	0.23	0.26	0.60	1.00	0.36	0.46	0.45	0.42	0.42	0.44	0.58	0.50	0.46	0.44	0.43	0.46	0.47	0.58	0.44	0.59
ICVT	0.69	0.00	0.06	0.16	0.21	-0.04	-0.04	0.10	0.18	0.25	0.36	1.00	0.47	0.43	0.55	0.65	0.54	0.42	0.51	0.54	0.53	0.65	0.52	0.56	0.52	0.59	0.65
PFF	0.57	0.00	0.29	0.19	0.19	0.19	0.19	0.33	0.39	0.39	0.46	0.47	1.00	0.41	0.44	0.45	0.45	0.50	0.47	0.60	0.48	0.49	0.50	0.52	0.50	0.48	0.62
XLF	0.75	0.00	-0.11	0.03	0.19	-0.25	-0.25	-0.09	-0.00	0.39	0.45	0.43	0.41	1.00	0.60	0.55	0.59	0.51	0.73	0.52	0.52	0.54	0.60	0.61	0.80	0.62	0.62
FTHI	0.75	0.00	0.00	0.17	0.25	-0.12	-0.11	0.03	0.11	0.36	0.42	0.55	0.44	0.60	1.00	0.62	0.65	0.51	0.64	0.53	0.57	0.63	0.57	0.59	0.65	0.66	0.69
MTUM	0.86	0.00	0.01	0.15	0.22	-0.10	-0.10	0.05	0.15	0.34	0.42	0.65	0.45	0.55	0.62	1.00	0.71	0.51	0.62	0.57	0.57	0.83	0.58	0.61	0.68	0.74	0.75
FTLS	0.83	0.00	0.00	0.17	0.25	-0.10	-0.11	0.04	0.13	0.37	0.44	0.54	0.45	0.59	0.65	0.71	1.00	0.54	0.65	0.57	0.58	0.73	0.60	0.62	0.70	0.73	0.75
IGF	0.67	0.00	0.15	0.33	0.33	0.04	0.05	0.20	0.27	0.66	0.58	0.42	0.50	0.51	0.51	0.51	0.54	1.00	0.58	0.57	0.65	0.52	0.69	0.71	0.66	0.61	0.75
XLI	0.82	0.00	0.01	0.13	0.24	-0.15	-0.14	0.02	0.11	0.45	0.50	0.51	0.47	0.73	0.64	0.62	0.65	0.58	1.00	0.58	0.60	0.63	0.63	0.66	0.82	0.66	0.72
HYG	0.73	0.00	0.22	0.20	0.26	0.09	0.11	0.29	0.39	0.39	0.46	0.54	0.60	0.52	0.53	0.57	0.57	0.57	0.58	1.00	0.59	0.63	0.61	0.64	0.63	0.65	0.75
IQLT	0.73	0.00	0.11	0.27	0.30	-0.02	-0.01	0.13	0.22	0.36	0.44	0.53	0.48	0.52	0.57	0.57	0.58	0.65	0.60	0.59	1.00	0.61	0.86	0.88	0.63	0.71	0.81
IVW	0.95	0.00	0.03	0.14	0.21	-0.09	-0.09	0.07	0.17	0.34	0.43	0.65	0.49	0.54	0.63	0.83	0.73	0.52	0.63	0.63	0.61	1.00	0.62	0.66	0.71	0.88	0.81
IEUR	0.75	0.00	0.07	0.27	0.32	-0.07	-0.06	0.11	0.18	0.37	0.46	0.52	0.50	0.60	0.57	0.58	0.60	0.69	0.63	0.61	0.86	0.62	1.00	0.94	0.68	0.75	0.82
IEFA	0.79	0.00	0.08	0.28	0.32	-0.07	-0.06	0.11	0.19	0.39	0.47	0.56	0.52	0.61	0.59	0.61	0.62	0.71	0.66	0.64	0.88	0.66	0.94	1.00	0.70	0.78	0.85
DGRO	0.90	0.00	0.02	0.14	0.25	-0.13	-0.12	0.05	0.14	0.56	0.58	0.52	0.50	0.80	0.65	0.68	0.70	0.66	0.82	0.63	0.63	0.71	0.68	0.70	1.00	0.75	0.79
IOO	0.94	0.00	0.02	0.19	0.28	-0.11	-0.11	0.06	0.15	0.37	0.44	0.59	0.48	0.62	0.66	0.74	0.73	0.61	0.66	0.65	0.71	0.88	0.75	0.78	0.75	1.00	0.86
Portfolio	0.92	0.00	0.19	0.33	0.33	0.06	0.07	0.24	0.34	0.51	0.59	0.65	0.62	0.62	0.69	0.75	0.75	0.75	0.72	0.75	0.81	0.81	0.82	0.85	0.79	0.86	1.00

The correlation results are calculated based on daily price changes starting from Jun 5, 2015

Giuseppe_50-30-20

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