KGD July 2025 portfolio individual comparison

Asset Allocation

Position	Category/Sector	Target Weight
BITW Bitwise 10 Crypto Index Fund		12.50%
DIA SPDR Dow Jones Industrial Average ETF	Large Cap Growth Equities	12.50%
FGDL Franklin Responsibly Sourced Gold ETF	Precious Metals	12.50%
FXAIX Fidelity 500 Index Fund	S&P 500	12.50%
MDY SPDR S&P MidCap 400 ETF	Small Cap Growth Equities	12.50%
SMH VanEck Semiconductor ETF	Semiconductors, Technology Equities	12.50%
TOPT iShares Top 20 U.S. Stocks ETF	Large Cap Growth Equities	12.50%
XSMO Invesco S&P SmallCap Momentum ETF	Momentum, Small Cap Growth Equities	12.50%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in KGD July 2025 portfolio individual comparison, 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 Oct 24, 2024, corresponding to the inception date of TOPT

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.44%	-1.90%	-3.41%	-1.91%	30.31%	17.22%	10.14%	12.44%
Portfolio KGD July 2025 portfolio individual comparison	0.78%	-1.12%	-0.74%	-2.51%	39.22%	—	—	—
Portfolio components:
BITW Bitwise 10 Crypto Index Fund	4.15%	2.58%	-22.26%	-47.06%	-6.28%	61.72%	-10.82%	—
TOPT iShares Top 20 U.S. Stocks ETF	0.49%	-2.69%	-7.08%	-5.38%	35.40%	—	—	—
SMH VanEck Semiconductor ETF	0.93%	4.05%	9.95%	15.68%	119.70%	47.06%	26.39%	31.90%
FXAIX Fidelity 500 Index Fund	0.12%	-2.24%	-3.53%	-1.76%	31.33%	18.49%	11.97%	14.21%
DIA SPDR Dow Jones Industrial Average ETF	0.37%	-1.57%	-2.51%	0.74%	23.70%	13.61%	8.79%	12.44%
FGDL Franklin Responsibly Sourced Gold ETF	-0.16%	-9.65%	7.81%	17.21%	52.81%	32.25%	—	—
MDY SPDR S&P MidCap 400 ETF	0.45%	0.59%	3.89%	4.56%	30.80%	13.25%	6.63%	10.59%
XSMO Invesco S&P SmallCap Momentum ETF	0.12%	2.12%	8.26%	6.06%	37.99%	20.90%	9.53%	13.96%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 25, 2024, KGD July 2025 portfolio individual comparison's average daily return is +0.09%, while the average monthly return is +1.59%. At this rate, your investment would double in approximately 3.7 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2024 with a return of +14.2%, while the worst month was Feb 2025 at -5.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, KGD July 2025 portfolio individual comparison closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +9.3%, while the worst single day was Apr 3, 2025 at -5.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.80%	-0.62%	-5.23%	1.53%									-0.74%
2025	4.52%	-5.82%	-2.94%	0.87%	6.84%	6.03%	3.01%	2.51%	5.78%	1.84%	-1.22%	0.14%	22.85%
2024										-1.03%	14.16%	-4.00%	8.47%

Benchmark Metrics

KGD July 2025 portfolio individual comparison has an annualized alpha of 11.31%, beta of 1.03, and R² of 0.81 versus S&P 500 Index. Calculated based on daily prices since October 25, 2024.

This portfolio captured 163.23% of S&P 500 Index gains and 102.11% of its losses — amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 11.31% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 1.03 and R² of 0.81, 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: 11.31%

Beta: 1.03

R²: 0.81

Upside Capture: 163.23%

Downside Capture: 102.11%

Expense Ratio

KGD July 2025 portfolio individual comparison has an expense ratio of 0.18%, 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.

XSMO

Invesco S&P SmallCap Momentum ETF

SMH

VanEck Semiconductor ETF

MDY

SPDR S&P MidCap 400 ETF

TOPT

iShares Top 20 U.S. Stocks ETF

DIA

SPDR Dow Jones Industrial Average ETF

FGDL

Franklin Responsibly Sourced Gold ETF

FXAIX

Fidelity 500 Index Fund

Return for Risk

Risk / Return Rank

KGD July 2025 portfolio individual comparison 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	2.08	1.84	+0.24
Sortino ratio Return per unit of downside risk	3.12	2.97	+0.15
Omega ratio Gain probability vs. loss probability	1.39	1.40	-0.01
Calmar ratio Return relative to maximum drawdown	2.22	1.82	+0.40
Martin ratio Return relative to average drawdown	8.49	7.76	+0.74
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
BITW Bitwise 10 Crypto Index Fund	32	-0.12	0.19	1.02	-0.21	-0.44
TOPT iShares Top 20 U.S. Stocks ETF	73	1.87	3.07	1.40	1.58	5.96
SMH VanEck Semiconductor ETF	97	3.46	4.17	1.57	5.73	20.62
FXAIX Fidelity 500 Index Fund	47	0.96	1.47	1.22	1.51	7.11
DIA SPDR Dow Jones Industrial Average ETF	64	1.55	2.52	1.31	1.26	4.81
FGDL Franklin Responsibly Sourced Gold ETF	77	1.90	2.31	1.34	2.51	8.76
MDY SPDR S&P MidCap 400 ETF	70	1.61	2.54	1.32	1.83	6.33
XSMO Invesco S&P SmallCap Momentum ETF	79	1.87	2.77	1.34	2.59	8.82

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.

KGD July 2025 portfolio individual comparison Sharpe ratios as of Apr 7, 2026 (values are recalculated daily):

1-Year: 2.08
All Time: 1.09

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 1.63 to 2.54, 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 KGD July 2025 portfolio individual comparison 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

KGD July 2025 portfolio individual comparison provided a 0.60% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.60%	0.64%	0.65%	0.75%	0.92%	0.57%	0.76%	0.93%	1.11%	0.85%	0.90%	1.13%
Portfolio components:
BITW Bitwise 10 Crypto Index Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TOPT iShares Top 20 U.S. Stocks ETF	0.42%	0.38%	0.08%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SMH VanEck Semiconductor ETF	0.28%	0.31%	0.44%	0.60%	1.18%	0.51%	0.69%	1.50%	1.88%	1.43%	0.80%	2.14%
FXAIX Fidelity 500 Index Fund	0.89%	1.11%	1.25%	1.45%	1.69%	1.22%	1.60%	2.06%	2.72%	1.97%	2.52%	2.83%
DIA SPDR Dow Jones Industrial Average ETF	1.51%	1.43%	1.61%	1.81%	1.91%	1.58%	1.87%	1.85%	2.24%	1.97%	2.26%	2.33%
FGDL Franklin Responsibly Sourced Gold ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MDY SPDR S&P MidCap 400 ETF	1.14%	1.15%	1.18%	1.21%	1.37%	0.96%	1.12%	1.34%	1.39%	1.18%	1.31%	1.35%
XSMO Invesco S&P SmallCap Momentum ETF	0.60%	0.75%	0.63%	0.96%	1.19%	0.30%	0.82%	0.69%	0.66%	0.27%	0.30%	0.35%

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 KGD July 2025 portfolio individual comparison. 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 KGD July 2025 portfolio individual comparison was 19.99%, occurring on Apr 8, 2025. Recovery took 43 trading sessions.

The current KGD July 2025 portfolio individual comparison drawdown is 7.35%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-19.99%	Jan 27, 2025	51	Apr 8, 2025	43	Jun 10, 2025	94
-11.7%	Jan 29, 2026	42	Mar 30, 2026	—	—	—
-7.48%	Oct 28, 2025	18	Nov 20, 2025	29	Jan 5, 2026	47
-6.36%	Dec 9, 2024	23	Jan 13, 2025	8	Jan 24, 2025	31
-3.64%	Oct 9, 2025	2	Oct 10, 2025	11	Oct 27, 2025	13

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 8 assets, with an effective number of assets of 8.00, 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	FGDL	BITW	SMH	DIA	TOPT	XSMO	MDY	FXAIX	Portfolio
Benchmark	1.00	0.04	0.45	0.79	0.84	0.91	0.78	0.80	0.99	0.85
FGDL	0.04	1.00	0.09	0.08	0.00	-0.01	0.05	0.06	0.04	0.22
BITW	0.45	0.09	1.00	0.45	0.33	0.41	0.38	0.41	0.45	0.75
SMH	0.79	0.08	0.45	1.00	0.55	0.77	0.61	0.61	0.79	0.79
DIA	0.84	0.00	0.33	0.55	1.00	0.66	0.80	0.83	0.83	0.72
TOPT	0.91	-0.01	0.41	0.77	0.66	1.00	0.58	0.59	0.91	0.74
XSMO	0.78	0.05	0.38	0.61	0.80	0.58	1.00	0.92	0.77	0.77
MDY	0.80	0.06	0.41	0.61	0.83	0.59	0.92	1.00	0.80	0.78
FXAIX	0.99	0.04	0.45	0.79	0.83	0.91	0.77	0.80	1.00	0.85
Portfolio	0.85	0.22	0.75	0.79	0.72	0.74	0.77	0.78	0.85	1.00

The correlation results are calculated based on daily price changes starting from Oct 25, 2024

KGD July 2025 portfolio individual comparison

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