Miguel's Portfolio Aggressive

Asset Allocation

Position	Category/Sector	Target Weight
VOO Vanguard S&P 500 ETF	S&P 500	30%
QQQ Invesco QQQ ETF	Nasdaq-100	25%
SMH VanEck Semiconductor ETF	Semiconductors, Technology Equities	15%
QUAL iShares MSCI USA Quality Factor ETF	Large Cap Blend Equities	15%
ACWV iShares MSCI Global Min Vol Factor ETF	Large Cap Blend Equities	10%
SGOV iShares 0-3 Month Treasury Bond ETF	Ultrashort Bond	5%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Miguel's Portfolio Aggressive, 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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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.00%	-0.71%	8.39%	8.57%	24.33%	18.94%	12.24%	13.54%
Portfolio Miguel's Portfolio Aggressive	2.18%	3.72%	21.98%	22.23%	42.84%	26.63%	17.68%	—
Portfolio components:
ACWV iShares MSCI Global Min Vol Factor ETF	-0.18%	-1.67%	1.34%	1.41%	4.92%	9.13%	5.59%	7.24%
QQQ Invesco QQQ ETF	2.51%	3.22%	20.71%	20.33%	41.26%	27.01%	17.37%	22.17%
QUAL iShares MSCI USA Quality Factor ETF	0.67%	0.88%	9.12%	9.00%	24.08%	18.63%	12.35%	14.37%
SGOV iShares 0-3 Month Treasury Bond ETF	0.04%	0.26%	1.69%	1.79%	3.92%	4.71%	3.57%	—
SMH VanEck Semiconductor ETF	5.76%	14.50%	83.23%	85.82%	154.33%	63.38%	40.67%	38.22%
VOO Vanguard S&P 500 ETF	0.98%	0.37%	10.07%	10.31%	27.14%	20.91%	14.06%	15.55%

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

Monthly Returns

Based on dividend-adjusted daily data since May 28, 2020, Miguel's Portfolio Aggressive's average daily return is +0.08%, while the average monthly return is +1.70%. At this rate, an investment would double in approximately 3.4 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2026 with a return of +13.4%, while the worst month was Apr 2022 at -9.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Miguel's Portfolio Aggressive closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +9.9%, while the worst single day was Apr 4, 2025 at -5.7%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.01%	-0.14%	-4.94%	13.38%	8.16%	1.72%							21.98%
2025	2.17%	-1.58%	-5.61%	0.02%	7.02%	6.40%	1.76%	1.61%	4.82%	3.62%	-0.43%	0.28%	21.22%
2024	2.35%	6.19%	2.95%	-3.97%	5.95%	4.59%	-0.37%	1.81%	1.71%	-1.19%	4.24%	-1.44%	24.71%
2023	8.36%	-1.44%	6.27%	0.27%	4.27%	5.62%	3.53%	-1.53%	-4.74%	-2.14%	9.58%	5.32%	37.45%
2022	-6.88%	-3.20%	3.32%	-9.93%	0.49%	-8.90%	10.06%	-5.07%	-9.60%	5.49%	7.86%	-6.59%	-22.91%
2021	-0.28%	2.13%	3.16%	4.01%	0.62%	3.58%	2.19%	3.00%	-4.98%	6.54%	1.74%	2.97%	27.13%

Benchmark Metrics

Miguel's Portfolio Aggressive has an annualized alpha of 3.89%, beta of 1.06, and R2 of 0.94 versus S&P 500 Index. Calculated based on daily prices since May 28, 2020.

This portfolio captured 113.63% of S&P 500 Index gains but only 93.66% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 3.89% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 1.06 and R2 of 0.94, 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: 3.89%

Beta: 1.06

R²: 0.94

Upside Capture: 113.63%

Downside Capture: 93.66%

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

Expense Ratio

Miguel's Portfolio Aggressive has an expense ratio of 0.15%, 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.

SMH

VanEck Semiconductor ETF

ACWV

iShares MSCI Global Min Vol Factor ETF

QQQ

Invesco QQQ ETF

QUAL

iShares MSCI USA Quality Factor ETF

SGOV

iShares 0-3 Month Treasury Bond ETF

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

Miguel's Portfolio Aggressive ranks 85 for risk / return — in the top 85% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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

The table below presents risk-adjusted performance metrics for Miguel's Portfolio Aggressive 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	2.79	1.94	+0.85
Sortino ratioReturn per unit of downside risk	3.64	2.65	+0.99
Omega ratioGain probability vs. loss probability	1.50	1.35	+0.15
Calmar ratioReturn relative to maximum drawdown	4.65	2.66	+2.00
Martin ratioReturn relative to average drawdown	20.33	11.86	+8.46

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
ACWV iShares MSCI Global Min Vol Factor ETF	18	0.61	0.90	1.11	0.75	2.26
QQQ Invesco QQQ ETF	71	2.32	3.01	1.41	3.42	12.72
QUAL iShares MSCI USA Quality Factor ETF	60	1.95	2.75	1.34	2.60	11.89
SGOV iShares 0-3 Month Treasury Bond ETF	100	20.39	276.39	196.05	399.24	4,473.64
SMH VanEck Semiconductor ETF	96	4.49	4.50	1.64	10.25	37.49
VOO Vanguard S&P 500 ETF	69	2.18	2.93	1.39	3.02	13.61

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 Miguel's Portfolio Aggressive Sharpe ratio is 2.79 as of Jun 20, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.67 to 2.57, 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 Miguel's Portfolio Aggressive 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

Miguel's Portfolio Aggressive provided a 0.95% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.95%	1.05%	1.22%	1.35%	1.42%	0.93%	1.09%	1.47%	1.66%	1.42%	1.54%	1.67%
Portfolio components:
ACWV iShares MSCI Global Min Vol Factor ETF	1.98%	2.09%	2.33%	2.41%	2.18%	1.92%	1.77%	2.54%	2.32%	2.04%	2.56%	2.28%
QQQ Invesco QQQ ETF	0.38%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
QUAL iShares MSCI USA Quality Factor ETF	0.87%	0.94%	1.02%	1.23%	1.59%	1.20%	1.39%	1.60%	2.00%	1.76%	1.96%	1.63%
SGOV iShares 0-3 Month Treasury Bond ETF	3.85%	4.10%	5.10%	4.87%	1.45%	0.03%	0.05%	0.00%	0.00%	0.00%	0.00%	0.00%
SMH VanEck Semiconductor ETF	0.17%	0.31%	0.44%	0.60%	1.18%	0.51%	0.69%	1.50%	1.88%	1.43%	0.80%	2.14%
VOO Vanguard S&P 500 ETF	1.04%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%

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 Miguel's Portfolio Aggressive. 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 Miguel's Portfolio Aggressive was 29.32%, occurring on Oct 14, 2022. Recovery took 284 trading sessions.

The current Miguel's Portfolio Aggressive drawdown is 0.29%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-29.32%Oct 2022	9mo 20d	1y 1mo	1y 11moDec 2021 - Dec 2023
2025 selloff2025	-19.22%Apr 2025	1mo 17d	2mo 3d	3mo 20dFeb 2025 - Jun 2025
2024 correction2024	-10.50%Aug 2024	25d	2mo 5d	3moJul 2024 - Oct 2024
2020 pullback2020	-9.36%Sep 2020	20d	1mo 19d	2mo 9dSep 2020 - Nov 2020
2026 pullback2026	-9.12%Mar 2026	1mo 2d	15d	1mo 17dFeb 2026 - Apr 2026

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 6 assets, with an effective number of assets of 4.76, 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	3Y	5Y	All Time
Diversification Ratio	1.08	1.07	1.06	1.06

The portfolio has a diversification ratio of 1.06, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Miguel's Portfolio Aggressive correlation to the S&P 500 Index

Miguel's Portfolio Aggressive has a 0.95 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) Calculated over the trailing 1-year period	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.96
Correlation (5Y) Calculated over the trailing 5-year period	0.97
Correlation (All Time) Calculated using the full available price history since May 28, 2020	0.96

Benchmark Correlations

Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while SGOV has the lowest at -0.02.

-0.02

0.73

0.79

0.92

0.97

1.00

Portfolio Correlations

Correlation vs. Miguel's Portfolio Aggressive. QQQ has the highest portfolio correlation at 0.97, while SGOV has the lowest at -0.00.

-0.00

0.66

0.91

0.95

0.96

0.97

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	SGOV	ACWV	SMH	QQQ	QUAL	VOO
SGOV	1.00	-0.00	-0.00	-0.00	-0.01	-0.02
ACWV	-0.00	1.00	0.44	0.58	0.75	0.73
SMH	-0.00	0.44	1.00	0.86	0.78	0.79
QQQ	-0.00	0.58	0.86	1.00	0.89	0.92
QUAL	-0.01	0.75	0.78	0.89	1.00	0.97
VOO	-0.02	0.73	0.79	0.92	0.97	1.00

The correlation results are calculated based on daily price changes starting from May 28, 2020

Diversification Analysis

Find what Miguel's Portfolio Aggressive is missing

See which holdings overlap, where Miguel's Portfolio Aggressive is concentrated, and which low-correlation assets could fill the gaps.

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