Green way

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Green way

Asset Allocation

Position	Category/Sector	Target Weight
COWZ Pacer US Cash Cows 100 ETF	All Cap Equities	10%
FTEC Fidelity MSCI Information Technology Index ETF	Technology Equities	8%
MGK Vanguard Mega Cap Growth ETF	Large Cap Blend Equities	5%
MOAT VanEck Vectors Morningstar Wide Moat ETF	Large Cap Blend Equities	5%
OMFL Invesco Russell 1000 Dynamic Multifactor ETF	Small Cap Blend Equities	5%
ONEY SPDR Russell 1000 Yield Focus ETF	All Cap Equities	8%
PAVE Global X US Infrastructure Development ETF	Utilities Equities	3%
QQQ Invesco QQQ	Large Cap Blend Equities	10%
RFV Invesco S&P MidCap 400® Pure Value ETF	Small Cap Value Equities	3%
RWJ Invesco S&P SmallCap 600 Revenue ETF	Small Cap Value Equities	3%
SCHD Schwab US Dividend Equity ETF	Large Cap Growth Equities, Dividend	10%
SPGP Invesco S&P 500 GARP ETF	Large Cap Growth Equities	5%
SYLD Cambria Shareholder Yield ETF	All Cap Equities, Actively Managed	10%
TMFC Motley Fool 100 Index ETF	Large Cap Growth Equities	10%
VOO Vanguard S&P 500 ETF	Large Cap Growth Equities	5%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Jan 30, 2018, corresponding to the inception date of TMFC

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-0.64%	8.97%	-2.62%	11.90%	15.76%	10.69%
Green way	-1.61%	10.32%	-5.01%	7.89%	19.94%	N/A
Portfolio components:
SPGP Invesco S&P 500 GARP ETF	-1.23%	11.98%	-6.29%	1.62%	17.66%	12.92%
MOAT VanEck Vectors Morningstar Wide Moat ETF	-1.98%	11.26%	-5.99%	4.39%	15.47%	12.64%
SCHD Schwab US Dividend Equity ETF	-2.39%	4.47%	-7.69%	3.83%	14.13%	10.55%
RWJ Invesco S&P SmallCap 600 Revenue ETF	-7.99%	14.92%	-13.36%	2.87%	23.12%	9.07%
COWZ Pacer US Cash Cows 100 ETF	-3.23%	9.08%	-8.92%	-0.63%	21.01%	N/A
OMFL Invesco Russell 1000 Dynamic Multifactor ETF	2.53%	6.61%	0.63%	3.87%	15.42%	N/A
PAVE Global X US Infrastructure Development ETF	2.85%	14.43%	-8.29%	6.13%	28.08%	N/A
ONEY SPDR Russell 1000 Yield Focus ETF	0.03%	7.53%	-4.70%	4.54%	20.15%	N/A
RFV Invesco S&P MidCap 400® Pure Value ETF	-2.67%	13.09%	-6.92%	3.30%	25.10%	9.39%
SYLD Cambria Shareholder Yield ETF	-4.72%	10.75%	-12.51%	-5.55%	21.69%	10.14%
VOO Vanguard S&P 500 ETF	-0.19%	9.25%	-1.98%	13.44%	17.53%	12.67%
FTEC Fidelity MSCI Information Technology Index ETF	-3.57%	15.19%	-3.56%	16.57%	20.88%	19.49%
TMFC Motley Fool 100 Index ETF	-0.47%	10.24%	0.39%	21.09%	19.31%	N/A
QQQ Invesco QQQ	-0.51%	11.76%	-0.86%	15.58%	19.11%	17.55%
MGK Vanguard Mega Cap Growth ETF	-1.71%	12.51%	-0.60%	18.54%	19.03%	15.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of Green way, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	2.37%	-1.97%	-5.31%	-2.23%	5.90%								-1.61%
2024	-0.07%	4.56%	4.35%	-5.19%	4.39%	1.35%	3.01%	1.13%	1.70%	-1.13%	6.71%	-4.13%	17.22%
2023	8.80%	-2.10%	1.90%	0.17%	0.01%	7.78%	4.55%	-2.01%	-4.47%	-3.25%	8.89%	6.20%	28.33%
2022	-4.91%	-1.65%	3.34%	-7.72%	1.13%	-10.01%	9.54%	-3.57%	-9.61%	9.39%	6.00%	-6.26%	-15.78%
2021	2.65%	4.82%	5.84%	4.54%	1.52%	1.56%	1.31%	2.89%	-4.45%	5.76%	-0.61%	4.61%	34.42%
2020	-1.70%	-8.18%	-15.03%	14.81%	5.72%	2.76%	4.81%	8.02%	-3.78%	-1.11%	14.98%	5.16%	24.59%
2019	9.45%	3.72%	1.00%	4.29%	-8.44%	7.74%	1.87%	-3.53%	3.60%	2.73%	4.34%	2.88%	32.44%
2018	0.00%	-3.31%	-2.47%	0.49%	3.32%	0.97%	2.99%	3.76%	-0.04%	-7.69%	1.08%	-9.51%	-10.84%

Expense Ratio

Green way has an expense ratio of 0.30%, 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.

SYLD

Cambria Shareholder Yield ETF

TMFC

Motley Fool 100 Index ETF

COWZ

Pacer US Cash Cows 100 ETF

MOAT

VanEck Vectors Morningstar Wide Moat ETF

PAVE

Global X US Infrastructure Development ETF

RWJ

Invesco S&P SmallCap 600 Revenue ETF

SPGP

Invesco S&P 500 GARP ETF

RFV

Invesco S&P MidCap 400® Pure Value ETF

OMFL

Invesco Russell 1000 Dynamic Multifactor ETF

ONEY

SPDR Russell 1000 Yield Focus ETF

QQQ

Invesco QQQ

FTEC

Fidelity MSCI Information Technology Index ETF

MGK

Vanguard Mega Cap Growth ETF

SCHD

Schwab US Dividend Equity ETF

VOO

Vanguard S&P 500 ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Green way is 14, meaning it’s performing worse than 86% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
SPGP Invesco S&P 500 GARP ETF	0.07	0.31	1.04	0.10	0.35
MOAT VanEck Vectors Morningstar Wide Moat ETF	0.24	0.56	1.08	0.26	0.95
SCHD Schwab US Dividend Equity ETF	0.24	0.53	1.07	0.30	0.98
RWJ Invesco S&P SmallCap 600 Revenue ETF	0.11	0.40	1.05	0.13	0.39
COWZ Pacer US Cash Cows 100 ETF	-0.03	0.17	1.02	0.02	0.07
OMFL Invesco Russell 1000 Dynamic Multifactor ETF	0.21	0.51	1.07	0.32	0.96
PAVE Global X US Infrastructure Development ETF	0.25	0.62	1.08	0.29	0.81
ONEY SPDR Russell 1000 Yield Focus ETF	0.27	0.59	1.08	0.32	1.10
RFV Invesco S&P MidCap 400® Pure Value ETF	0.14	0.43	1.06	0.17	0.55
SYLD Cambria Shareholder Yield ETF	-0.26	-0.22	0.97	-0.21	-0.58
VOO Vanguard S&P 500 ETF	0.70	1.15	1.17	0.76	2.93
FTEC Fidelity MSCI Information Technology Index ETF	0.55	0.97	1.13	0.62	2.02
TMFC Motley Fool 100 Index ETF	0.94	1.44	1.21	1.08	3.83
QQQ Invesco QQQ	0.62	1.05	1.15	0.71	2.31
MGK Vanguard Mega Cap Growth ETF	0.72	1.18	1.17	0.81	2.72

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.

Green way Sharpe ratios as of May 11, 2025 (values are recalculated daily):

1-Year: 0.40
5-Year: 1.05
All Time: 0.62

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 0.41 to 0.94, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Green way compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Green way provided a 1.04% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.04%	0.99%	0.96%	1.03%	0.77%	0.91%	0.98%	1.10%	1.52%	0.97%	0.84%	0.75%
Portfolio components:
SPGP Invesco S&P 500 GARP ETF	1.48%	1.38%	1.24%	1.22%	0.69%	1.10%	0.86%	0.95%	0.68%	0.89%	1.12%	1.52%
MOAT VanEck Vectors Morningstar Wide Moat ETF	1.40%	1.37%	0.86%	1.25%	1.08%	1.45%	1.31%	1.79%	1.07%	1.17%	2.13%	1.34%
SCHD Schwab US Dividend Equity ETF	3.93%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%	2.63%
RWJ Invesco S&P SmallCap 600 Revenue ETF	1.25%	1.15%	1.34%	1.02%	0.61%	0.89%	1.22%	1.44%	0.91%	0.60%	0.74%	0.57%
COWZ Pacer US Cash Cows 100 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%
OMFL Invesco Russell 1000 Dynamic Multifactor 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%
PAVE Global X US Infrastructure Development ETF	0.53%	0.54%	0.68%	0.84%	0.48%	0.44%	0.67%	0.78%	0.30%	0.00%	0.00%	0.00%
ONEY SPDR Russell 1000 Yield Focus ETF	3.20%	3.18%	3.14%	3.17%	2.46%	2.74%	3.17%	3.72%	10.73%	3.19%	0.29%	0.00%
RFV Invesco S&P MidCap 400® Pure Value ETF	1.61%	1.31%	1.27%	2.05%	1.60%	1.52%	1.71%	1.39%	1.36%	0.88%	1.79%	1.19%
SYLD Cambria Shareholder Yield 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%
VOO Vanguard S&P 500 ETF	1.30%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%	1.85%
FTEC Fidelity MSCI Information Technology Index 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%
TMFC Motley Fool 100 Index 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%
QQQ Invesco QQQ	0.59%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%	1.41%
MGK Vanguard Mega Cap Growth ETF	0.45%	0.43%	0.50%	0.70%	0.41%	0.65%	0.85%	1.12%	1.23%	1.53%	1.43%	1.25%

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 Green way. 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 Green way was 35.66%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.

The current Green way drawdown is 9.42%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-35.66%	Feb 20, 2020	23	Mar 23, 2020	97	Aug 10, 2020	120
-23.1%	Jan 5, 2022	186	Sep 30, 2022	195	Jul 13, 2023	381
-21.13%	Sep 21, 2018	65	Dec 24, 2018	81	Apr 23, 2019	146
-20.52%	Dec 5, 2024	84	Apr 8, 2025	—	—	—
-10.91%	Aug 1, 2023	63	Oct 27, 2023	30	Dec 11, 2023	93

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 15 assets, with an effective number of assets of 12.82, 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.

	^GSPC	FTEC	RWJ	MGK	QQQ	TMFC	ONEY	RFV	SYLD	SCHD	PAVE	COWZ	OMFL	MOAT	SPGP	VOO	Portfolio
^GSPC	1.00	0.91	0.71	0.93	0.92	0.93	0.73	0.74	0.74	0.81	0.80	0.79	0.84	0.89	0.90	1.00	0.96
FTEC	0.91	1.00	0.55	0.96	0.97	0.95	0.53	0.57	0.57	0.61	0.64	0.62	0.70	0.76	0.79	0.91	0.85
RWJ	0.71	0.55	1.00	0.54	0.55	0.55	0.84	0.91	0.92	0.78	0.84	0.85	0.77	0.77	0.78	0.71	0.84
MGK	0.93	0.96	0.54	1.00	0.98	0.98	0.52	0.56	0.55	0.60	0.63	0.61	0.71	0.77	0.78	0.93	0.85
QQQ	0.92	0.97	0.55	0.98	1.00	0.97	0.52	0.57	0.56	0.60	0.63	0.62	0.70	0.77	0.79	0.92	0.85
TMFC	0.93	0.95	0.55	0.98	0.97	1.00	0.53	0.57	0.56	0.61	0.64	0.61	0.71	0.77	0.78	0.92	0.85
ONEY	0.73	0.53	0.84	0.52	0.52	0.53	1.00	0.89	0.90	0.89	0.86	0.88	0.83	0.82	0.82	0.73	0.85
RFV	0.74	0.57	0.91	0.56	0.57	0.57	0.89	1.00	0.92	0.82	0.88	0.88	0.81	0.80	0.81	0.74	0.86
SYLD	0.74	0.57	0.92	0.55	0.56	0.56	0.90	0.92	1.00	0.85	0.88	0.91	0.80	0.79	0.83	0.74	0.87
SCHD	0.81	0.61	0.78	0.60	0.60	0.61	0.89	0.82	0.85	1.00	0.83	0.87	0.81	0.86	0.84	0.81	0.87
PAVE	0.80	0.64	0.84	0.63	0.63	0.64	0.86	0.88	0.88	0.83	1.00	0.85	0.82	0.81	0.85	0.80	0.88
COWZ	0.79	0.62	0.85	0.61	0.62	0.61	0.88	0.88	0.91	0.87	0.85	1.00	0.81	0.83	0.88	0.79	0.90
OMFL	0.84	0.70	0.77	0.71	0.70	0.71	0.83	0.81	0.80	0.81	0.82	0.81	1.00	0.83	0.83	0.84	0.89
MOAT	0.89	0.76	0.77	0.77	0.77	0.77	0.82	0.80	0.79	0.86	0.81	0.83	0.83	1.00	0.88	0.89	0.92
SPGP	0.90	0.79	0.78	0.78	0.79	0.78	0.82	0.81	0.83	0.84	0.85	0.88	0.83	0.88	1.00	0.90	0.95
VOO	1.00	0.91	0.71	0.93	0.92	0.92	0.73	0.74	0.74	0.81	0.80	0.79	0.84	0.89	0.90	1.00	0.96
Portfolio	0.96	0.85	0.84	0.85	0.85	0.85	0.85	0.86	0.87	0.87	0.88	0.90	0.89	0.92	0.95	0.96	1.00

The correlation results are calculated based on daily price changes starting from Jan 31, 2018

Performance Analysis

Risk Analysis

Optimization

Factor Model

Green way

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community