Aggressive: Dividend + Energy/Semi Momentum

Asset Allocation

Position	Category/Sector	Target Weight
VTV Vanguard Value ETF	Large Cap Value Equities	20%
VIG Vanguard Dividend Appreciation ETF	Dividend	20%
VDE Vanguard Energy ETF	Energy Equities	18%
SMH VanEck Semiconductor ETF	Semiconductors, Technology Equities	15%
SPMO Invesco S&P 500 Momentum ETF	Momentum, S&P 500	12%
PPA Invesco Aerospace & Defense ETF	Aerospace & Defense, Industrials Equities	9%
QQQM Invesco NASDAQ 100 ETF	Nasdaq-100	6%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Portfolio Optimizer

Find the right asset allocation for Aggressive: Dividend + Energy/Semi Momentum

Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Aggressive: Dividend + Energy/Semi Momentum, 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 year.

Loading charts...

Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio Aggressive: Dividend + Energy/Semi Momentum	1.62%	3.19%	23.92%	23.63%	44.67%	28.22%	20.72%	—
Portfolio components:
PPA Invesco Aerospace & Defense ETF	-0.43%	1.28%	8.41%	11.71%	25.14%	28.15%	17.94%	17.28%
QQQM Invesco NASDAQ 100 ETF	1.54%	0.68%	16.72%	15.00%	35.86%	27.25%	17.06%	—
SMH VanEck Semiconductor ETF	5.00%	5.58%	66.10%	62.81%	137.42%	60.43%	37.89%	36.92%
SPMO Invesco S&P 500 Momentum ETF	2.50%	2.83%	24.29%	22.86%	39.53%	40.28%	23.06%	20.38%
VDE Vanguard Energy ETF	1.27%	3.82%	31.33%	29.93%	44.64%	16.98%	20.26%	9.47%
VIG Vanguard Dividend Appreciation ETF	0.03%	2.32%	6.58%	6.47%	18.31%	16.04%	10.62%	13.05%
VTV Vanguard Value ETF	0.25%	2.67%	11.91%	13.41%	25.49%	17.72%	11.30%	12.42%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 14, 2020, Aggressive: Dividend + Energy/Semi Momentum's average daily return is +0.09%, while the average monthly return is +1.92%. At this rate, an investment would double in approximately 3.0 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +16.0%, while the worst month was Jun 2022 at -10.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Aggressive: Dividend + Energy/Semi Momentum closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +9.4%, while the worst single day was Apr 4, 2025 at -7.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	6.83%	3.19%	-2.35%	9.44%	5.41%	-0.20%							23.92%
2025	3.19%	-0.44%	-3.31%	-3.03%	6.40%	6.63%	2.01%	2.09%	4.29%	2.27%	0.12%	0.60%	22.25%
2024	1.90%	6.49%	5.31%	-3.51%	4.90%	2.65%	1.24%	1.40%	0.71%	-0.87%	5.34%	-3.98%	23.07%
2023	5.00%	-2.73%	2.65%	0.38%	-0.36%	6.51%	4.04%	-0.96%	-3.43%	-2.69%	7.93%	5.24%	22.82%
2022	-1.26%	0.89%	4.35%	-6.45%	5.08%	-10.79%	8.76%	-2.30%	-9.15%	14.24%	5.52%	-4.31%	1.53%
2021	0.31%	6.65%	4.20%	2.68%	2.66%	2.59%	-0.70%	1.45%	-1.70%	6.98%	-1.16%	4.14%	31.45%

Benchmark Metrics

Aggressive: Dividend + Energy/Semi Momentum has an annualized alpha of 10.03%, beta of 0.95, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since October 14, 2020.

This portfolio captured 115.57% of S&P 500 Index gains but only 75.21% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 10.03% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 0.95 and R2 of 0.84, 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: 10.03%

Beta: 0.95

R²: 0.84

Upside Capture: 115.57%

Downside Capture: 75.21%

Expense Ratio

Aggressive: Dividend + Energy/Semi Momentum has an expense ratio of 0.16%, 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.

PPA

Invesco Aerospace & Defense ETF

SMH

VanEck Semiconductor ETF

QQQM

Invesco NASDAQ 100 ETF

SPMO

Invesco S&P 500 Momentum ETF

VDE

Vanguard Energy ETF

VTV

Vanguard Value ETF

VIG

Vanguard Dividend Appreciation ETF

Return for Risk

Risk / Return Rank

Aggressive: Dividend + Energy/Semi Momentum ranks 94 for risk / return — in the top 94% 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 Aggressive: Dividend + Energy/Semi Momentum and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	3.53	1.94	+1.59
Sortino ratioReturn per unit of downside risk	4.44	2.63	+1.82
Omega ratioGain probability vs. loss probability	1.65	1.35	+0.30
Calmar ratioReturn relative to maximum drawdown	8.70	2.59	+6.12
Martin ratioReturn relative to average drawdown	32.70	11.84	+20.85
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
PPA Invesco Aerospace & Defense ETF	40	1.32	1.94	1.23	1.84	5.29
QQQM Invesco NASDAQ 100 ETF	69	2.16	2.78	1.38	3.01	11.44
SMH VanEck Semiconductor ETF	96	4.27	4.33	1.62	9.26	34.80
SPMO Invesco S&P 500 Momentum ETF	71	2.13	2.81	1.39	3.13	12.02
VDE Vanguard Energy ETF	71	2.21	2.83	1.35	3.80	10.98
VIG Vanguard Dividend Appreciation ETF	58	1.82	2.65	1.33	2.33	9.37
VTV Vanguard Value ETF	84	2.52	3.58	1.45	4.03	15.20

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.

Aggressive: Dividend + Energy/Semi Momentum Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 3.53
5-Year: 1.20
All Time: 1.42

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 1.64 to 2.53, 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 Aggressive: Dividend + Energy/Semi Momentum compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading charts...

Dividends

Dividend yield

Aggressive: Dividend + Energy/Semi Momentum provided a 1.27% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.27%	1.49%	1.61%	1.85%	2.05%	1.70%	2.04%	1.94%	2.05%	1.72%	1.84%	2.05%
Portfolio components:
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%
QQQM Invesco NASDAQ 100 ETF	0.43%	0.50%	0.61%	0.65%	0.83%	0.40%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%
SMH VanEck Semiconductor ETF	0.18%	0.31%	0.44%	0.60%	1.18%	0.51%	0.69%	1.50%	1.88%	1.43%	0.80%	2.14%
SPMO Invesco S&P 500 Momentum ETF	0.69%	0.73%	0.48%	1.63%	1.66%	0.52%	1.27%	1.39%	1.05%	0.77%	1.94%	0.36%
VDE Vanguard Energy ETF	2.39%	3.11%	3.23%	3.34%	3.65%	4.13%	4.76%	3.42%	3.35%	2.90%	2.31%	3.17%
VIG Vanguard Dividend Appreciation ETF	1.48%	1.62%	1.73%	1.88%	1.96%	1.55%	1.63%	1.71%	2.08%	1.88%	2.14%	2.34%
VTV Vanguard Value ETF	1.87%	2.05%	2.31%	2.46%	2.52%	2.15%	2.56%	2.50%	2.73%	2.29%	2.44%	2.60%

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.

Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Aggressive: Dividend + Energy/Semi Momentum. 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 Aggressive: Dividend + Energy/Semi Momentum was 18.28%, occurring on Apr 8, 2025. Recovery took 45 trading sessions.

The current Aggressive: Dividend + Energy/Semi Momentum drawdown is 4.00%.

Related event	Drawdown	Fall	Recovery	Underwater
2025 selloff2025	-18.28%Apr 2025	2mo 14d	2mo 5d	4mo 19dJan 2025 - Jun 2025
Bear market2022	-17.03%Sep 2022	6mo	2mo 5d	8mo 5dMar 2022 - Nov 2022
2024 pullback2024	-9.60%Aug 2024	19d	2mo	2mo 19dJul 2024 - Oct 2024
2023 pullback2023	-8.18%Oct 2023	2mo 27d	24d	3mo 21dAug 2023 - Nov 2023
2020 pullback2020	-7.26%Oct 2020	14d	12d	26dOct 2020 - Nov 2020

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading charts...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 7 assets, with an effective number of assets of 6.21, 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	1.41	1.24	1.22	1.24

The portfolio has a diversification ratio of 1.24, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Aggressive: Dividend + Energy/Semi Momentum correlation to the S&P 500 Index

Aggressive: Dividend + Energy/Semi Momentum has a 0.83 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	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (5Y) Calculated over the trailing 5-year period	0.89
Correlation (All Time) Calculated using the full available price history since Oct 14, 2020	0.89

Benchmark Correlations

Correlation vs. S&P 500 Index. QQQM has the highest benchmark correlation at 0.92, while VDE has the lowest at 0.33.

0.33

0.69

0.79

0.80

0.85

0.90

0.92

Portfolio Correlations

Correlation vs. Aggressive: Dividend + Energy/Semi Momentum. VTV has the highest portfolio correlation at 0.84, while VDE has the lowest at 0.62.

0.62

0.75

0.77

0.79

0.81

0.84

0.84

Asset Correlations Table

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

	VDE	PPA	SMH	QQQM	SPMO	VTV	VIG
VDE	1.00	0.44	0.21	0.17	0.30	0.55	0.37
PPA	0.44	1.00	0.49	0.54	0.60	0.75	0.72
SMH	0.21	0.49	1.00	0.87	0.75	0.51	0.62
QQQM	0.17	0.54	0.87	1.00	0.82	0.57	0.73
SPMO	0.30	0.60	0.75	0.82	1.00	0.65	0.73
VTV	0.55	0.75	0.51	0.57	0.65	1.00	0.91
VIG	0.37	0.72	0.62	0.73	0.73	0.91	1.00

The correlation results are calculated based on daily price changes starting from Oct 14, 2020

Diversification Analysis

Find what Aggressive: Dividend + Energy/Semi Momentum is missing

See which holdings overlap, where Aggressive: Dividend + Energy/Semi Momentum is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification