ETF+ довгострок

Asset Allocation

Position	Category/Sector	Target Weight
CIBR First Trust NASDAQ Cybersecurity ETF	Technology Equities, Cybersecurity	6%
DRIV Global X Autonomous & Electric Vehicles ETF	Global Equities	6%
IAU iShares Gold Trust	Gold, Precious Metals	8%
IXC iShares Global Energy ETF	Energy Equities	6%
PHO Invesco Water Resources ETF	Water Equities	6%
QTUM Defiance Quantum ETF	Technology Equities	6%
SGOV iShares 0-3 Month Treasury Bond ETF	Ultrashort Bond	7%
SOXX iShares Semiconductor ETF	Semiconductors, Technology Equities	6%
SPEM SPDR Portfolio Emerging Markets ETF	Emerging Markets Equities	7%
URA Global X Uranium ETF	Commodity Producers Equities	6%
USD=X USD Cash		5%
VGK Vanguard FTSE Europe ETF	Europe Equities	7%
VTI Vanguard Total Stock Market ETF	Large Cap Blend Equities	12%
VXUS Vanguard Total International Stock ETF	Foreign Large Cap Equities	12%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ETF+ довгострок, 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 May 28, 2020, corresponding to the inception date of SGOV

Returns By Period

	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 ETF+ довгострок	0.00%	-1.27%	4.03%	5.39%	44.68%	19.92%	12.07%	—
Portfolio components:
VTI Vanguard Total Stock Market ETF	0.16%	-3.34%	-3.13%	-1.30%	31.84%	18.10%	10.66%	13.75%
VXUS Vanguard Total International Stock ETF	-0.68%	-1.47%	2.81%	5.79%	39.16%	15.41%	7.43%	9.01%
VGK Vanguard FTSE Europe ETF	-0.48%	-1.46%	-0.00%	3.75%	32.06%	14.38%	8.89%	9.07%
SPEM SPDR Portfolio Emerging Markets ETF	-0.66%	-2.01%	-0.11%	0.40%	31.35%	14.07%	4.22%	8.27%
SOXX iShares Semiconductor ETF	0.32%	0.61%	12.84%	21.56%	116.82%	33.13%	19.27%	28.54%
CIBR First Trust NASDAQ Cybersecurity ETF	1.65%	-2.26%	-10.01%	-15.93%	12.20%	15.24%	9.14%	14.76%
PHO Invesco Water Resources ETF	-0.37%	-4.38%	-4.21%	-7.62%	12.49%	8.81%	6.72%	12.41%
IXC iShares Global Energy ETF	1.18%	8.12%	34.70%	37.83%	61.17%	17.03%	22.47%	11.43%
URA Global X Uranium ETF	-0.73%	-2.32%	14.44%	3.30%	146.08%	40.85%	24.89%	16.76%
DRIV Global X Autonomous & Electric Vehicles ETF	0.17%	0.75%	4.66%	6.00%	67.41%	11.13%	4.09%	—

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

Monthly Returns

Based on dividend-adjusted daily data since May 29, 2020, ETF+ довгострок's average daily return is +0.05%, while the average monthly return is +1.35%. At this rate, your investment would double in approximately 4.3 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +11.8%, while the worst month was Sep 2022 at -9.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, ETF+ довгострок closed higher 37% of trading days. The best single day was Apr 9, 2025 with a return of +7.7%, while the worst single day was Apr 4, 2025 at -5.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	6.79%	2.00%	-5.24%	0.78%									4.03%
2025	3.19%	-0.98%	-1.59%	1.01%	6.43%	6.04%	0.30%	3.23%	5.39%	3.75%	-1.45%	0.71%	28.80%
2024	-0.24%	3.20%	3.43%	-2.14%	4.05%	-0.16%	1.23%	0.72%	2.16%	-1.08%	2.55%	-2.02%	12.09%
2023	8.08%	-2.64%	2.65%	-0.68%	0.62%	4.92%	3.76%	-2.29%	-2.49%	-2.67%	7.66%	4.79%	22.95%
2022	-4.05%	0.37%	1.92%	-7.18%	0.86%	-8.02%	6.39%	-2.45%	-8.99%	4.77%	7.93%	-3.91%	-13.26%
2021	0.71%	3.44%	1.72%	2.78%	3.02%	0.69%	-0.05%	1.98%	-1.99%	5.31%	-1.50%	2.45%	19.96%

Benchmark Metrics

ETF+ довгострок has an annualized alpha of 4.88%, beta of 0.82, and R² of 0.81 versus S&P 500 Index. Calculated based on daily prices since May 29, 2020.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (87.65%) than losses (71.52%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 4.88% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 4.88%

Beta: 0.82

R²: 0.81

Upside Capture: 87.65%

Downside Capture: 71.52%

Expense Ratio

ETF+ довгострок has an expense ratio of 0.28%, 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.

Top 10 holdings

URA

Global X Uranium ETF

DRIV

Global X Autonomous & Electric Vehicles ETF

CIBR

First Trust NASDAQ Cybersecurity ETF

PHO

Invesco Water Resources ETF

IXC

iShares Global Energy ETF

QTUM

Defiance Quantum ETF

SOXX

iShares Semiconductor ETF

IAU

iShares Gold Trust

SPEM

SPDR Portfolio Emerging Markets ETF

SGOV

iShares 0-3 Month Treasury Bond ETF

Return for Risk

Risk / Return Rank

ETF+ довгострок ranks 81 for risk / return — in the top 81% 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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	2.83	0.88	+1.95
Sortino ratio Return per unit of downside risk	4.15	1.37	+2.79
Omega ratio Gain probability vs. loss probability	1.57	1.21	+0.36
Calmar ratio Return relative to maximum drawdown	2.33	1.39	+0.94
Martin ratio Return relative to average drawdown	7.78	6.43	+1.35
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
VTI Vanguard Total Stock Market ETF	52	0.94	1.47	1.22	1.53	7.16
VXUS Vanguard Total International Stock ETF	78	1.63	2.25	1.33	2.52	9.49
VGK Vanguard FTSE Europe ETF	62	1.23	1.76	1.25	1.82	6.86
SPEM SPDR Portfolio Emerging Markets ETF	60	1.22	1.72	1.25	1.77	6.62
SOXX iShares Semiconductor ETF	91	2.01	2.62	1.37	4.46	16.48
CIBR First Trust NASDAQ Cybersecurity ETF	11	0.01	0.18	1.02	0.07	0.20
PHO Invesco Water Resources ETF	16	0.19	0.42	1.05	0.38	1.15
IXC iShares Global Energy ETF	73	1.72	2.16	1.32	2.15	7.14
URA Global X Uranium ETF	89	2.47	2.97	1.37	4.29	10.20
DRIV Global X Autonomous & Electric Vehicles ETF	81	1.69	2.35	1.31	2.94	10.97

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.

ETF+ довгострок Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 2.83
5-Year: 0.78
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 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 ETF+ довгострок 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

ETF+ довгострок provided a 1.82% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.82%	1.93%	2.05%	2.14%	1.75%	1.68%	1.29%	1.76%	1.61%	1.19%	1.68%	1.47%
Portfolio components:
VTI Vanguard Total Stock Market ETF	1.16%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%
VXUS Vanguard Total International Stock ETF	2.95%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%
VGK Vanguard FTSE Europe ETF	2.97%	2.86%	3.61%	3.15%	3.25%	3.05%	2.11%	3.27%	3.95%	2.70%	3.52%	3.25%
SPEM SPDR Portfolio Emerging Markets ETF	2.78%	2.77%	2.78%	2.80%	3.38%	3.14%	1.92%	2.94%	2.34%	1.12%	1.51%	2.40%
SOXX iShares Semiconductor ETF	0.49%	0.57%	0.67%	0.78%	1.26%	0.64%	0.81%	1.23%	1.37%	0.90%	1.08%	1.29%
CIBR First Trust NASDAQ Cybersecurity ETF	0.64%	0.42%	0.29%	0.42%	0.31%	0.59%	1.10%	0.23%	0.23%	0.10%	0.77%	0.58%
PHO Invesco Water Resources ETF	0.58%	0.54%	0.45%	0.59%	0.49%	0.20%	0.39%	0.43%	0.46%	0.34%	0.47%	0.75%
IXC iShares Global Energy ETF	2.73%	3.68%	4.56%	3.45%	4.76%	3.98%	4.86%	7.00%	3.51%	3.05%	2.86%	3.77%
URA Global X Uranium ETF	4.26%	4.88%	2.86%	6.07%	0.76%	5.84%	1.69%	1.66%	0.44%	2.03%	7.28%	1.96%
DRIV Global X Autonomous & Electric Vehicles ETF	1.02%	1.07%	2.07%	1.62%	1.24%	0.32%	0.29%	1.23%	2.79%	0.00%	0.00%	0.00%

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 ETF+ довгострок. 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 ETF+ довгострок was 23.24%, occurring on Oct 14, 2022. Recovery took 424 trading sessions.

The current ETF+ довгострок drawdown is 5.53%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-23.24%	Nov 9, 2021	340	Oct 14, 2022	424	Dec 12, 2023	764
-14.97%	Feb 19, 2025	49	Apr 8, 2025	34	May 12, 2025	83
-9.18%	Jul 17, 2024	20	Aug 5, 2024	52	Sep 26, 2024	72
-9.1%	Jan 29, 2026	61	Mar 30, 2026	—	—	—
-6.87%	Sep 3, 2020	21	Sep 23, 2020	47	Nov 9, 2020	68

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 14 assets, with an effective number of assets of 12.89, 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	SGOV	IAU	IXC	URA	CIBR	PHO	SPEM	SOXX	VGK	QTUM	DRIV	VTI	VXUS	Portfolio
Benchmark	1.00	0.00	-0.02	0.12	0.39	0.51	0.74	0.77	0.64	0.79	0.74	0.83	0.83	0.99	0.77	0.88
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
SGOV	-0.02	0.00	1.00	0.05	0.03	-0.00	0.03	0.01	0.03	0.01	0.00	0.03	-0.01	0.02	0.03	0.02
IAU	0.12	0.00	0.05	1.00	0.18	0.29	0.14	0.13	0.29	0.12	0.26	0.16	0.18	0.14	0.32	0.31
IXC	0.39	0.00	0.03	0.18	1.00	0.39	0.20	0.32	0.36	0.25	0.40	0.30	0.39	0.37	0.44	0.49
URA	0.51	0.00	-0.00	0.29	0.39	1.00	0.41	0.35	0.50	0.43	0.48	0.50	0.52	0.49	0.56	0.68
CIBR	0.74	0.00	0.03	0.14	0.20	0.41	1.00	0.53	0.48	0.63	0.50	0.70	0.62	0.72	0.55	0.68
PHO	0.77	0.00	0.01	0.13	0.32	0.35	0.53	1.00	0.44	0.53	0.63	0.59	0.63	0.74	0.62	0.67
SPEM	0.64	0.00	0.03	0.29	0.36	0.50	0.48	0.44	1.00	0.57	0.68	0.64	0.71	0.62	0.84	0.74
SOXX	0.79	0.00	0.01	0.12	0.25	0.43	0.63	0.53	0.57	1.00	0.55	0.87	0.76	0.74	0.61	0.76
VGK	0.74	0.00	0.00	0.26	0.40	0.48	0.50	0.63	0.68	0.55	1.00	0.65	0.70	0.70	0.90	0.79
QTUM	0.83	0.00	0.03	0.16	0.30	0.50	0.70	0.59	0.64	0.87	0.65	1.00	0.82	0.81	0.72	0.84
DRIV	0.83	0.00	-0.01	0.18	0.39	0.52	0.62	0.63	0.71	0.76	0.70	0.82	1.00	0.81	0.79	0.86
VTI	0.99	0.00	0.02	0.14	0.37	0.49	0.72	0.74	0.62	0.74	0.70	0.81	0.81	1.00	0.75	0.86
VXUS	0.77	0.00	0.03	0.32	0.44	0.56	0.55	0.62	0.84	0.61	0.90	0.72	0.79	0.75	1.00	0.87
Portfolio	0.88	0.00	0.02	0.31	0.49	0.68	0.68	0.67	0.74	0.76	0.79	0.84	0.86	0.86	0.87	1.00

The correlation results are calculated based on daily price changes starting from May 29, 2020

ETF+ довгострок

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