Marc Hartranft

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	5%
ABBV AbbVie Inc.	Healthcare	5%
AMGN Amgen Inc.	Healthcare	5%
AVGO Broadcom Inc.	Technology	5%
IJR iShares Core S&P Small-Cap ETF	Small Cap Blend Equities	10%
LMT Lockheed Martin Corporation	Industrials	5%
MO Altria Group, Inc.	Consumer Defensive	5%
NVDA NVIDIA Corporation	Technology	5%
PM Philip Morris International Inc.	Consumer Defensive	5%
SPEM SPDR Portfolio Emerging Markets ETF	Emerging Markets Equities	5%
SPMO Invesco S&P 500 Momentum ETF	Momentum, S&P 500	30%
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	10%
VZ Verizon Communications Inc.	Communication Services	5%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Marc Hartranft, 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 12, 2015, corresponding to the inception date of SPMO

Returns By Period

As of Apr 11, 2026, the Marc Hartranft returned 7.20% Year-To-Date and 19.59% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-0.11%	2.78%	-0.42%	4.03%	27.10%	18.38%	10.55%	12.70%
Portfolio Marc Hartranft	0.20%	3.43%	7.20%	10.25%	40.06%	29.27%	19.60%	19.59%
Portfolio components:
SPMO Invesco S&P 500 Momentum ETF	0.47%	6.46%	3.66%	4.63%	38.53%	31.29%	18.51%	18.34%
AVGO Broadcom Inc.	4.69%	15.57%	7.58%	14.91%	105.87%	83.91%	53.30%	40.88%
NVDA NVIDIA Corporation	2.57%	4.65%	1.15%	3.00%	70.08%	90.83%	67.37%	71.10%
AAPL Apple Inc	-0.00%	4.14%	-4.10%	6.40%	32.03%	18.01%	14.99%	26.40%
AMGN Amgen Inc.	-1.29%	-4.15%	7.99%	22.69%	26.59%	15.32%	10.53%	11.54%
ABBV AbbVie Inc.	-2.10%	-5.34%	-8.26%	-8.41%	22.77%	12.82%	18.55%	18.04%
MO Altria Group, Inc.	-0.12%	0.91%	18.82%	4.84%	27.31%	23.62%	14.06%	7.57%
PM Philip Morris International Inc.	-0.50%	-7.32%	0.92%	1.80%	7.96%	22.96%	17.44%	9.99%
VZ Verizon Communications Inc.	-2.19%	-9.05%	16.73%	19.30%	12.37%	12.62%	1.78%	4.19%
LMT Lockheed Martin Corporation	-1.63%	-5.00%	27.56%	23.08%	32.76%	10.89%	12.71%	13.47%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 13, 2015, Marc Hartranft's average daily return is +0.08%, while the average monthly return is +1.56%. At this rate, an investment would double in approximately 3.7 years.

Historically, 71% of months were positive and 29% were negative. The best month was Oct 2022 with a return of +11.3%, while the worst month was Mar 2020 at -9.5%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Marc Hartranft closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +8.6%, while the worst single day was Mar 16, 2020 at -12.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.47%	3.07%	-5.54%	5.39%									7.20%
2025	2.21%	2.33%	-3.29%	1.15%	7.24%	4.79%	1.63%	3.59%	4.06%	-0.01%	1.42%	-0.42%	27.19%
2024	3.37%	5.90%	4.42%	-3.43%	6.84%	4.77%	3.61%	3.26%	1.67%	-0.20%	2.63%	-1.75%	35.27%
2023	4.19%	-1.26%	3.24%	1.06%	-1.10%	5.95%	2.98%	0.12%	-3.65%	-1.71%	8.02%	6.13%	25.91%
2022	-2.89%	-0.10%	2.70%	-7.46%	2.29%	-8.01%	5.67%	-4.05%	-8.87%	11.26%	6.64%	-3.39%	-8.12%
2021	-0.03%	1.53%	3.76%	3.35%	1.02%	4.30%	0.68%	2.98%	-4.81%	4.81%	-0.21%	5.57%	24.97%

Benchmark Metrics

Marc Hartranft has an annualized alpha of 7.62%, beta of 0.90, and R² of 0.92 versus S&P 500 Index. Calculated based on daily prices since October 13, 2015.

This portfolio captured 110.49% of S&P 500 Index gains but only 78.49% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 7.62% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.90 and R² of 0.92, 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: 7.62%

Beta: 0.90

R²: 0.92

Upside Capture: 110.49%

Downside Capture: 78.49%

Expense Ratio

Marc Hartranft has an expense ratio of 0.05%, 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.

SPMO

Invesco S&P 500 Momentum ETF

SPEM

SPDR Portfolio Emerging Markets ETF

IJR

iShares Core S&P Small-Cap ETF

VEA

Vanguard FTSE Developed Markets ETF

Return for Risk

Risk / Return Rank

Marc Hartranft ranks 89 for risk / return — in the top 89% 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	3.43	2.23	+1.20
Sortino ratio Return per unit of downside risk	4.73	3.12	+1.61
Omega ratio Gain probability vs. loss probability	1.64	1.42	+0.22
Calmar ratio Return relative to maximum drawdown	5.65	4.05	+1.60
Martin ratio Return relative to average drawdown	25.86	17.91	+7.95
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
SPMO Invesco S&P 500 Momentum ETF	61	2.37	3.21	1.43	3.98	15.34
AVGO Broadcom Inc.	86	2.76	3.36	1.43	4.89	11.77
NVDA NVIDIA Corporation	81	2.19	2.75	1.34	4.75	11.78
AAPL Apple Inc	75	1.57	2.32	1.30	3.75	9.07
AMGN Amgen Inc.	62	1.03	1.65	1.20	2.35	5.37
ABBV AbbVie Inc.	56	0.93	1.39	1.18	1.50	3.48
MO Altria Group, Inc.	65	1.37	1.82	1.26	1.82	4.71
PM Philip Morris International Inc.	41	0.40	0.66	1.09	0.55	1.13
VZ Verizon Communications Inc.	52	0.66	1.21	1.15	1.38	3.25
LMT Lockheed Martin Corporation	68	1.39	1.83	1.26	2.71	6.86

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.

Marc Hartranft Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

1-Year: 3.43
5-Year: 1.29
10-Year: 1.15
All Time: 1.16

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 2.14 to 3.05, 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 Marc Hartranft 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

Marc Hartranft provided a 2.03% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.03%	2.18%	2.31%	2.76%	2.71%	2.29%	2.39%	2.53%	2.53%	1.84%	2.34%	1.94%
Portfolio components:
SPMO Invesco S&P 500 Momentum ETF	0.82%	0.73%	0.48%	1.63%	1.66%	0.52%	1.27%	1.39%	1.05%	0.77%	1.94%	0.36%
AVGO Broadcom Inc.	0.67%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
AAPL Apple Inc	0.40%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
AMGN Amgen Inc.	2.75%	2.91%	3.45%	2.96%	2.95%	3.13%	2.78%	2.41%	2.71%	2.65%	2.74%	1.95%
ABBV AbbVie Inc.	3.20%	2.87%	3.49%	3.82%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%
MO Altria Group, Inc.	6.23%	7.21%	7.65%	9.52%	8.05%	7.43%	8.29%	6.57%	6.07%	3.56%	3.48%	3.73%
PM Philip Morris International Inc.	3.59%	3.52%	4.40%	5.46%	4.98%	5.16%	5.73%	5.43%	6.73%	3.99%	4.50%	4.60%
VZ Verizon Communications Inc.	6.01%	6.68%	6.68%	6.96%	6.53%	4.85%	4.21%	3.95%	4.22%	4.39%	4.26%	4.79%
LMT Lockheed Martin Corporation	2.20%	2.76%	2.62%	2.68%	2.34%	2.98%	2.76%	2.31%	3.13%	2.32%	2.71%	2.83%

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 Marc Hartranft. 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 Marc Hartranft was 31.41%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.

The current Marc Hartranft drawdown is 1.40%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-31.41%	Feb 20, 2020	23	Mar 23, 2020	79	Jul 15, 2020	102
-20.98%	Oct 2, 2018	58	Dec 24, 2018	205	Oct 17, 2019	263
-20.93%	Jan 5, 2022	186	Sep 30, 2022	175	Jun 13, 2023	361
-14.79%	Feb 21, 2025	33	Apr 8, 2025	23	May 12, 2025	56
-10.71%	Dec 7, 2015	46	Feb 11, 2016	31	Mar 29, 2016	77

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 13 assets, with an effective number of assets of 7.41, 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	VZ	LMT	MO	PM	ABBV	AMGN	NVDA	AVGO	AAPL	SPEM	SPMO	IJR	VEA	Portfolio
Benchmark	1.00	0.29	0.34	0.27	0.33	0.38	0.45	0.64	0.65	0.68	0.68	0.78	0.79	0.80	0.92
VZ	0.29	1.00	0.24	0.38	0.35	0.27	0.30	0.02	0.06	0.14	0.18	0.16	0.27	0.28	0.31
LMT	0.34	0.24	1.00	0.28	0.28	0.26	0.26	0.11	0.14	0.18	0.18	0.25	0.32	0.29	0.37
MO	0.27	0.38	0.28	1.00	0.63	0.25	0.26	0.03	0.10	0.16	0.18	0.18	0.28	0.28	0.34
PM	0.33	0.35	0.28	0.63	1.00	0.28	0.29	0.08	0.14	0.20	0.26	0.23	0.29	0.36	0.40
ABBV	0.38	0.27	0.26	0.25	0.28	1.00	0.52	0.16	0.19	0.23	0.24	0.28	0.31	0.34	0.44
AMGN	0.45	0.30	0.26	0.26	0.29	0.52	1.00	0.21	0.24	0.31	0.31	0.33	0.37	0.39	0.49
NVDA	0.64	0.02	0.11	0.03	0.08	0.16	0.21	1.00	0.62	0.51	0.48	0.60	0.44	0.48	0.68
AVGO	0.65	0.06	0.14	0.10	0.14	0.19	0.24	0.62	1.00	0.52	0.50	0.58	0.48	0.53	0.70
AAPL	0.68	0.14	0.18	0.16	0.20	0.23	0.31	0.51	0.52	1.00	0.48	0.55	0.48	0.52	0.66
SPEM	0.68	0.18	0.18	0.18	0.26	0.24	0.31	0.48	0.50	0.48	1.00	0.52	0.59	0.80	0.69
SPMO	0.78	0.16	0.25	0.18	0.23	0.28	0.33	0.60	0.58	0.55	0.52	1.00	0.56	0.61	0.84
IJR	0.79	0.27	0.32	0.28	0.29	0.31	0.37	0.44	0.48	0.48	0.59	0.56	1.00	0.72	0.75
VEA	0.80	0.28	0.29	0.28	0.36	0.34	0.39	0.48	0.53	0.52	0.80	0.61	0.72	1.00	0.80
Portfolio	0.92	0.31	0.37	0.34	0.40	0.44	0.49	0.68	0.70	0.66	0.69	0.84	0.75	0.80	1.00

The correlation results are calculated based on daily price changes starting from Oct 13, 2015

Marc Hartranft

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