Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAOI Applied Optoelectronics, Inc. | Technology | 6.67% |
AG First Majestic Silver Corp. | Basic Materials | 6.67% |
APLD Applied Digital Corporation | Financial Services | 6.67% |
AUGO Aura Minerals Inc. Common Shares | Basic Materials | 6.67% |
CMCIX Calvert Small/Mid-Cap Fund Class I | Small Cap Growth Equities | 6.67% |
CNX CNX Resources Corporation | Energy | 6.67% |
CRWV CoreWeave, Inc. | Technology | 6.67% |
DNN Denison Mines Corp | Energy | 6.67% |
FLYW Flywire Corporation | Technology | 6.67% |
IBRX ImmunityBio, Inc. | Healthcare | 6.67% |
J Jacobs Engineering Group Inc. | Industrials | 6.67% |
OKLO Oklo Inc. | Utilities | 6.67% |
POET POET Technologies Inc | Technology | 6.67% |
SMR Nuscale Power Corp | Industrials | 6.67% |
SOUN SoundHound AI Inc | Technology | 6.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in IArB(Gr0%UpTV)-PM(EFT)9(%)1(YR)Testing1, 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.
Loading graphics...
The earliest data available for this chart is Jul 16, 2025, corresponding to the inception date of AUGO
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio IArB(Gr0%UpTV)-PM(EFT)9(%)1(YR)Testing1 | 2.50% | -12.01% | 32.62% | 19.74% | — | — | — | — |
| Portfolio components: | ||||||||
IBRX ImmunityBio, Inc. | 2.24% | -27.00% | 268.69% | 192.00% | 139.34% | 59.77% | -20.09% | -2.82% |
SMR Nuscale Power Corp | -1.07% | -18.99% | -28.37% | -74.31% | -32.83% | 3.90% | 0.18% | — |
POET POET Technologies Inc | 9.11% | -13.21% | -3.48% | -6.00% | 58.29% | 15.85% | -8.25% | -1.54% |
FLYW Flywire Corporation | 1.73% | -6.21% | -16.81% | -13.32% | 19.84% | -26.13% | — | — |
CRWV CoreWeave, Inc. | 4.84% | 11.47% | 14.84% | -40.41% | 34.03% | — | — | — |
AAOI Applied Optoelectronics, Inc. | 20.34% | 8.99% | 198.08% | 271.37% | 551.07% | 256.68% | 63.77% | 21.28% |
AG First Majestic Silver Corp. | -1.49% | -23.02% | 31.13% | 81.22% | 227.12% | 44.85% | 6.14% | 13.43% |
SOUN SoundHound AI Inc | 1.50% | -20.33% | -32.00% | -62.00% | -21.71% | 28.30% | — | — |
OKLO Oklo Inc. | 0.12% | -23.97% | -32.93% | -62.63% | 112.03% | 67.89% | — | — |
DNN Denison Mines Corp | 0.00% | -8.50% | 37.59% | 32.13% | 181.54% | 50.21% | 25.41% | 21.06% |
Monthly Returns
Based on dividend-adjusted daily data since Jul 17, 2025, IArB(Gr0%UpTV)-PM(EFT)9(%)1(YR)Testing1's average daily return is +0.29%, while the average monthly return is +5.26%. At this rate, your investment would double in approximately 1.1 years.
Historically, 70% of months were positive and 30% were negative. The best month was Jan 2026 with a return of +28.2%, while the worst month was Nov 2025 at -15.3%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 1 months.
On a daily basis, IArB(Gr0%UpTV)-PM(EFT)9(%)1(YR)Testing1 closed higher 53% of trading days. The best single day was Feb 6, 2026 with a return of +10.5%, while the worst single day was Mar 26, 2026 at -7.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 28.17% | 16.75% | -13.36% | 2.29% | 32.62% | ||||||||
| 2025 | -2.72% | 5.14% | 19.32% | 10.87% | -15.29% | 1.44% | 16.27% |
Benchmark Metrics
IArB(Gr0%UpTV)-PM(EFT)9(%)1(YR)Testing1 has an annualized alpha of 71.70%, beta of 2.44, and R² of 0.36 versus S&P 500 Index. Calculated based on daily prices since July 17, 2025.
- This portfolio captured 481.04% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -49.76%) — a profile typical of hedging or uncorrelated assets.
- R² of 0.36 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 71.70%
- Beta
- 2.44
- R²
- 0.36
- Upside Capture
- 481.04%
- Downside Capture
- -49.76%
Expense Ratio
IArB(Gr0%UpTV)-PM(EFT)9(%)1(YR)Testing1 has an expense ratio of 0.08%, 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.
Return for Risk
Return / Risk — by metrics
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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 | |
|---|---|---|---|---|---|---|
IBRX ImmunityBio, Inc. | 81 | 1.29 | 2.42 | 1.29 | 3.45 | 5.62 |
SMR Nuscale Power Corp | 29 | -0.31 | 0.21 | 1.02 | -0.38 | -0.67 |
POET POET Technologies Inc | 64 | 0.59 | 1.62 | 1.18 | 1.21 | 2.53 |
FLYW Flywire Corporation | 56 | 0.46 | 0.97 | 1.12 | 0.82 | 2.32 |
CRWV CoreWeave, Inc. | 56 | 0.31 | 1.28 | 1.15 | 0.87 | 1.37 |
AAOI Applied Optoelectronics, Inc. | 97 | 4.04 | 3.70 | 1.44 | 12.36 | 32.04 |
AG First Majestic Silver Corp. | 93 | 3.04 | 3.08 | 1.40 | 5.36 | 17.14 |
SOUN SoundHound AI Inc | 31 | -0.25 | 0.22 | 1.02 | -0.24 | -0.48 |
OKLO Oklo Inc. | 71 | 1.05 | 2.08 | 1.23 | 1.54 | 3.12 |
DNN Denison Mines Corp | 93 | 2.88 | 3.21 | 1.38 | 6.15 | 17.05 |
Loading graphics...
Dividends
Dividend yield
IArB(Gr0%UpTV)-PM(EFT)9(%)1(YR)Testing1 provided a 0.54% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.54% | 0.53% | 0.55% | 0.12% | 0.07% | 0.05% | 0.05% | 0.05% | 0.07% | 0.06% | 0.00% | 0.12% |
| Portfolio components: | ||||||||||||
IBRX ImmunityBio, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SMR Nuscale Power Corp | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
POET POET Technologies Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FLYW Flywire Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CRWV CoreWeave, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AAOI Applied Optoelectronics, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AG First Majestic Silver Corp. | 0.10% | 0.12% | 0.33% | 0.34% | 0.31% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SOUN SoundHound AI Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OKLO Oklo Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DNN Denison Mines Corp | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the IArB(Gr0%UpTV)-PM(EFT)9(%)1(YR)Testing1. 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 IArB(Gr0%UpTV)-PM(EFT)9(%)1(YR)Testing1 was 32.30%, occurring on Nov 20, 2025. Recovery took 38 trading sessions.
The current IArB(Gr0%UpTV)-PM(EFT)9(%)1(YR)Testing1 drawdown is 15.82%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.3% | Oct 16, 2025 | 26 | Nov 20, 2025 | 38 | Jan 16, 2026 | 64 |
| -23.84% | Mar 3, 2026 | 20 | Mar 30, 2026 | — | — | — |
| -17.05% | Jan 29, 2026 | 6 | Feb 5, 2026 | 11 | Feb 23, 2026 | 17 |
| -8.83% | Jul 25, 2025 | 6 | Aug 1, 2025 | 7 | Aug 12, 2025 | 13 |
| -7.45% | Aug 13, 2025 | 6 | Aug 20, 2025 | 13 | Sep 9, 2025 | 19 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 15 assets, with an effective number of assets of 15.00, 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
| Benchmark | CNX | FLYW | AUGO | CMCIX | J | AG | IBRX | AAOI | CRWV | POET | DNN | SMR | APLD | SOUN | OKLO | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.03 | 0.46 | 0.31 | 0.58 | 0.51 | 0.37 | 0.30 | 0.45 | 0.39 | 0.40 | 0.35 | 0.42 | 0.44 | 0.49 | 0.48 | 0.57 |
| CNX | 0.03 | 1.00 | 0.04 | 0.08 | 0.13 | 0.05 | 0.13 | 0.14 | 0.07 | 0.03 | 0.07 | -0.05 | -0.03 | -0.08 | 0.01 | -0.02 | 0.06 |
| FLYW | 0.46 | 0.04 | 1.00 | 0.15 | 0.44 | 0.32 | 0.20 | 0.14 | 0.13 | 0.13 | 0.27 | 0.12 | 0.17 | 0.09 | 0.34 | 0.18 | 0.24 |
| AUGO | 0.31 | 0.08 | 0.15 | 1.00 | 0.23 | 0.14 | 0.62 | 0.23 | 0.23 | 0.26 | 0.24 | 0.41 | 0.19 | 0.21 | 0.30 | 0.24 | 0.47 |
| CMCIX | 0.58 | 0.13 | 0.44 | 0.23 | 1.00 | 0.60 | 0.25 | 0.30 | 0.20 | 0.16 | 0.30 | 0.15 | 0.21 | 0.18 | 0.43 | 0.23 | 0.36 |
| J | 0.51 | 0.05 | 0.32 | 0.14 | 0.60 | 1.00 | 0.17 | 0.27 | 0.16 | 0.23 | 0.23 | 0.23 | 0.36 | 0.29 | 0.45 | 0.36 | 0.43 |
| AG | 0.37 | 0.13 | 0.20 | 0.62 | 0.25 | 0.17 | 1.00 | 0.22 | 0.32 | 0.31 | 0.20 | 0.47 | 0.26 | 0.25 | 0.26 | 0.27 | 0.54 |
| IBRX | 0.30 | 0.14 | 0.14 | 0.23 | 0.30 | 0.27 | 0.22 | 1.00 | 0.35 | 0.27 | 0.32 | 0.28 | 0.37 | 0.28 | 0.43 | 0.31 | 0.61 |
| AAOI | 0.45 | 0.07 | 0.13 | 0.23 | 0.20 | 0.16 | 0.32 | 0.35 | 1.00 | 0.37 | 0.38 | 0.38 | 0.37 | 0.40 | 0.20 | 0.35 | 0.62 |
| CRWV | 0.39 | 0.03 | 0.13 | 0.26 | 0.16 | 0.23 | 0.31 | 0.27 | 0.37 | 1.00 | 0.35 | 0.41 | 0.34 | 0.57 | 0.38 | 0.42 | 0.61 |
| POET | 0.40 | 0.07 | 0.27 | 0.24 | 0.30 | 0.23 | 0.20 | 0.32 | 0.38 | 0.35 | 1.00 | 0.35 | 0.32 | 0.37 | 0.47 | 0.38 | 0.58 |
| DNN | 0.35 | -0.05 | 0.12 | 0.41 | 0.15 | 0.23 | 0.47 | 0.28 | 0.38 | 0.41 | 0.35 | 1.00 | 0.53 | 0.54 | 0.40 | 0.60 | 0.68 |
| SMR | 0.42 | -0.03 | 0.17 | 0.19 | 0.21 | 0.36 | 0.26 | 0.37 | 0.37 | 0.34 | 0.32 | 0.53 | 1.00 | 0.57 | 0.49 | 0.76 | 0.68 |
| APLD | 0.44 | -0.08 | 0.09 | 0.21 | 0.18 | 0.29 | 0.25 | 0.28 | 0.40 | 0.57 | 0.37 | 0.54 | 0.57 | 1.00 | 0.47 | 0.66 | 0.70 |
| SOUN | 0.49 | 0.01 | 0.34 | 0.30 | 0.43 | 0.45 | 0.26 | 0.43 | 0.20 | 0.38 | 0.47 | 0.40 | 0.49 | 0.47 | 1.00 | 0.56 | 0.65 |
| OKLO | 0.48 | -0.02 | 0.18 | 0.24 | 0.23 | 0.36 | 0.27 | 0.31 | 0.35 | 0.42 | 0.38 | 0.60 | 0.76 | 0.66 | 0.56 | 1.00 | 0.72 |
| Portfolio | 0.57 | 0.06 | 0.24 | 0.47 | 0.36 | 0.43 | 0.54 | 0.61 | 0.62 | 0.61 | 0.58 | 0.68 | 0.68 | 0.70 | 0.65 | 0.72 | 1.00 |