EpSMrket(MoM)TimingMoM0.50(%)4of4-Test1

Asset Allocation

Position	Category/Sector	Target Weight
ABBV AbbVie Inc.	Healthcare	6.67%
AEE Ameren Corporation	Utilities	6.67%
AEP American Electric Power Company, Inc.	Utilities	6.67%
ALL The Allstate Corporation	Financial Services	6.67%
AMT American Tower Corporation	Real Estate	6.67%
APTV Aptiv PLC	Consumer Cyclical	6.67%
ATO Atmos Energy Corporation	Utilities	6.67%
EG Everest Group Ltd	Financial Services	6.67%
ERIE Erie Indemnity Company	Financial Services	6.67%
GDDY GoDaddy Inc.	Technology	6.67%
LIN Linde plc	Basic Materials	6.67%
PLD Prologis, Inc.	Real Estate	6.67%
REGN Regeneron Pharmaceuticals, Inc.	Healthcare	6.67%
VTRS Viatris Inc.	Healthcare	6.67%
XEL Xcel Energy Inc.	Utilities	6.67%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in EpSMrket(MoM)TimingMoM0.50(%)4of4-Test1, 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 Nov 16, 2020, corresponding to the inception date of VTRS

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 EpSMrket(MoM)TimingMoM0.50(%)4of4-Test1	0.33%	-4.47%	0.22%	0.91%	4.59%	10.31%	9.41%	—
Portfolio components:
ERIE Erie Indemnity Company	1.02%	-8.32%	-12.50%	-19.94%	-38.93%	4.01%	4.11%	12.79%
GDDY GoDaddy Inc.	1.13%	-8.47%	-34.18%	-39.05%	-54.75%	1.86%	0.36%	9.67%
ALL The Allstate Corporation	1.44%	-3.08%	-0.03%	-0.45%	2.76%	24.73%	15.02%	14.32%
EG Everest Group Ltd	0.99%	-1.79%	-3.01%	-5.64%	-8.27%	-1.25%	7.74%	7.59%
AEP American Electric Power Company, Inc.	0.77%	0.58%	15.97%	18.79%	27.25%	17.78%	13.22%	10.98%
LIN Linde plc	1.78%	0.52%	18.27%	7.81%	8.44%	13.42%	13.89%	—
REGN Regeneron Pharmaceuticals, Inc.	-1.98%	-0.63%	-1.18%	27.29%	22.44%	-2.45%	10.06%	6.59%
XEL Xcel Energy Inc.	1.29%	-2.20%	10.12%	2.97%	17.48%	9.84%	7.21%	10.12%
ABBV AbbVie Inc.	-2.86%	-10.70%	-7.86%	-10.37%	5.19%	13.21%	18.43%	18.22%
AEE Ameren Corporation	0.80%	0.40%	12.60%	10.04%	13.95%	12.47%	9.79%	11.49%

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

Monthly Returns

Based on dividend-adjusted daily data since Nov 17, 2020, EpSMrket(MoM)TimingMoM0.50(%)4of4-Test1's average daily return is +0.04%, while the average monthly return is +0.81%. At this rate, your investment would double in approximately 7.2 years.

Historically, 50% of months were positive and 50% were negative. The best month was Dec 2021 with a return of +9.7%, while the worst month was Sep 2021 at -6.9%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.

On a daily basis, EpSMrket(MoM)TimingMoM0.50(%)4of4-Test1 closed higher 54% of trading days. The best single day was Nov 10, 2022 with a return of +4.9%, while the worst single day was Apr 4, 2025 at -5.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-0.41%	5.95%	-4.34%	-0.70%									0.22%
2025	1.95%	3.53%	-1.04%	-2.61%	-0.44%	0.00%	1.01%	4.06%	1.30%	-1.76%	3.50%	-0.71%	8.87%
2024	0.64%	3.65%	2.49%	-5.50%	4.02%	-0.91%	8.74%	5.67%	0.91%	-5.47%	4.39%	-5.42%	12.69%
2023	3.88%	-2.04%	-0.47%	-0.11%	-6.00%	2.29%	3.96%	-0.70%	-1.90%	-0.53%	8.14%	4.37%	10.59%
2022	-2.63%	-2.46%	6.68%	-4.76%	2.09%	-5.18%	2.85%	-1.71%	-6.70%	8.93%	8.40%	-3.60%	0.30%
2021	-3.11%	-1.48%	5.38%	5.13%	0.84%	-0.29%	2.52%	1.99%	-6.93%	6.11%	-3.16%	9.65%	16.59%

Benchmark Metrics

EpSMrket(MoM)TimingMoM0.50(%)4of4-Test1 has an annualized alpha of 2.24%, beta of 0.61, and R² of 0.51 versus S&P 500 Index. Calculated based on daily prices since November 17, 2020.

This portfolio participated in 77.94% of S&P 500 Index downside but only 72.34% of its upside — more exposed to losses than it benefited from rallies.
This portfolio generated an annualized alpha of 2.24% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
Beta of 0.61 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 2.24%

Beta: 0.61

R²: 0.51

Upside Capture: 72.34%

Downside Capture: 77.94%

Expense Ratio

EpSMrket(MoM)TimingMoM0.50(%)4of4-Test1 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

EpSMrket(MoM)TimingMoM0.50(%)4of4-Test1 ranks 8 for risk / return — in the bottom 8% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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	0.31	0.88	-0.57
Sortino ratio Return per unit of downside risk	0.53	1.37	-0.84
Omega ratio Gain probability vs. loss probability	1.07	1.21	-0.14
Calmar ratio Return relative to maximum drawdown	0.47	1.39	-0.92
Martin ratio Return relative to average drawdown	1.70	6.43	-4.73
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
ERIE Erie Indemnity Company	5	-1.22	-1.68	0.79	-0.88	-1.47
GDDY GoDaddy Inc.	2	-1.49	-2.36	0.68	-0.93	-1.69
ALL The Allstate Corporation	40	0.11	0.32	1.04	0.14	0.32
EG Everest Group Ltd	23	-0.32	-0.26	0.96	-0.50	-0.99
AEP American Electric Power Company, Inc.	81	1.49	2.19	1.28	3.00	6.80
LIN Linde plc	50	0.42	0.74	1.09	0.47	1.29
REGN Regeneron Pharmaceuticals, Inc.	59	0.56	0.97	1.14	1.07	2.72
XEL Xcel Energy Inc.	66	0.89	1.34	1.17	1.55	3.85
ABBV AbbVie Inc.	43	0.19	0.44	1.06	0.28	0.62
AEE Ameren Corporation	66	0.86	1.21	1.16	1.79	3.91

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.

EpSMrket(MoM)TimingMoM0.50(%)4of4-Test1 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 0.31
5-Year: 0.65
All Time: 0.64

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 0.98 to 1.66, 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 EpSMrket(MoM)TimingMoM0.50(%)4of4-Test1 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

EpSMrket(MoM)TimingMoM0.50(%)4of4-Test1 provided a 2.15% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.15%	2.26%	2.19%	2.31%	2.15%	1.93%	1.89%	1.82%	1.98%	3.19%	1.99%	2.09%
Portfolio components:
ERIE Erie Indemnity Company	2.23%	1.90%	1.24%	1.42%	1.79%	2.15%	2.39%	2.17%	2.52%	2.57%	1.95%	3.61%
GDDY GoDaddy 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%
ALL The Allstate Corporation	1.97%	1.92%	1.91%	2.54%	2.51%	2.75%	1.96%	1.78%	2.23%	1.41%	1.78%	1.93%
EG Everest Group Ltd	2.45%	2.36%	2.14%	1.92%	1.96%	2.26%	2.65%	2.08%	2.43%	2.28%	2.17%	2.18%
AEP American Electric Power Company, Inc.	2.83%	3.24%	3.87%	4.15%	3.34%	3.37%	3.41%	2.87%	3.39%	3.25%	3.61%	3.69%
LIN Linde plc	1.21%	1.41%	1.33%	1.24%	1.43%	1.22%	1.46%	1.64%	0.53%	0.00%	0.00%	0.00%
REGN Regeneron Pharmaceuticals, Inc.	0.47%	0.46%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XEL Xcel Energy Inc.	2.85%	3.83%	2.43%	3.36%	2.78%	2.70%	2.58%	2.55%	3.09%	2.99%	3.34%	3.56%
ABBV AbbVie Inc.	3.18%	2.87%	3.49%	3.82%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%
AEE Ameren Corporation	2.58%	2.84%	3.01%	3.48%	2.65%	2.47%	2.56%	2.50%	2.83%	3.01%	4.08%	3.83%

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 EpSMrket(MoM)TimingMoM0.50(%)4of4-Test1. 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 EpSMrket(MoM)TimingMoM0.50(%)4of4-Test1 was 15.49%, occurring on Jun 16, 2022. Recovery took 115 trading sessions.

The current EpSMrket(MoM)TimingMoM0.50(%)4of4-Test1 drawdown is 5.66%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-15.49%	Apr 11, 2022	47	Jun 16, 2022	115	Nov 30, 2022	162
-13.06%	Sep 17, 2024	140	Apr 8, 2025	94	Aug 22, 2025	234
-9.67%	Feb 3, 2023	82	Jun 1, 2023	126	Nov 30, 2023	208
-7.81%	Jan 5, 2022	43	Mar 8, 2022	13	Mar 25, 2022	56
-7.48%	Feb 18, 2026	23	Mar 20, 2026	—	—	—

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 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

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

	Benchmark	GDDY	REGN	APTV	ABBV	ERIE	VTRS	EG	ALL	AMT	LIN	AEP	XEL	ATO	PLD	AEE	Portfolio
Benchmark	1.00	0.54	0.37	0.59	0.27	0.33	0.42	0.34	0.31	0.31	0.56	0.23	0.22	0.25	0.51	0.24	0.63
GDDY	0.54	1.00	0.18	0.34	0.09	0.26	0.20	0.19	0.20	0.21	0.32	0.06	0.09	0.10	0.29	0.10	0.42
REGN	0.37	0.18	1.00	0.19	0.41	0.19	0.34	0.15	0.17	0.22	0.27	0.20	0.22	0.18	0.31	0.23	0.49
APTV	0.59	0.34	0.19	1.00	0.14	0.24	0.41	0.31	0.25	0.18	0.38	0.09	0.10	0.13	0.37	0.12	0.53
ABBV	0.27	0.09	0.41	0.14	1.00	0.22	0.32	0.26	0.29	0.26	0.28	0.29	0.27	0.26	0.28	0.29	0.50
ERIE	0.33	0.26	0.19	0.24	0.22	1.00	0.20	0.39	0.40	0.22	0.34	0.21	0.22	0.24	0.26	0.23	0.53
VTRS	0.42	0.20	0.34	0.41	0.32	0.20	1.00	0.31	0.25	0.22	0.30	0.19	0.20	0.23	0.35	0.19	0.56
EG	0.34	0.19	0.15	0.31	0.26	0.39	0.31	1.00	0.53	0.17	0.37	0.24	0.24	0.30	0.26	0.26	0.56
ALL	0.31	0.20	0.17	0.25	0.29	0.40	0.25	0.53	1.00	0.26	0.35	0.32	0.32	0.40	0.27	0.35	0.58
AMT	0.31	0.21	0.22	0.18	0.26	0.22	0.22	0.17	0.26	1.00	0.32	0.47	0.46	0.45	0.54	0.48	0.58
LIN	0.56	0.32	0.27	0.38	0.28	0.34	0.30	0.37	0.35	0.32	1.00	0.29	0.29	0.32	0.38	0.32	0.61
AEP	0.23	0.06	0.20	0.09	0.29	0.21	0.19	0.24	0.32	0.47	0.29	1.00	0.78	0.69	0.40	0.77	0.60
XEL	0.22	0.09	0.22	0.10	0.27	0.22	0.20	0.24	0.32	0.46	0.29	0.78	1.00	0.68	0.40	0.79	0.60
ATO	0.25	0.10	0.18	0.13	0.26	0.24	0.23	0.30	0.40	0.45	0.32	0.69	0.68	1.00	0.43	0.74	0.62
PLD	0.51	0.29	0.31	0.37	0.28	0.26	0.35	0.26	0.27	0.54	0.38	0.40	0.40	0.43	1.00	0.43	0.66
AEE	0.24	0.10	0.23	0.12	0.29	0.23	0.19	0.26	0.35	0.48	0.32	0.77	0.79	0.74	0.43	1.00	0.63
Portfolio	0.63	0.42	0.49	0.53	0.50	0.53	0.56	0.56	0.58	0.58	0.61	0.60	0.60	0.62	0.66	0.63	1.00

The correlation results are calculated based on daily price changes starting from Nov 17, 2020

EpSMrket(MoM)TimingMoM0.50(%)4of4-Test1

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