20th Jan 2027

Asset Allocation

Position	Category/Sector	Target Weight
EKBAX Allspring Diversified Capital Builder Fund	Diversified Portfolio	4%
FGRTX Fidelity Mega Cap Stock Fund	Large Cap Blend Equities	9%
FNSTX Fidelity Infrastructure Fund	Large Cap Blend Equities	2%
FSELX Fidelity Select Semiconductors Portfolio	Technology Equities	12%
GRID First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index	Alternative Energy Equities	10%
JFEAX JPMorgan Developed International Value Fund Class A	Foreign Large Cap Equities	3%
MLPX Global X MLP & Energy Infrastructure ETF	MLPs	13%
NLR VanEck Vectors Uranium+Nuclear Energy ETF	Alternative Energy Equities	7%
QRPNX AQR Alternative Risk Premia Fund Class N	Multistrategy	14%
URA Global X Uranium ETF	Commodity Producers Equities	8%
VVOAX Invesco Value Opportunities Fund	Mid Cap Value Equities	4%
XLK State Street Technology Select Sector SPDR ETF	Technology Equities	7%
XLU Utilities Select Sector SPDR Fund	Utilities Equities	7%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 20th Jan 2027, 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 5, 2019, corresponding to the inception date of FNSTX

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 20th Jan 2027	0.03%	-0.95%	9.38%	9.95%	47.60%	29.30%	21.38%	—
Portfolio components:
QRPNX AQR Alternative Risk Premia Fund Class N	1.08%	2.11%	10.19%	15.63%	20.67%	20.31%	17.70%	—
GRID First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index	-0.55%	-1.93%	8.48%	8.95%	45.75%	20.80%	15.01%	18.39%
VVOAX Invesco Value Opportunities Fund	0.60%	-3.29%	6.62%	11.87%	32.52%	25.99%	16.84%	14.71%
NLR VanEck Vectors Uranium+Nuclear Energy ETF	-0.51%	-6.96%	7.62%	-3.45%	83.53%	37.36%	23.42%	13.89%
FSELX Fidelity Select Semiconductors Portfolio	2.65%	2.23%	10.04%	14.94%	99.87%	47.68%	32.29%	32.68%
FNSTX Fidelity Infrastructure Fund	1.02%	-1.54%	6.26%	7.56%	26.97%	16.97%	10.56%	—
XLU Utilities Select Sector SPDR Fund	0.50%	-0.86%	9.31%	6.98%	20.02%	14.75%	11.01%	9.89%
JFEAX JPMorgan Developed International Value Fund Class A	1.49%	-0.38%	6.26%	15.49%	38.38%	24.52%	14.98%	10.24%
EKBAX Allspring Diversified Capital Builder Fund	1.17%	-1.26%	8.72%	14.61%	40.20%	23.40%	14.61%	14.25%
MLPX Global X MLP & Energy Infrastructure ETF	0.77%	0.69%	22.30%	20.73%	18.25%	28.16%	24.37%	14.56%

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

Monthly Returns

Based on dividend-adjusted daily data since Nov 6, 2019, 20th Jan 2027's average daily return is +0.09%, while the average monthly return is +1.73%. At this rate, your investment would double in approximately 3.4 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +13.3%, while the worst month was Mar 2020 at -15.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 20th Jan 2027 closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.3%, while the worst single day was Mar 16, 2020 at -10.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	8.73%	3.61%	-3.89%	1.03%									9.38%
2025	3.08%	-1.85%	-3.76%	1.00%	10.02%	8.91%	2.43%	1.17%	7.16%	4.58%	-2.80%	0.14%	33.21%
2024	2.58%	4.09%	5.40%	-1.32%	6.90%	-0.88%	0.65%	0.41%	3.07%	0.53%	5.51%	-4.06%	24.75%
2023	7.51%	-1.10%	1.49%	-0.04%	0.97%	7.07%	3.07%	-0.47%	-0.27%	-3.09%	7.86%	3.33%	28.88%
2022	-2.43%	1.14%	4.12%	-6.20%	3.27%	-9.89%	9.59%	-1.93%	-9.57%	7.60%	7.74%	-5.09%	-4.10%
2021	0.16%	4.70%	5.43%	2.88%	3.12%	1.25%	0.15%	2.25%	-0.96%	6.01%	-0.45%	3.41%	31.43%

Benchmark Metrics

20th Jan 2027 has an annualized alpha of 9.50%, beta of 0.89, and R² of 0.84 versus S&P 500 Index. Calculated based on daily prices since November 06, 2019.

This portfolio captured 108.95% of S&P 500 Index gains but only 74.92% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 9.50% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.89 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: 9.50%

Beta: 0.89

R²: 0.84

Upside Capture: 108.95%

Downside Capture: 74.92%

Expense Ratio

20th Jan 2027 has a high expense ratio of 1.26%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Top 10 holdings

QRPNX

AQR Alternative Risk Premia Fund Class N

VVOAX

Invesco Value Opportunities Fund

EKBAX

Allspring Diversified Capital Builder Fund

FNSTX

Fidelity Infrastructure Fund

JFEAX

JPMorgan Developed International Value Fund Class A

GRID

First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index

URA

Global X Uranium ETF

FSELX

Fidelity Select Semiconductors Portfolio

FGRTX

Fidelity Mega Cap Stock Fund

NLR

VanEck Vectors Uranium+Nuclear Energy ETF

Return for Risk

Risk / Return Rank

20th Jan 2027 ranks 92 for risk / return — in the top 92% 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	2.38	0.88	+1.50
Sortino ratio Return per unit of downside risk	3.10	1.37	+1.73
Omega ratio Gain probability vs. loss probability	1.45	1.21	+0.24
Calmar ratio Return relative to maximum drawdown	3.82	1.39	+2.43
Martin ratio Return relative to average drawdown	16.90	6.43	+10.47
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
QRPNX AQR Alternative Risk Premia Fund Class N	75	1.80	2.21	1.36	1.98	6.67
GRID First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index	92	2.14	2.93	1.40	4.02	14.90
VVOAX Invesco Value Opportunities Fund	79	1.54	2.07	1.31	2.31	9.79
NLR VanEck Vectors Uranium+Nuclear Energy ETF	82	1.99	2.57	1.32	3.30	7.88
FSELX Fidelity Select Semiconductors Portfolio	96	2.48	3.10	1.44	6.03	24.38
FNSTX Fidelity Infrastructure Fund	85	1.73	2.25	1.32	3.38	11.44
XLU Utilities Select Sector SPDR Fund	62	1.27	1.73	1.24	2.24	5.38
JFEAX JPMorgan Developed International Value Fund Class A	94	2.38	2.93	1.47	3.41	13.21
EKBAX Allspring Diversified Capital Builder Fund	91	2.00	2.60	1.41	3.19	15.52
MLPX Global X MLP & Energy Infrastructure ETF	44	0.97	1.29	1.20	1.29	4.00

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.

20th Jan 2027 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 2.38
5-Year: 1.25
All Time: 1.08

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 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 20th Jan 2027 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

20th Jan 2027 provided a 3.96% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.96%	4.34%	3.37%	4.07%	3.51%	4.28%	3.89%	3.69%	7.74%	5.16%	3.27%	4.84%
Portfolio components:
QRPNX AQR Alternative Risk Premia Fund Class N	1.03%	1.14%	2.04%	4.33%	0.00%	3.84%	1.98%	0.57%	0.07%	0.00%	0.00%	0.00%
GRID First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index	0.91%	1.01%	1.06%	1.23%	1.26%	0.63%	0.68%	1.26%	1.28%	1.07%	1.07%	1.23%
VVOAX Invesco Value Opportunities Fund	9.78%	10.43%	7.79%	2.27%	9.79%	8.82%	0.25%	1.95%	15.44%	5.11%	1.10%	15.87%
NLR VanEck Vectors Uranium+Nuclear Energy ETF	2.37%	2.55%	0.76%	4.54%	2.02%	1.99%	2.23%	2.21%	3.91%	4.86%	3.62%	3.30%
FSELX Fidelity Select Semiconductors Portfolio	10.09%	11.11%	7.97%	7.20%	6.69%	6.99%	8.13%	3.36%	26.80%	14.44%	3.82%	15.22%
FNSTX Fidelity Infrastructure Fund	4.03%	4.16%	1.59%	1.85%	1.35%	0.63%	0.80%	0.36%	0.00%	0.00%	0.00%	0.00%
XLU Utilities Select Sector SPDR Fund	2.57%	2.71%	2.96%	3.39%	2.92%	2.79%	3.14%	2.95%	3.33%	3.33%	3.41%	3.67%
JFEAX JPMorgan Developed International Value Fund Class A	2.60%	2.76%	4.26%	4.94%	3.68%	4.79%	2.75%	3.96%	4.12%	2.14%	5.75%	1.11%
EKBAX Allspring Diversified Capital Builder Fund	8.85%	9.61%	5.28%	6.16%	12.50%	6.89%	2.03%	9.49%	7.14%	6.20%	10.05%	11.47%
MLPX Global X MLP & Energy Infrastructure ETF	4.10%	4.88%	4.30%	5.22%	5.23%	5.98%	8.32%	5.78%	5.77%	4.36%	5.50%	4.81%

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 20th Jan 2027. 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 20th Jan 2027 was 34.55%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current 20th Jan 2027 drawdown is 3.78%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-34.55%	Feb 20, 2020	23	Mar 23, 2020	161	Nov 9, 2020	184
-20.1%	Jan 24, 2025	52	Apr 8, 2025	33	May 27, 2025	85
-16.79%	Mar 30, 2022	137	Oct 12, 2022	76	Feb 1, 2023	213
-10.79%	Jul 15, 2024	16	Aug 5, 2024	35	Sep 24, 2024	51
-7.97%	Oct 30, 2025	16	Nov 20, 2025	30	Jan 6, 2026	46

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 10.57, 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	QRPNX	XLU	MLPX	URA	NLR	FSELX	JFEAX	XLK	FNSTX	VVOAX	GRID	EKBAX	FGRTX	Portfolio
Benchmark	1.00	-0.03	0.44	0.48	0.52	0.60	0.80	0.68	0.90	0.70	0.78	0.84	0.90	0.93	0.87
QRPNX	-0.03	1.00	-0.00	0.05	-0.01	0.02	-0.05	0.14	-0.07	-0.01	0.07	-0.02	0.01	0.03	0.07
XLU	0.44	-0.00	1.00	0.38	0.22	0.49	0.18	0.35	0.27	0.69	0.39	0.40	0.41	0.38	0.44
MLPX	0.48	0.05	0.38	1.00	0.46	0.46	0.34	0.55	0.32	0.59	0.68	0.50	0.48	0.60	0.66
URA	0.52	-0.01	0.22	0.46	1.00	0.82	0.48	0.54	0.47	0.52	0.55	0.56	0.52	0.57	0.76
NLR	0.60	0.02	0.49	0.46	0.82	1.00	0.48	0.57	0.51	0.65	0.62	0.62	0.60	0.62	0.78
FSELX	0.80	-0.05	0.18	0.34	0.48	0.48	1.00	0.53	0.88	0.52	0.64	0.75	0.83	0.74	0.80
JFEAX	0.68	0.14	0.35	0.55	0.54	0.57	0.53	1.00	0.53	0.68	0.76	0.75	0.63	0.76	0.75
XLK	0.90	-0.07	0.27	0.32	0.47	0.51	0.88	0.53	1.00	0.57	0.60	0.75	0.85	0.79	0.78
FNSTX	0.70	-0.01	0.69	0.59	0.52	0.65	0.52	0.68	0.57	1.00	0.67	0.72	0.69	0.70	0.76
VVOAX	0.78	0.07	0.39	0.68	0.55	0.62	0.64	0.76	0.60	0.67	1.00	0.79	0.76	0.87	0.85
GRID	0.84	-0.02	0.40	0.50	0.56	0.62	0.75	0.75	0.75	0.72	0.79	1.00	0.82	0.83	0.87
EKBAX	0.90	0.01	0.41	0.48	0.52	0.60	0.83	0.63	0.85	0.69	0.76	0.82	1.00	0.85	0.87
FGRTX	0.93	0.03	0.38	0.60	0.57	0.62	0.74	0.76	0.79	0.70	0.87	0.83	0.85	1.00	0.89
Portfolio	0.87	0.07	0.44	0.66	0.76	0.78	0.80	0.75	0.78	0.76	0.85	0.87	0.87	0.89	1.00

The correlation results are calculated based on daily price changes starting from Nov 6, 2019

20th Jan 2027

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