Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Minority mindset portfolio, 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 Sep 8, 2022, corresponding to the inception date of IDVO
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 Minority mindset portfolio | 0.13% | -4.25% | 4.53% | 5.87% | 16.37% | 12.12% | — | — |
| Portfolio components: | ||||||||
NOBL ProShares S&P 500 Dividend Aristocrats ETF | -0.04% | -5.88% | 2.28% | 3.74% | 5.84% | 7.28% | 6.29% | 9.59% |
SCHD Schwab U.S. Dividend Equity ETF | 0.16% | -2.44% | 12.35% | 13.88% | 13.89% | 11.70% | 8.35% | 12.30% |
DIVO Amplify CWP Enhanced Dividend Income ETF | 0.16% | -2.94% | 2.35% | 5.61% | 17.36% | 13.86% | 11.05% | — |
IDVO Amplify International Enhanced Dividend Income ETF | -0.15% | 0.21% | 8.23% | 12.75% | 36.62% | 21.50% | — | — |
VIG Vanguard Dividend Appreciation ETF | 0.16% | -3.69% | -1.33% | 0.36% | 12.71% | 13.72% | 9.86% | 12.36% |
XLP State Street Consumer Staples Select Sector SPDR ETF | 0.53% | -6.14% | 6.01% | 6.51% | 3.19% | 5.77% | 6.56% | 7.15% |
VDC Vanguard Consumer Staples ETF | 0.55% | -5.21% | 7.09% | 7.05% | 4.82% | 7.52% | 7.37% | 7.77% |
ITA iShares U.S. Aerospace & Defense ETF | -0.77% | -9.36% | 3.43% | 6.05% | 44.14% | 24.79% | 17.23% | 15.50% |
PPA Invesco Aerospace & Defense ETF | 0.01% | -6.82% | 8.36% | 8.70% | 43.44% | 28.32% | 19.16% | 18.03% |
TLT iShares 20+ Year Treasury Bond ETF | 0.61% | -2.56% | 0.69% | -0.91% | -0.77% | -2.76% | -5.75% | -1.34% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 9, 2022, Minority mindset portfolio's average daily return is +0.05%, while the average monthly return is +0.99%. At this rate, your investment would double in approximately 5.9 years.
Historically, 66% of months were positive and 34% were negative. The best month was Oct 2022 with a return of +8.6%, while the worst month was Sep 2022 at -8.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Minority mindset portfolio closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +5.3%, while the worst single day was Apr 4, 2025 at -4.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.76% | 4.48% | -5.91% | 0.54% | 4.53% | ||||||||
| 2025 | 3.08% | 1.87% | -1.36% | -0.45% | 3.36% | 2.63% | 0.37% | 2.34% | 1.77% | 0.14% | 1.11% | 0.13% | 15.92% |
| 2024 | -0.14% | 2.35% | 3.23% | -2.80% | 2.93% | -0.44% | 4.13% | 3.02% | 1.45% | -2.42% | 4.52% | -5.10% | 10.72% |
| 2023 | 2.92% | -2.48% | 2.06% | 1.14% | -3.98% | 4.87% | 1.71% | -2.21% | -4.90% | -1.50% | 6.62% | 4.65% | 8.44% |
| 2022 | -8.18% | 8.57% | 6.17% | -2.51% | 3.20% |
Benchmark Metrics
Minority mindset portfolio has an annualized alpha of 3.70%, beta of 0.55, and R² of 0.70 versus S&P 500 Index. Calculated based on daily prices since September 09, 2022.
- This portfolio participated in 72.00% of S&P 500 Index downside but only 70.60% of its upside — more exposed to losses than it benefited from rallies.
- This portfolio generated an annualized alpha of 3.70% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.55 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
- 3.70%
- Beta
- 0.55
- R²
- 0.70
- Upside Capture
- 70.60%
- Downside Capture
- 72.00%
Expense Ratio
Minority mindset portfolio has an expense ratio of 0.29%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Top 10 holdings
Return for Risk
Risk / Return Rank
Minority mindset portfolio ranks 59 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.42 | 0.88 | +0.54 |
Sortino ratioReturn per unit of downside risk | 2.03 | 1.37 | +0.66 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.21 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.92 | 1.39 | +0.54 |
Martin ratioReturn relative to average drawdown | 8.01 | 6.43 | +1.58 |
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 | |
|---|---|---|---|---|---|---|
NOBL ProShares S&P 500 Dividend Aristocrats ETF | 21 | 0.39 | 0.66 | 1.08 | 0.55 | 1.91 |
SCHD Schwab U.S. Dividend Equity ETF | 40 | 0.89 | 1.34 | 1.19 | 1.09 | 3.69 |
DIVO Amplify CWP Enhanced Dividend Income ETF | 72 | 1.33 | 1.94 | 1.29 | 1.96 | 9.17 |
IDVO Amplify International Enhanced Dividend Income ETF | 88 | 1.99 | 2.61 | 1.40 | 2.92 | 12.55 |
VIG Vanguard Dividend Appreciation ETF | 43 | 0.84 | 1.28 | 1.19 | 1.24 | 5.41 |
XLP State Street Consumer Staples Select Sector SPDR ETF | 16 | 0.23 | 0.43 | 1.05 | 0.30 | 0.71 |
VDC Vanguard Consumer Staples ETF | 20 | 0.35 | 0.61 | 1.07 | 0.51 | 1.24 |
ITA iShares U.S. Aerospace & Defense ETF | 85 | 1.90 | 2.53 | 1.35 | 2.82 | 10.63 |
PPA Invesco Aerospace & Defense ETF | 89 | 2.01 | 2.71 | 1.38 | 3.30 | 12.97 |
TLT iShares 20+ Year Treasury Bond ETF | 10 | -0.07 | -0.01 | 1.00 | -0.09 | -0.19 |
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Dividends
Dividend yield
Minority mindset portfolio provided a 3.02% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.02% | 3.06% | 2.98% | 2.82% | 2.30% | 1.74% | 1.94% | 2.42% | 2.32% | 1.91% | 1.75% | 1.76% |
| Portfolio components: | ||||||||||||
NOBL ProShares S&P 500 Dividend Aristocrats ETF | 2.14% | 2.14% | 2.05% | 2.09% | 1.94% | 1.89% | 2.14% | 1.89% | 2.37% | 1.74% | 2.13% | 2.02% |
SCHD Schwab U.S. Dividend Equity ETF | 3.45% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
DIVO Amplify CWP Enhanced Dividend Income ETF | 6.47% | 6.44% | 4.70% | 4.67% | 4.76% | 4.79% | 4.91% | 8.16% | 5.27% | 3.83% | 0.00% | 0.00% |
IDVO Amplify International Enhanced Dividend Income ETF | 5.48% | 5.42% | 6.14% | 5.72% | 1.96% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VIG Vanguard Dividend Appreciation ETF | 1.60% | 1.62% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% |
XLP State Street Consumer Staples Select Sector SPDR ETF | 2.66% | 2.75% | 2.77% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.52% |
VDC Vanguard Consumer Staples ETF | 2.14% | 2.26% | 2.33% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% |
ITA iShares U.S. Aerospace & Defense ETF | 0.48% | 0.55% | 0.85% | 0.93% | 0.95% | 0.82% | 1.07% | 1.54% | 1.13% | 0.91% | 1.07% | 1.04% |
PPA Invesco Aerospace & Defense ETF | 0.39% | 0.42% | 0.61% | 0.67% | 0.83% | 0.59% | 0.88% | 0.95% | 0.90% | 0.67% | 1.70% | 1.41% |
TLT iShares 20+ Year Treasury Bond ETF | 4.51% | 4.43% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% |
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 Minority mindset portfolio. 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 Minority mindset portfolio was 9.75%, occurring on Apr 8, 2025. Recovery took 26 trading sessions.
The current Minority mindset portfolio drawdown is 5.40%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -9.75% | Dec 2, 2024 | 87 | Apr 8, 2025 | 26 | May 15, 2025 | 113 |
| -9.57% | Jul 27, 2023 | 66 | Oct 27, 2023 | 32 | Dec 13, 2023 | 98 |
| -9.41% | Sep 13, 2022 | 14 | Sep 30, 2022 | 29 | Nov 10, 2022 | 43 |
| -7.38% | Mar 3, 2026 | 20 | Mar 30, 2026 | — | — | — |
| -4.59% | Feb 2, 2023 | 31 | Mar 17, 2023 | 18 | Apr 13, 2023 | 49 |
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 11 assets, with an effective number of assets of 11.00, 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 | IEF | TLT | IDVO | XLP | ITA | VDC | PPA | SCHD | DIVO | NOBL | VIG | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.12 | 0.14 | 0.72 | 0.38 | 0.60 | 0.42 | 0.68 | 0.66 | 0.79 | 0.67 | 0.89 | 0.77 |
| IEF | 0.12 | 1.00 | 0.92 | 0.14 | 0.20 | 0.05 | 0.20 | 0.06 | 0.14 | 0.11 | 0.19 | 0.16 | 0.33 |
| TLT | 0.14 | 0.92 | 1.00 | 0.14 | 0.20 | 0.05 | 0.20 | 0.07 | 0.15 | 0.14 | 0.20 | 0.18 | 0.35 |
| IDVO | 0.72 | 0.14 | 0.14 | 1.00 | 0.29 | 0.52 | 0.32 | 0.57 | 0.55 | 0.65 | 0.55 | 0.67 | 0.68 |
| XLP | 0.38 | 0.20 | 0.20 | 0.29 | 1.00 | 0.31 | 0.98 | 0.33 | 0.64 | 0.57 | 0.73 | 0.58 | 0.69 |
| ITA | 0.60 | 0.05 | 0.05 | 0.52 | 0.31 | 1.00 | 0.34 | 0.95 | 0.54 | 0.63 | 0.55 | 0.63 | 0.74 |
| VDC | 0.42 | 0.20 | 0.20 | 0.32 | 0.98 | 0.34 | 1.00 | 0.37 | 0.65 | 0.60 | 0.74 | 0.62 | 0.71 |
| PPA | 0.68 | 0.06 | 0.07 | 0.57 | 0.33 | 0.95 | 0.37 | 1.00 | 0.61 | 0.69 | 0.62 | 0.72 | 0.80 |
| SCHD | 0.66 | 0.14 | 0.15 | 0.55 | 0.64 | 0.54 | 0.65 | 0.61 | 1.00 | 0.81 | 0.90 | 0.82 | 0.85 |
| DIVO | 0.79 | 0.11 | 0.14 | 0.65 | 0.57 | 0.63 | 0.60 | 0.69 | 0.81 | 1.00 | 0.82 | 0.90 | 0.87 |
| NOBL | 0.67 | 0.19 | 0.20 | 0.55 | 0.73 | 0.55 | 0.74 | 0.62 | 0.90 | 0.82 | 1.00 | 0.86 | 0.89 |
| VIG | 0.89 | 0.16 | 0.18 | 0.67 | 0.58 | 0.63 | 0.62 | 0.72 | 0.82 | 0.90 | 0.86 | 1.00 | 0.90 |
| Portfolio | 0.77 | 0.33 | 0.35 | 0.68 | 0.69 | 0.74 | 0.71 | 0.80 | 0.85 | 0.87 | 0.89 | 0.90 | 1.00 |