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Maximized (Min Var)
Performance
Risk-Adjusted Performance
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Drawdowns
Volatility
Diversification

Maximized (Min Var)

Currency in USD · Last updated Jun 2, 2025

Asset Allocation

KINS 13.55%APP 9.59%AENT 7.27%WGS 5.53%MESO 5.48%RCAT 5.02%UAMY 4.79%ROOT 4.6%LSF 4.5%POET 4.4%SOUN 4.37%DAVE 4.21%LUNR 3.89%SMR 3.57%QBTS 3.18%RGTI 2.24%DOGZ 2.22%QUBT 1.88%SEZL 1.83%XCUR 1.49%KULR 1.36%NXL 1.34%SMMT 1.28%WAVE 1.21%EquityEquity
PositionCategory/SectorTarget Weight
AENT
Alliance Entertainment Holding Corporation Class A Common Stock		Communication Services
7.27%
APP
AppLovin Corporation		Technology
9.59%
DAVE
Dave Inc.		Technology
4.21%
DOGZ
Dogness (International) Corporation		Consumer Defensive
2.22%
DRUG
Bright Minds Biosciences Inc		Healthcare
0.06%
KINS
Kingstone Companies, Inc.		Financial Services
13.55%
KULR
KULR Technology Group, Inc.		Technology
1.36%
LSF
Laird Superfood, Inc.		Consumer Defensive
4.50%
LUNR
Intuitive Machines Inc. 		Industrials
3.89%
MESO
Mesoblast Limited		Healthcare
5.48%
MNPR
Monopar Therapeutics Inc.		Healthcare
0.23%
NXL
Nexalin Technology Inc.		Healthcare
1.34%
POET
POET Technologies Inc		Technology
4.40%
QBTS
DPCM Capital Inc		Technology
3.18%
QMCO
Quantum Corporation		Technology
0.90%
QUBT
Quantum Computing, Inc.		Technology
1.88%
RCAT
Red Cat Holdings, Inc.		Technology
5.02%
RGTI
Rigetti Computing Inc		Technology
2.24%
ROOT
Root, Inc.		Financial Services
4.60%
SEZL
Sezzle Inc. Common Stock		Financial Services
1.83%
SMMT
Summit Therapeutics Inc.		Healthcare
1.28%
SMR
Nuscale Power Corp		Industrials
3.57%
SOUN
SoundHound AI Inc		Technology
4.37%
UAMY
United States Antimony Corporation		Basic Materials
4.79%
WAVE
Eco Wave Power Global AB (publ)		Utilities
1.21%
WGS
GeneDx Holdings Corp.		Healthcare
5.53%
XCUR
Exicure, Inc.		Healthcare
1.49%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Aug 17, 2023, corresponding to the inception date of SEZL

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.92%4.38%-1.84%12.48%13.71%10.99%
Maximized (Min Var)4.18%17.15%63.56%550.65%N/AN/A
Portfolio components:
KINS
Kingstone Companies, Inc.		5.60%-10.24%2.04%232.78%31.36%9.81%
APP
AppLovin Corporation		24.11%30.67%18.00%393.26%N/AN/A
AENT
Alliance Entertainment Holding Corporation Class A Common Stock		-67.99%16.00%-40.45%6.23%N/AN/A
WGS
GeneDx Holdings Corp.		-3.55%10.26%-4.03%278.02%N/AN/A
MESO
Mesoblast Limited		-47.58%-13.86%-11.43%39.52%-16.89%N/A
RCAT
Red Cat Holdings, Inc.		-49.73%8.66%-38.85%546.00%42.48%N/A
UAMY
United States Antimony Corporation		42.94%-25.59%255.59%602.78%50.28%15.29%
ROOT
Root, Inc.		89.83%-3.70%38.81%171.05%N/AN/A
LSF
Laird Superfood, Inc.		-21.07%1.30%-31.72%128.68%N/AN/A
POET
POET Technologies Inc		-29.75%-3.69%-15.56%134.83%-1.46%N/A
SOUN
SoundHound AI Inc		-49.75%6.18%11.40%97.43%N/AN/A
DAVE
Dave Inc.		140.54%99.66%124.79%364.00%N/AN/A
LUNR
Intuitive Machines Inc. 		-39.37%18.39%-24.38%119.76%N/AN/A
SMR
Nuscale Power Corp		78.64%83.45%17.67%266.90%N/AN/A
QBTS
DPCM Capital Inc		103.69%116.31%519.93%1,167.41%N/AN/A
RGTI
Rigetti Computing Inc		-19.66%15.33%305.96%1,067.62%N/AN/A
DOGZ
Dogness (International) Corporation		-41.75%67.83%-44.20%139.82%-5.94%N/A
QUBT
Quantum Computing, Inc.		-28.70%47.32%93.13%1,530.74%22.49%N/A
SEZL
Sezzle Inc. Common Stock		163.92%101.90%76.26%742.00%N/AN/A
XCUR
Exicure, Inc.		-23.48%-2.52%-53.09%370.96%-51.94%N/A
KULR
KULR Technology Group, Inc.		-68.17%-15.04%-19.86%246.20%3.97%N/A
NXL
Nexalin Technology Inc.		-55.80%-31.84%-70.28%74.29%N/AN/A
SMMT
Summit Therapeutics Inc.		-0.67%-36.47%-4.14%104.09%37.47%5.11%
WAVE
Eco Wave Power Global AB (publ)		-46.64%-11.86%-44.62%49.74%N/AN/A
QMCO
Quantum Corporation		-78.23%4.92%-6.00%27.61%-32.47%-28.22%
MNPR
Monopar Therapeutics Inc.		36.41%-33.25%36.35%882.32%-5.58%N/A
DRUG
Bright Minds Biosciences Inc		-21.38%-11.97%-39.16%2,240.50%N/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of Maximized (Min Var), with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-2.22%-9.20%-6.87%0.75%23.17%1.53%4.18%
202417.73%48.43%33.25%13.66%8.32%10.20%12.08%13.57%18.63%35.66%87.19%47.79%1,690.46%
202310.01%-17.82%-12.25%3.11%1.71%-16.80%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Maximized (Min Var) 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.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 100, Maximized (Min Var) is among the top 0% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Maximized (Min Var) is 100100
Overall Rank
The Sharpe Ratio Rank of Maximized (Min Var) is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of Maximized (Min Var) is 9999
Sortino Ratio Rank
The Omega Ratio Rank of Maximized (Min Var) is 9999
Omega Ratio Rank
The Calmar Ratio Rank of Maximized (Min Var) is 100100
Calmar Ratio Rank
The Martin Ratio Rank of Maximized (Min Var) is 100100
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
KINS
Kingstone Companies, Inc.		2.913.081.417.6715.92
APP
AppLovin Corporation		4.303.721.546.6516.47
AENT
Alliance Entertainment Holding Corporation Class A Common Stock		0.051.261.150.330.56
WGS
GeneDx Holdings Corp.		2.512.911.414.8314.03
MESO
Mesoblast Limited		0.481.261.140.561.16
RCAT
Red Cat Holdings, Inc.		4.323.651.428.1315.83
UAMY
United States Antimony Corporation		5.084.101.4915.4036.19
ROOT
Root, Inc.		1.582.811.322.775.37
LSF
Laird Superfood, Inc.		1.282.381.282.625.01
POET
POET Technologies Inc		1.262.411.252.083.92
SOUN
SoundHound AI Inc		0.842.141.251.592.96
DAVE
Dave Inc.		3.693.851.488.4518.71
LUNR
Intuitive Machines Inc. 		0.982.171.251.663.48
SMR
Nuscale Power Corp		2.272.841.324.488.16
QBTS
DPCM Capital Inc		6.944.531.5716.7538.94
RGTI
Rigetti Computing Inc		5.954.241.5515.1529.58
DOGZ
Dogness (International) Corporation		0.942.221.322.234.46
QUBT
Quantum Computing, Inc.		7.034.841.6518.4634.20
SEZL
Sezzle Inc. Common Stock		5.754.521.5912.0325.82
XCUR
Exicure, Inc.		1.523.731.465.558.44
KULR
KULR Technology Group, Inc.		1.493.311.373.315.38
NXL
Nexalin Technology Inc.		0.372.391.311.021.58
SMMT
Summit Therapeutics Inc.		0.885.101.709.7515.52
WAVE
Eco Wave Power Global AB (publ)		0.411.721.201.092.00
QMCO
Quantum Corporation		0.092.941.360.360.46
MNPR
Monopar Therapeutics Inc.		1.448.082.1012.9128.31
DRUG
Bright Minds Biosciences Inc		1.5725.774.0837.2181.84

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.

Maximized (Min Var) Sharpe ratios as of Jun 2, 2025 (values are recalculated daily):

  • 1-Year: 9.05
  • All Time: 6.98

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 0.59 to 1.13, 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 Maximized (Min Var) compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Maximized (Min Var) provided a 0.00% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.00%0.00%0.00%1.20%0.43%0.37%0.57%0.31%0.22%0.25%0.32%0.30%
Portfolio components:
KINS
Kingstone Companies, Inc.		0.00%0.00%0.00%8.89%3.20%2.75%4.21%2.26%1.61%1.83%2.37%2.21%
APP
AppLovin 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%
AENT
Alliance Entertainment Holding Corporation Class A Common Stock		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WGS
GeneDx Holdings 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%
MESO
Mesoblast Limited		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RCAT
Red Cat Holdings, 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%
UAMY
United States Antimony 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%
ROOT
Root, 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%
LSF
Laird Superfood, 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%
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%
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%
DAVE
Dave 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%
LUNR
Intuitive Machines 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%
QBTS
DPCM Capital 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%
RGTI
Rigetti Computing 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%
DOGZ
Dogness (International) 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%
QUBT
Quantum Computing, 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%
SEZL
Sezzle Inc. Common Stock		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XCUR
Exicure, 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%
KULR
KULR Technology Group, 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%
NXL
Nexalin Technology 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%
SMMT
Summit Therapeutics 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%
WAVE
Eco Wave Power Global AB (publ)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QMCO
Quantum 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%
MNPR
Monopar Therapeutics 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%
DRUG
Bright Minds Biosciences 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%

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 Maximized (Min Var). 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 Maximized (Min Var) was 31.34%, occurring on Apr 8, 2025. Recovery took 33 trading sessions.

The current Maximized (Min Var) drawdown is 4.00%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.34%Dec 27, 202469Apr 8, 202533May 27, 2025102
-29.22%Sep 1, 202371Dec 12, 202341Feb 12, 2024112
-14.06%Jul 17, 202414Aug 5, 20248Aug 15, 202422
-13.85%Dec 19, 20241Dec 19, 20244Dec 26, 20245
-12.31%Apr 9, 20248Apr 18, 20247Apr 29, 202415
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 27 assets, with an effective number of assets of 16.68, 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.
^GSPCXCURDOGZWAVENXLLSFDRUGMNPRAENTKINSMESOSMMTRCATWGSKULRUAMYQMCOROOTPOETSEZLAPPSMRLUNRDAVEQBTSQUBTSOUNRGTIPortfolio
^GSPC1.000.020.060.060.140.120.180.140.170.180.290.300.190.270.270.290.250.310.360.380.540.400.350.390.340.340.480.390.48
XCUR0.021.000.040.100.020.020.010.090.050.100.010.020.020.11-0.020.130.060.020.05-0.040.07-0.030.070.090.100.090.060.070.16
DOGZ0.060.041.000.090.09-0.050.120.09-0.05-0.010.040.020.050.120.020.000.090.020.02-0.020.080.080.050.070.050.110.110.080.16
WAVE0.060.100.091.00-0.020.100.140.100.050.050.010.030.110.070.100.130.110.080.090.070.090.060.050.060.180.110.110.180.18
NXL0.140.020.09-0.021.000.120.090.090.020.100.100.100.090.080.130.010.120.120.130.140.060.110.140.080.090.130.070.160.19
LSF0.120.02-0.050.100.121.000.060.090.070.140.060.100.060.150.110.140.070.100.160.140.120.090.120.130.080.090.160.170.25
DRUG0.180.010.120.140.090.061.000.110.010.030.170.130.060.040.100.120.040.140.130.120.040.120.180.180.200.200.160.190.19
MNPR0.140.090.090.100.090.090.111.000.060.070.040.140.060.160.090.170.040.040.130.150.070.110.210.160.160.210.140.180.20
AENT0.170.05-0.050.050.020.070.010.061.000.150.060.070.120.170.140.110.190.110.110.160.100.080.220.140.190.150.170.190.37
KINS0.180.10-0.010.050.100.140.030.070.151.000.130.120.150.130.030.210.050.120.170.160.140.140.100.160.080.080.150.130.44
MESO0.290.010.040.010.100.060.170.040.060.131.000.100.160.120.150.130.130.160.130.170.190.210.170.140.120.220.230.210.34
SMMT0.300.020.020.030.100.100.130.140.070.120.101.000.120.210.070.200.090.130.120.150.150.190.210.250.120.130.220.190.29
RCAT0.190.020.050.110.090.060.060.060.120.150.160.121.000.220.210.180.190.200.150.210.160.210.250.250.250.260.220.260.41
WGS0.270.110.120.070.080.150.040.160.170.130.120.210.221.000.110.130.130.210.160.210.200.210.210.210.140.200.190.230.47
KULR0.27-0.020.020.100.130.110.100.090.140.030.150.070.210.111.000.230.310.240.190.190.220.220.260.240.250.270.290.310.34
UAMY0.290.130.000.130.010.140.120.170.110.210.130.200.180.130.231.000.180.200.230.220.230.250.190.240.230.210.230.230.38
QMCO0.250.060.090.110.120.070.040.040.190.050.130.090.190.130.310.181.000.160.190.150.160.200.250.190.370.360.310.450.37
ROOT0.310.020.020.080.120.100.140.040.110.120.160.130.200.210.240.200.161.000.110.230.300.320.170.240.260.270.280.260.43
POET0.360.050.020.090.130.160.130.130.110.170.130.120.150.160.190.230.190.111.000.270.260.270.270.280.260.210.310.320.43
SEZL0.38-0.04-0.020.070.140.140.120.150.160.160.170.150.210.210.190.220.150.230.271.000.360.330.280.340.230.240.330.250.42
APP0.540.070.080.090.060.120.040.070.100.140.190.150.160.200.220.230.160.300.260.361.000.310.250.370.260.300.380.320.43
SMR0.40-0.030.080.060.110.090.120.110.080.140.210.190.210.210.220.250.200.320.270.330.311.000.320.330.390.340.390.380.47
LUNR0.350.070.050.050.140.120.180.210.220.100.170.210.250.210.260.190.250.170.270.280.250.321.000.420.310.300.430.330.49
DAVE0.390.090.070.060.080.130.180.160.140.160.140.250.250.210.240.240.190.240.280.340.370.330.421.000.290.300.320.380.50
QBTS0.340.100.050.180.090.080.200.160.190.080.120.120.250.140.250.230.370.260.260.230.260.390.310.291.000.540.420.620.50
QUBT0.340.090.110.110.130.090.200.210.150.080.220.130.260.200.270.210.360.270.210.240.300.340.300.300.541.000.440.580.51
SOUN0.480.060.110.110.070.160.160.140.170.150.230.220.220.190.290.230.310.280.310.330.380.390.430.320.420.441.000.480.58
RGTI0.390.070.080.180.160.170.190.180.190.130.210.190.260.230.310.230.450.260.320.250.320.380.330.380.620.580.481.000.55
Portfolio0.480.160.160.180.190.250.190.200.370.440.340.290.410.470.340.380.370.430.430.420.430.470.490.500.500.510.580.551.00
The correlation results are calculated based on daily price changes starting from Aug 18, 2023
Go to the full Correlations tool for more customization options