401k 2026-03-06 holdings

Asset Allocation

Position	Category/Sector	Target Weight
VOO Vanguard S&P 500 ETF	S&P 500	27.09%
QQQM Invesco NASDAQ 100 ETF	Nasdaq-100	18.41%
SGOV iShares 0-3 Month Treasury Bond ETF	Ultrashort Bond	11.61%
SHLD Global X Defense Tech ETF	Aerospace & Defense	10.15%
COLO Global X MSCI Colombia ETF	Latin America Equities	5.23%
XTL SPDR S&P Telecom ETF	Communications Equities	5.20%
EPU iShares MSCI Peru ETF	Mid Cap Blend Equities	4.19%
DYNF iShares U.S. Equity Factor Rotation Active ETF	Large Cap Blend Equities	4%
PWB Invesco Dynamic Large Cap Growth ETF	Large Cap Growth Equities	4%
VXUS Vanguard Total International Stock ETF	Global Equities	3.65%
GLD SPDR Gold Shares	Gold, Precious Metals	2.75%
XLE State Street Energy Select Sector SPDR ETF	Energy Equities	2.62%
SLV iShares Silver Trust	Silver, Precious Metals	1.10%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 401k 2026-03-06 holdings, 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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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	1.65%	1.97%	10.35%	10.82%	26.39%	19.66%	12.33%	13.81%
Portfolio 401k 2026-03-06 holdings	1.52%	3.66%	15.43%	16.62%	36.36%	—	—	—
Portfolio components:
COLO Global X MSCI Colombia ETF	1.30%	23.53%	24.92%	24.58%	63.49%	35.46%	17.04%	7.13%
DYNF iShares U.S. Equity Factor Rotation Active ETF	2.16%	2.71%	12.25%	12.86%	31.46%	25.36%	15.35%	—
EPU iShares MSCI Peru ETF	1.62%	11.20%	22.98%	29.01%	88.50%	46.17%	30.02%	15.10%
GLD SPDR Gold Shares	2.59%	-4.97%	0.06%	0.19%	25.38%	29.73%	18.31%	12.33%
PWB Invesco Dynamic Large Cap Growth ETF	3.30%	7.93%	30.14%	31.70%	48.14%	33.67%	18.60%	18.77%
QQQM Invesco NASDAQ 100 ETF	3.11%	4.92%	21.25%	22.16%	41.92%	27.28%	17.66%	—
SGOV iShares 0-3 Month Treasury Bond ETF	0.02%	0.28%	1.63%	1.80%	3.93%	4.69%	3.56%	—
SHLD Global X Defense Tech ETF	-0.85%	1.51%	-2.33%	-1.40%	7.35%	—	—	—
SLV iShares Silver Trust	3.56%	-8.07%	-1.47%	9.22%	92.51%	41.97%	20.23%	14.35%
VOO Vanguard S&P 500 ETF	1.74%	2.12%	10.99%	11.51%	27.95%	21.25%	13.93%	15.72%

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

Monthly Returns

Based on dividend-adjusted daily data since Sep 13, 2023, 401k 2026-03-06 holdings's average daily return is +0.11%, while the average monthly return is +2.14%. At this rate, an investment would double in approximately 2.7 years.

Historically, 76% of months were positive and 24% were negative. The best month was Nov 2023 with a return of +7.5%, while the worst month was Mar 2026 at -4.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, 401k 2026-03-06 holdings closed higher 59% of trading days. The best single day was Apr 9, 2025 with a return of +7.8%, while the worst single day was Apr 4, 2025 at -5.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	5.82%	0.79%	-4.13%	7.47%	4.90%	0.13%							15.43%
2025	3.32%	0.37%	-1.69%	1.03%	6.28%	5.23%	1.67%	3.06%	5.32%	2.76%	-0.63%	1.67%	31.97%
2024	0.90%	4.38%	3.57%	-2.46%	4.90%	1.61%	1.95%	1.88%	2.14%	-0.37%	4.36%	-2.01%	22.57%
2023									-2.69%	-1.40%	7.50%	5.11%	8.40%

Benchmark Metrics

401k 2026-03-06 holdings has an annualized alpha of 9.86%, beta of 0.85, and R2 of 0.90 versus S&P 500 Index. Calculated based on daily prices since September 13, 2023.

This portfolio captured 100.39% of S&P 500 Index gains but only 41.87% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 9.86% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 9.86%

Beta: 0.85

R²: 0.90

Upside Capture: 100.39%

Downside Capture: 41.87%

See how alpha, beta & R² have trended over time →

Expense Ratio

401k 2026-03-06 holdings has an expense ratio of 0.23%, 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.

Top 10 holdings

COLO

Global X MSCI Colombia ETF

EPU

iShares MSCI Peru ETF

PWB

Invesco Dynamic Large Cap Growth ETF

SHLD

Global X Defense Tech ETF

SLV

iShares Silver Trust

GLD

SPDR Gold Shares

XTL

SPDR S&P Telecom ETF

DYNF

iShares U.S. Equity Factor Rotation Active ETF

QQQM

Invesco NASDAQ 100 ETF

SGOV

iShares 0-3 Month Treasury Bond ETF

Return for Risk

Risk / Return Rank

401k 2026-03-06 holdings ranks 83 for risk / return — in the top 83% 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

The table below presents risk-adjusted performance metrics for 401k 2026-03-06 holdings and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.79	2.14	+0.66
Sortino ratioReturn per unit of downside risk	3.64	2.89	+0.75
Omega ratioGain probability vs. loss probability	1.51	1.39	+0.12
Calmar ratioReturn relative to maximum drawdown	4.53	2.91	+1.62
Martin ratioReturn relative to average drawdown	19.27	13.08	+6.18

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
COLO Global X MSCI Colombia ETF	79	2.77	3.68	1.48	3.59	9.71
DYNF iShares U.S. Equity Factor Rotation Active ETF	82	2.41	3.23	1.43	3.65	17.10
EPU iShares MSCI Peru ETF	82	2.87	3.25	1.45	4.27	12.29
GLD SPDR Gold Shares	27	0.93	1.30	1.19	1.04	2.97
PWB Invesco Dynamic Large Cap Growth ETF	81	2.42	3.09	1.41	4.00	16.69
QQQM Invesco NASDAQ 100 ETF	80	2.43	3.13	1.43	3.52	13.11
SGOV iShares 0-3 Month Treasury Bond ETF	100	20.33	274.27	194.55	396.11	4,438.60
SHLD Global X Defense Tech ETF	14	0.30	0.61	1.07	0.37	0.90
SLV iShares Silver Trust	44	1.55	1.84	1.30	2.05	4.41
VOO Vanguard S&P 500 ETF	78	2.28	3.07	1.42	3.15	14.25

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. Learn how to interpret the Sharpe ratio.

The current 401k 2026-03-06 holdings Sharpe ratio is 2.79 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, 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 401k 2026-03-06 holdings 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

401k 2026-03-06 holdings provided a 1.55% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.55%	1.69%	1.93%	1.96%	2.00%	1.07%	1.04%	1.19%	1.13%	1.03%	0.92%	1.02%
Portfolio components:
COLO Global X MSCI Colombia ETF	6.01%	7.51%	6.08%	6.99%	12.55%	2.32%	3.23%	3.04%	3.03%	1.83%	1.48%	1.58%
DYNF iShares U.S. Equity Factor Rotation Active ETF	1.06%	1.01%	0.65%	1.11%	1.66%	2.89%	1.52%	1.22%	0.00%	0.00%	0.00%	0.00%
EPU iShares MSCI Peru ETF	2.97%	1.63%	5.78%	4.17%	5.56%	3.13%	1.91%	2.67%	1.53%	3.30%	0.85%	1.90%
GLD SPDR Gold Shares	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PWB Invesco Dynamic Large Cap Growth ETF	0.00%	0.00%	0.08%	0.37%	0.31%	0.04%	0.21%	0.58%	0.97%	0.54%	0.82%	0.67%
QQQM Invesco NASDAQ 100 ETF	0.41%	0.50%	0.61%	0.65%	0.83%	0.40%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%
SGOV iShares 0-3 Month Treasury Bond ETF	3.85%	4.10%	5.10%	4.87%	1.45%	0.03%	0.05%	0.00%	0.00%	0.00%	0.00%	0.00%
SHLD Global X Defense Tech ETF	0.56%	0.55%	0.53%	0.26%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SLV iShares Silver Trust	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VOO Vanguard S&P 500 ETF	1.03%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%

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 401k 2026-03-06 holdings. 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 401k 2026-03-06 holdings was 13.25%, occurring on Apr 8, 2025. Recovery took 23 trading sessions.

The current 401k 2026-03-06 holdings drawdown is 2.04%.

Related event	Drawdown	Fall	Recovery	Underwater
2025 selloff2025	-13.25%Apr 2025	1mo 18d	1mo 4d	2mo 22dFeb 2025 - May 2025
2026 pullback2026	-8.07%Mar 2026	2mo	15d	2mo 15dJan 2026 - Apr 2026
2024 pullback2024	-7.13%Aug 2024	19d	14d	1mo 3dJul 2024 - Aug 2024
2023 pullback2023	-5.92%Oct 2023	1mo 12d	18d	2moSep 2023 - Nov 2023
2026 pullback2026	-5.08%Jun 2026	7d	—	13d 2hJun 2026 - now

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 6.93, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio

	1Y	All Time
Diversification Ratio	1.31	1.26

The portfolio has a diversification ratio of 1.26, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

401k 2026-03-06 holdings correlation to the S&P 500 Index

401k 2026-03-06 holdings has a 0.92 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (All Time) Calculated using the full available price history since Sep 13, 2023	0.94

Benchmark Correlations

Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while SGOV has the lowest at 0.00.

0.00

0.15

0.17

0.24

0.36

0.46

0.47

0.66

0.74

0.91

0.94

0.97

1.00

Portfolio Correlations

Correlation vs. 401k 2026-03-06 holdings. VOO has the highest portfolio correlation at 0.94, while SGOV has the lowest at -0.01.

-0.01

0.24

0.30

0.39

0.50

0.60

0.62

0.74

0.81

0.89

0.89

0.92

0.94

Asset Correlations Table

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

	SGOV	XLE	GLD	SLV	COLO	SHLD	EPU	XTL	QQQM	PWB	VXUS	DYNF	VOO
SGOV	1.00	0.02	0.01	-0.01	0.00	0.00	-0.07	-0.05	-0.01	-0.00	-0.03	-0.01	0.00
XLE	0.02	1.00	0.09	0.12	0.26	0.20	0.18	0.21	0.06	0.09	0.18	0.16	0.17
GLD	0.01	0.09	1.00	0.76	0.29	0.25	0.53	0.16	0.12	0.14	0.37	0.13	0.15
SLV	-0.01	0.12	0.76	1.00	0.29	0.22	0.62	0.23	0.23	0.22	0.45	0.23	0.25
COLO	0.00	0.26	0.29	0.29	1.00	0.31	0.51	0.36	0.32	0.31	0.49	0.35	0.37
SHLD	0.00	0.20	0.25	0.22	0.31	1.00	0.37	0.43	0.37	0.46	0.46	0.42	0.46
EPU	-0.07	0.18	0.53	0.62	0.51	0.37	1.00	0.42	0.43	0.43	0.66	0.45	0.47
XTL	-0.05	0.21	0.16	0.23	0.36	0.43	0.42	1.00	0.61	0.63	0.58	0.64	0.66
QQQM	-0.01	0.06	0.12	0.23	0.32	0.37	0.43	0.61	1.00	0.91	0.67	0.94	0.93
PWB	-0.00	0.09	0.14	0.22	0.31	0.46	0.43	0.63	0.91	1.00	0.66	0.91	0.90
VXUS	-0.03	0.18	0.37	0.45	0.49	0.46	0.66	0.58	0.67	0.66	1.00	0.70	0.74
DYNF	-0.01	0.16	0.13	0.23	0.35	0.42	0.45	0.64	0.94	0.91	0.70	1.00	0.97
VOO	0.00	0.17	0.15	0.25	0.37	0.46	0.47	0.66	0.93	0.90	0.74	0.97	1.00

The correlation results are calculated based on daily price changes starting from Sep 13, 2023

Diversification Analysis

Find what 401k 2026-03-06 holdings is missing

See which holdings overlap, where 401k 2026-03-06 holdings is concentrated, and which low-correlation assets could fill the gaps.

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