HTMW-Portfolio

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

HTMW-Portfolio

Currency in USD · Last updated May 9, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AMGN Amgen Inc.	Healthcare	2%
BAH Booz Allen Hamilton Holding Corporation	Industrials	1.83%
DXJ WisdomTree Japan Hedged Equity Fund	Japan Equities	3.10%
EFA iShares MSCI EAFE ETF	Foreign Large Cap Equities	4.98%
GBTC Grayscale Bitcoin Trust (BTC)	Financial Services	2.03%
GLD SPDR Gold Trust	Precious Metals, Gold	10.22%
HYG iShares iBoxx $ High Yield Corporate Bond ETF	High Yield Bonds	2.95%
IJR iShares Core S&P Small-Cap ETF	Small Cap Growth Equities	6.11%
LEN Lennar Corporation	Consumer Cyclical	2.16%
PSI Invesco Dynamic Semiconductors ETF	Technology Equities	10.15%
QQQM Invesco NASDAQ 100 ETF	Large Cap Growth Equities	7.07%
SPY SPDR S&P 500 ETF	Large Cap Growth Equities	32.78%
SUSC iShares ESG Aware USD Corporate Bond ETF	Corporate Bonds	4.21%
TLT iShares 20+ Year Treasury Bond ETF	Government Bonds	6.93%
VTI Vanguard Total Stock Market ETF	Large Cap Growth Equities	3.48%

Benchmark

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in HTMW-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.

HTMW-Portfolio

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Oct 13, 2020, corresponding to the inception date of QQQM

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-3.70%	13.67%	-5.18%	9.18%	14.14%	10.43%
HTMW-Portfolio	-0.32%	12.88%	-2.87%	8.97%	N/A	N/A
Portfolio components:
QQQM Invesco NASDAQ 100 ETF	-4.32%	17.29%	-4.59%	11.71%	N/A	N/A
EFA iShares MSCI EAFE ETF	13.15%	17.26%	8.03%	10.87%	11.73%	5.49%
SPY SPDR S&P 500 ETF	-3.30%	13.81%	-4.52%	10.65%	15.81%	12.33%
GBTC Grayscale Bitcoin Trust (BTC)	8.05%	31.96%	31.37%	44.63%	47.70%	64.85%
GLD SPDR Gold Trust	25.81%	10.69%	22.02%	42.63%	13.73%	10.40%
IJR iShares Core S&P Small-Cap ETF	-9.77%	14.45%	-15.05%	-2.29%	12.11%	7.53%
HYG iShares iBoxx $ High Yield Corporate Bond ETF	1.74%	4.16%	1.42%	8.11%	5.08%	3.93%
SUSC iShares ESG Aware USD Corporate Bond ETF	1.35%	1.49%	0.16%	4.91%	0.29%	N/A
TLT iShares 20+ Year Treasury Bond ETF	0.93%	-1.26%	-2.78%	0.41%	-9.53%	-0.61%
PSI Invesco Dynamic Semiconductors ETF	-15.70%	24.26%	-17.23%	-12.21%	17.62%	18.97%
VTI Vanguard Total Stock Market ETF	-3.64%	14.17%	-5.14%	10.03%	15.30%	11.75%
DXJ WisdomTree Japan Hedged Equity Fund	0.33%	15.57%	1.98%	5.64%	23.86%	10.21%
BAH Booz Allen Hamilton Holding Corporation	-3.49%	15.88%	-29.11%	-16.94%	13.03%	18.20%
AMGN Amgen Inc.	5.22%	-2.93%	-14.12%	-8.78%	6.22%	8.48%
LEN Lennar Corporation	-16.31%	6.92%	-33.42%	-27.53%	17.60%	10.42%

*Annualized

Monthly Returns

The table below presents the monthly returns of HTMW-Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	3.04%	-1.80%	-3.32%	0.20%	1.70%								-0.32%
2024	0.90%	4.76%	3.85%	-3.71%	5.01%	2.09%	1.51%	1.52%	1.97%	-1.19%	3.92%	-2.76%	18.89%
2023	8.23%	-2.30%	5.10%	0.04%	0.76%	6.02%	2.99%	-1.90%	-4.60%	-1.55%	8.80%	6.30%	30.37%
2022	-6.31%	-0.93%	1.54%	-8.38%	0.46%	-7.77%	8.13%	-4.92%	-8.17%	5.33%	6.76%	-4.68%	-19.04%
2021	0.24%	1.83%	3.20%	3.05%	0.93%	1.24%	1.87%	1.84%	-3.80%	5.70%	0.22%	2.68%	20.44%
2020										-4.74%	10.42%	5.65%	11.13%

Expense Ratio

HTMW-Portfolio has an expense ratio of 0.21%, 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.

PSI

Invesco Dynamic Semiconductors ETF

HYG

iShares iBoxx $ High Yield Corporate Bond ETF

DXJ

WisdomTree Japan Hedged Equity Fund

GLD

SPDR Gold Trust

EFA

iShares MSCI EAFE ETF

SUSC

iShares ESG Aware USD Corporate Bond ETF

QQQM

Invesco NASDAQ 100 ETF

SPY

SPDR S&P 500 ETF

TLT

iShares 20+ Year Treasury Bond ETF

IJR

iShares Core S&P Small-Cap ETF

VTI

Vanguard Total Stock Market ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of HTMW-Portfolio is 37, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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 ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
QQQM Invesco NASDAQ 100 ETF	0.47	0.82	1.11	0.51	1.68
EFA iShares MSCI EAFE ETF	0.62	1.00	1.14	0.79	2.36
SPY SPDR S&P 500 ETF	0.54	0.90	1.13	0.57	2.24
GBTC Grayscale Bitcoin Trust (BTC)	0.82	1.38	1.17	1.20	2.66
GLD SPDR Gold Trust	2.45	3.20	1.41	5.12	13.67
IJR iShares Core S&P Small-Cap ETF	-0.10	0.03	1.00	-0.08	-0.24
HYG iShares iBoxx $ High Yield Corporate Bond ETF	1.45	2.07	1.30	1.73	9.13
SUSC iShares ESG Aware USD Corporate Bond ETF	0.81	1.15	1.14	0.39	2.32
TLT iShares 20+ Year Treasury Bond ETF	0.03	0.14	1.02	0.01	0.05
PSI Invesco Dynamic Semiconductors ETF	-0.27	-0.09	0.99	-0.31	-0.73
VTI Vanguard Total Stock Market ETF	0.51	0.84	1.12	0.52	1.99
DXJ WisdomTree Japan Hedged Equity Fund	0.22	0.39	1.06	0.19	0.57
BAH Booz Allen Hamilton Holding Corporation	-0.50	-0.54	0.93	-0.40	-0.77
AMGN Amgen Inc.	-0.35	-0.18	0.98	-0.28	-0.61
LEN Lennar Corporation	-0.85	-1.20	0.86	-0.64	-1.26

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.

HTMW-Portfolio Sharpe ratios as of May 9, 2025 (values are recalculated daily):

1-Year: 0.52
All Time: 0.77

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 0.44 to 0.95, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of HTMW-Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

HTMW-Portfolio

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

HTMW-Portfolio provided a 1.70% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.70%	1.68%	1.60%	1.63%	1.25%	1.27%	1.52%	1.78%	1.43%	1.52%	1.61%	2.03%
Portfolio components:
QQQM Invesco NASDAQ 100 ETF	0.62%	0.61%	0.65%	0.83%	0.40%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EFA iShares MSCI EAFE ETF	2.86%	3.24%	2.98%	2.69%	3.33%	2.13%	3.10%	3.39%	2.57%	3.07%	2.76%	3.72%
SPY SPDR S&P 500 ETF	1.27%	1.21%	1.40%	1.65%	1.20%	1.52%	1.75%	2.04%	1.80%	2.03%	2.06%	1.87%
GBTC Grayscale Bitcoin Trust (BTC)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.23%	0.00%	0.00%	0.00%
GLD SPDR Gold 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%
IJR iShares Core S&P Small-Cap ETF	2.28%	2.05%	1.31%	1.41%	1.53%	1.11%	1.44%	1.58%	1.20%	1.21%	1.48%	1.23%
HYG iShares iBoxx $ High Yield Corporate Bond ETF	5.89%	6.01%	5.74%	5.30%	4.02%	4.88%	4.99%	5.54%	5.12%	5.27%	5.90%	5.69%
SUSC iShares ESG Aware USD Corporate Bond ETF	4.43%	4.34%	3.83%	2.97%	2.21%	2.20%	3.08%	3.88%	1.70%	0.00%	0.00%	0.00%
TLT iShares 20+ Year Treasury Bond ETF	4.36%	4.30%	3.38%	2.67%	1.50%	1.50%	2.27%	2.63%	2.43%	2.60%	2.61%	2.67%
PSI Invesco Dynamic Semiconductors ETF	0.18%	0.15%	0.40%	0.61%	0.14%	0.21%	0.52%	0.83%	0.21%	0.68%	0.16%	1.77%
VTI Vanguard Total Stock Market ETF	1.35%	1.27%	1.44%	1.67%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%	1.76%
DXJ WisdomTree Japan Hedged Equity Fund	3.20%	3.48%	3.44%	3.02%	2.64%	2.53%	2.47%	2.92%	2.30%	1.98%	5.95%	11.61%
BAH Booz Allen Hamilton Holding Corporation	1.68%	1.59%	1.47%	1.65%	1.75%	1.42%	1.35%	1.69%	1.78%	1.66%	1.69%	9.16%
AMGN Amgen Inc.	3.36%	3.45%	2.96%	2.95%	3.13%	2.78%	2.41%	2.71%	2.65%	2.74%	1.95%	1.53%
LEN Lennar Corporation	1.79%	1.46%	1.00%	1.65%	0.85%	0.81%	0.28%	0.41%	0.25%	0.37%	0.32%	0.36%

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.

HTMW-Portfolio

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the HTMW-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 HTMW-Portfolio was 25.41%, occurring on Oct 14, 2022. Recovery took 289 trading sessions.

The current HTMW-Portfolio drawdown is 4.62%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-25.41%	Dec 28, 2021	202	Oct 14, 2022	289	Dec 8, 2023	491
-15.5%	Feb 20, 2025	34	Apr 8, 2025	—	—	—
-8.95%	Jul 17, 2024	16	Aug 7, 2024	35	Sep 26, 2024	51
-6.18%	Feb 16, 2021	13	Mar 4, 2021	20	Apr 1, 2021	33
-5%	Oct 14, 2020	11	Oct 28, 2020	6	Nov 5, 2020	17

Volatility

Volatility Chart

The current HTMW-Portfolio volatility is 9.58%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

HTMW-Portfolio

Benchmark (^GSPC)

Portfolio components

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 15 assets, with an effective number of assets of 6.64, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	^GSPC	TLT	GLD	AMGN	BAH	GBTC	SUSC	DXJ	LEN	PSI	IJR	EFA	HYG	QQQM	SPY	VTI	Portfolio
^GSPC	1.00	0.05	0.13	0.37	0.40	0.39	0.28	0.61	0.53	0.79	0.77	0.77	0.73	0.92	1.00	0.99	0.94
TLT	0.05	1.00	0.26	0.10	0.03	-0.00	0.88	-0.16	0.26	0.00	0.02	0.08	0.36	0.08	0.05	0.05	0.16
GLD	0.13	0.26	1.00	0.11	0.06	0.08	0.33	0.02	0.11	0.13	0.13	0.30	0.27	0.11	0.13	0.14	0.27
AMGN	0.37	0.10	0.11	1.00	0.26	0.09	0.20	0.25	0.24	0.20	0.32	0.35	0.32	0.27	0.37	0.36	0.36
BAH	0.40	0.03	0.06	0.26	1.00	0.12	0.14	0.25	0.26	0.24	0.39	0.31	0.29	0.30	0.40	0.40	0.39
GBTC	0.39	-0.00	0.08	0.09	0.12	1.00	0.11	0.22	0.22	0.38	0.36	0.34	0.32	0.40	0.39	0.40	0.50
SUSC	0.28	0.88	0.33	0.20	0.14	0.11	1.00	-0.00	0.38	0.20	0.23	0.30	0.60	0.29	0.28	0.28	0.39
DXJ	0.61	-0.16	0.02	0.25	0.25	0.22	-0.00	1.00	0.31	0.51	0.57	0.66	0.42	0.52	0.61	0.61	0.59
LEN	0.53	0.26	0.11	0.24	0.26	0.22	0.38	0.31	1.00	0.43	0.57	0.48	0.52	0.47	0.53	0.55	0.58
PSI	0.79	0.00	0.13	0.20	0.24	0.38	0.20	0.51	0.43	1.00	0.66	0.64	0.58	0.84	0.78	0.80	0.86
IJR	0.77	0.02	0.13	0.32	0.39	0.36	0.23	0.57	0.57	0.66	1.00	0.71	0.66	0.62	0.78	0.82	0.81
EFA	0.77	0.08	0.30	0.35	0.31	0.34	0.30	0.66	0.48	0.64	0.71	1.00	0.70	0.67	0.77	0.78	0.81
HYG	0.73	0.36	0.27	0.32	0.29	0.32	0.60	0.42	0.52	0.58	0.66	0.70	1.00	0.67	0.73	0.74	0.77
QQQM	0.92	0.08	0.11	0.27	0.30	0.40	0.29	0.52	0.47	0.84	0.62	0.67	0.67	1.00	0.92	0.91	0.90
SPY	1.00	0.05	0.13	0.37	0.40	0.39	0.28	0.61	0.53	0.78	0.78	0.77	0.73	0.92	1.00	0.99	0.94
VTI	0.99	0.05	0.14	0.36	0.40	0.40	0.28	0.61	0.55	0.80	0.82	0.78	0.74	0.91	0.99	1.00	0.96
Portfolio	0.94	0.16	0.27	0.36	0.39	0.50	0.39	0.59	0.58	0.86	0.81	0.81	0.77	0.90	0.94	0.96	1.00

The correlation results are calculated based on daily price changes starting from Oct 14, 2020

Performance Analysis

Risk Analysis

Optimization

Factor Model

HTMW-Portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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