PortfoliosLab Trends Portfolio - V01

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	10%
AMZN Amazon.com, Inc	Consumer Cyclical	10%
FLDR Fidelity Low Duration Bond Factor ETF	Corporate Bonds	10%
GLDM SPDR Gold MiniShares Trust	Precious Metals, Gold	10%
MSFT Microsoft Corporation	Technology	10%
NVDA NVIDIA Corporation	Technology	10%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	10%
TSLA Tesla, Inc.	Consumer Cyclical	10%
VNQ Vanguard Real Estate ETF	REIT	10%
VOO Vanguard S&P 500 ETF	S&P 500	10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in PortfoliosLab Trends Portfolio - V01, 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 Jun 26, 2018, corresponding to the inception date of GLDM

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 PortfoliosLab Trends Portfolio - V01	-0.41%	-3.72%	-4.03%	-2.12%	20.94%	26.04%	19.06%	—
Portfolio components:
AAPL Apple Inc	0.11%	-2.97%	-5.78%	-0.28%	14.80%	16.04%	16.39%	26.10%
MSFT Microsoft Corporation	1.11%	-7.54%	-22.60%	-27.29%	-1.52%	10.00%	9.94%	22.58%
VOO Vanguard S&P 500 ETF	0.11%	-3.33%	-3.55%	-1.41%	17.60%	18.47%	11.96%	14.19%
NVDA NVIDIA Corporation	0.93%	-1.47%	-4.88%	-6.08%	60.69%	85.17%	66.71%	70.07%
AMZN Amazon.com, Inc	-0.38%	0.50%	-9.12%	-5.68%	7.02%	27.00%	5.83%	21.61%
SCHD Schwab U.S. Dividend Equity ETF	0.16%	-2.44%	12.35%	13.88%	13.89%	11.70%	8.35%	12.30%
TSLA Tesla, Inc.	-5.42%	-8.11%	-19.82%	-17.30%	27.53%	22.79%	10.33%	36.16%
GLDM SPDR Gold MiniShares Trust	-1.93%	-8.33%	8.33%	21.17%	49.47%	32.89%	21.86%	—
FLDR Fidelity Low Duration Bond Factor ETF	0.04%	-0.10%	0.65%	1.76%	4.40%	5.49%	3.58%	—
VNQ Vanguard Real Estate ETF	1.36%	-4.43%	3.06%	1.04%	2.95%	7.33%	3.14%	4.85%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 27, 2018, PortfoliosLab Trends Portfolio - V01's average daily return is +0.10%, while the average monthly return is +1.98%. At this rate, your investment would double in approximately 2.9 years.

Historically, 64% of months were positive and 36% were negative. The best month was Aug 2020 with a return of +17.3%, while the worst month was Apr 2022 at -11.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, PortfoliosLab Trends Portfolio - V01 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +10.1%, while the worst single day was Mar 16, 2020 at -11.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.18%	-1.01%	-4.48%	0.32%									-4.03%
2025	0.43%	-2.85%	-4.45%	0.16%	8.00%	3.63%	2.69%	2.63%	6.30%	3.05%	-1.41%	0.52%	19.56%
2024	-0.03%	6.83%	2.83%	-2.47%	5.77%	5.85%	2.96%	0.51%	4.60%	-0.37%	7.39%	1.26%	40.62%
2023	13.75%	2.36%	6.85%	-0.76%	7.52%	7.79%	2.75%	-0.78%	-5.75%	-1.69%	9.65%	3.61%	53.57%
2022	-6.55%	-1.59%	6.05%	-11.38%	-2.55%	-7.68%	12.64%	-5.76%	-8.93%	1.91%	4.57%	-8.29%	-26.53%
2021	0.92%	-1.63%	1.77%	6.45%	-0.47%	5.67%	1.73%	4.34%	-3.86%	11.32%	4.31%	0.35%	34.52%

Benchmark Metrics

PortfoliosLab Trends Portfolio - V01 has an annualized alpha of 12.12%, beta of 0.98, and R² of 0.82 versus S&P 500 Index. Calculated based on daily prices since June 27, 2018.

This portfolio captured 126.83% of S&P 500 Index gains but only 79.19% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 12.12% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.98 and R² of 0.82, 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: 12.12%

Beta: 0.98

R²: 0.82

Upside Capture: 126.83%

Downside Capture: 79.19%

Expense Ratio

PortfoliosLab Trends Portfolio - V01 has an expense ratio of 0.05%, 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.

FLDR

Fidelity Low Duration Bond Factor ETF

VNQ

Vanguard Real Estate ETF

GLDM

SPDR Gold MiniShares Trust

SCHD

Schwab U.S. Dividend Equity ETF

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

PortfoliosLab Trends Portfolio - V01 ranks 44 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.

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	1.13	0.88	+0.25
Sortino ratio Return per unit of downside risk	1.75	1.37	+0.38
Omega ratio Gain probability vs. loss probability	1.25	1.21	+0.04
Calmar ratio Return relative to maximum drawdown	1.83	1.39	+0.44
Martin ratio Return relative to average drawdown	7.59	6.43	+1.16
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
AAPL Apple Inc	55	0.47	0.92	1.13	0.66	2.04
MSFT Microsoft Corporation	35	-0.06	0.11	1.01	-0.05	-0.12
VOO Vanguard S&P 500 ETF	54	0.98	1.49	1.23	1.53	7.13
NVDA NVIDIA Corporation	81	1.47	2.17	1.27	3.02	7.54
AMZN Amazon.com, Inc	46	0.20	0.55	1.07	0.42	1.00
SCHD Schwab U.S. Dividend Equity ETF	40	0.89	1.34	1.19	1.09	3.69
TSLA Tesla, Inc.	60	0.50	1.10	1.13	1.25	3.01
GLDM SPDR Gold MiniShares Trust	81	1.80	2.23	1.33	2.59	9.40
FLDR Fidelity Low Duration Bond Factor ETF	98	4.51	6.76	2.19	5.79	30.07
VNQ Vanguard Real Estate ETF	16	0.18	0.36	1.05	0.29	1.11

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.

PortfoliosLab Trends Portfolio - V01 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 1.13
5-Year: 1.00
All Time: 1.17

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 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 PortfoliosLab Trends Portfolio - V01 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

PortfoliosLab Trends Portfolio - V01 provided a 1.44% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.44%	1.46%	1.54%	1.54%	1.30%	0.83%	1.15%	1.34%	1.52%	1.23%	1.45%	1.44%
Portfolio components:
AAPL Apple Inc	0.41%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
MSFT Microsoft Corporation	0.93%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
VOO Vanguard S&P 500 ETF	1.18%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
AMZN Amazon.com, 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%
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%
TSLA Tesla, 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%
GLDM SPDR Gold MiniShares 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%
FLDR Fidelity Low Duration Bond Factor ETF	4.54%	4.66%	5.50%	5.28%	2.09%	0.51%	1.22%	2.69%	1.38%	0.00%	0.00%	0.00%
VNQ Vanguard Real Estate ETF	3.86%	3.92%	3.85%	3.95%	3.91%	2.56%	3.93%	3.39%	4.74%	4.23%	4.82%	3.92%

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 PortfoliosLab Trends Portfolio - V01. 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 PortfoliosLab Trends Portfolio - V01 was 30.46%, occurring on Mar 20, 2020. Recovery took 54 trading sessions.

The current PortfoliosLab Trends Portfolio - V01 drawdown is 7.06%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-30.46%	Feb 20, 2020	22	Mar 20, 2020	54	Jun 8, 2020	76
-29.67%	Jan 4, 2022	253	Jan 5, 2023	108	Jun 12, 2023	361
-20.06%	Dec 18, 2024	75	Apr 8, 2025	56	Jun 30, 2025	131
-18.79%	Oct 2, 2018	58	Dec 24, 2018	135	Jul 10, 2019	193
-11.83%	Sep 2, 2020	15	Sep 23, 2020	48	Dec 1, 2020	63

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 10 assets, with an effective number of assets of 10.00, 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.

	Benchmark	FLDR	GLDM	TSLA	VNQ	SCHD	NVDA	AMZN	AAPL	MSFT	VOO	Portfolio
Benchmark	1.00	0.03	0.07	0.51	0.61	0.76	0.68	0.67	0.70	0.75	1.00	0.87
FLDR	0.03	1.00	0.21	-0.00	0.14	0.01	0.00	0.05	0.06	0.02	0.03	0.06
GLDM	0.07	0.21	1.00	0.03	0.13	0.05	0.03	0.05	0.02	0.03	0.07	0.13
TSLA	0.51	-0.00	0.03	1.00	0.27	0.29	0.44	0.42	0.43	0.41	0.51	0.73
VNQ	0.61	0.14	0.13	0.27	1.00	0.66	0.26	0.30	0.38	0.37	0.62	0.50
SCHD	0.76	0.01	0.05	0.29	0.66	1.00	0.35	0.34	0.47	0.42	0.76	0.55
NVDA	0.68	0.00	0.03	0.44	0.26	0.35	1.00	0.59	0.53	0.63	0.67	0.78
AMZN	0.67	0.05	0.05	0.42	0.30	0.34	0.59	1.00	0.58	0.67	0.67	0.74
AAPL	0.70	0.06	0.02	0.43	0.38	0.47	0.53	0.58	1.00	0.63	0.70	0.73
MSFT	0.75	0.02	0.03	0.41	0.37	0.42	0.63	0.67	0.63	1.00	0.75	0.77
VOO	1.00	0.03	0.07	0.51	0.62	0.76	0.67	0.67	0.70	0.75	1.00	0.87
Portfolio	0.87	0.06	0.13	0.73	0.50	0.55	0.78	0.74	0.73	0.77	0.87	1.00

The correlation results are calculated based on daily price changes starting from Jun 27, 2018

PortfoliosLab Trends Portfolio - V01

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

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