scott 3

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

scott 3

Currency in USD · Last updated May 23, 2025

3 year

Asset Allocation

Position	Category/Sector	Target Weight
^UTY PHLX Utility Sector Index		7.14%
BUL Pacer US Cash Cows Growth ETF	All Cap Equities	7.14%
COWZ Pacer US Cash Cows 100 ETF	All Cap Equities	7.14%
DXJ WisdomTree Japan Hedged Equity Fund	Japan Equities	7.14%
GBTC Grayscale Bitcoin Trust (BTC)	Financial Services	7.14%
HERD Pacer Cash Cows Fund of Funds ETF	Global Equities	7.14%
IBIT iShares Bitcoin Trust	Blockchain	7.14%
IUSV iShares Core S&P U.S. Value ETF	Large Cap Blend Equities	7.14%
IVE iShares S&P 500 Value ETF	Large Cap Blend Equities	7.14%
NVDL GraniteShares 2x Long NVDA Daily ETF	Leveraged Equities	0%
SEMI Columbia Seligman Semiconductor & Technology ETF	Technology Equities	7.14%
SMH VanEck Vectors Semiconductor ETF	Technology Equities	7.14%
SOXX iShares PHLX Semiconductor ETF	Technology Equities	7.14%
XLE Energy Select Sector SPDR Fund	Energy Equities	7.14%
XOP SPDR S&P Oil & Gas Exploration & Production ETF	Energy Equities	7.14%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Jan 11, 2024, corresponding to the inception date of IBIT

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-0.67%	10.48%	-1.79%	10.08%	14.60%	10.64%
scott 3	2.20%	12.07%	-2.06%	8.57%	N/A	N/A
Portfolio components:
XOP SPDR S&P Oil & Gas Exploration & Production ETF	-8.26%	8.55%	-16.81%	-17.37%	20.79%	-3.32%
NVDL GraniteShares 2x Long NVDA Daily ETF	-23.36%	75.57%	-37.51%	17.64%	N/A	N/A
DXJ WisdomTree Japan Hedged Equity Fund	0.27%	6.49%	4.02%	5.09%	23.44%	9.78%
IUSV iShares Core S&P U.S. Value ETF	-1.50%	5.40%	-6.55%	3.36%	14.78%	9.48%
XLE Energy Select Sector SPDR Fund	-3.84%	0.42%	-14.48%	-8.32%	21.15%	4.22%
BUL Pacer US Cash Cows Growth ETF	2.59%	13.87%	-2.06%	12.94%	15.57%	N/A
HERD Pacer Cash Cows Fund of Funds ETF	2.09%	7.70%	-2.25%	2.55%	15.62%	N/A
COWZ Pacer US Cash Cows 100 ETF	-4.69%	6.31%	-9.84%	-0.97%	18.65%	N/A
GBTC Grayscale Bitcoin Trust (BTC)	18.51%	21.34%	12.39%	58.79%	55.96%	75.77%
IVE iShares S&P 500 Value ETF	-1.44%	5.29%	-6.46%	3.11%	14.54%	9.39%
SOXX iShares PHLX Semiconductor ETF	-4.40%	23.34%	-4.51%	-11.96%	21.39%	21.56%
SMH VanEck Vectors Semiconductor ETF	-0.56%	25.49%	-1.72%	2.23%	29.28%	25.01%
^UTY PHLX Utility Sector Index	5.56%	0.32%	-1.63%	8.17%	6.51%	5.80%
SEMI Columbia Seligman Semiconductor & Technology ETF	-2.68%	20.92%	0.25%	-6.17%	N/A	N/A
IBIT iShares Bitcoin Trust	19.19%	21.41%	13.11%	59.23%	N/A	N/A

*Annualized

Monthly Returns

The table below presents the monthly returns of scott 3, 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	2.94%	-3.66%	-3.12%	-1.24%	7.69%								2.20%
2024	0.19%	11.38%	7.71%	-5.13%	6.14%	-1.63%	2.74%	-1.66%	1.53%	0.18%	9.49%	-4.22%	28.31%

Expense Ratio

scott 3 has an expense ratio of 0.34%, 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.

NVDL

GraniteShares 2x Long NVDA Daily ETF

SEMI

Columbia Seligman Semiconductor & Technology ETF

HERD

Pacer Cash Cows Fund of Funds ETF

BUL

Pacer US Cash Cows Growth ETF

COWZ

Pacer US Cash Cows 100 ETF

DXJ

WisdomTree Japan Hedged Equity Fund

SOXX

iShares PHLX Semiconductor ETF

XOP

SPDR S&P Oil & Gas Exploration & Production ETF

SMH

VanEck Vectors Semiconductor ETF

IBIT

iShares Bitcoin Trust

IVE

iShares S&P 500 Value ETF

XLE

Energy Select Sector SPDR Fund

IUSV

iShares Core S&P U.S. Value ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of scott 3 is 18, meaning it’s performing worse than 82% of other portfolios on our website when it comes to balancing risk and reward. Below is 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
XOP SPDR S&P Oil & Gas Exploration & Production ETF	-0.54	-0.64	0.91	-0.55	-1.56
NVDL GraniteShares 2x Long NVDA Daily ETF	0.15	1.07	1.13	0.26	0.53
DXJ WisdomTree Japan Hedged Equity Fund	0.20	0.35	1.05	0.16	0.46
IUSV iShares Core S&P U.S. Value ETF	0.21	0.39	1.05	0.18	0.58
XLE Energy Select Sector SPDR Fund	-0.33	-0.40	0.94	-0.52	-1.37
BUL Pacer US Cash Cows Growth ETF	0.53	0.84	1.11	0.49	1.66
HERD Pacer Cash Cows Fund of Funds ETF	0.13	0.23	1.03	0.07	0.26
COWZ Pacer US Cash Cows 100 ETF	-0.05	-0.04	1.00	-0.11	-0.33
GBTC Grayscale Bitcoin Trust (BTC)	1.12	1.73	1.21	2.03	4.49
IVE iShares S&P 500 Value ETF	0.19	0.37	1.05	0.17	0.55
SOXX iShares PHLX Semiconductor ETF	-0.27	-0.08	0.99	-0.27	-0.60
SMH VanEck Vectors Semiconductor ETF	0.05	0.40	1.05	0.08	0.19
^UTY PHLX Utility Sector Index	0.48	0.73	1.09	0.69	1.52
SEMI Columbia Seligman Semiconductor & Technology ETF	-0.16	0.10	1.01	-0.14	-0.32
IBIT iShares Bitcoin Trust	1.12	1.74	1.21	2.06	4.51

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.

scott 3 Sharpe ratios as of May 23, 2025 (values are recalculated daily):

1-Year: 0.37
All Time: 1.04

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 0.47 to 0.99, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of scott 3 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.

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Dividends

Dividend yield

scott 3 provided a 1.43% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.43%	1.44%	1.56%	1.55%	1.20%	1.57%	1.51%	1.27%	1.05%	0.82%	1.43%	1.58%
Portfolio components:
XOP SPDR S&P Oil & Gas Exploration & Production ETF	2.69%	2.45%	2.63%	2.47%	1.61%	2.34%	1.47%	0.99%	0.76%	0.76%	2.21%	1.41%
NVDL GraniteShares 2x Long NVDA Daily ETF	0.00%	0.00%	11.29%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DXJ WisdomTree Japan Hedged Equity Fund	3.20%	3.48%	3.44%	3.03%	2.64%	2.53%	2.47%	2.92%	2.30%	1.98%	5.95%	11.61%
IUSV iShares Core S&P U.S. Value ETF	2.11%	2.15%	1.75%	2.22%	1.87%	2.40%	2.19%	2.66%	1.93%	2.18%	2.54%	1.86%
XLE Energy Select Sector SPDR Fund	3.50%	3.36%	3.55%	3.68%	4.21%	5.62%	5.73%	3.54%	3.03%	2.26%	3.39%	2.35%
BUL Pacer US Cash Cows Growth ETF	0.20%	0.30%	2.11%	0.66%	0.08%	0.69%	0.81%	0.00%	0.00%	0.00%	0.00%	0.00%
HERD Pacer Cash Cows Fund of Funds ETF	2.30%	2.42%	2.53%	2.50%	2.02%	1.96%	1.69%	0.00%	0.00%	0.00%	0.00%	0.00%
COWZ Pacer US Cash Cows 100 ETF	1.89%	1.82%	1.92%	1.96%	1.48%	2.54%	1.96%	1.67%	1.94%	0.13%	0.00%	0.00%
GBTC Grayscale Bitcoin Trust (BTC)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.26%	0.00%	0.00%	0.00%
IVE iShares S&P 500 Value ETF	2.03%	2.04%	1.65%	2.10%	1.81%	2.37%	2.11%	2.74%	2.12%	2.26%	2.45%	2.14%
SOXX iShares PHLX Semiconductor ETF	0.72%	0.67%	0.78%	1.25%	0.64%	0.81%	1.23%	1.37%	0.90%	1.08%	1.29%	1.56%
SMH VanEck Vectors Semiconductor ETF	0.44%	0.44%	0.60%	1.18%	0.51%	0.69%	1.50%	1.88%	1.43%	0.80%	2.14%	1.16%
^UTY PHLX Utility Sector Index	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SEMI Columbia Seligman Semiconductor & Technology ETF	0.99%	0.96%	0.87%	0.67%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IBIT iShares Bitcoin 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%

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 scott 3. 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 scott 3 was 21.55%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current scott 3 drawdown is 4.15%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-21.55%	Jan 22, 2025	54	Apr 8, 2025	—	—	—
-11.94%	Jul 17, 2024	14	Aug 5, 2024	49	Oct 14, 2024	63
-6.68%	Apr 9, 2024	17	May 1, 2024	10	May 15, 2024	27
-5.6%	Nov 25, 2024	18	Dec 19, 2024	18	Jan 17, 2025	36
-3.29%	Oct 15, 2024	15	Nov 4, 2024	2	Nov 6, 2024	17

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 15 assets, with an effective number of assets of 14.00, 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

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

	^GSPC	^UTY	GBTC	IBIT	XLE	DXJ	XOP	NVDL	SMH	SEMI	SOXX	IVE	HERD	IUSV	COWZ	BUL	Portfolio
^GSPC	1.00	0.21	0.35	0.35	0.32	0.57	0.35	0.67	0.79	0.81	0.80	0.72	0.66	0.72	0.66	0.82	0.80
^UTY	0.21	1.00	0.14	0.14	0.30	0.07	0.22	-0.08	-0.03	0.01	0.01	0.50	0.27	0.49	0.35	0.25	0.27
GBTC	0.35	0.14	1.00	1.00	0.16	0.12	0.22	0.26	0.30	0.34	0.31	0.31	0.33	0.32	0.32	0.36	0.70
IBIT	0.35	0.14	1.00	1.00	0.16	0.12	0.22	0.26	0.30	0.34	0.32	0.31	0.33	0.32	0.32	0.36	0.70
XLE	0.32	0.30	0.16	0.16	1.00	0.25	0.90	0.10	0.17	0.18	0.19	0.54	0.51	0.54	0.68	0.44	0.48
DXJ	0.57	0.07	0.12	0.12	0.25	1.00	0.30	0.37	0.48	0.47	0.49	0.45	0.52	0.46	0.46	0.53	0.50
XOP	0.35	0.22	0.22	0.22	0.90	0.30	1.00	0.16	0.23	0.26	0.26	0.48	0.52	0.49	0.65	0.48	0.53
NVDL	0.67	-0.08	0.26	0.26	0.10	0.37	0.16	1.00	0.86	0.74	0.75	0.22	0.33	0.22	0.25	0.50	0.56
SMH	0.79	-0.03	0.30	0.30	0.17	0.48	0.23	0.86	1.00	0.94	0.97	0.38	0.49	0.39	0.44	0.68	0.73
SEMI	0.81	0.01	0.34	0.34	0.18	0.47	0.26	0.74	0.94	1.00	0.95	0.43	0.52	0.44	0.48	0.72	0.76
SOXX	0.80	0.01	0.31	0.32	0.19	0.49	0.26	0.75	0.97	0.95	1.00	0.44	0.53	0.45	0.50	0.70	0.76
IVE	0.72	0.50	0.31	0.31	0.54	0.45	0.48	0.22	0.38	0.43	0.44	1.00	0.72	1.00	0.86	0.71	0.68
HERD	0.66	0.27	0.33	0.33	0.51	0.52	0.52	0.33	0.49	0.52	0.53	0.72	1.00	0.72	0.81	0.77	0.72
IUSV	0.72	0.49	0.32	0.32	0.54	0.46	0.49	0.22	0.39	0.44	0.45	1.00	0.72	1.00	0.86	0.72	0.69
COWZ	0.66	0.35	0.32	0.32	0.68	0.46	0.65	0.25	0.44	0.48	0.50	0.86	0.81	0.86	1.00	0.81	0.75
BUL	0.82	0.25	0.36	0.36	0.44	0.53	0.48	0.50	0.68	0.72	0.70	0.71	0.77	0.72	0.81	1.00	0.80
Portfolio	0.80	0.27	0.70	0.70	0.48	0.50	0.53	0.56	0.73	0.76	0.76	0.68	0.72	0.69	0.75	0.80	1.00

The correlation results are calculated based on daily price changes starting from Jan 12, 2024

Performance Analysis

Risk Analysis

Optimization

Factor Model

scott 3

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

Community