Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VTI Vanguard Total Stock Market ETF | Large Cap Blend Equities | 15.37% |
XLE State Street Energy Select Sector SPDR ETF | Energy Equities | 15.09% |
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 13.45% |
CAIE Calamos Autocallable Income ETF | Derivative Income | 11.55% |
CAIQ Calamos Nasdaq Autocallable Income ETF | Nasdaq-100, Derivative Income | 11.22% |
XOP SPDR S&P Oil & Gas Exploration & Production ETF | Energy Equities | 10.96% |
JPIE JPMorgan Income ETF | Multisector Bonds | 7.49% |
VOO Vanguard S&P 500 ETF | S&P 500 | 7.41% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | Nasdaq-100, Derivative Income | 7.40% |
VMFXX Vanguard Federal Money Market Fund | Money Market | 0.06% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in 6-12-2026 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.
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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 6-12-2026 Portfolio | -0.06% | -0.14% | 17.87% | 17.81% | — | — | — | — |
| Portfolio components: | ||||||||
CAIE Calamos Autocallable Income ETF | 1.15% | 1.01% | 8.63% | 9.20% | — | — | — | — |
CAIQ Calamos Nasdaq Autocallable Income ETF | 0.83% | 1.36% | 12.96% | 14.11% | — | — | — | — |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 2.21% | 3.31% | 10.23% | 11.56% | 29.39% | 20.72% | — | — |
JPIE JPMorgan Income ETF | 0.11% | 0.87% | 1.76% | 2.12% | 6.06% | 6.60% | — | — |
SCHD Schwab U.S. Dividend Equity ETF | -0.58% | 2.87% | 19.96% | 18.54% | 25.99% | 14.28% | 8.90% | 12.83% |
VMFXX Vanguard Federal Money Market Fund | 0.00% | 0.30% | 1.50% | 1.82% | 3.95% | 3.35% | 2.39% | — |
VOO Vanguard S&P 500 ETF | 1.74% | 2.12% | 10.99% | 11.51% | 27.95% | 21.25% | 13.93% | 15.72% |
VTI Vanguard Total Stock Market ETF | 1.68% | 2.70% | 11.46% | 11.76% | 28.40% | 20.94% | 12.71% | 15.23% |
XLE State Street Energy Select Sector SPDR ETF | -3.48% | -6.54% | 25.06% | 24.78% | 30.16% | 14.85% | 19.05% | 9.49% |
XOP SPDR S&P Oil & Gas Exploration & Production ETF | -4.22% | -9.06% | 25.93% | 23.31% | 22.12% | 10.05% | 12.85% | 3.15% |
Monthly Returns
Based on dividend-adjusted daily data since Nov 20, 2025, 6-12-2026 Portfolio's average daily return is +0.13%, while the average monthly return is +2.33%. At this rate, an investment would double in approximately 2.5 years.
Historically, 75% of months were positive and 25% were negative. The best month was Apr 2026 with a return of +5.8%, while the worst month was Jun 2026 at -0.5%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 1 months.
On a daily basis, 6-12-2026 Portfolio closed higher 62% of trading days. The best single day was Feb 6, 2026 with a return of +2.0%, while the worst single day was Jun 5, 2026 at -2.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.31% | 3.21% | 1.84% | 5.77% | 1.15% | -0.46% | 17.87% | ||||||
| 2025 | 2.23% | -0.39% | 1.84% |
Benchmark Metrics
6-12-2026 Portfolio has an annualized alpha of 25.72%, beta of 0.42, and R2 of 0.40 versus S&P 500 Index. Calculated based on daily prices since November 20, 2025.
- This portfolio captured 67.05% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -74.49%) - a profile typical of hedging or uncorrelated assets.
- Beta of 0.42 may look defensive, but with R2 of 0.40 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R2 of 0.40 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 25.72%
- Beta
- 0.42
- R²
- 0.40
- Upside Capture
- 67.05%
- Downside Capture
- -74.49%
Expense Ratio
6-12-2026 Portfolio has an expense ratio of 0.29%, 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.
Return for Risk
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 6-12-2026 Portfolio 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 | — | 2.14 | — |
| Sortino ratioReturn per unit of downside risk | — | 2.89 | — |
| Omega ratioGain probability vs. loss probability | — | 1.39 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.91 | — |
| Martin ratioReturn relative to average drawdown | — | 13.08 | — |
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 |
|---|---|---|---|---|---|---|
CAIE Calamos Autocallable Income ETF | — | — | — | — | — | — |
CAIQ Calamos Nasdaq Autocallable Income ETF | — | — | — | — | — | — |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 81 | 2.31 | 3.06 | 1.46 | 3.35 | 15.94 |
JPIE JPMorgan Income ETF | 95 | 3.82 | 6.05 | 1.88 | 5.30 | 26.19 |
SCHD Schwab U.S. Dividend Equity ETF | 85 | 2.39 | 3.69 | 1.43 | 5.66 | 13.87 |
VMFXX Vanguard Federal Money Market Fund | — | 3.67 | — | — | — | — |
VOO Vanguard S&P 500 ETF | 78 | 2.28 | 3.07 | 1.42 | 3.15 | 14.25 |
VTI Vanguard Total Stock Market ETF | 77 | 2.25 | 3.04 | 1.41 | 3.20 | 14.35 |
XLE State Street Energy Select Sector SPDR ETF | 46 | 1.46 | 1.97 | 1.24 | 2.51 | 6.91 |
XOP SPDR S&P Oil & Gas Exploration & Production ETF | 26 | 0.79 | 1.18 | 1.14 | 1.40 | 3.53 |
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Dividends
Dividend yield
6-12-2026 Portfolio provided a 4.93% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.93% | 3.79% | 2.72% | 2.79% | 2.70% | 1.51% | 1.86% | 1.99% | 1.52% | 1.29% | 1.26% | 1.61% |
| Portfolio components: | ||||||||||||
CAIE Calamos Autocallable Income ETF | 13.15% | 7.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CAIQ Calamos Nasdaq Autocallable Income ETF | 8.50% | 1.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.00% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JPIE JPMorgan Income ETF | 5.60% | 5.65% | 6.11% | 5.70% | 4.49% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab U.S. Dividend Equity ETF | 3.24% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
VMFXX Vanguard Federal Money Market Fund | 3.87% | 4.14% | 1.63% | 4.53% | 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% |
VTI Vanguard Total Stock Market ETF | 1.01% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
XLE State Street Energy Select Sector SPDR ETF | 2.69% | 3.28% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 6.72% | 3.54% | 3.03% | 2.26% | 3.39% |
XOP SPDR S&P Oil & Gas Exploration & Production ETF | 2.05% | 2.62% | 2.45% | 2.63% | 2.47% | 1.61% | 2.34% | 1.47% | 0.99% | 0.76% | 0.76% | 2.21% |
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 6-12-2026 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 6-12-2026 Portfolio was 2.45%, occurring on Jun 10, 2026. The portfolio has not yet recovered.
The current 6-12-2026 Portfolio drawdown is 1.95%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 pullback2026 | -2.45%Jun 2026 | 5d | — | 11d 3hJun 2026 - now |
2025 pullback2025 | -2.43%Dec 2025 | 7d | 21d | 28dDec 2025 - Jan 2026 |
2026 pullback2026 | -1.58%Feb 2026 | 0s | 15d | 15dFeb 2026 - Feb 2026 |
2026 pullback2026 | -1.41%Mar 2026 | 7d | 7d | 14dMar 2026 - Mar 2026 |
2026 pullback2026 | -1.31%Jan 2026 | 5d | 1d | 6dJan 2026 - Jan 2026 |
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 8.40, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
All Time | |
|---|---|
Diversification Ratio | 1.69 |
The portfolio has a diversification ratio of 1.69, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
6-12-2026 Portfolio correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 20, 2025 | 0.54 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while XOP has the lowest at -0.27.
Asset Correlations Table
| VMFXX | SCHD | XLE | XOP | JPIE | CAIQ | JEPQ | CAIE | VTI | VOO | |
|---|---|---|---|---|---|---|---|---|---|---|
| VMFXX | 1.00 | 0.13 | 0.02 | 0.00 | 0.12 | 0.05 | 0.02 | 0.05 | 0.02 | 0.03 |
| SCHD | 0.13 | 1.00 | 0.43 | 0.29 | 0.23 | 0.17 | 0.21 | 0.33 | 0.35 | 0.32 |
| XLE | 0.02 | 0.43 | 1.00 | 0.87 | -0.35 | -0.27 | -0.23 | -0.19 | -0.21 | -0.23 |
| XOP | 0.00 | 0.29 | 0.87 | 1.00 | -0.43 | -0.30 | -0.25 | -0.26 | -0.27 | -0.28 |
| JPIE | 0.12 | 0.23 | -0.35 | -0.43 | 1.00 | 0.43 | 0.44 | 0.52 | 0.54 | 0.54 |
| CAIQ | 0.05 | 0.17 | -0.27 | -0.30 | 0.43 | 1.00 | 0.88 | 0.84 | 0.86 | 0.88 |
| JEPQ | 0.02 | 0.21 | -0.23 | -0.25 | 0.44 | 0.88 | 1.00 | 0.85 | 0.91 | 0.91 |
| CAIE | 0.05 | 0.33 | -0.19 | -0.26 | 0.52 | 0.84 | 0.85 | 1.00 | 0.94 | 0.94 |
| VTI | 0.02 | 0.35 | -0.21 | -0.27 | 0.54 | 0.86 | 0.91 | 0.94 | 1.00 | 1.00 |
| VOO | 0.03 | 0.32 | -0.23 | -0.28 | 0.54 | 0.88 | 0.91 | 0.94 | 1.00 | 1.00 |
Find what 6-12-2026 Portfolio is missing
See which holdings overlap, where 6-12-2026 Portfolio is concentrated, and which low-correlation assets could fill the gaps.
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