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ETF's
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ETF's, 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 4, 2025, corresponding to the inception date of IVES

Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-4.18%-3.84%-1.98%21.98%16.86%10.37%12.29%
Portfolio
ETF's
0.16%-3.70%-2.45%-0.24%
VTI
Vanguard Total Stock Market ETF
0.16%-3.97%-3.13%-1.30%24.10%18.10%10.66%13.75%
QQQM
Invesco NASDAQ 100 ETF
0.12%-4.05%-4.64%-2.75%30.45%23.07%13.26%
SMH
VanEck Semiconductor ETF
0.09%-1.70%8.94%16.89%101.23%44.85%26.17%31.69%
IVES
Dan IVES Wedbush AI Revolution ETF
0.42%-4.45%-8.89%-11.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 5, 2025, ETF's's average daily return is +0.08%, while the average monthly return is +1.56%. At this rate, your investment would double in approximately 3.7 years.

Historically, 73% of months were positive and 27% were negative. The best month was Sep 2025 with a return of +6.4%, while the worst month was Mar 2026 at -5.1%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 2 months.

On a daily basis, ETF's closed higher 59% of trading days. The best single day was Mar 31, 2026 with a return of +3.7%, while the worst single day was Oct 10, 2025 at -3.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.06%-1.64%-5.05%1.35%-2.45%
20255.44%2.66%1.44%6.44%5.03%-1.69%0.08%20.77%

Benchmark Metrics

ETF's has an annualized alpha of 4.76%, beta of 1.32, and R² of 0.91 versus S&P 500 Index. Calculated based on daily prices since June 05, 2025.

  • This portfolio captured 154.09% of S&P 500 Index gains and 108.67% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • This portfolio generated an annualized alpha of 4.76% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha
4.76%
Beta
1.32
0.91
Upside Capture
154.09%
Downside Capture
108.67%

Expense Ratio

ETF's has an expense ratio of 0.19%, 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.


Return for Risk

Return / Risk — by metrics


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


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

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTI
Vanguard Total Stock Market ETF
520.941.471.221.537.16
QQQM
Invesco NASDAQ 100 ETF
591.051.631.231.957.03
SMH
VanEck Semiconductor ETF
942.282.891.415.3418.94
IVES
Dan IVES Wedbush AI Revolution ETF

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for ETF's. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Dividends

Dividend yield

ETF's provided a 0.74% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio0.74%0.71%0.79%0.89%1.14%0.70%0.73%0.94%1.10%0.90%0.89%1.11%
VTI
Vanguard Total Stock Market ETF
1.16%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%
QQQM
Invesco NASDAQ 100 ETF
0.53%0.50%0.61%0.65%0.83%0.40%0.16%0.00%0.00%0.00%0.00%0.00%
SMH
VanEck Semiconductor ETF
0.28%0.31%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%
IVES
Dan IVES Wedbush AI Revolution ETF
0.45%0.41%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 ETF's. 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 ETF's was 11.56%, occurring on Mar 30, 2026. The portfolio has not yet recovered.

The current ETF's drawdown is 7.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11.56%Jan 29, 202642Mar 30, 2026
-8.11%Oct 30, 202516Nov 20, 202530Jan 6, 202646
-3.8%Oct 9, 20252Oct 10, 202510Oct 24, 202512
-2.8%Aug 14, 20256Aug 21, 20255Aug 28, 202511
-2.7%Jul 31, 20252Aug 1, 20255Aug 8, 20257

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 4 assets, with an effective number of assets of 3.17, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

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

BenchmarkSMHIVESVTIQQQMPortfolio
Benchmark1.000.760.800.990.940.94
SMH0.761.000.800.750.840.90
IVES0.800.801.000.800.860.90
VTI0.990.750.801.000.930.94
QQQM0.940.840.860.931.000.98
Portfolio0.940.900.900.940.981.00
The correlation results are calculated based on daily price changes starting from Jun 5, 2025