401K 2025-11-09

Asset Allocation

Position	Category/Sector	Target Weight
XLG Invesco S&P 500 Top 50 ETF	S&P 500	18%
SPMO Invesco S&P 500 Momentum ETF	Momentum, S&P 500	18%
ARKW ARK Next Generation Internet ETF	Mid Cap Growth Equities, Technology Equities	18%
VEU Vanguard FTSE All-World ex-US ETF	Foreign Large Cap Equities	12%
COPX Global X Copper Miners ETF	Copper	10%
IDV iShares International Select Dividend ETF	Global Equities, Dividend	7%
GLD SPDR Gold Shares	Gold, Precious Metals	6%
O Realty Income Corporation	Real Estate	6%
VGSH Vanguard Short-Term Treasury ETF	Government Bonds, Short-Term Bond	5%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 401K 2025-11-09, 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

As of Jun 13, 2026, the 401K 2025-11-09 returned 13.81% Year-To-Date and 18.16% of annualized return in the last 10 years.

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 401K 2025-11-09	2.56%	3.53%	13.81%	15.05%	37.62%	30.32%	15.11%	18.16%
Portfolio components:
ARKW ARK Next Generation Internet ETF	4.36%	3.03%	-0.20%	-1.16%	15.15%	37.73%	1.45%	22.86%
COPX Global X Copper Miners ETF	4.47%	8.14%	25.10%	33.68%	115.49%	34.51%	22.46%	21.97%
GLD SPDR Gold Shares	2.59%	-4.97%	0.06%	0.19%	25.38%	29.73%	18.31%	12.33%
IDV iShares International Select Dividend ETF	-0.69%	-0.26%	12.82%	14.44%	35.47%	24.42%	12.20%	10.65%
O Realty Income Corporation	-0.92%	2.12%	12.65%	9.85%	13.82%	6.15%	3.87%	4.82%
SPMO Invesco S&P 500 Momentum ETF	3.52%	10.01%	32.66%	33.70%	50.00%	43.16%	24.34%	21.24%
VEU Vanguard FTSE All-World ex-US ETF	1.47%	4.95%	15.75%	17.16%	32.51%	18.83%	9.05%	10.40%
VGSH Vanguard Short-Term Treasury ETF	0.07%	0.35%	0.64%	0.85%	3.43%	4.27%	1.87%	1.73%
XLG Invesco S&P 500 Top 50 ETF	1.88%	-1.70%	5.56%	6.64%	25.51%	22.53%	15.57%	17.23%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 12, 2015, 401K 2025-11-09's average daily return is +0.07%, while the average monthly return is +1.44%. At this rate, an investment would double in approximately 4.0 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +13.4%, while the worst month was Mar 2020 at -13.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 401K 2025-11-09 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +9.0%, while the worst single day was Mar 16, 2020 at -12.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.87%	1.83%	-7.44%	9.94%	6.91%	-0.13%							13.81%
2025	4.57%	-1.56%	-3.10%	2.54%	8.22%	8.70%	1.76%	3.25%	7.23%	1.79%	-1.76%	1.81%	37.98%
2024	-0.94%	5.94%	4.99%	-3.05%	4.18%	2.16%	0.85%	2.54%	3.92%	-1.48%	6.21%	-1.91%	25.38%
2023	10.44%	-3.00%	3.74%	-0.46%	-0.95%	5.75%	5.70%	-4.58%	-4.17%	-2.77%	11.64%	7.15%	30.27%
2022	-5.85%	-0.90%	2.29%	-10.61%	-1.27%	-9.19%	6.16%	-4.30%	-8.60%	5.78%	6.00%	-4.20%	-23.71%
2021	0.78%	2.92%	-0.31%	4.51%	0.01%	2.18%	0.67%	2.08%	-5.33%	7.26%	-3.99%	0.25%	10.92%

Benchmark Metrics

401K 2025-11-09 has an annualized alpha of 4.71%, beta of 0.94, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since October 12, 2015.

This portfolio captured 107.77% of S&P 500 Index gains but only 89.47% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 4.71% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 0.94 and R2 of 0.85, 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: 4.71%

Beta: 0.94

R²: 0.85

Upside Capture: 107.77%

Downside Capture: 89.47%

See how alpha, beta & R² have trended over time →

Expense Ratio

401K 2025-11-09 has an expense ratio of 0.33%, 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.

ARKW

ARK Next Generation Internet ETF

COPX

Global X Copper Miners ETF

IDV

iShares International Select Dividend ETF

GLD

SPDR Gold Shares

XLG

Invesco S&P 500 Top 50 ETF

SPMO

Invesco S&P 500 Momentum ETF

VEU

Vanguard FTSE All-World ex-US ETF

VGSH

Vanguard Short-Term Treasury ETF

Return for Risk

Risk / Return Rank

401K 2025-11-09 ranks 46 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

The table below presents risk-adjusted performance metrics for 401K 2025-11-09 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	2.16	2.14	+0.03
Sortino ratioReturn per unit of downside risk	2.81	2.89	-0.08
Omega ratioGain probability vs. loss probability	1.38	1.39	-0.01
Calmar ratioReturn relative to maximum drawdown	3.19	2.91	+0.28
Martin ratioReturn relative to average drawdown	12.49	13.08	-0.59

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
ARKW ARK Next Generation Internet ETF	16	0.46	0.83	1.10	0.42	0.85
COPX Global X Copper Miners ETF	79	2.65	2.89	1.39	4.18	12.90
GLD SPDR Gold Shares	27	0.93	1.30	1.19	1.04	2.97
IDV iShares International Select Dividend ETF	87	2.73	3.57	1.50	4.18	15.48
O Realty Income Corporation	65	0.86	1.22	1.15	1.25	3.01
SPMO Invesco S&P 500 Momentum ETF	85	2.55	3.34	1.46	3.96	14.96
VEU Vanguard FTSE All-World ex-US ETF	67	2.02	2.77	1.37	2.86	10.95
VGSH Vanguard Short-Term Treasury ETF	89	2.71	4.47	1.58	3.90	15.21
XLG Invesco S&P 500 Top 50 ETF	56	1.86	2.52	1.33	2.06	7.55

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. Learn how to interpret the Sharpe ratio.

The current 401K 2025-11-09 Sharpe ratio is 2.16 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, 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 401K 2025-11-09 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

401K 2025-11-09 provided a 2.04% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.04%	2.09%	1.77%	2.05%	2.08%	1.48%	1.80%	1.74%	4.31%	1.95%	1.74%	1.98%
Portfolio components:
ARKW ARK Next Generation Internet ETF	1.59%	1.59%	0.00%	0.00%	0.00%	0.17%	1.29%	0.00%	13.05%	2.05%	0.00%	2.29%
COPX Global X Copper Miners ETF	2.14%	2.68%	1.80%	2.39%	3.14%	1.48%	1.30%	1.37%	2.59%	1.57%	0.60%	1.20%
GLD SPDR Gold Shares	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IDV iShares International Select Dividend ETF	7.09%	4.94%	6.46%	6.51%	7.33%	5.78%	5.47%	5.15%	5.93%	4.52%	4.69%	5.08%
O Realty Income Corporation	5.21%	6.19%	5.37%	5.33%	4.68%	3.87%	4.51%	3.69%	4.19%	4.45%	4.18%	4.41%
SPMO Invesco S&P 500 Momentum ETF	0.64%	0.73%	0.48%	1.63%	1.66%	0.52%	1.27%	1.39%	1.05%	0.77%	1.94%	0.36%
VEU Vanguard FTSE All-World ex-US ETF	2.58%	3.09%	3.24%	3.32%	3.12%	3.08%	2.00%	3.10%	3.27%	2.66%	2.96%	2.95%
VGSH Vanguard Short-Term Treasury ETF	3.87%	4.00%	4.18%	3.31%	1.15%	0.66%	1.74%	2.28%	1.79%	1.10%	0.84%	0.69%
XLG Invesco S&P 500 Top 50 ETF	0.61%	0.64%	0.72%	0.97%	1.34%	0.94%	1.25%	1.58%	2.00%	1.85%	2.00%	2.09%

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 401K 2025-11-09. 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 401K 2025-11-09 was 33.41%, occurring on Oct 14, 2022. Recovery took 345 trading sessions.

The current 401K 2025-11-09 drawdown is 3.46%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-33.41%Oct 2022	11mo 9d	1y 4mo	2y 3moNov 2021 - Mar 2024
COVID crash2020	-31.67%Mar 2020	1mo 2d	3mo 2d	4mo 4dFeb 2020 - Jun 2020
2025 selloff2025	-17.80%Apr 2025	1mo 19d	1mo 5d	2mo 24dFeb 2025 - May 2025
Rate-hike selloffLate 2018	-15.86%Dec 2018	3mo 26d	2mo	5mo 26dAug 2018 - Feb 2019
2016 correction2016	-13.32%Feb 2016	3mo 7d	2mo 4d	5mo 11dNov 2015 - Apr 2016

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 9 assets, with an effective number of assets of 7.34, 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

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.27	1.27	1.26	1.25	1.26

The portfolio has a diversification ratio of 1.26, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

401K 2025-11-09 correlation to the S&P 500 Index

401K 2025-11-09 has a 0.88 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (5Y) Calculated over the trailing 5-year period	0.89
Correlation (10Y) Calculated over the trailing 10-year period	0.89
Correlation (All Time) Calculated using the full available price history since Oct 12, 2015	0.88

Benchmark Correlations

Correlation vs. S&P 500 Index. XLG has the highest benchmark correlation at 0.95, while VGSH has the lowest at -0.09.

VGSH

-0.09

GLD

0.04

0.32

0.54

0.67

0.70

0.78

0.80

0.95

Portfolio Correlations

Correlation vs. 401K 2025-11-09. VEU has the highest portfolio correlation at 0.85, while VGSH has the lowest at -0.03.

VGSH

-0.03

GLD

0.21

0.31

0.72

0.73

0.78

0.84

0.85

0.85

Asset Correlations Table

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

	VGSH	GLD	O	COPX	ARKW	SPMO	IDV	XLG	VEU
VGSH	1.00	0.37	0.20	-0.06	-0.05	-0.07	-0.02	-0.10	-0.02
GLD	0.37	1.00	0.13	0.31	0.06	0.08	0.21	0.02	0.21
O	0.20	0.13	1.00	0.15	0.16	0.23	0.34	0.25	0.30
COPX	-0.06	0.31	0.15	1.00	0.43	0.42	0.69	0.48	0.72
ARKW	-0.05	0.06	0.16	0.43	1.00	0.62	0.44	0.69	0.59
SPMO	-0.07	0.08	0.23	0.42	0.62	1.00	0.50	0.77	0.62
IDV	-0.02	0.21	0.34	0.69	0.44	0.50	1.00	0.59	0.88
XLG	-0.10	0.02	0.25	0.48	0.69	0.77	0.59	1.00	0.73
VEU	-0.02	0.21	0.30	0.72	0.59	0.62	0.88	0.73	1.00

The correlation results are calculated based on daily price changes starting from Oct 12, 2015

Diversification Analysis

Find what 401K 2025-11-09 is missing

See which holdings overlap, where 401K 2025-11-09 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification