Aggressive: Aggressive Quality Growth + Semi Momentum

Asset Allocation

Position	Category/Sector	Target Weight
SMH VanEck Semiconductor ETF	Semiconductors, Technology Equities	35.55%
PSI Invesco Semiconductors ETF	Semiconductors, Technology Equities	23.04%
QGRW WisdomTree U.S. Quality Growth Fund	Large Cap Growth Equities	21.42%
GARP iShares MSCI USA Quality GARP ETF	Large Cap Growth Equities	16.48%
HLAL Wahed FTSE USA Shariah ETF	Large Cap Growth Equities	2.43%
FBT First Trust Amex Biotechnology Index	Health & Biotech Equities	1.08%

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 Aggressive: Aggressive Quality Growth + Semi Momentum, 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 year.

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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio Aggressive: Aggressive Quality Growth + Semi Momentum	3.74%	2.87%	50.58%	47.61%	100.00%	46.33%	—	—
Portfolio components:
FBT First Trust Amex Biotechnology Index	-0.72%	5.54%	7.08%	5.60%	34.29%	12.34%	5.58%	9.30%
GARP iShares MSCI USA Quality GARP ETF	1.23%	3.36%	17.00%	16.58%	37.42%	32.09%	19.24%	—
HLAL Wahed FTSE USA Shariah ETF	0.58%	1.42%	14.51%	13.94%	37.60%	20.47%	15.03%	—
PSI Invesco Semiconductors ETF	5.16%	0.48%	93.40%	86.01%	182.03%	52.78%	30.45%	33.31%
QGRW WisdomTree U.S. Quality Growth Fund	0.87%	0.59%	11.27%	10.05%	29.71%	27.65%	—	—
SMH VanEck Semiconductor ETF	5.00%	5.58%	66.10%	62.81%	137.42%	60.43%	37.89%	36.92%

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

Monthly Returns

Based on dividend-adjusted daily data since Dec 16, 2022, Aggressive: Aggressive Quality Growth + Semi Momentum's average daily return is +0.18%, while the average monthly return is +3.54%. At this rate, an investment would double in approximately 1.7 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2026 with a return of +28.1%, while the worst month was Mar 2025 at -9.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Aggressive: Aggressive Quality Growth + Semi Momentum closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +15.1%, while the worst single day was Apr 3, 2025 at -8.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	8.94%	0.69%	-5.41%	28.05%	15.16%	-1.59%							50.58%
2025	2.08%	-5.32%	-9.68%	0.26%	10.69%	12.39%	2.21%	1.92%	9.36%	8.62%	-1.83%	1.47%	34.21%
2024	3.23%	10.57%	4.09%	-4.77%	9.59%	7.35%	-4.55%	0.16%	1.26%	-2.19%	3.84%	0.84%	31.99%
2023	13.40%	0.78%	7.72%	-4.18%	11.08%	6.94%	4.50%	-2.17%	-6.63%	-4.72%	13.75%	8.44%	57.22%
2022												-4.05%	-4.05%

Benchmark Metrics

Aggressive: Aggressive Quality Growth + Semi Momentum has an annualized alpha of 12.37%, beta of 1.66, and R2 of 0.75 versus S&P 500 Index. Calculated based on daily prices since December 16, 2022.

This portfolio captured 218.16% of S&P 500 Index gains and 114.33% of its losses - amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 12.37% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
Beta of 1.66 means this portfolio moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.

Alpha: 12.37%

Beta: 1.66

R²: 0.75

Upside Capture: 218.16%

Downside Capture: 114.33%

Expense Ratio

Aggressive: Aggressive Quality Growth + Semi Momentum has an expense ratio of 0.36%, 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.

FBT

First Trust Amex Biotechnology Index

PSI

Invesco Semiconductors ETF

HLAL

Wahed FTSE USA Shariah ETF

SMH

VanEck Semiconductor ETF

QGRW

WisdomTree U.S. Quality Growth Fund

GARP

iShares MSCI USA Quality GARP ETF

Return for Risk

Risk / Return Rank

Aggressive: Aggressive Quality Growth + Semi Momentum ranks 89 for risk / return — in the top 89% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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 Aggressive: Aggressive Quality Growth + Semi Momentum and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	3.64	1.94	+1.70
Sortino ratioReturn per unit of downside risk	3.98	2.63	+1.35
Omega ratioGain probability vs. loss probability	1.56	1.35	+0.21
Calmar ratioReturn relative to maximum drawdown	7.40	2.59	+4.82
Martin ratioReturn relative to average drawdown	30.24	11.84	+18.39
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
FBT First Trust Amex Biotechnology Index	53	1.65	2.45	1.29	2.42	7.08
GARP iShares MSCI USA Quality GARP ETF	65	2.04	2.64	1.35	2.75	10.94
HLAL Wahed FTSE USA Shariah ETF	86	2.77	3.74	1.49	3.70	16.89
PSI Invesco Semiconductors ETF	96	4.64	4.35	1.60	11.84	42.10
QGRW WisdomTree U.S. Quality Growth Fund	50	1.66	2.22	1.29	1.93	7.51
SMH VanEck Semiconductor ETF	96	4.27	4.33	1.62	9.26	34.80

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.

Aggressive: Aggressive Quality Growth + Semi Momentum Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 3.64
All Time: 1.74

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 1.64 to 2.53, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Aggressive: Aggressive Quality Growth + Semi Momentum 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

Aggressive: Aggressive Quality Growth + Semi Momentum provided a 0.15% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.15%	0.21%	0.31%	0.47%	0.89%	0.36%	0.44%	0.67%	0.86%	0.56%	0.44%	0.80%
Portfolio components:
FBT First Trust Amex Biotechnology Index	0.00%	0.00%	0.71%	0.00%	0.00%	1.37%	0.00%	0.00%	0.00%	0.00%	0.00%	0.12%
GARP iShares MSCI USA Quality GARP ETF	0.26%	0.31%	0.38%	0.75%	1.85%	0.67%	0.75%	0.00%	0.00%	0.00%	0.00%	0.00%
HLAL Wahed FTSE USA Shariah ETF	0.46%	0.53%	0.58%	0.72%	1.15%	0.78%	0.97%	0.72%	0.00%	0.00%	0.00%	0.00%
PSI Invesco Semiconductors ETF	0.05%	0.10%	0.15%	0.40%	0.61%	0.14%	0.21%	0.52%	0.83%	0.21%	0.68%	0.16%
QGRW WisdomTree U.S. Quality Growth Fund	0.08%	0.09%	0.14%	0.11%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SMH VanEck Semiconductor ETF	0.18%	0.31%	0.44%	0.60%	1.18%	0.51%	0.69%	1.50%	1.88%	1.43%	0.80%	2.14%

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 Aggressive: Aggressive Quality Growth + Semi Momentum. 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 Aggressive: Aggressive Quality Growth + Semi Momentum was 30.60%, occurring on Apr 8, 2025. Recovery took 54 trading sessions.

The current Aggressive: Aggressive Quality Growth + Semi Momentum drawdown is 9.00%.

Related event	Drawdown	Fall	Recovery	Underwater
2025 selloff2025	-30.60%Apr 2025	2mo 15d	2mo 19d	5mo 4dJan 2025 - Jun 2025
2024 bear market2024	-20.86%Aug 2024	27d	5mo 18d	6mo 15dJul 2024 - Jan 2025
2023 correction2023	-13.83%Oct 2023	3mo 9d	25d	4mo 4dJul 2023 - Nov 2023
2026 correction2026	-13.58%Mar 2026	1mo 2d	10d	1mo 12dFeb 2026 - Apr 2026
2024 correction2024	-11.34%Apr 2024	1mo 12d	26d	2mo 8dMar 2024 - May 2024

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 6 assets, with an effective number of assets of 3.95, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio

	1Y	3Y	All Time
Diversification Ratio	1.05	1.04	1.04

The portfolio has a diversification ratio of 1.04, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Aggressive: Aggressive Quality Growth + Semi Momentum correlation to the S&P 500 Index

Aggressive: Aggressive Quality Growth + Semi Momentum has a 0.82 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	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (All Time) Calculated using the full available price history since Dec 16, 2022	0.85

Benchmark Correlations

Correlation vs. S&P 500 Index. HLAL has the highest benchmark correlation at 0.94, while FBT has the lowest at 0.57.

0.57

0.75

0.78

0.92

0.94

0.94

Portfolio Correlations

Correlation vs. Aggressive: Aggressive Quality Growth + Semi Momentum. SMH has the highest portfolio correlation at 0.98, while FBT has the lowest at 0.44.

0.44

0.82

0.89

0.91

0.96

0.98

Asset Correlations Table

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

	FBT	PSI	SMH	HLAL	QGRW	GARP
FBT	1.00	0.43	0.38	0.55	0.45	0.48
PSI	0.43	1.00	0.94	0.73	0.77	0.81
SMH	0.38	0.94	1.00	0.74	0.84	0.85
HLAL	0.55	0.73	0.74	1.00	0.91	0.90
QGRW	0.45	0.77	0.84	0.91	1.00	0.96
GARP	0.48	0.81	0.85	0.90	0.96	1.00

The correlation results are calculated based on daily price changes starting from Dec 16, 2022

Diversification Analysis

Find what Aggressive: Aggressive Quality Growth + Semi Momentum is missing

See which holdings overlap, where Aggressive: Aggressive Quality Growth + Semi Momentum is concentrated, and which low-correlation assets could fill the gaps.

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