Portfolio 2 (Revision 2): High volatility high growth

Asset Allocation

Position	Category/Sector	Target Weight
FCNTX Fidelity Contrafund Fund	Large Cap Growth Equities	15%
FDFAX Fidelity Select Consumer Staples Portfolio	Consumer Staples Equities	15%
FSELX Fidelity Select Semiconductors Portfolio	Technology Equities	5%
ICLN iShares Global Clean Energy ETF	Alternative Energy Equities	10%
ISCF iShares MSCI Intl Small-Cap Multifactor ETF	Foreign Small & Mid Cap Equities	10%
SPMO Invesco S&P 500 Momentum ETF	S&P 500	10%
TRBCX T. Rowe Price Blue Chip Growth Fund	Large Cap Growth Equities	10%
VIS Vanguard Industrials ETF	Industrials Equities	15%
VOO Vanguard S&P 500 ETF	S&P 500	10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Portfolio 2 (Revision 2): High volatility high growth, 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 Oct 12, 2015, corresponding to the inception date of SPMO

Returns By Period

As of Apr 2, 2026, the Portfolio 2 (Revision 2): High volatility high growth returned 1.02% Year-To-Date and 13.95% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.72%	-4.45%	-3.95%	-2.02%	16.73%	16.96%	10.34%	12.24%
Portfolio Portfolio 2 (Revision 2): High volatility high growth	0.70%	-5.19%	1.02%	3.21%	26.89%	18.62%	10.86%	13.95%
Portfolio components:
FCNTX Fidelity Contrafund Fund	3.52%	-5.86%	-5.35%	-2.60%	19.23%	24.91%	13.21%	16.03%
TRBCX T. Rowe Price Blue Chip Growth Fund	3.90%	-5.48%	-11.24%	-10.00%	15.04%	26.18%	10.52%	15.86%
FSELX Fidelity Select Semiconductors Portfolio	7.19%	-4.24%	7.19%	13.70%	97.02%	46.40%	31.60%	32.33%
VOO Vanguard S&P 500 ETF	0.79%	-4.29%	-3.66%	-1.41%	18.17%	18.58%	11.93%	14.14%
ICLN iShares Global Clean Energy ETF	-0.22%	-0.44%	11.08%	15.82%	61.77%	-1.04%	-4.16%	8.94%
SPMO Invesco S&P 500 Momentum ETF	2.13%	-4.40%	-3.77%	-4.53%	23.97%	29.27%	17.66%	17.41%
FDFAX Fidelity Select Consumer Staples Portfolio	0.15%	-6.35%	6.10%	7.88%	3.34%	1.91%	3.51%	5.19%
ISCF iShares MSCI Intl Small-Cap Multifactor ETF	1.84%	-5.49%	2.60%	5.42%	31.31%	15.63%	7.63%	9.23%
VIS Vanguard Industrials ETF	1.66%	-7.79%	6.64%	7.84%	28.69%	20.03%	12.21%	13.35%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 13, 2015, Portfolio 2 (Revision 2): High volatility high growth's average daily return is +0.06%, while the average monthly return is +1.15%. At this rate, your investment would double in approximately 5.1 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +11.9%, while the worst month was Mar 2020 at -13.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Portfolio 2 (Revision 2): High volatility high growth closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +9.1%, while the worst single day was Mar 16, 2020 at -11.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.65%	1.93%	-5.96%	0.70%									1.02%
2025	2.58%	-1.17%	-4.19%	1.81%	7.50%	4.99%	2.43%	1.83%	2.83%	2.49%	-0.10%	0.15%	22.77%
2024	0.59%	6.02%	3.51%	-3.89%	5.89%	0.91%	1.39%	2.75%	2.43%	-2.70%	4.28%	-2.85%	19.25%
2023	5.73%	-2.34%	3.64%	0.65%	-0.26%	6.08%	3.11%	-2.57%	-4.95%	-3.62%	8.84%	5.78%	20.76%
2022	-6.73%	-1.03%	2.27%	-8.46%	-0.02%	-7.78%	10.02%	-3.62%	-9.93%	7.13%	7.48%	-4.79%	-16.58%
2021	-0.74%	0.44%	3.36%	3.64%	0.84%	2.42%	1.26%	2.62%	-5.19%	6.87%	-1.96%	2.80%	17.06%

Benchmark Metrics

Portfolio 2 (Revision 2): High volatility high growth has an annualized alpha of 2.00%, beta of 0.95, and R² of 0.96 versus S&P 500 Index. Calculated based on daily prices since October 13, 2015.

This portfolio captured 100.45% of S&P 500 Index gains but only 92.92% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 2.00% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.95 and R² of 0.96, 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: 2.00%

Beta: 0.95

R²: 0.96

Upside Capture: 100.45%

Downside Capture: 92.92%

Expense Ratio

Portfolio 2 (Revision 2): High volatility high growth has an expense ratio of 0.39%, 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.

FDFAX

Fidelity Select Consumer Staples Portfolio

TRBCX

T. Rowe Price Blue Chip Growth Fund

FSELX

Fidelity Select Semiconductors Portfolio

ICLN

iShares Global Clean Energy ETF

ISCF

iShares MSCI Intl Small-Cap Multifactor ETF

FCNTX

Fidelity Contrafund Fund

SPMO

Invesco S&P 500 Momentum ETF

VIS

Vanguard Industrials ETF

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

Portfolio 2 (Revision 2): High volatility high growth ranks 75 for risk / return — better than 75% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.53	0.92	+0.61
Sortino ratio Return per unit of downside risk	2.24	1.41	+0.82
Omega ratio Gain probability vs. loss probability	1.33	1.21	+0.11
Calmar ratio Return relative to maximum drawdown	2.56	1.41	+1.15
Martin ratio Return relative to average drawdown	11.39	6.61	+4.78
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.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
FCNTX Fidelity Contrafund Fund	62	1.01	1.56	1.22	1.79	6.87
TRBCX T. Rowe Price Blue Chip Growth Fund	27	0.69	1.14	1.16	0.76	2.68
FSELX Fidelity Select Semiconductors Portfolio	96	2.40	3.02	1.43	5.65	22.93
VOO Vanguard S&P 500 ETF	60	1.01	1.53	1.23	1.55	7.31
ICLN iShares Global Clean Energy ETF	94	2.38	3.01	1.38	5.60	15.65
SPMO Invesco S&P 500 Momentum ETF	64	1.06	1.60	1.24	1.96	6.90
FDFAX Fidelity Select Consumer Staples Portfolio	12	0.28	0.51	1.06	0.57	1.18
ISCF iShares MSCI Intl Small-Cap Multifactor ETF	87	1.85	2.49	1.37	2.77	10.60
VIS Vanguard Industrials ETF	77	1.40	2.03	1.28	2.34	9.13

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.

Portfolio 2 (Revision 2): High volatility high growth Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 1.53
5-Year: 0.66
10-Year: 0.79
All Time: 0.78

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 1.00 to 1.70, 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 Portfolio 2 (Revision 2): High volatility high growth 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

Portfolio 2 (Revision 2): High volatility high growth provided a 3.62% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.62%	3.70%	4.22%	3.11%	4.13%	5.37%	2.95%	2.25%	5.94%	4.19%	2.88%	4.16%
Portfolio components:
FCNTX Fidelity Contrafund Fund	4.93%	5.21%	4.19%	3.78%	11.87%	10.80%	8.01%	4.16%	7.46%	6.08%	3.81%	5.33%
TRBCX T. Rowe Price Blue Chip Growth Fund	5.91%	5.25%	18.16%	3.49%	5.87%	9.38%	1.19%	0.36%	2.44%	2.94%	0.67%	3.26%
FSELX Fidelity Select Semiconductors Portfolio	10.36%	11.11%	7.97%	7.20%	6.69%	6.99%	8.13%	3.36%	26.80%	14.44%	3.82%	15.22%
VOO Vanguard S&P 500 ETF	1.18%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
ICLN iShares Global Clean Energy ETF	1.47%	1.63%	1.85%	1.59%	0.89%	1.18%	0.34%	1.36%	2.77%	2.49%	3.88%	2.36%
SPMO Invesco S&P 500 Momentum ETF	0.89%	0.73%	0.48%	1.63%	1.66%	0.52%	1.27%	1.39%	1.05%	0.77%	1.94%	0.36%
FDFAX Fidelity Select Consumer Staples Portfolio	6.08%	6.45%	2.73%	5.13%	3.34%	10.73%	3.16%	2.78%	14.36%	8.82%	4.71%	9.06%
ISCF iShares MSCI Intl Small-Cap Multifactor ETF	3.66%	3.76%	4.29%	3.94%	2.73%	3.93%	2.30%	2.87%	2.14%	1.97%	2.89%	1.46%
VIS Vanguard Industrials ETF	0.96%	1.01%	1.23%	1.36%	1.52%	1.11%	1.38%	1.68%	1.90%	1.60%	1.81%	1.94%

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 Portfolio 2 (Revision 2): High volatility high growth. 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 Portfolio 2 (Revision 2): High volatility high growth was 34.00%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.

The current Portfolio 2 (Revision 2): High volatility high growth drawdown is 6.23%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-34%	Feb 20, 2020	23	Mar 23, 2020	92	Aug 3, 2020	115
-25.51%	Nov 17, 2021	229	Oct 14, 2022	320	Jan 25, 2024	549
-19.63%	Jan 29, 2018	229	Dec 24, 2018	68	Apr 3, 2019	297
-15.87%	Feb 20, 2025	34	Apr 8, 2025	24	May 13, 2025	58
-12.77%	Dec 30, 2015	30	Feb 11, 2016	46	Apr 19, 2016	76

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 8.33, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	Benchmark	FDFAX	ICLN	ISCF	FSELX	SPMO	VIS	TRBCX	FCNTX	VOO	Portfolio
Benchmark	1.00	0.59	0.60	0.69	0.78	0.78	0.83	0.89	0.92	1.00	0.96
FDFAX	0.59	1.00	0.36	0.47	0.30	0.39	0.55	0.41	0.45	0.59	0.60
ICLN	0.60	0.36	1.00	0.59	0.55	0.49	0.57	0.55	0.56	0.60	0.72
ISCF	0.69	0.47	0.59	1.00	0.57	0.59	0.65	0.60	0.64	0.69	0.77
FSELX	0.78	0.30	0.55	0.57	1.00	0.66	0.63	0.77	0.77	0.77	0.80
SPMO	0.78	0.39	0.49	0.59	0.66	1.00	0.62	0.75	0.80	0.78	0.80
VIS	0.83	0.55	0.57	0.65	0.63	0.62	1.00	0.64	0.69	0.83	0.84
TRBCX	0.89	0.41	0.55	0.60	0.77	0.75	0.64	1.00	0.96	0.89	0.88
FCNTX	0.92	0.45	0.56	0.64	0.77	0.80	0.69	0.96	1.00	0.92	0.91
VOO	1.00	0.59	0.60	0.69	0.77	0.78	0.83	0.89	0.92	1.00	0.96
Portfolio	0.96	0.60	0.72	0.77	0.80	0.80	0.84	0.88	0.91	0.96	1.00

The correlation results are calculated based on daily price changes starting from Oct 13, 2015

Portfolio 2 (Revision 2): High volatility high growth

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table