Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 401k 2026-01-19 ETFs possibility, 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 Sep 13, 2023, corresponding to the inception date of SHLD
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio 401k 2026-01-19 ETFs possibility | 0.21% | -5.33% | 1.87% | 6.51% | 56.50% | — | — | — |
| Portfolio components: | ||||||||
SHLD Global X Defense Tech ETF | 0.65% | -3.69% | 14.15% | 4.83% | 57.51% | — | — | — |
SLVP iShares MSCI Global Silver Miners ETF | -0.81% | -12.94% | 7.35% | 37.49% | 150.62% | 48.77% | 20.47% | 18.15% |
IYW iShares U.S. Technology ETF | 0.52% | -1.83% | -7.13% | -6.54% | 29.96% | 26.25% | 15.97% | 21.86% |
QTUM Defiance Quantum ETF | 0.61% | -1.94% | 0.48% | 1.40% | 47.52% | 34.57% | 18.98% | — |
DYNF BlackRock U.S. Equity Factor Rotation ETF | 0.10% | -2.65% | -3.06% | -0.32% | 20.85% | 22.75% | 13.05% | — |
IGM iShares Expanded Tech Sector ETF | 0.73% | -1.47% | -6.15% | -4.99% | 31.65% | 29.30% | 14.88% | 21.24% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.03% | -3.86% | -9.70% | -8.38% | 16.03% | 22.25% | 12.77% | 17.00% |
XLC Communication Services Select Sector SPDR Fund | 0.41% | -5.00% | -4.81% | -3.46% | 16.76% | 25.63% | 9.52% | — |
ICSH iShares Ultra Short Duration Bond Active ETF | 0.06% | 0.20% | 0.85% | 1.93% | 4.51% | 5.23% | 3.57% | 2.72% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 14, 2023, 401k 2026-01-19 ETFs possibility's average daily return is +0.15%, while the average monthly return is +3.01%. At this rate, your investment would double in approximately 1.9 years.
Historically, 75% of months were positive and 25% were negative. The best month was Sep 2025 with a return of +12.7%, while the worst month was Mar 2026 at -10.4%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 2 months.
On a daily basis, 401k 2026-01-19 ETFs possibility closed higher 59% of trading days. The best single day was Apr 9, 2025 with a return of +10.4%, while the worst single day was Apr 4, 2025 at -7.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.86% | 3.53% | -10.37% | 2.73% | 1.87% | ||||||||
| 2025 | 5.41% | -0.16% | 1.89% | 3.38% | 8.34% | 8.50% | 1.37% | 6.17% | 12.65% | 1.49% | 0.21% | 3.56% | 66.40% |
| 2024 | -0.81% | 5.28% | 6.83% | -0.70% | 8.14% | -0.44% | 3.86% | 0.73% | 2.72% | 1.57% | 3.54% | -1.28% | 33.09% |
| 2023 | -3.77% | -0.05% | 11.29% | 3.92% | 11.24% |
Benchmark Metrics
401k 2026-01-19 ETFs possibility has an annualized alpha of 23.02%, beta of 1.07, and R² of 0.67 versus S&P 500 Index. Calculated based on daily prices since September 14, 2023.
- This portfolio captured 154.75% of S&P 500 Index gains but only 13.13% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 23.02% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 1.07 and R² of 0.67, 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
- 23.02%
- Beta
- 1.07
- R²
- 0.67
- Upside Capture
- 154.75%
- Downside Capture
- 13.13%
Expense Ratio
401k 2026-01-19 ETFs possibility has an expense ratio of 0.37%, 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
Risk / Return Rank
401k 2026-01-19 ETFs possibility ranks 90 for risk / return — in the top 90% 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.36 | 0.88 | +1.48 |
Sortino ratioReturn per unit of downside risk | 3.02 | 1.37 | +1.65 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.21 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 3.42 | 1.39 | +2.03 |
Martin ratioReturn relative to average drawdown | 13.87 | 6.43 | +7.44 |
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 | |
|---|---|---|---|---|---|---|
SHLD Global X Defense Tech ETF | 90 | 2.26 | 2.92 | 1.39 | 3.83 | 11.11 |
SLVP iShares MSCI Global Silver Miners ETF | 93 | 2.80 | 2.85 | 1.40 | 4.54 | 15.07 |
IYW iShares U.S. Technology ETF | 58 | 1.12 | 1.72 | 1.24 | 1.73 | 5.51 |
QTUM Defiance Quantum ETF | 82 | 1.61 | 2.24 | 1.30 | 3.18 | 11.03 |
DYNF BlackRock U.S. Equity Factor Rotation ETF | 65 | 1.15 | 1.70 | 1.26 | 1.87 | 8.80 |
IGM iShares Expanded Tech Sector ETF | 64 | 1.19 | 1.80 | 1.25 | 1.98 | 6.61 |
SCHG Schwab U.S. Large-Cap Growth ETF | 35 | 0.72 | 1.19 | 1.17 | 1.04 | 3.47 |
XLC Communication Services Select Sector SPDR Fund | 48 | 0.92 | 1.43 | 1.20 | 1.55 | 5.19 |
ICSH iShares Ultra Short Duration Bond Active ETF | 100 | 11.08 | 26.38 | 6.68 | 45.39 | 285.14 |
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Dividends
Dividend yield
401k 2026-01-19 ETFs possibility provided a 0.84% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.84% | 0.85% | 0.63% | 0.61% | 0.70% | 0.80% | 0.86% | 0.85% | 0.60% | 0.40% | 0.77% | 0.44% |
| Portfolio components: | ||||||||||||
SHLD Global X Defense Tech ETF | 0.48% | 0.55% | 0.53% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SLVP iShares MSCI Global Silver Miners ETF | 1.66% | 1.78% | 1.05% | 0.88% | 0.63% | 1.63% | 2.39% | 2.03% | 1.28% | 0.85% | 2.32% | 0.72% |
IYW iShares U.S. Technology ETF | 0.15% | 0.14% | 0.21% | 0.34% | 0.50% | 0.31% | 0.56% | 0.72% | 0.92% | 0.82% | 1.14% | 1.12% |
QTUM Defiance Quantum ETF | 1.07% | 1.01% | 0.61% | 0.81% | 1.46% | 0.48% | 0.42% | 0.61% | 0.21% | 0.00% | 0.00% | 0.00% |
DYNF BlackRock U.S. Equity Factor Rotation ETF | 1.02% | 1.01% | 0.65% | 1.11% | 1.66% | 2.89% | 1.52% | 1.22% | 0.00% | 0.00% | 0.00% | 0.00% |
IGM iShares Expanded Tech Sector ETF | 0.17% | 0.17% | 0.22% | 0.33% | 0.66% | 0.16% | 0.32% | 0.50% | 0.57% | 0.57% | 0.90% | 0.79% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
XLC Communication Services Select Sector SPDR Fund | 1.25% | 1.13% | 0.99% | 0.82% | 1.10% | 0.74% | 0.68% | 0.82% | 0.64% | 0.00% | 0.00% | 0.00% |
ICSH iShares Ultra Short Duration Bond Active ETF | 4.42% | 4.55% | 5.24% | 4.78% | 1.66% | 0.42% | 1.21% | 2.61% | 2.20% | 1.36% | 0.88% | 0.54% |
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 2026-01-19 ETFs possibility. 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 2026-01-19 ETFs possibility was 16.76%, occurring on Mar 30, 2026. The portfolio has not yet recovered.
The current 401k 2026-01-19 ETFs possibility drawdown is 10.51%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.76% | Jan 29, 2026 | 42 | Mar 30, 2026 | — | — | — |
| -13.77% | Mar 26, 2025 | 10 | Apr 8, 2025 | 17 | May 2, 2025 | 27 |
| -10.98% | Jul 17, 2024 | 14 | Aug 5, 2024 | 35 | Sep 24, 2024 | 49 |
| -8.16% | Oct 9, 2025 | 31 | Nov 20, 2025 | 10 | Dec 5, 2025 | 41 |
| -6.26% | Sep 15, 2023 | 13 | Oct 3, 2023 | 30 | Nov 14, 2023 | 43 |
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 6.79, 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
| Benchmark | ICSH | SLVP | SHLD | XLC | QTUM | IYW | IGM | SCHG | DYNF | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.10 | 0.29 | 0.47 | 0.75 | 0.79 | 0.89 | 0.90 | 0.93 | 0.97 | 0.78 |
| ICSH | 0.10 | 1.00 | 0.10 | 0.07 | 0.13 | 0.08 | 0.04 | 0.05 | 0.07 | 0.08 | 0.11 |
| SLVP | 0.29 | 0.10 | 1.00 | 0.30 | 0.20 | 0.32 | 0.24 | 0.26 | 0.23 | 0.26 | 0.71 |
| SHLD | 0.47 | 0.07 | 0.30 | 1.00 | 0.29 | 0.44 | 0.38 | 0.39 | 0.40 | 0.44 | 0.63 |
| XLC | 0.75 | 0.13 | 0.20 | 0.29 | 1.00 | 0.56 | 0.66 | 0.70 | 0.74 | 0.75 | 0.59 |
| QTUM | 0.79 | 0.08 | 0.32 | 0.44 | 0.56 | 1.00 | 0.79 | 0.83 | 0.77 | 0.77 | 0.77 |
| IYW | 0.89 | 0.04 | 0.24 | 0.38 | 0.66 | 0.79 | 1.00 | 0.98 | 0.96 | 0.90 | 0.75 |
| IGM | 0.90 | 0.05 | 0.26 | 0.39 | 0.70 | 0.83 | 0.98 | 1.00 | 0.96 | 0.91 | 0.77 |
| SCHG | 0.93 | 0.07 | 0.23 | 0.40 | 0.74 | 0.77 | 0.96 | 0.96 | 1.00 | 0.94 | 0.75 |
| DYNF | 0.97 | 0.08 | 0.26 | 0.44 | 0.75 | 0.77 | 0.90 | 0.91 | 0.94 | 1.00 | 0.76 |
| Portfolio | 0.78 | 0.11 | 0.71 | 0.63 | 0.59 | 0.77 | 0.75 | 0.77 | 0.75 | 0.76 | 1.00 |