PurkoETF

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

PurkoETF

Currency in USD · Last updated May 19, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AFL Aflac Incorporated	Financial Services	7.14%
AJG Arthur J. Gallagher & Co.	Financial Services	7.14%
AXON Axon Enterprise, Inc.	Industrials	7.14%
BRO Brown & Brown, Inc.	Financial Services	7.14%
COST Costco Wholesale Corporation	Consumer Defensive	7.14%
ESLT Elbit Systems Ltd	Industrials	7.14%
GDXU MicroSectors Gold Miners 3X Leveraged ETN	Leveraged Equities, Leveraged	7.14%
ORLY O'Reilly Automotive, Inc.	Consumer Cyclical	7.14%
PANW Palo Alto Networks, Inc.	Technology	7.14%
PGR The Progressive Corporation	Financial Services	7.14%
SFM Sprouts Farmers Market, Inc.	Consumer Defensive	7.14%
SNEX StoneX Group Inc.	Financial Services	7.14%
TMUS T-Mobile US, Inc.	Communication Services	7.14%
TPL Texas Pacific Land Corporation	Energy	7.14%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Dec 3, 2020, corresponding to the inception date of GDXU

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	1.30%	12.79%	1.49%	12.35%	15.37%	10.87%
PurkoETF	28.59%	2.30%	22.21%	64.28%	N/A	N/A
Portfolio components:
PGR The Progressive Corporation	21.79%	7.75%	14.09%	39.61%	33.20%	29.68%
ESLT Elbit Systems Ltd	53.36%	-2.57%	67.40%	98.66%	25.33%	19.27%
AXON Axon Enterprise, Inc.	23.36%	31.03%	22.33%	153.88%	58.17%	36.80%
COST Costco Wholesale Corporation	12.23%	3.28%	13.37%	29.57%	29.74%	23.93%
TPL Texas Pacific Land Corporation	29.49%	10.16%	5.42%	138.97%	53.40%	41.46%
AFL Aflac Incorporated	3.85%	-0.58%	-3.07%	23.39%	29.04%	15.70%
PANW Palo Alto Networks, Inc.	6.06%	15.08%	-0.27%	21.43%	38.69%	21.95%
ORLY O'Reilly Automotive, Inc.	16.52%	-0.66%	13.87%	36.52%	27.64%	19.97%
AJG Arthur J. Gallagher & Co.	20.80%	3.95%	16.63%	33.93%	32.26%	23.82%
BRO Brown & Brown, Inc.	9.86%	-4.52%	1.84%	25.11%	24.78%	22.52%
SNEX StoneX Group Inc.	34.00%	9.00%	34.96%	74.32%	37.17%	18.80%
TMUS T-Mobile US, Inc.	10.30%	-7.40%	3.71%	50.05%	20.41%	21.31%
SFM Sprouts Farmers Market, Inc.	32.75%	5.33%	18.79%	114.69%	46.37%	18.80%
GDXU MicroSectors Gold Miners 3X Leveraged ETN	96.84%	-29.73%	67.34%	14.56%	N/A	N/A

*Annualized

Monthly Returns

The table below presents the monthly returns of PurkoETF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	11.95%	4.92%	5.02%	2.92%	1.28%								28.59%
2024	0.42%	5.69%	4.59%	-0.84%	5.75%	2.13%	8.20%	7.79%	1.48%	6.05%	14.05%	-10.92%	51.61%
2023	4.82%	-2.90%	6.01%	0.89%	-4.11%	5.29%	2.51%	2.55%	-1.72%	1.95%	8.06%	2.61%	28.36%
2022	-5.86%	8.48%	8.50%	-9.27%	-1.52%	-3.13%	7.88%	0.18%	-5.53%	10.78%	10.05%	-6.68%	11.40%
2021	-0.19%	1.47%	10.04%	5.72%	4.34%	-2.95%	2.21%	1.22%	-4.45%	6.34%	-0.59%	6.51%	32.79%
2020												4.83%	4.83%

Expense Ratio

PurkoETF has an expense ratio of 0.07%, 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.

GDXU

MicroSectors Gold Miners 3X Leveraged ETN

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 98, PurkoETF is among the top 2% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
PGR The Progressive Corporation	1.68	1.99	1.28	2.98	7.61
ESLT Elbit Systems Ltd	3.28	4.13	1.60	3.79	20.76
AXON Axon Enterprise, Inc.	2.73	3.56	1.54	4.90	12.77
COST Costco Wholesale Corporation	1.38	2.02	1.27	1.88	5.46
TPL Texas Pacific Land Corporation	2.52	2.92	1.43	3.73	8.27
AFL Aflac Incorporated	1.13	1.59	1.24	2.10	4.72
PANW Palo Alto Networks, Inc.	0.61	1.29	1.16	1.04	3.14
ORLY O'Reilly Automotive, Inc.	1.80	2.56	1.31	2.06	11.70
AJG Arthur J. Gallagher & Co.	1.60	2.20	1.30	3.06	8.43
BRO Brown & Brown, Inc.	1.21	1.69	1.25	2.05	5.51
SNEX StoneX Group Inc.	2.16	2.83	1.37	4.23	14.35
TMUS T-Mobile US, Inc.	1.90	2.28	1.38	3.51	9.47
SFM Sprouts Farmers Market, Inc.	3.12	3.45	1.53	4.78	13.86
GDXU MicroSectors Gold Miners 3X Leveraged ETN	0.27	1.12	1.14	0.33	1.06

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.

PurkoETF Sharpe ratios as of May 19, 2025 (values are recalculated daily):

1-Year: 3.18
All Time: 1.90

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 0.56 to 1.05, 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 PurkoETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

PurkoETF provided a 0.59% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.59%	0.57%	0.64%	0.55%	0.90%	1.12%	0.81%	0.78%	0.94%	0.84%	1.12%	1.11%
Portfolio components:
PGR The Progressive Corporation	1.71%	0.48%	0.25%	0.31%	6.23%	2.68%	3.89%	1.86%	1.21%	2.50%	2.16%	5.53%
ESLT Elbit Systems Ltd	0.53%	0.77%	0.94%	1.22%	1.03%	1.28%	1.14%	1.54%	1.32%	1.57%	1.63%	2.07%
AXON Axon Enterprise, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
COST Costco Wholesale Corporation	0.47%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%	0.97%
TPL Texas Pacific Land Corporation	1.09%	1.58%	0.83%	1.37%	0.88%	3.58%	0.77%	0.75%	0.30%	0.10%	0.22%	0.23%
AFL Aflac Incorporated	1.95%	1.93%	2.04%	2.22%	2.26%	2.52%	2.04%	2.28%	1.98%	2.39%	2.64%	2.46%
PANW Palo Alto Networks, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ORLY O'Reilly Automotive, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AJG Arthur J. Gallagher & Co.	0.72%	0.85%	0.98%	1.08%	1.13%	1.46%	1.81%	2.23%	2.47%	2.93%	3.62%	3.06%
BRO Brown & Brown, Inc.	0.52%	0.53%	0.67%	0.74%	0.54%	0.73%	0.82%	1.11%	1.08%	1.12%	1.41%	1.25%
SNEX StoneX Group Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TMUS T-Mobile US, Inc.	1.26%	1.28%	0.41%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SFM Sprouts Farmers Market, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GDXU MicroSectors Gold Miners 3X Leveraged ETN	0.00%	0.00%	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 PurkoETF. 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 PurkoETF was 19.77%, occurring on Jun 17, 2022. Recovery took 101 trading sessions.

The current PurkoETF drawdown is 0.51%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-19.77%	Apr 21, 2022	41	Jun 17, 2022	101	Nov 10, 2022	142
-10.92%	Dec 2, 2024	21	Dec 31, 2024	19	Jan 30, 2025	40
-10.85%	Apr 3, 2025	4	Apr 8, 2025	4	Apr 14, 2025	8
-9.29%	Dec 30, 2021	20	Jan 27, 2022	20	Feb 25, 2022	40
-8.08%	Dec 5, 2022	11	Dec 19, 2022	71	Apr 3, 2023	82

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 14 assets, with an effective number of assets of 14.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	^GSPC	GDXU	ESLT	SFM	TPL	PANW	AXON	TMUS	PGR	SNEX	ORLY	COST	AFL	AJG	BRO	Portfolio
^GSPC	1.00	0.30	0.31	0.28	0.34	0.55	0.51	0.40	0.29	0.44	0.37	0.60	0.50	0.48	0.54	0.69
GDXU	0.30	1.00	0.19	0.12	0.24	0.12	0.15	0.14	0.08	0.21	0.06	0.18	0.20	0.17	0.14	0.61
ESLT	0.31	0.19	1.00	0.15	0.14	0.19	0.20	0.15	0.13	0.19	0.15	0.21	0.20	0.18	0.22	0.39
SFM	0.28	0.12	0.15	1.00	0.15	0.18	0.19	0.14	0.20	0.24	0.23	0.32	0.24	0.17	0.22	0.41
TPL	0.34	0.24	0.14	0.15	1.00	0.13	0.23	0.12	0.17	0.35	0.17	0.13	0.32	0.19	0.17	0.50
PANW	0.55	0.12	0.19	0.18	0.13	1.00	0.44	0.22	0.12	0.18	0.20	0.39	0.18	0.29	0.31	0.47
AXON	0.51	0.15	0.20	0.19	0.23	0.44	1.00	0.21	0.11	0.20	0.17	0.32	0.18	0.26	0.30	0.51
TMUS	0.40	0.14	0.15	0.14	0.12	0.22	0.21	1.00	0.32	0.23	0.34	0.33	0.34	0.37	0.35	0.43
PGR	0.29	0.08	0.13	0.20	0.17	0.12	0.11	0.32	1.00	0.24	0.30	0.27	0.50	0.51	0.48	0.42
SNEX	0.44	0.21	0.19	0.24	0.35	0.18	0.20	0.23	0.24	1.00	0.20	0.20	0.43	0.28	0.27	0.51
ORLY	0.37	0.06	0.15	0.23	0.17	0.20	0.17	0.34	0.30	0.20	1.00	0.39	0.37	0.42	0.43	0.43
COST	0.60	0.18	0.21	0.32	0.13	0.39	0.32	0.33	0.27	0.20	0.39	1.00	0.28	0.41	0.43	0.52
AFL	0.50	0.20	0.20	0.24	0.32	0.18	0.18	0.34	0.50	0.43	0.37	0.28	1.00	0.54	0.55	0.57
AJG	0.48	0.17	0.18	0.17	0.19	0.29	0.26	0.37	0.51	0.28	0.42	0.41	0.54	1.00	0.78	0.58
BRO	0.54	0.14	0.22	0.22	0.17	0.31	0.30	0.35	0.48	0.27	0.43	0.43	0.55	0.78	1.00	0.57
Portfolio	0.69	0.61	0.39	0.41	0.50	0.47	0.51	0.43	0.42	0.51	0.43	0.52	0.57	0.58	0.57	1.00

The correlation results are calculated based on daily price changes starting from Dec 4, 2020

Performance Analysis

Risk Analysis

Optimization

Factor Model

PurkoETF

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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