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Dennis Nolen 5/17
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Dennis Nolen 5/17

Currency in USD · Last updated May 21, 2025

Asset Allocation

JPST 4.9%JPIE 4.1%BGLD 10%IBIT 5.1%SHLD 9%PPA 8.1%DYNF 6.8%SPHQ 6.8%INFL 6%IETC 4.9%FDD 4.8%BKGI 4.5%IGV 4.5%IYZ 4.4%GURU 4.2%HDMV 4.1%RODM 4.1%DWX 3.7%BondBondCommodityCommodityCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorTarget Weight
BGLD
FT Cboe Vest Gold Strategy Quarterly Buffer ETF		Precious Metals, Actively Managed, Gold
10%
BKGI
Bny Mellon Global Infrastructure Income ETF		Energy Equities
4.50%
DWX
SPDR S&P International Dividend ETF		Foreign Large Cap Equities, Dividend
3.70%
DYNF
BlackRock U.S. Equity Factor Rotation ETF		Large Cap Growth Equities, Actively Managed
6.80%
FDD
First Trust STOXX European Select Dividend Index Fund		Europe Equities, Dividend
4.80%
GURU
Global X Guru Index ETF		Large Cap Blend Equities
4.20%
HDMV
First Trust Horizon Managed Volatility Developed Intl ETF		Foreign Large Cap Equities, Actively Managed
4.10%
IBIT
iShares Bitcoin Trust		Blockchain
5.10%
IETC
iShares Evolved U.S. Technology ETF		Technology Equities, Actively Managed
4.90%
IGV
iShares Expanded Tech-Software Sector ET		Technology Equities
4.50%
INFL
Horizon Kinetics Inflation Beneficiaries ETF		Global Equities, Actively Managed
6%
IYZ
iShares U.S. Telecommunications ETF		Communications Equities
4.40%
JPIE
JPMorgan Income ETF		Multisector Bonds
4.10%
JPST
JPMorgan Ultra-Short Income ETF		Money Market, Actively Managed
4.90%
PPA
Invesco Aerospace & Defense ETF		Industrials Equities, Aerospace & Defense
8.10%
RODM
Hartford Multifactor Developed Markets (ex-US) ETF		Foreign Large Cap Equities
4.10%
SHLD
Global X Defense Tech ETF		Technology Equities
9%
SPHQ
Invesco S&P 500® Quality ETF		Large Cap Blend Equities
6.80%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Jan 11, 2024, corresponding to the inception date of IBIT

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		1.00%12.45%0.40%11.91%15.04%10.82%
Dennis Nolen 5/1715.57%9.95%14.14%28.80%N/AN/A
Portfolio components:
JPIE
JPMorgan Income ETF		2.47%0.83%3.23%7.28%N/AN/A
BGLD
FT Cboe Vest Gold Strategy Quarterly Buffer ETF		16.41%0.55%16.54%31.00%N/AN/A
INFL
Horizon Kinetics Inflation Beneficiaries ETF		12.41%5.49%5.76%29.99%N/AN/A
IBIT
iShares Bitcoin Trust		14.82%26.21%15.58%52.39%N/AN/A
FDD
First Trust STOXX European Select Dividend Index Fund		35.99%10.52%34.62%28.84%16.91%6.27%
PPA
Invesco Aerospace & Defense ETF		15.43%14.32%12.76%26.11%20.84%14.78%
IETC
iShares Evolved U.S. Technology ETF		2.40%21.83%7.14%23.29%20.64%N/A
DYNF
BlackRock U.S. Equity Factor Rotation ETF		2.15%13.59%1.29%16.50%18.07%N/A
SPHQ
Invesco S&P 500® Quality ETF		5.62%12.03%5.65%16.27%17.32%13.38%
GURU
Global X Guru Index ETF		3.94%12.98%2.09%19.14%10.37%7.29%
DWX
SPDR S&P International Dividend ETF		19.03%3.06%15.64%20.41%10.15%3.70%
SHLD
Global X Defense Tech ETF		47.15%8.82%40.59%62.96%N/AN/A
JPST
JPMorgan Ultra-Short Income ETF		1.85%0.48%2.39%5.34%3.02%N/A
BKGI
Bny Mellon Global Infrastructure Income ETF		25.85%8.17%21.61%28.13%N/AN/A
IYZ
iShares U.S. Telecommunications ETF		7.23%11.03%7.73%34.34%3.69%2.02%
HDMV
First Trust Horizon Managed Volatility Developed Intl ETF		23.17%5.84%20.30%23.41%8.52%N/A
RODM
Hartford Multifactor Developed Markets (ex-US) ETF		17.91%7.68%16.35%21.64%11.97%5.91%
IGV
iShares Expanded Tech-Software Sector ET		4.56%20.90%2.12%22.98%15.31%17.98%
*Annualized

Monthly Returns

The table below presents the monthly returns of Dennis Nolen 5/17, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.01%0.54%0.66%3.98%5.60%15.57%
2024-0.01%4.96%4.15%-2.95%4.15%-0.14%4.28%2.50%2.37%0.31%6.16%-3.24%24.40%

Expense Ratio

Dennis Nolen 5/17 has an expense ratio of 0.50%, 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.

BGLD
FT Cboe Vest Gold Strategy Quarterly Buffer ETF
INFL
Horizon Kinetics Inflation Beneficiaries ETF
HDMV
First Trust Horizon Managed Volatility Developed Intl ETF
GURU
Global X Guru Index ETF
BKGI
Bny Mellon Global Infrastructure Income ETF
PPA
Invesco Aerospace & Defense ETF
FDD
First Trust STOXX European Select Dividend Index Fund
SHLD
Global X Defense Tech ETF
IGV
iShares Expanded Tech-Software Sector ET
DWX
SPDR S&P International Dividend ETF
IYZ
iShares U.S. Telecommunications ETF
JPIE
JPMorgan Income ETF
DYNF
BlackRock U.S. Equity Factor Rotation ETF
RODM
Hartford Multifactor Developed Markets (ex-US) ETF
IBIT
iShares Bitcoin Trust
IETC
iShares Evolved U.S. Technology ETF
JPST
JPMorgan Ultra-Short Income ETF
SPHQ
Invesco S&P 500® Quality ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 96, Dennis Nolen 5/17 is among the top 4% 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.

The Risk-Adjusted Performance Rank of Dennis Nolen 5/17 is 9696
Overall Rank
The Sharpe Ratio Rank of Dennis Nolen 5/17 is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of Dennis Nolen 5/17 is 9595
Sortino Ratio Rank
The Omega Ratio Rank of Dennis Nolen 5/17 is 9696
Omega Ratio Rank
The Calmar Ratio Rank of Dennis Nolen 5/17 is 9696
Calmar Ratio Rank
The Martin Ratio Rank of Dennis Nolen 5/17 is 9898
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 ratioSortino ratioOmega ratioCalmar ratioMartin ratio
JPIE
JPMorgan Income ETF		3.054.211.774.2719.55
BGLD
FT Cboe Vest Gold Strategy Quarterly Buffer ETF		2.883.801.546.0425.47
INFL
Horizon Kinetics Inflation Beneficiaries ETF		1.502.101.302.046.46
IBIT
iShares Bitcoin Trust		0.991.841.222.274.95
FDD
First Trust STOXX European Select Dividend Index Fund		1.542.111.312.286.76
PPA
Invesco Aerospace & Defense ETF		1.261.861.261.786.27
IETC
iShares Evolved U.S. Technology ETF		0.841.321.180.953.20
DYNF
BlackRock U.S. Equity Factor Rotation ETF		0.841.291.190.913.35
SPHQ
Invesco S&P 500® Quality ETF		0.941.441.211.014.14
GURU
Global X Guru Index ETF		0.921.381.200.933.42
DWX
SPDR S&P International Dividend ETF		1.692.301.331.934.68
SHLD
Global X Defense Tech ETF		2.893.841.575.8817.20
JPST
JPMorgan Ultra-Short Income ETF		8.8117.294.0518.06128.85
BKGI
Bny Mellon Global Infrastructure Income ETF		1.802.361.362.789.80
IYZ
iShares U.S. Telecommunications ETF		1.932.471.372.519.82
HDMV
First Trust Horizon Managed Volatility Developed Intl ETF		1.782.341.342.285.65
RODM
Hartford Multifactor Developed Markets (ex-US) ETF		1.552.171.312.077.48
IGV
iShares Expanded Tech-Software Sector ET		0.811.361.180.922.83

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.

Dennis Nolen 5/17 Sharpe ratios as of May 21, 2025 (values are recalculated daily):

  • 1-Year: 2.06
  • All Time: 2.38

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 0.54 to 1.04, 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 Dennis Nolen 5/17 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

Dennis Nolen 5/17 provided a 3.85% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio3.85%4.48%3.04%1.67%1.37%1.13%1.21%1.12%0.89%0.96%0.92%0.75%
Portfolio components:
JPIE
JPMorgan Income ETF		5.94%6.11%5.70%4.49%0.63%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BGLD
FT Cboe Vest Gold Strategy Quarterly Buffer ETF		21.51%25.04%10.49%0.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
INFL
Horizon Kinetics Inflation Beneficiaries ETF		1.61%1.78%1.60%1.65%0.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBIT
iShares Bitcoin Trust		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FDD
First Trust STOXX European Select Dividend Index Fund		5.83%7.65%6.85%6.07%3.44%4.00%4.70%5.05%2.77%4.88%4.36%4.31%
PPA
Invesco Aerospace & Defense ETF		0.48%0.61%0.67%0.83%0.59%0.88%0.95%0.90%0.67%1.70%1.41%0.62%
IETC
iShares Evolved U.S. Technology ETF		0.49%0.52%0.79%0.92%0.73%0.48%0.79%1.27%0.00%0.00%0.00%0.00%
DYNF
BlackRock U.S. Equity Factor Rotation ETF		0.89%0.66%1.11%1.65%5.24%1.52%1.22%0.00%0.00%0.00%0.00%0.00%
SPHQ
Invesco S&P 500® Quality ETF		1.09%1.15%1.43%1.85%1.19%1.56%1.50%1.86%1.57%1.68%2.29%1.66%
GURU
Global X Guru Index ETF		0.16%0.17%0.57%0.22%0.09%2.75%0.35%0.54%0.54%0.22%0.47%1.06%
DWX
SPDR S&P International Dividend ETF		3.76%4.31%4.12%4.68%3.89%3.84%4.40%5.06%3.85%5.26%5.81%6.02%
SHLD
Global X Defense Tech ETF		0.36%0.53%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JPST
JPMorgan Ultra-Short Income ETF		4.90%5.16%4.79%1.83%0.73%1.43%2.69%2.07%0.96%0.00%0.00%0.00%
BKGI
Bny Mellon Global Infrastructure Income ETF		3.00%4.54%4.55%0.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IYZ
iShares U.S. Telecommunications ETF		1.91%1.94%2.27%2.55%2.51%2.60%2.36%2.15%3.54%2.27%1.98%2.25%
HDMV
First Trust Horizon Managed Volatility Developed Intl ETF		2.57%3.24%3.14%3.53%3.11%1.45%3.64%2.88%3.23%0.18%0.00%0.00%
RODM
Hartford Multifactor Developed Markets (ex-US) ETF		3.47%4.09%4.43%3.81%4.40%2.82%2.82%2.03%2.24%3.19%2.60%0.00%
IGV
iShares Expanded Tech-Software Sector ET		0.00%0.00%0.41%0.01%0.00%0.35%0.02%0.16%0.09%0.82%0.22%0.29%

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 Dennis Nolen 5/17. 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 Dennis Nolen 5/17 was 9.36%, occurring on Apr 8, 2025. Recovery took 11 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-9.36%Mar 26, 202510Apr 8, 202511Apr 24, 202521
-5.11%Jul 17, 202414Aug 5, 20249Aug 16, 202423
-4.14%Dec 9, 20249Dec 19, 202419Jan 21, 202528
-3.53%Apr 9, 20247Apr 17, 202418May 13, 202425
-2.96%Feb 19, 202517Mar 13, 20254Mar 19, 202521

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 18 assets, with an effective number of assets of 16.29, 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.
^GSPCJPSTBGLDIBITJPIESHLDBKGIDWXIYZFDDIGVHDMVIETCPPAINFLDYNFSPHQRODMGURUPortfolio
^GSPC1.000.140.170.360.290.490.370.320.610.430.820.420.890.670.560.970.920.580.880.84
JPST0.141.000.12-0.010.450.070.330.340.100.180.050.330.050.060.170.120.150.230.140.15
BGLD0.170.121.000.120.230.230.220.280.130.250.180.270.150.170.390.160.170.320.250.35
IBIT0.36-0.010.121.000.080.240.240.190.270.280.360.200.320.300.330.340.320.260.380.60
JPIE0.290.450.230.081.000.210.420.490.280.350.200.450.180.220.330.250.270.420.340.34
SHLD0.490.070.230.240.211.000.430.430.400.450.460.490.410.750.450.450.460.550.520.69
BKGI0.370.330.220.240.420.431.000.730.440.640.190.680.190.410.590.310.360.660.460.56
DWX0.320.340.280.190.490.430.731.000.360.740.170.890.150.320.510.270.330.820.380.52
IYZ0.610.100.130.270.280.400.440.361.000.360.540.350.500.530.480.560.570.490.650.64
FDD0.430.180.250.280.350.450.640.740.361.000.280.770.310.370.550.400.400.830.470.61
IGV0.820.050.180.360.200.460.190.170.540.281.000.280.880.580.430.810.750.420.780.75
HDMV0.420.330.270.200.450.490.680.890.350.770.281.000.270.380.490.370.420.870.440.58
IETC0.890.050.150.320.180.410.190.150.500.310.880.271.000.560.420.900.830.430.760.74
PPA0.670.060.170.300.220.750.410.320.530.370.580.380.561.000.540.630.650.510.700.77
INFL0.560.170.390.330.330.450.590.510.480.550.430.490.420.541.000.530.510.640.630.71
DYNF0.970.120.160.340.250.450.310.270.560.400.810.370.900.630.531.000.900.540.840.80
SPHQ0.920.150.170.320.270.460.360.330.570.400.750.420.830.650.510.901.000.570.820.79
RODM0.580.230.320.260.420.550.660.820.490.830.420.870.430.510.640.540.571.000.610.73
GURU0.880.140.250.380.340.520.460.380.650.470.780.440.760.700.630.840.820.611.000.85
Portfolio0.840.150.350.600.340.690.560.520.640.610.750.580.740.770.710.800.790.730.851.00
The correlation results are calculated based on daily price changes starting from Jan 12, 2024