DylanLena K

Asset Allocation

Position	Category/Sector	Target Weight
ABALX American Funds American Balanced Fund Class A	Diversified Portfolio	16.10%
FSLR First Solar, Inc.	Technology	2.50%
FSMD Fidelity Small-Mid Multifactor ETF	Small Cap Growth Equities	13.30%
IQLT iShares MSCI Intl Quality Factor ETF	Foreign Large Cap Equities	16.10%
JAAA Janus Henderson AAA CLO ETF	CLO	1.10%
NEE NextEra Energy, Inc.	Utilities	5.50%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	11.10%
SCHG Schwab U.S. Large-Cap Growth ETF	Large Cap Growth Equities	6.10%
TRBCX T. Rowe Price Blue Chip Growth Fund	Large Cap Growth Equities	19.70%
XLK State Street Technology Select Sector SPDR ETF	Technology Equities	8.50%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in DylanLena K, 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 19, 2020, corresponding to the inception date of JAAA

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-2.33%	-3.84%	-1.98%	29.73%	16.86%	10.37%	12.29%
Portfolio DylanLena K	0.02%	-0.91%	-0.55%	1.27%	31.85%	17.30%	10.69%	—
Portfolio components:
TRBCX T. Rowe Price Blue Chip Growth Fund	-0.04%	-3.89%	-10.55%	-9.21%	29.60%	26.42%	10.69%	15.99%
IQLT iShares MSCI Intl Quality Factor ETF	-0.53%	-0.17%	2.57%	4.44%	29.31%	12.26%	7.43%	9.16%
ABALX American Funds American Balanced Fund Class A	0.05%	-2.10%	-0.62%	2.21%	22.93%	14.02%	8.31%	9.24%
FSMD Fidelity Small-Mid Multifactor ETF	0.40%	1.50%	3.27%	3.59%	29.25%	13.66%	8.16%	—
SCHD Schwab U.S. Dividend Equity ETF	0.16%	-1.00%	12.35%	13.59%	25.56%	11.70%	8.35%	12.30%
XLK State Street Technology Select Sector SPDR ETF	0.80%	-0.82%	-5.43%	-4.21%	49.99%	22.58%	15.84%	21.15%
SCHG Schwab U.S. Large-Cap Growth ETF	0.03%	-3.52%	-9.70%	-8.12%	30.89%	22.25%	12.77%	17.00%
JAAA Janus Henderson AAA CLO ETF	0.10%	0.50%	0.83%	2.12%	6.08%	6.79%	4.59%	—
NEE NextEra Energy, Inc.	0.32%	2.34%	16.82%	17.94%	43.35%	9.87%	6.95%	15.01%
FSLR First Solar, Inc.	-2.06%	3.23%	-25.23%	-15.13%	51.78%	-2.15%	17.79%	11.25%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 20, 2020, DylanLena K's average daily return is +0.05%, while the average monthly return is +1.07%. At this rate, your investment would double in approximately 5.4 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +9.9%, while the worst month was Apr 2022 at -9.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, DylanLena K closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +8.6%, while the worst single day was Apr 4, 2025 at -5.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.31%	0.97%	-4.48%	0.78%									-0.55%
2025	2.37%	-1.46%	-4.04%	-0.29%	6.40%	4.31%	1.20%	2.66%	3.11%	2.29%	0.85%	-0.08%	18.29%
2024	0.42%	4.11%	3.47%	-3.64%	7.13%	1.29%	1.86%	2.32%	2.08%	-2.26%	4.36%	-1.39%	21.04%
2023	6.38%	-2.37%	4.91%	0.51%	0.96%	4.94%	2.95%	-2.31%	-5.30%	-2.02%	8.52%	5.29%	23.70%
2022	-6.81%	-2.47%	2.68%	-9.33%	0.46%	-7.18%	9.61%	-3.30%	-8.39%	5.99%	7.07%	-4.94%	-17.36%
2021	-0.19%	1.42%	3.15%	4.14%	0.51%	2.39%	1.88%	3.01%	-4.48%	5.99%	-1.54%	3.08%	20.71%

Benchmark Metrics

DylanLena K has an annualized alpha of 1.00%, beta of 0.92, and R² of 0.95 versus S&P 500 Index. Calculated based on daily prices since October 20, 2020.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (93.79%) than losses (92.82%) — typical of diversified or defensive assets.
With beta of 0.92 and R² of 0.95, 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: 1.00%

Beta: 0.92

R²: 0.95

Upside Capture: 93.79%

Downside Capture: 92.82%

Expense Ratio

DylanLena K has an expense ratio of 0.33%, 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.

TRBCX

T. Rowe Price Blue Chip Growth Fund

ABALX

American Funds American Balanced Fund Class A

IQLT

iShares MSCI Intl Quality Factor ETF

FSMD

Fidelity Small-Mid Multifactor ETF

JAAA

Janus Henderson AAA CLO ETF

XLK

State Street Technology Select Sector SPDR ETF

SCHD

Schwab U.S. Dividend Equity ETF

SCHG

Schwab U.S. Large-Cap Growth ETF

Return for Risk

Risk / Return Rank

DylanLena K ranks 55 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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	1.24	0.88	+0.36
Sortino ratio Return per unit of downside risk	1.88	1.37	+0.52
Omega ratio Gain probability vs. loss probability	1.27	1.21	+0.07
Calmar ratio Return relative to maximum drawdown	1.92	1.39	+0.53
Martin ratio Return relative to average drawdown	9.17	6.43	+2.74
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
TRBCX T. Rowe Price Blue Chip Growth Fund	22	0.64	1.08	1.15	1.00	3.39
IQLT iShares MSCI Intl Quality Factor ETF	61	1.16	1.70	1.23	1.93	7.15
ABALX American Funds American Balanced Fund Class A	80	1.54	2.26	1.32	2.39	9.68
FSMD Fidelity Small-Mid Multifactor ETF	42	0.80	1.27	1.17	1.38	5.76
SCHD Schwab U.S. Dividend Equity ETF	40	0.89	1.34	1.19	1.09	3.69
XLK State Street Technology Select Sector SPDR ETF	60	1.13	1.71	1.24	1.98	6.27
SCHG Schwab U.S. Large-Cap Growth ETF	34	0.72	1.19	1.17	1.04	3.47
JAAA Janus Henderson AAA CLO ETF	95	2.79	3.59	1.91	3.45	24.03
NEE NextEra Energy, Inc.	80	1.41	1.88	1.26	3.17	7.01
FSLR First Solar, Inc.	67	0.80	1.49	1.20	1.51	3.64

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.

DylanLena K Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 1.24
5-Year: 0.68
All Time: 0.81

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 0.99 to 1.69, 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 DylanLena K 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

DylanLena K provided a 3.69% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.69%	3.62%	6.03%	2.28%	2.88%	3.55%	1.93%	1.77%	2.50%	2.33%	1.98%	2.71%
Portfolio components:
TRBCX T. Rowe Price Blue Chip Growth Fund	5.86%	5.25%	18.16%	3.49%	5.87%	9.38%	1.19%	0.36%	2.44%	2.94%	0.67%	3.26%
IQLT iShares MSCI Intl Quality Factor ETF	2.27%	2.33%	2.87%	2.27%	3.14%	2.24%	1.61%	2.28%	2.72%	2.36%	2.91%	2.78%
ABALX American Funds American Balanced Fund Class A	8.34%	8.27%	6.87%	2.05%	2.30%	4.30%	4.35%	3.49%	5.49%	4.72%	4.24%	5.60%
FSMD Fidelity Small-Mid Multifactor ETF	1.35%	1.33%	1.29%	1.37%	1.54%	1.18%	1.32%	1.37%	0.00%	0.00%	0.00%	0.00%
SCHD Schwab U.S. Dividend Equity ETF	3.45%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
XLK State Street Technology Select Sector SPDR ETF	0.56%	0.54%	0.66%	0.76%	1.04%	0.65%	0.92%	1.16%	1.60%	1.37%	1.74%	1.79%
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%
JAAA Janus Henderson AAA CLO ETF	5.14%	5.30%	6.35%	6.11%	2.74%	1.21%	0.26%	0.00%	0.00%	0.00%	0.00%	0.00%
NEE NextEra Energy, Inc.	2.49%	2.82%	2.87%	3.08%	2.03%	1.65%	1.81%	2.06%	2.55%	2.52%	2.91%	2.96%
FSLR First Solar, 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%

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 DylanLena K. 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 DylanLena K was 24.66%, occurring on Oct 14, 2022. Recovery took 293 trading sessions.

The current DylanLena K drawdown is 4.55%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-24.66%	Nov 17, 2021	229	Oct 14, 2022	293	Dec 14, 2023	522
-16.27%	Feb 19, 2025	35	Apr 8, 2025	41	Jun 6, 2025	76
-7.91%	Feb 26, 2026	23	Mar 30, 2026	—	—	—
-7.08%	Jul 17, 2024	14	Aug 5, 2024	12	Aug 21, 2024	26
-5.83%	Feb 16, 2021	13	Mar 4, 2021	21	Apr 5, 2021	34

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 10 assets, with an effective number of assets of 7.39, 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	JAAA	NEE	FSLR	SCHD	IQLT	FSMD	TRBCX	XLK	SCHG	ABALX	Portfolio
Benchmark	1.00	0.12	0.35	0.38	0.71	0.77	0.81	0.89	0.90	0.93	0.94	0.96
JAAA	0.12	1.00	0.09	0.05	0.10	0.10	0.12	0.10	0.10	0.11	0.12	0.12
NEE	0.35	0.09	1.00	0.29	0.41	0.36	0.34	0.24	0.24	0.26	0.38	0.43
FSLR	0.38	0.05	0.29	1.00	0.26	0.35	0.40	0.34	0.37	0.37	0.38	0.48
SCHD	0.71	0.10	0.41	0.26	1.00	0.65	0.80	0.44	0.48	0.48	0.73	0.71
IQLT	0.77	0.10	0.36	0.35	0.65	1.00	0.71	0.65	0.66	0.68	0.81	0.83
FSMD	0.81	0.12	0.34	0.40	0.80	0.71	1.00	0.61	0.64	0.66	0.82	0.84
TRBCX	0.89	0.10	0.24	0.34	0.44	0.65	0.61	1.00	0.92	0.97	0.80	0.88
XLK	0.90	0.10	0.24	0.37	0.48	0.66	0.64	0.92	1.00	0.95	0.83	0.88
SCHG	0.93	0.11	0.26	0.37	0.48	0.68	0.66	0.97	0.95	1.00	0.84	0.90
ABALX	0.94	0.12	0.38	0.38	0.73	0.81	0.82	0.80	0.83	0.84	1.00	0.94
Portfolio	0.96	0.12	0.43	0.48	0.71	0.83	0.84	0.88	0.88	0.90	0.94	1.00

The correlation results are calculated based on daily price changes starting from Oct 20, 2020

DylanLena K

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