income-medium yield

Asset Allocation

Position	Category/Sector	Target Weight
CII BlackRock Enhanced Large Cap Core Fund	Derivative Income	10%
EUFN iShares MSCI Europe Financials ETF	Financials Equities	10%
EWO iShares MSCI Austria ETF	Europe Equities	10%
FLJH Franklin FTSE Japan Hedged ETF	Japan Equities	10%
IDVO Amplify International Enhanced Dividend Income ETF	Foreign Large Cap Equities, Dividend, Actively Managed	10%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	Derivative Income	10%
MAIN Main Street Capital Corporation	Financial Services	10%
OPPJ WisdomTree Japan Opportunities ETF	Japan Equities	10%
SPG Simon Property Group, Inc.	Real Estate	10%
STEW SRH Total Return Fund Inc.	Diversified Portfolio	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 income-medium yield, 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 8, 2022, corresponding to the inception date of IDVO

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 income-medium yield	-0.04%	-1.67%	1.12%	7.65%	28.25%	24.64%	—	—
Portfolio components:
EUFN iShares MSCI Europe Financials ETF	-0.76%	-0.23%	-4.91%	4.27%	27.32%	29.45%	17.91%	11.82%
EWO iShares MSCI Austria ETF	-0.78%	-0.33%	0.79%	13.93%	46.27%	26.94%	14.98%	12.46%
FLJH Franklin FTSE Japan Hedged ETF	-0.73%	0.07%	8.49%	16.71%	38.95%	28.30%	18.30%	—
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	0.13%	-1.64%	-1.76%	2.43%	19.67%	19.59%	—	—
MAIN Main Street Capital Corporation	1.39%	-7.08%	-11.22%	-14.68%	-1.57%	19.10%	14.06%	13.84%
OPPJ WisdomTree Japan Opportunities ETF	-0.75%	1.26%	19.60%	35.14%	64.10%	35.17%	23.43%	16.88%
SPG Simon Property Group, Inc.	0.31%	-5.50%	3.10%	4.42%	16.23%	25.29%	16.66%	4.20%
STEW SRH Total Return Fund Inc.	-0.23%	-2.15%	-5.86%	-2.42%	3.57%	16.13%	—	—
CII BlackRock Enhanced Large Cap Core Fund	1.21%	-2.00%	-5.21%	6.07%	37.41%	17.76%	12.37%	13.64%
IDVO Amplify International Enhanced Dividend Income ETF	-0.15%	0.21%	8.23%	12.75%	36.62%	21.50%	—	—

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

Monthly Returns

Based on dividend-adjusted daily data since Sep 9, 2022, income-medium yield's average daily return is +0.09%, while the average monthly return is +1.81%. At this rate, your investment would double in approximately 3.2 years.

Historically, 73% of months were positive and 27% were negative. The best month was Oct 2022 with a return of +9.1%, while the worst month was Sep 2022 at -9.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, income-medium yield closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +8.3%, while the worst single day was Apr 4, 2025 at -6.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.21%	1.85%	-5.95%	1.30%									1.12%
2025	3.70%	1.92%	-1.52%	0.29%	5.69%	3.09%	2.20%	5.06%	2.37%	0.24%	3.65%	2.44%	33.08%
2024	1.71%	3.48%	4.22%	-1.89%	4.30%	0.63%	1.27%	1.43%	0.93%	-0.76%	3.76%	0.41%	21.09%
2023	8.05%	-0.28%	-1.38%	2.89%	-2.15%	6.74%	4.24%	-2.38%	-1.43%	-2.11%	8.16%	4.68%	26.95%
2022									-9.70%	9.14%	8.22%	-2.91%	3.56%

Benchmark Metrics

income-medium yield has an annualized alpha of 11.08%, beta of 0.78, and R² of 0.78 versus S&P 500 Index. Calculated based on daily prices since September 09, 2022.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (98.24%) than losses (50.08%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 11.08% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 11.08%

Beta: 0.78

R²: 0.78

Upside Capture: 98.24%

Downside Capture: 50.08%

Expense Ratio

income-medium yield has an expense ratio of 0.58%, 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.

STEW

SRH Total Return Fund Inc.

CII

BlackRock Enhanced Large Cap Core Fund

IDVO

Amplify International Enhanced Dividend Income ETF

OPPJ

WisdomTree Japan Opportunities ETF

EWO

iShares MSCI Austria ETF

EUFN

iShares MSCI Europe Financials ETF

JEPQ

JPMorgan Nasdaq Equity Premium Income ETF

FLJH

Franklin FTSE Japan Hedged ETF

Return for Risk

Risk / Return Rank

income-medium yield ranks 76 for risk / return — better than 76% 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	1.67	0.88	+0.79
Sortino ratio Return per unit of downside risk	2.30	1.37	+0.93
Omega ratio Gain probability vs. loss probability	1.37	1.21	+0.16
Calmar ratio Return relative to maximum drawdown	2.33	1.39	+0.94
Martin ratio Return relative to average drawdown	10.56	6.43	+4.12
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
EUFN iShares MSCI Europe Financials ETF	63	1.23	1.76	1.24	1.92	6.59
EWO iShares MSCI Austria ETF	90	2.18	2.85	1.42	3.28	11.05
FLJH Franklin FTSE Japan Hedged ETF	85	1.70	2.35	1.35	3.34	12.32
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	63	1.07	1.63	1.26	1.75	8.55
MAIN Main Street Capital Corporation	34	-0.06	0.09	1.01	-0.10	-0.23
OPPJ WisdomTree Japan Opportunities ETF	97	3.04	3.77	1.52	5.72	22.90
SPG Simon Property Group, Inc.	61	0.66	1.03	1.15	1.08	3.74
STEW SRH Total Return Fund Inc.	7	0.23	0.43	1.06	0.38	1.23
CII BlackRock Enhanced Large Cap Core Fund	90	1.87	2.57	1.38	3.31	12.01
IDVO Amplify International Enhanced Dividend Income ETF	88	1.99	2.61	1.40	2.92	12.55

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.

income-medium yield Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 1.67
All Time: 1.67

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 0.98 to 1.66, 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 income-medium yield 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

income-medium yield provided a 6.25% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	6.25%	5.94%	5.89%	7.84%	7.86%	2.52%	2.55%	2.79%	3.87%	2.44%	2.71%	2.95%
Portfolio components:
EUFN iShares MSCI Europe Financials ETF	3.76%	3.57%	5.36%	5.00%	4.24%	4.15%	1.38%	4.55%	6.48%	3.04%	4.03%	3.65%
EWO iShares MSCI Austria ETF	2.37%	2.38%	7.40%	5.66%	4.75%	2.42%	0.98%	3.11%	4.04%	2.03%	1.99%	1.51%
FLJH Franklin FTSE Japan Hedged ETF	3.60%	3.90%	5.06%	25.59%	26.67%	1.29%	0.00%	0.00%	5.92%	0.10%	0.00%	0.00%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	11.12%	10.53%	9.65%	10.03%	9.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MAIN Main Street Capital Corporation	8.09%	7.00%	7.02%	8.55%	7.97%	5.74%	6.99%	6.76%	8.43%	7.49%	7.42%	9.15%
OPPJ WisdomTree Japan Opportunities ETF	1.59%	1.78%	4.02%	2.71%	2.63%	2.96%	3.04%	2.17%	2.06%	1.53%	1.66%	3.61%
SPG Simon Property Group, Inc.	4.58%	4.62%	4.70%	5.22%	5.87%	3.66%	7.04%	5.57%	4.70%	4.16%	3.66%	3.11%
STEW SRH Total Return Fund Inc.	4.03%	3.56%	3.43%	3.60%	2.83%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CII BlackRock Enhanced Large Cap Core Fund	17.89%	16.65%	6.15%	6.28%	12.27%	4.98%	6.03%	5.79%	7.06%	6.07%	8.38%	8.49%
IDVO Amplify International Enhanced Dividend Income ETF	5.48%	5.42%	6.14%	5.72%	1.96%	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 income-medium yield. 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 income-medium yield was 14.55%, occurring on Apr 8, 2025. Recovery took 23 trading sessions.

The current income-medium yield drawdown is 5.65%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-14.55%	Feb 19, 2025	35	Apr 8, 2025	23	May 12, 2025	58
-12.04%	Sep 13, 2022	22	Oct 12, 2022	21	Nov 10, 2022	43
-9.66%	Feb 11, 2026	32	Mar 27, 2026	—	—	—
-9.29%	Jul 17, 2024	14	Aug 5, 2024	19	Aug 30, 2024	33
-8.05%	Aug 1, 2023	63	Oct 27, 2023	15	Nov 17, 2023	78

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 10.00, 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	MAIN	OPPJ	SPG	FLJH	EWO	CII	STEW	JEPQ	EUFN	IDVO	Portfolio
Benchmark	1.00	0.51	0.42	0.52	0.58	0.56	0.75	0.69	0.93	0.62	0.72	0.83
MAIN	0.51	1.00	0.25	0.40	0.34	0.35	0.39	0.45	0.43	0.41	0.43	0.60
OPPJ	0.42	0.25	1.00	0.25	0.81	0.38	0.37	0.38	0.37	0.40	0.45	0.63
SPG	0.52	0.40	0.25	1.00	0.32	0.40	0.48	0.57	0.38	0.44	0.44	0.64
FLJH	0.58	0.34	0.81	0.32	1.00	0.46	0.47	0.46	0.54	0.48	0.56	0.73
EWO	0.56	0.35	0.38	0.40	0.46	1.00	0.50	0.53	0.49	0.81	0.71	0.76
CII	0.75	0.39	0.37	0.48	0.47	0.50	1.00	0.60	0.70	0.52	0.58	0.73
STEW	0.69	0.45	0.38	0.57	0.46	0.53	0.60	1.00	0.53	0.59	0.56	0.75
JEPQ	0.93	0.43	0.37	0.38	0.54	0.49	0.70	0.53	1.00	0.53	0.65	0.73
EUFN	0.62	0.41	0.40	0.44	0.48	0.81	0.52	0.59	0.53	1.00	0.76	0.81
IDVO	0.72	0.43	0.45	0.44	0.56	0.71	0.58	0.56	0.65	0.76	1.00	0.83
Portfolio	0.83	0.60	0.63	0.64	0.73	0.76	0.73	0.75	0.73	0.81	0.83	1.00

The correlation results are calculated based on daily price changes starting from Sep 9, 2022

income-medium yield

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