1.Top15BGV-R/R=Sort ,>500M, >3y

Asset Allocation

Position	Category/Sector	Target Weight
FTXL First Trust Nasdaq Semiconductor ETF	Semiconductors, Technology Equities	6.67%
VLUE iShares MSCI USA Value Factor ETF	Large Cap Value Equities	6.67%
UFOX Defiance Connective Technologies ETF	Technology Equities	6.67%
EWY iShares MSCI South Korea ETF	Asia Pacific Equities	6.67%
PSI Invesco Semiconductors ETF	Semiconductors, Technology Equities	6.67%
FLKR Franklin FTSE South Korea ETF	Asia Pacific Equities	6.67%
SMH VanEck Semiconductor ETF	Semiconductors, Technology Equities	6.67%
FYLD Cambria Foreign Shareholder Yield ETF	Global Equities	6.67%
SOXX iShares Semiconductor ETF	Semiconductors, Technology Equities	6.67%
SOXQ Invesco PHLX Semiconductor ETF	Semiconductors, Technology Equities	6.67%
XTL SPDR S&P Telecom ETF	Communications Equities	6.67%
LIT Global X Lithium & Battery Tech ETF	Commodity Producers Equities	6.67%
FLTW Franklin FTSE Taiwan ETF	Asia Pacific Equities	6.67%
XSD SPDR S&P Semiconductor ETF	Semiconductors, Technology Equities	6.67%
NXTG First Trust IndXX NextG ETF	Technology Equities	6.62%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 1.Top15BGV-R/R=Sort ,>500M, >3y, 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 never rebalanced.

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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.17%	8.56%	8.85%	22.93%	19.37%	11.84%	13.61%
Portfolio 1.Top15BGV-R/R=Sort ,>500M, >3y	1.06%	7.24%	74.47%	76.50%	133.53%	44.45%	24.56%	—
Portfolio components:
EWY iShares MSCI South Korea ETF	-0.75%	4.68%	103.10%	117.85%	198.25%	46.46%	18.80%	16.84%
FLKR Franklin FTSE South Korea ETF	-0.69%	3.81%	98.10%	113.45%	185.66%	45.52%	17.78%	—
FLTW Franklin FTSE Taiwan ETF	0.59%	9.23%	65.68%	71.97%	100.51%	39.63%	20.89%	—
FTXL First Trust Nasdaq Semiconductor ETF	2.27%	10.09%	108.47%	110.95%	197.22%	57.13%	33.62%	—
FYLD Cambria Foreign Shareholder Yield ETF	0.21%	0.47%	19.96%	20.90%	38.49%	22.16%	11.63%	12.08%
LIT Global X Lithium & Battery Tech ETF	2.02%	-8.05%	27.00%	29.31%	120.44%	9.00%	4.01%	14.53%
NXTG First Trust IndXX NextG ETF	0.46%	7.00%	44.90%	46.42%	67.34%	31.56%	17.46%	17.48%
PSI Invesco Semiconductors ETF	3.00%	10.45%	112.90%	110.54%	198.40%	55.80%	32.57%	34.59%
SMH VanEck Semiconductor ETF	1.72%	8.30%	72.15%	75.62%	136.32%	60.05%	38.42%	37.49%
SOXQ Invesco PHLX Semiconductor ETF	1.53%	11.31%	89.01%	90.35%	155.88%	54.65%	34.23%	—

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 11, 2021, 1.Top15BGV-R/R=Sort ,>500M, >3y's average daily return is +0.10%, while the average monthly return is +2.11%. At this rate, an investment would double in approximately 2.8 years.

Historically, 59% of months were positive and 41% were negative. The best month was Apr 2026 with a return of +30.9%, while the worst month was Jun 2022 at -12.7%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.

On a daily basis, 1.Top15BGV-R/R=Sort ,>500M, >3y closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +13.5%, while the worst single day was Jun 5, 2026 at -9.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	12.14%	6.04%	-6.15%	30.86%	18.38%	0.92%							74.47%
2025	1.59%	-3.02%	-7.29%	-1.05%	9.16%	13.69%	1.60%	3.90%	9.68%	10.47%	-2.89%	2.67%	43.04%
2024	-1.90%	7.38%	3.63%	-4.74%	7.27%	4.26%	-1.57%	-0.21%	1.29%	-3.28%	1.91%	-1.19%	12.68%
2023	12.72%	-2.26%	4.52%	-5.59%	6.51%	5.80%	3.80%	-4.34%	-5.67%	-6.74%	12.46%	9.64%	31.95%
2022	-9.00%	-1.03%	-0.04%	-11.59%	4.83%	-12.68%	9.92%	-5.67%	-12.64%	4.84%	13.46%	-7.91%	-27.71%
2021						2.24%	0.06%	1.82%	-4.14%	4.34%	4.37%	3.19%	12.20%

Benchmark Metrics

1.Top15BGV-R/R=Sort ,>500M, >3y has an annualized alpha of 8.84%, beta of 1.36, and R2 of 0.73 versus S&P 500 Index. Calculated based on daily prices since June 11, 2021.

This portfolio captured 164.71% of S&P 500 Index gains and 111.45% of its losses - amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 8.84% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 8.84%

Beta: 1.36

R²: 0.73

Upside Capture: 164.71%

Downside Capture: 111.45%

See how alpha, beta & R² have trended over time →

Expense Ratio

1.Top15BGV-R/R=Sort ,>500M, >3y has an expense ratio of 0.41%, 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.

Top 10 holdings

LIT

Global X Lithium & Battery Tech ETF

NXTG

First Trust IndXX NextG ETF

FTXL

First Trust Nasdaq Semiconductor ETF

EWY

iShares MSCI South Korea ETF

FYLD

Cambria Foreign Shareholder Yield ETF

PSI

Invesco Semiconductors ETF

SMH

VanEck Semiconductor ETF

XTL

SPDR S&P Telecom ETF

XSD

SPDR S&P Semiconductor ETF

SOXX

iShares Semiconductor ETF

Return for Risk

Risk / Return Rank

1.Top15BGV-R/R=Sort ,>500M, >3y ranks 98 for risk / return — in the top 98% 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.

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

The table below presents risk-adjusted performance metrics for 1.Top15BGV-R/R=Sort ,>500M, >3y and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	4.47	1.86	+2.61
Sortino ratioReturn per unit of downside risk	4.62	2.53	+2.08
Omega ratioGain probability vs. loss probability	1.67	1.34	+0.33
Calmar ratioReturn relative to maximum drawdown	10.67	2.53	+8.14
Martin ratioReturn relative to average drawdown	39.07	11.37	+27.70

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
EWY iShares MSCI South Korea ETF	95	4.29	4.08	1.59	8.65	30.24
FLKR Franklin FTSE South Korea ETF	95	4.08	3.94	1.58	8.11	28.21
FLTW Franklin FTSE Taiwan ETF	95	3.62	4.02	1.58	9.29	27.95
FTXL First Trust Nasdaq Semiconductor ETF	97	5.10	4.76	1.66	13.68	47.98
FYLD Cambria Foreign Shareholder Yield ETF	94	3.27	4.50	1.58	7.11	25.06
LIT Global X Lithium & Battery Tech ETF	94	3.57	3.94	1.52	7.36	27.27
NXTG First Trust IndXX NextG ETF	93	3.28	4.02	1.58	5.91	22.94
PSI Invesco Semiconductors ETF	97	4.92	4.57	1.63	12.90	45.29
SMH VanEck Semiconductor ETF	96	4.13	4.26	1.60	9.18	33.74
SOXQ Invesco PHLX Semiconductor ETF	96	4.26	4.25	1.60	10.06	36.55

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.

The current 1.Top15BGV-R/R=Sort ,>500M, >3y Sharpe ratio is 4.47 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 1.Top15BGV-R/R=Sort ,>500M, >3y 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

1.Top15BGV-R/R=Sort ,>500M, >3y provided a 0.89% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.89%	1.35%	1.75%	1.69%	1.87%	1.37%	1.07%	1.50%	1.58%	1.30%	0.92%	1.05%
Portfolio components:
EWY iShares MSCI South Korea ETF	1.03%	2.10%	2.55%	2.52%	1.23%	2.16%	0.73%	2.10%	1.34%	2.90%	1.21%	2.42%
FLKR Franklin FTSE South Korea ETF	1.95%	3.87%	7.08%	2.28%	3.13%	2.12%	0.99%	2.09%	1.86%	1.02%	0.00%	0.00%
FLTW Franklin FTSE Taiwan ETF	1.51%	2.51%	1.89%	2.85%	3.16%	2.31%	2.14%	3.00%	1.06%	0.00%	0.00%	0.00%
FTXL First Trust Nasdaq Semiconductor ETF	0.13%	0.28%	0.54%	0.60%	0.89%	0.25%	0.48%	0.92%	0.71%	0.47%	0.12%	0.00%
FYLD Cambria Foreign Shareholder Yield ETF	3.60%	4.07%	5.41%	6.06%	6.13%	4.74%	3.94%	3.73%	5.17%	2.85%	2.72%	3.98%
LIT Global X Lithium & Battery Tech ETF	0.38%	0.49%	0.93%	1.11%	0.99%	0.22%	0.40%	1.85%	2.52%	3.26%	2.15%	0.24%
NXTG First Trust IndXX NextG ETF	1.18%	1.56%	1.51%	2.15%	2.04%	1.97%	1.04%	0.77%	1.27%	1.65%	1.23%	1.11%
PSI Invesco Semiconductors ETF	0.04%	0.10%	0.15%	0.40%	0.61%	0.14%	0.21%	0.52%	0.83%	0.21%	0.68%	0.16%
SMH VanEck Semiconductor ETF	0.18%	0.31%	0.44%	0.60%	1.18%	0.51%	0.69%	1.50%	1.88%	1.43%	0.80%	2.14%
SOXQ Invesco PHLX Semiconductor ETF	0.27%	0.50%	0.68%	0.87%	1.36%	0.72%	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 1.Top15BGV-R/R=Sort ,>500M, >3y. 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 1.Top15BGV-R/R=Sort ,>500M, >3y was 36.68%, occurring on Oct 14, 2022. Recovery took 345 trading sessions.

The current 1.Top15BGV-R/R=Sort ,>500M, >3y drawdown is 3.80%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-36.68%Oct 2022	9mo 13d	1y 4mo	2y 1moJan 2022 - Mar 2024
2025 selloff2025	-28.76%Apr 2025	8mo 25d	2mo 17d	11mo 12dJul 2024 - Jun 2025
2026 correction2026	-12.59%Mar 2026	1mo 2d	9d	1mo 11dFeb 2026 - Apr 2026
2024 correction2024	-11.38%Apr 2024	1mo 12d	1mo 1d	2mo 13dMar 2024 - May 2024
2026 correction2026	-11.11%Jun 2026	6d	—	9d 22hJun 2026 - now

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 15 assets, with an effective number of assets of 15.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	1.14	1.15	1.14	1.14

The portfolio has a diversification ratio of 1.14, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

1.Top15BGV-R/R=Sort ,>500M, >3y correlation to the S&P 500 Index

1.Top15BGV-R/R=Sort ,>500M, >3y has a 0.80 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.85
Correlation (All Time) Calculated using the full available price history since Jun 11, 2021	0.85

Benchmark Correlations

Correlation vs. S&P 500 Index. UFOX has the highest benchmark correlation at 0.86, while LIT has the lowest at 0.54.

0.54

0.60

0.60

0.62

0.65

0.73

0.78

0.78

0.78

0.79

0.80

0.80

0.82

0.83

0.86

Portfolio Correlations

Correlation vs. 1.Top15BGV-R/R=Sort ,>500M, >3y. SOXX has the highest portfolio correlation at 0.97, while FYLD has the lowest at 0.62.

0.62

0.63

0.72

0.72

0.74

0.78

0.78

0.91

0.93

0.95

0.96

0.96

0.96

0.96

0.97

Asset Correlations Table

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

	LIT	FYLD	FLKR	EWY	XTL	FLTW	VLUE	XSD	SMH	FTXL	PSI	UFOX	SOXQ	NXTG	SOXX
LIT	1.00	0.55	0.53	0.54	0.49	0.54	0.54	0.57	0.52	0.54	0.54	0.54	0.53	0.60	0.54
FYLD	0.55	1.00	0.58	0.59	0.53	0.59	0.67	0.52	0.51	0.51	0.51	0.56	0.50	0.68	0.51
FLKR	0.53	0.58	1.00	0.99	0.49	0.71	0.57	0.58	0.61	0.60	0.59	0.61	0.61	0.72	0.61
EWY	0.54	0.59	0.99	1.00	0.50	0.71	0.58	0.58	0.62	0.61	0.59	0.61	0.61	0.73	0.61
XTL	0.49	0.53	0.49	0.50	1.00	0.54	0.74	0.71	0.62	0.65	0.67	0.81	0.64	0.72	0.65
FLTW	0.54	0.59	0.71	0.71	0.54	1.00	0.60	0.68	0.72	0.69	0.69	0.70	0.70	0.78	0.70
VLUE	0.54	0.67	0.57	0.58	0.74	0.60	1.00	0.72	0.67	0.72	0.71	0.76	0.69	0.79	0.71
XSD	0.57	0.52	0.58	0.58	0.71	0.68	0.72	1.00	0.91	0.94	0.95	0.89	0.93	0.83	0.94
SMH	0.52	0.51	0.61	0.62	0.62	0.72	0.67	0.91	1.00	0.95	0.95	0.88	0.98	0.83	0.98
FTXL	0.54	0.51	0.60	0.61	0.65	0.69	0.72	0.94	0.95	1.00	0.96	0.87	0.97	0.83	0.97
PSI	0.54	0.51	0.59	0.59	0.67	0.69	0.71	0.95	0.95	0.96	1.00	0.88	0.96	0.82	0.97
UFOX	0.54	0.56	0.61	0.61	0.81	0.70	0.76	0.89	0.88	0.87	0.88	1.00	0.89	0.87	0.89
SOXQ	0.53	0.50	0.61	0.61	0.64	0.70	0.69	0.93	0.98	0.97	0.96	0.89	1.00	0.84	0.99
NXTG	0.60	0.68	0.72	0.73	0.72	0.78	0.79	0.83	0.83	0.83	0.82	0.87	0.84	1.00	0.85
SOXX	0.54	0.51	0.61	0.61	0.65	0.70	0.71	0.94	0.98	0.97	0.97	0.89	0.99	0.85	1.00

The correlation results are calculated based on daily price changes starting from Jun 11, 2021

Diversification Analysis

Find what 1.Top15BGV-R/R=Sort ,>500M, >3y is missing

See which holdings overlap, where 1.Top15BGV-R/R=Sort ,>500M, >3y is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification