The Portfolio
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
HACK ETFMG Prime Cyber Security ETF | Technology Equities, Cybersecurity | 50% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | Large Cap Blend Equities | 50% |
Performance
Performance Chart
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The earliest data available for this chart is Nov 12, 2014, corresponding to the inception date of HACK
Returns By Period
As of May 11, 2025, the The Portfolio returned -1.15% Year-To-Date and 11.67% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| The Portfolio | -1.15% | 9.84% | -2.41% | 12.72% | 13.31% | 11.67% |
| Portfolio components: | ||||||
HACK ETFMG Prime Cyber Security ETF | 3.45% | 10.18% | 3.98% | 25.69% | 12.63% | 10.48% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | -5.65% | 9.49% | -8.73% | 0.48% | 13.51% | 12.32% |
Monthly Returns
The table below presents the monthly returns of The Portfolio, 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 | 4.58% | -3.63% | -5.09% | 0.81% | 2.52% | -1.15% | |||||||
| 2024 | 0.79% | 4.26% | 0.89% | -4.43% | -0.80% | 4.06% | 2.36% | 4.74% | 1.40% | -0.62% | 5.20% | -1.40% | 17.24% |
| 2023 | 8.04% | -1.13% | 4.06% | -2.53% | 5.05% | 4.46% | 3.95% | -1.41% | -3.84% | -2.99% | 10.64% | 7.20% | 34.78% |
| 2022 | -6.24% | 1.31% | 2.00% | -9.46% | -4.04% | -6.02% | 7.55% | -3.05% | -9.45% | 7.53% | 3.24% | -4.85% | -21.10% |
| 2021 | 1.61% | -0.13% | 2.12% | 4.17% | 2.00% | 2.34% | 2.63% | 2.23% | -4.99% | 5.94% | -5.13% | 2.54% | 15.76% |
| 2020 | 0.68% | -7.07% | -10.52% | 13.16% | 8.13% | -0.24% | 5.69% | 3.92% | -4.78% | -2.93% | 13.22% | 8.73% | 27.73% |
| 2019 | 10.30% | 5.19% | -0.02% | 4.56% | -8.33% | 5.61% | 2.22% | -4.19% | 1.31% | 4.31% | 6.33% | -0.02% | 29.18% |
| 2018 | 6.50% | -1.86% | -1.47% | 3.34% | 2.60% | 0.45% | 1.49% | 6.12% | 0.18% | -8.05% | 3.17% | -8.45% | 2.76% |
| 2017 | 5.23% | 3.60% | 0.63% | 0.04% | 2.53% | 0.94% | -0.86% | 0.46% | 1.54% | 1.21% | 3.23% | 1.21% | 21.46% |
| 2016 | -9.07% | 1.87% | 7.42% | 2.17% | 2.32% | -1.61% | 7.11% | 1.98% | 1.68% | -3.64% | 3.76% | -0.63% | 12.92% |
| 2015 | -5.77% | 11.14% | -3.01% | 5.02% | 0.82% | 1.02% | -0.54% | -9.05% | -5.51% | 7.01% | 1.59% | -4.16% | -3.24% |
| 2014 | 1.83% | 0.27% | 2.11% |
Expense Ratio
The Portfolio has an expense ratio of 0.54%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of The Portfolio is 57, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
HACK ETFMG Prime Cyber Security ETF | 1.05 | 1.49 | 1.20 | 1.16 | 4.06 |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.04 | 0.27 | 1.04 | 0.09 | 0.31 |
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Dividends
Dividend yield
The Portfolio provided a 0.79% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.79% | 0.75% | 0.53% | 0.74% | 0.67% | 1.28% | 0.73% | 0.94% | 0.54% | 1.20% | 1.07% | 0.67% |
| Portfolio components: | ||||||||||||
HACK ETFMG Prime Cyber Security ETF | 0.13% | 0.14% | 0.21% | 0.24% | 0.26% | 1.11% | 0.14% | 0.09% | 0.01% | 1.23% | 0.00% | 0.00% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 1.45% | 1.37% | 0.86% | 1.25% | 1.08% | 1.45% | 1.31% | 1.79% | 1.07% | 1.17% | 2.13% | 1.34% |
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 The Portfolio. 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 The Portfolio was 31.63%, occurring on Oct 14, 2022. Recovery took 296 trading sessions.
The current The Portfolio drawdown is 6.00%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.63% | Nov 9, 2021 | 235 | Oct 14, 2022 | 296 | Dec 19, 2023 | 531 |
| -31.21% | Feb 21, 2020 | 22 | Mar 23, 2020 | 52 | Jun 5, 2020 | 74 |
| -28.59% | Jun 24, 2015 | 161 | Feb 11, 2016 | 233 | Jan 13, 2017 | 394 |
| -19.38% | Feb 14, 2025 | 37 | Apr 8, 2025 | — | — | — |
| -18.47% | Sep 17, 2018 | 69 | Dec 24, 2018 | 41 | Feb 25, 2019 | 110 |
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 2 assets, with an effective number of assets of 2.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | HACK | MOAT | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.74 | 0.88 | 0.87 |
| HACK | 0.74 | 1.00 | 0.68 | 0.94 |
| MOAT | 0.88 | 0.68 | 1.00 | 0.88 |
| Portfolio | 0.87 | 0.94 | 0.88 | 1.00 |