Gemini-LTG-HSAPorfolio

Asset Allocation

Position	Category/Sector	Target Weight
FDMO Fidelity Momentum Factor ETF	Large Cap Growth Equities	10.80%
SMLF iShares MSCI USA Small-Cap Multifactor ETF	Small Cap Blend Equities	25.60%
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	20.50%
VUG Vanguard Growth ETF	Large Cap Growth Equities	32.80%
VWO Vanguard FTSE Emerging Markets ETF	Emerging Markets Equities	10.30%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Gemini-LTG-HSAPorfolio, 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 15, 2016, corresponding to the inception date of FDMO

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-4.18%	-3.84%	-1.98%	21.98%	16.86%	10.37%	12.29%
Portfolio Gemini-LTG-HSAPorfolio	-0.13%	-3.69%	-2.09%	-0.63%	28.84%	18.63%	10.08%	—
Portfolio components:
VUG Vanguard Growth ETF	0.11%	-4.63%	-9.29%	-7.99%	24.85%	21.67%	11.69%	16.20%
VEA Vanguard FTSE Developed Markets ETF	-0.77%	-3.90%	3.65%	7.84%	33.16%	16.09%	8.76%	9.49%
FDMO Fidelity Momentum Factor ETF	0.01%	-3.31%	-3.39%	-2.04%	30.48%	22.64%	13.24%	—
VWO Vanguard FTSE Emerging Markets ETF	-0.72%	-3.17%	0.11%	0.16%	23.95%	13.41%	3.75%	7.73%
SMLF iShares MSCI USA Small-Cap Multifactor ETF	0.25%	-2.90%	2.07%	2.18%	30.63%	15.56%	8.76%	11.42%

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

Monthly Returns

Based on dividend-adjusted daily data since Sep 16, 2016, Gemini-LTG-HSAPorfolio's average daily return is +0.05%, while the average monthly return is +1.10%. At this rate, your investment would double in approximately 5.3 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +11.8%, while the worst month was Mar 2020 at -14.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Gemini-LTG-HSAPorfolio closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.7%, while the worst single day was Mar 16, 2020 at -12.1%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.58%	0.46%	-5.84%	0.90%									-2.09%
2025	3.18%	-2.16%	-4.95%	1.19%	7.15%	5.11%	1.80%	3.12%	3.72%	2.03%	-0.17%	0.47%	21.85%
2024	-0.05%	5.61%	2.80%	-4.00%	5.01%	2.23%	1.95%	1.45%	2.56%	-1.55%	6.14%	-3.08%	20.15%
2023	8.92%	-2.37%	2.60%	0.61%	0.13%	6.69%	3.97%	-2.63%	-4.77%	-3.42%	9.85%	6.22%	27.41%
2022	-6.38%	-2.25%	1.74%	-9.00%	0.27%	-8.64%	8.95%	-4.07%	-9.82%	6.50%	7.11%	-5.58%	-21.21%
2021	0.91%	2.47%	2.38%	4.36%	0.55%	2.62%	0.69%	2.74%	-4.27%	5.58%	-1.71%	3.04%	20.70%

Benchmark Metrics

Gemini-LTG-HSAPorfolio has an annualized alpha of 0.45%, beta of 0.99, and R² of 0.94 versus S&P 500 Index. Calculated based on daily prices since September 16, 2016.

With beta of 0.99 and R² of 0.94, 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: 0.45%

Beta: 0.99

R²: 0.94

Upside Capture: 99.72%

Downside Capture: 98.34%

Expense Ratio

Gemini-LTG-HSAPorfolio has an expense ratio of 0.13%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

SMLF

iShares MSCI USA Small-Cap Multifactor ETF

FDMO

Fidelity Momentum Factor ETF

VWO

Vanguard FTSE Emerging Markets ETF

VUG

Vanguard Growth ETF

VEA

Vanguard FTSE Developed Markets ETF

Return for Risk

Risk / Return Rank

Gemini-LTG-HSAPorfolio ranks 46 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	1.16	0.88	+0.27
Sortino ratio Return per unit of downside risk	1.74	1.37	+0.38
Omega ratio Gain probability vs. loss probability	1.25	1.21	+0.04
Calmar ratio Return relative to maximum drawdown	1.86	1.39	+0.47
Martin ratio Return relative to average drawdown	8.30	6.43	+1.87
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
VUG Vanguard Growth ETF	38	0.78	1.27	1.18	1.13	3.90
VEA Vanguard FTSE Developed Markets ETF	81	1.73	2.36	1.35	2.64	10.14
FDMO Fidelity Momentum Factor ETF	58	1.05	1.60	1.23	1.97	7.10
VWO Vanguard FTSE Emerging Markets ETF	61	1.22	1.74	1.25	1.78	6.68
SMLF iShares MSCI USA Small-Cap Multifactor ETF	51	0.95	1.46	1.20	1.61	6.90

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.

Gemini-LTG-HSAPorfolio Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 1.16
5-Year: 0.56
All Time: 0.68

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 Gemini-LTG-HSAPorfolio 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

Gemini-LTG-HSAPorfolio provided a 1.39% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.39%	1.44%	1.61%	1.58%	1.69%	1.42%	1.26%	1.76%	1.85%	1.54%	1.59%	1.56%
Portfolio components:
VUG Vanguard Growth ETF	0.45%	0.41%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%
VEA Vanguard FTSE Developed Markets ETF	2.90%	3.22%	3.35%	3.15%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%
FDMO Fidelity Momentum Factor ETF	0.66%	0.61%	0.90%	0.87%	1.19%	0.60%	0.77%	1.23%	1.22%	1.09%	0.45%	0.00%
VWO Vanguard FTSE Emerging Markets ETF	2.70%	2.79%	3.20%	3.52%	4.11%	2.63%	1.91%	3.23%	2.88%	2.30%	2.52%	3.26%
SMLF iShares MSCI USA Small-Cap Multifactor ETF	1.16%	1.14%	1.33%	1.13%	1.23%	1.07%	1.33%	1.39%	1.17%	0.93%	0.78%	0.79%

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 Gemini-LTG-HSAPorfolio. 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 Gemini-LTG-HSAPorfolio was 34.56%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.

The current Gemini-LTG-HSAPorfolio drawdown is 6.17%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-34.56%	Feb 20, 2020	23	Mar 23, 2020	94	Aug 5, 2020	117
-28.43%	Nov 17, 2021	229	Oct 14, 2022	322	Jan 29, 2024	551
-20.48%	Aug 30, 2018	80	Dec 24, 2018	131	Jul 3, 2019	211
-19.61%	Feb 19, 2025	35	Apr 8, 2025	41	Jun 6, 2025	76
-10.23%	Jan 28, 2026	43	Mar 30, 2026	—	—	—

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 5 assets, with an effective number of assets of 4.21, 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

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

	Benchmark	VWO	SMLF	VEA	VUG	FDMO	Portfolio
Benchmark	1.00	0.66	0.81	0.79	0.93	0.92	0.95
VWO	0.66	1.00	0.59	0.78	0.63	0.62	0.76
SMLF	0.81	0.59	1.00	0.73	0.70	0.76	0.88
VEA	0.79	0.78	0.73	1.00	0.71	0.73	0.87
VUG	0.93	0.63	0.70	0.71	1.00	0.92	0.92
FDMO	0.92	0.62	0.76	0.73	0.92	1.00	0.92
Portfolio	0.95	0.76	0.88	0.87	0.92	0.92	1.00

The correlation results are calculated based on daily price changes starting from Sep 16, 2016

Gemini-LTG-HSAPorfolio

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