PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
patty 5-25
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

patty 5-25

Currency in USD · Last updated May 23, 2025

Asset Allocation

PTBD 3.85%GOOG 3.85%GOOGL 3.85%AMZN 3.85%COLD 3.85%AAPL 3.85%ANET 3.85%ARKQ 3.85%GLW 3.85%CRWD 3.85%DBRG 3.85%SPDV 3.85%SKYY 3.85%AIQ 3.85%IVV 3.85%IWM 3.85%QQQ 3.85%GCOW 3.85%COWZ 3.85%ALTL 3.85%CRM 3.85%FDTRX 3.85%GAFFX 3.85%VSS 3.85%PTLC 3.85%SRVR 3.85%BondBondEquityEquityMulti-AssetMulti-AssetReal EstateReal Estate
PositionCategory/SectorTarget Weight
AAPL
Apple Inc		Technology
3.85%
AIQ
Global X Artificial Intelligence & Technology ETF		Large Cap Growth Equities
3.85%
ALTL
Pacer Lunt Large Cap Alternator ETF		Large Cap Growth Equities
3.85%
AMZN
Amazon.com, Inc.		Consumer Cyclical
3.85%
ANET
Arista Networks, Inc.		Technology
3.85%
ARKQ
ARK Autonomous Technology & Robotics ETF		All Cap Equities, Actively Managed
3.85%
COLD
Americold Realty Trust		Real Estate
3.85%
COWZ
Pacer US Cash Cows 100 ETF		All Cap Equities
3.85%
CRM
salesforce.com, inc.		Technology
3.85%
CRWD
CrowdStrike Holdings, Inc.		Technology
3.85%
DBRG
DigitalBridge Group, Inc.		Real Estate
3.85%
FDTRX
Franklin DynaTech Fund Class R6		Technology Equities
3.85%
GAFFX
American Funds Growth Fund of Amer F3		Large Cap Growth Equities
3.85%
GCOW
Pacer Global Cash Cows Dividend ETF		Large Cap Value Equities, Dividend
3.85%
GLW
Corning Incorporated		Technology
3.85%
GOOG
Alphabet Inc		Communication Services
3.85%
GOOGL
Alphabet Inc Class A		Communication Services
3.85%
IVV
iShares Core S&P 500 ETF		Large Cap Growth Equities
3.85%
IWM
iShares Russell 2000 ETF		Small Cap Growth Equities
3.85%
PTBD
Pacer Trendpilot US Bond ETF		High Yield Bonds
3.85%
PTLC
Pacer Trendpilot US Large Cap ETF		Large Cap Blend Equities
3.85%
QQQ
Invesco QQQ		Large Cap Blend Equities
3.85%
SKYY
First Trust ISE Cloud Computing Index Fund		Technology Equities, Cloud Computing
3.85%
SPDV
AAM S&P 500 High Dividend Value ETF		Large Cap Value Equities, Dividend
3.85%
SRVR
Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF		REIT
3.85%
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF		Foreign Small & Mid Cap Equities
3.85%

S&P 500

Performance

Performance Chart

Loading data...

The earliest data available for this chart is Jun 25, 2020, corresponding to the inception date of ALTL

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-1.34%7.94%-2.79%10.16%14.45%10.68%
patty 5-25-2.87%9.25%-3.11%10.45%N/AN/A
Portfolio components:
GOOG
Alphabet Inc		-10.85%7.53%2.04%-2.67%19.30%20.40%
GOOGL
Alphabet Inc Class A		-10.90%8.45%2.49%-2.46%19.09%19.99%
AMZN
Amazon.com, Inc.		-8.39%11.29%1.96%11.01%10.53%25.18%
COLD
Americold Realty Trust		-20.57%-16.65%-25.61%-30.87%-10.84%N/A
AAPL
Apple Inc		-21.83%-4.43%-14.85%4.98%20.30%21.00%
ANET
Arista Networks, Inc.		-17.49%28.89%-10.25%21.03%45.97%35.73%
ARKQ
ARK Autonomous Technology & Robotics ETF		1.22%18.31%6.88%41.34%12.88%15.46%
GLW
Corning Incorporated		2.35%12.54%0.24%37.42%21.24%11.59%
CRWD
CrowdStrike Holdings, Inc.		33.15%18.10%22.38%33.08%40.84%N/A
DBRG
DigitalBridge Group, Inc.		-0.77%37.18%-9.14%-14.56%9.51%-14.84%
SPDV
AAM S&P 500 High Dividend Value ETF		-2.38%4.50%-8.14%8.85%13.79%N/A
SKYY
First Trust ISE Cloud Computing Index Fund		-4.82%15.89%-7.78%19.27%10.78%14.44%
AIQ
Global X Artificial Intelligence & Technology ETF		3.39%13.85%3.29%17.12%16.38%N/A
IVV
iShares Core S&P 500 ETF		-0.83%8.21%-2.10%11.59%16.17%12.63%
IWM
iShares Russell 2000 ETF		-8.12%6.47%-14.72%0.83%9.84%6.49%
QQQ
Invesco QQQ		-0.24%12.03%0.99%12.94%18.00%17.56%
PTBD
Pacer Trendpilot US Bond ETF		-1.07%-0.40%-1.21%2.07%-0.53%N/A
GCOW
Pacer Global Cash Cows Dividend ETF		11.46%4.15%8.58%12.50%14.33%N/A
SRVR
Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF		4.17%7.19%0.34%16.35%0.72%N/A
COWZ
Pacer US Cash Cows 100 ETF		-5.26%5.09%-11.59%-0.81%18.50%N/A
ALTL
Pacer Lunt Large Cap Alternator ETF		-8.90%0.70%-13.60%-0.73%N/AN/A
PTLC
Pacer Trendpilot US Large Cap ETF		-11.26%-2.47%-12.49%-0.50%13.05%N/A
CRM
salesforce.com, inc.		-18.18%9.04%-19.93%-1.38%9.11%14.10%
FDTRX
Franklin DynaTech Fund Class R6		-0.45%15.55%-0.47%11.72%12.12%13.79%
GAFFX
American Funds Growth Fund of Amer F3		1.34%11.21%-7.20%6.65%8.47%N/A
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF		10.95%8.15%9.64%10.72%10.30%4.80%
*Annualized

Monthly Returns

The table below presents the monthly returns of patty 5-25, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.78%-4.24%-7.33%0.42%5.04%-2.87%
20241.12%3.48%2.55%-4.36%4.38%4.42%0.65%0.79%3.57%0.19%5.38%-1.31%22.47%
202310.64%-2.86%5.90%-0.81%4.09%5.34%4.33%-0.11%-4.86%-3.55%10.84%5.17%38.01%
2022-6.83%-2.02%3.02%-10.28%-2.27%-6.81%9.85%-5.32%-10.88%4.56%4.72%-8.01%-28.26%
20211.58%2.97%2.61%6.00%0.03%4.02%1.07%2.97%-5.94%6.38%0.13%1.88%25.75%
2020-0.18%6.77%8.32%-4.11%-0.21%13.10%5.91%32.33%

Expense Ratio

patty 5-25 has an expense ratio of 0.27%, 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.

ARKQ
ARK Autonomous Technology & Robotics ETF
AIQ
Global X Artificial Intelligence & Technology ETF
SKYY
First Trust ISE Cloud Computing Index Fund
PTBD
Pacer Trendpilot US Bond ETF
GCOW
Pacer Global Cash Cows Dividend ETF
SRVR
Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF
ALTL
Pacer Lunt Large Cap Alternator ETF
PTLC
Pacer Trendpilot US Large Cap ETF
COWZ
Pacer US Cash Cows 100 ETF
FDTRX
Franklin DynaTech Fund Class R6
GAFFX
American Funds Growth Fund of Amer F3
SPDV
AAM S&P 500 High Dividend Value ETF
QQQ
Invesco QQQ
IWM
iShares Russell 2000 ETF
IVV
iShares Core S&P 500 ETF
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of patty 5-25 is 23, meaning it’s performing worse than 77% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of patty 5-25 is 2323
Overall Rank
The Sharpe Ratio Rank of patty 5-25 is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of patty 5-25 is 2222
Sortino Ratio Rank
The Omega Ratio Rank of patty 5-25 is 2323
Omega Ratio Rank
The Calmar Ratio Rank of patty 5-25 is 2222
Calmar Ratio Rank
The Martin Ratio Rank of patty 5-25 is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GOOG
Alphabet Inc		-0.09-0.021.00-0.17-0.37
GOOGL
Alphabet Inc Class A		-0.08-0.001.00-0.16-0.34
AMZN
Amazon.com, Inc.		0.320.641.080.320.82
COLD
Americold Realty Trust		-1.00-1.490.82-0.61-1.47
AAPL
Apple Inc		0.150.321.040.060.19
ANET
Arista Networks, Inc.		0.400.711.110.300.77
ARKQ
ARK Autonomous Technology & Robotics ETF		1.171.641.200.783.63
GLW
Corning Incorporated		1.101.611.221.313.71
CRWD
CrowdStrike Holdings, Inc.		0.631.121.140.681.55
DBRG
DigitalBridge Group, Inc.		-0.26-0.021.00-0.19-0.52
SPDV
AAM S&P 500 High Dividend Value ETF		0.490.671.090.381.27
SKYY
First Trust ISE Cloud Computing Index Fund		0.640.971.130.551.67
AIQ
Global X Artificial Intelligence & Technology ETF		0.631.001.140.612.09
IVV
iShares Core S&P 500 ETF		0.590.881.130.562.13
IWM
iShares Russell 2000 ETF		0.030.081.01-0.06-0.17
QQQ
Invesco QQQ		0.510.861.120.541.77
PTBD
Pacer Trendpilot US Bond ETF		0.400.441.050.100.92
GCOW
Pacer Global Cash Cows Dividend ETF		0.911.091.150.832.88
SRVR
Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF		0.881.061.140.392.37
COWZ
Pacer US Cash Cows 100 ETF		-0.04-0.050.99-0.12-0.36
ALTL
Pacer Lunt Large Cap Alternator ETF		-0.05-0.070.99-0.07-0.28
PTLC
Pacer Trendpilot US Large Cap ETF		-0.04-0.060.99-0.10-0.26
CRM
salesforce.com, inc.		-0.040.161.02-0.09-0.21
FDTRX
Franklin DynaTech Fund Class R6		0.400.771.100.461.46
GAFFX
American Funds Growth Fund of Amer F3		0.270.451.070.210.59
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF		0.650.851.110.501.82

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.

patty 5-25 Sharpe ratios as of May 23, 2025 (values are recalculated daily):

  • 1-Year: 0.50
  • All Time: 0.74

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 0.47 to 0.99, 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 patty 5-25 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

Loading data...

Dividends

Dividend yield

patty 5-25 provided a 1.40% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.40%1.42%1.49%1.37%1.06%1.20%1.46%1.59%1.48%0.96%0.99%0.52%
Portfolio components:
GOOG
Alphabet Inc		0.47%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOOGL
Alphabet Inc Class A		0.47%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMZN
Amazon.com, 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%
COLD
Americold Realty Trust		5.29%4.11%2.91%3.11%2.68%2.25%2.28%2.76%0.00%0.00%0.00%0.00%
AAPL
Apple Inc		0.52%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
ANET
Arista Networks, 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%
ARKQ
ARK Autonomous Technology & Robotics ETF		0.00%0.00%0.00%0.00%0.80%0.86%0.00%2.86%1.54%0.00%0.97%0.00%
GLW
Corning Incorporated		2.32%2.36%3.68%3.38%2.58%2.44%2.75%2.38%1.94%2.22%2.63%1.74%
CRWD
CrowdStrike Holdings, 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%
DBRG
DigitalBridge Group, Inc.		0.36%0.35%0.23%0.18%0.00%2.29%9.26%9.40%19.70%9.99%11.83%2.65%
SPDV
AAM S&P 500 High Dividend Value ETF		3.86%3.54%3.95%3.73%3.08%3.90%3.53%3.63%0.28%0.00%0.00%0.00%
SKYY
First Trust ISE Cloud Computing Index Fund		0.00%0.00%0.00%0.23%0.78%0.17%0.54%0.95%0.27%0.35%0.41%0.17%
AIQ
Global X Artificial Intelligence & Technology ETF		0.13%0.14%0.16%0.56%0.15%0.50%0.51%0.51%0.00%0.00%0.00%0.00%
IVV
iShares Core S&P 500 ETF		1.33%1.30%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%
IWM
iShares Russell 2000 ETF		1.22%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%1.26%
QQQ
Invesco QQQ		0.59%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%
PTBD
Pacer Trendpilot US Bond ETF		5.73%6.57%6.55%6.14%2.70%2.50%0.62%0.00%0.00%0.00%0.00%0.00%
GCOW
Pacer Global Cash Cows Dividend ETF		3.87%5.14%5.28%4.39%4.23%4.12%4.40%3.94%2.79%1.95%0.00%0.00%
SRVR
Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF		1.64%2.00%3.69%1.70%1.19%1.58%1.61%2.13%0.00%0.00%0.00%0.00%
COWZ
Pacer US Cash Cows 100 ETF		1.90%1.82%1.92%1.96%1.48%2.54%1.96%1.67%1.94%0.13%0.00%0.00%
ALTL
Pacer Lunt Large Cap Alternator ETF		1.52%1.56%1.28%1.23%1.06%0.75%0.00%0.00%0.00%0.00%0.00%0.00%
PTLC
Pacer Trendpilot US Large Cap ETF		0.75%0.67%1.18%1.26%0.73%1.08%1.10%1.00%0.97%1.08%0.43%0.00%
CRM
salesforce.com, inc.		0.59%0.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FDTRX
Franklin DynaTech Fund Class R6		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GAFFX
American Funds Growth Fund of Amer F3		0.72%0.73%0.89%0.72%0.40%0.53%1.17%1.09%0.83%0.00%0.00%0.00%
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF		3.10%3.44%3.14%2.30%2.74%1.90%3.25%2.80%2.83%2.93%2.66%2.67%

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.

Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the patty 5-25. 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 patty 5-25 was 32.10%, occurring on Oct 14, 2022. Recovery took 322 trading sessions.

The current patty 5-25 drawdown is 6.83%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.1%Nov 10, 2021234Oct 14, 2022322Jan 29, 2024556
-22.03%Jan 24, 202552Apr 8, 2025———
-10.58%Sep 3, 202014Sep 23, 202031Nov 5, 202045
-10.25%Jul 17, 202414Aug 5, 202435Sep 24, 202449
-6.99%Sep 7, 202120Oct 4, 202121Nov 2, 202141

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading data...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 26 assets, with an effective number of assets of 26.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCCOLDPTBDDBRGCRWDGCOWGLWANETSRVRSPDVAAPLALTLCRMAMZNGOOGLGOOGCOWZPTLCVSSIWMARKQSKYYFDTRXAIQQQQGAFFXIVVPortfolio
^GSPC1.000.430.480.520.520.620.660.650.620.700.710.710.650.690.710.710.740.840.760.810.790.780.850.860.920.941.000.94
COLD0.431.000.330.340.170.380.310.260.600.420.310.390.300.260.240.250.390.330.420.440.400.350.360.380.370.410.430.46
PTBD0.480.331.000.300.280.380.340.330.480.370.350.410.350.350.360.350.390.380.480.460.430.420.420.430.440.470.480.50
DBRG0.520.340.301.000.320.410.410.340.520.520.310.480.340.340.350.350.520.410.490.620.500.470.440.460.440.500.520.60
CRWD0.520.170.280.321.000.180.290.560.330.180.400.280.590.550.430.430.280.390.390.460.590.750.720.640.610.620.510.66
GCOW0.620.380.380.410.181.000.520.290.510.770.370.620.310.290.350.350.760.490.790.650.480.400.380.490.440.540.620.58
GLW0.660.310.340.410.290.521.000.450.410.640.410.580.370.350.390.400.640.530.580.650.560.480.510.550.550.600.660.64
ANET0.650.260.330.340.560.290.451.000.390.330.480.390.550.550.510.510.410.520.480.510.590.690.700.660.690.670.640.72
SRVR0.620.600.480.520.330.510.410.391.000.520.440.530.430.420.410.410.500.490.610.590.550.560.560.570.560.600.630.65
SPDV0.700.420.370.520.180.770.640.330.521.000.370.720.300.280.350.350.900.550.670.790.530.430.390.480.470.580.700.63
AAPL0.710.310.350.310.400.370.410.480.440.371.000.420.510.600.600.600.420.570.500.500.570.580.650.660.770.680.720.69
ALTL0.710.390.410.480.280.620.580.390.530.720.421.000.390.360.400.410.670.590.620.690.550.490.510.540.550.630.710.66
CRM0.650.300.350.340.590.310.370.550.430.300.510.391.000.610.540.540.400.510.470.530.620.750.740.720.710.710.650.72
AMZN0.690.260.350.340.550.290.350.550.420.280.600.360.611.000.680.680.360.540.480.490.620.720.760.730.790.740.690.73
GOOGL0.710.240.360.350.430.350.390.510.410.350.600.400.540.681.000.990.400.560.510.490.580.630.690.700.760.720.710.73
GOOG0.710.250.350.350.430.350.400.510.410.350.600.410.540.680.991.000.410.560.510.490.580.630.690.690.760.720.710.73
COWZ0.740.390.390.520.280.760.640.410.500.900.420.670.400.360.400.411.000.580.710.830.600.520.490.560.550.660.740.69
PTLC0.840.330.380.410.390.490.530.520.490.550.570.590.510.540.560.560.581.000.630.660.650.630.690.720.760.790.840.78
VSS0.760.420.480.490.390.790.580.480.610.670.500.620.470.480.510.510.710.631.000.760.710.630.650.740.670.760.760.77
IWM0.810.440.460.620.460.650.650.510.590.790.500.690.530.490.490.490.830.660.761.000.810.720.680.720.680.800.810.83
ARKQ0.790.400.430.500.590.480.560.590.550.530.570.550.620.620.580.580.600.650.710.811.000.840.830.850.810.870.790.87
SKYY0.780.350.420.470.750.400.480.690.560.430.580.490.750.720.630.630.520.630.630.720.841.000.910.880.850.870.780.89
FDTRX0.850.360.420.440.720.380.510.700.560.390.650.510.740.760.690.690.490.690.650.680.830.911.000.920.940.930.850.91
AIQ0.860.380.430.460.640.490.550.660.570.480.660.540.720.730.700.690.560.720.740.720.850.880.921.000.920.920.860.92
QQQ0.920.370.440.440.610.440.550.690.560.470.770.550.710.790.760.760.550.760.670.680.810.850.940.921.000.950.920.92
GAFFX0.940.410.470.500.620.540.600.670.600.580.680.630.710.740.720.720.660.790.760.800.870.870.930.920.951.000.940.95
IVV1.000.430.480.520.510.620.660.640.630.700.720.710.650.690.710.710.740.840.760.810.790.780.850.860.920.941.000.94
Portfolio0.940.460.500.600.660.580.640.720.650.630.690.660.720.730.730.730.690.780.770.830.870.890.910.920.920.950.941.00
The correlation results are calculated based on daily price changes starting from Jun 26, 2020