Portfolio_2023XZX

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Portfolio_2023XZX

Currency in USD · Last updated May 11, 2025

Asset Allocation

Position	Category/Sector	Target Weight
ABBV AbbVie Inc.	Healthcare	2.86%
ABT Abbott Laboratories	Healthcare	2.07%
AMZN Amazon.com, Inc.	Consumer Cyclical	5.99%
CVX Chevron Corporation	Energy	2.15%
DIA SPDR Dow Jones Industrial Average ETF	Large Cap Growth Equities	6.40%
ITA iShares U.S. Aerospace & Defense ETF	Industrials Equities, Aerospace & Defense	2.53%
JNJ Johnson & Johnson	Healthcare	2.39%
JPM JPMorgan Chase & Co.	Financial Services	3.92%
PSX Phillips 66	Energy	1.72%
QQQ Invesco QQQ	Large Cap Blend Equities	15.14%
SPY SPDR S&P 500 ETF	Large Cap Growth Equities	17.50%
TGT Target Corporation	Consumer Defensive	1.50%
TMF Direxion Daily 20-Year Treasury Bull 3X	Leveraged Bonds, Leveraged	0.06%
VDE Vanguard Energy ETF	Energy Equities	3.58%
VFH Vanguard Financials ETF	Financials Equities	3.72%
VHT Vanguard Health Care ETF	Health & Biotech Equities	3.76%
XLE Energy Select Sector SPDR Fund	Energy Equities	3.84%
XLF Financial Select Sector SPDR Fund	Financials Equities	6.19%
XLI Industrial Select Sector SPDR Fund	Industrials Equities	4.22%
XLK		6.75%
XLV		2.06%
XOM		1.66%

Benchmark

Transactions

Date	Type	Symbol	Quantity	Price
Oct 17, 2023	Buy	JPMorgan Chase & Co.	1	$147.71
Oct 17, 2023	Buy	Vanguard Energy ETF	1	$127.38
Oct 17, 2023	Buy	Vanguard Financials ETF	1	$81.13
Oct 17, 2023	Buy	Industrial Select Sector SPDR Fund	1	$102.95
Oct 16, 2023	Buy	iShares U.S. Aerospace & Defense ETF	1	$108.55
Oct 16, 2023	Buy	Vanguard Financials ETF	1	$80.74
Oct 16, 2023	Buy	Vanguard Energy ETF	1	$126.26
Oct 16, 2023	Buy	Financial Select Sector SPDR Fund	3	$33.43
Oct 16, 2023	Buy	Vanguard Health Care ETF	1	$237.67
Oct 16, 2023	Buy	Energy Select Sector SPDR Fund	3	$89.91

Performance

Performance Chart

Loading data...

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-3.77%	5.53%	-5.60%	8.37%	14.61%	10.35%
Portfolio_2023XZX	52.39%	63.39%	49.85%	70.73%	N/A	N/A
Portfolio components:
TMF Direxion Daily 20-Year Treasury Bull 3X	-0.77%	-0.77%	-0.77%	-0.77%	N/A	N/A
QQQ Invesco QQQ	0.42%	0.42%	0.42%	0.42%	17.86%	17.08%
SPY SPDR S&P 500 ETF	0.15%	0.15%	0.15%	0.15%	16.26%	12.24%
XLK	0.99%	0.99%	0.99%	0.99%	N/A	N/A
XLI Industrial Select Sector SPDR Fund	1.08%	1.08%	1.08%	1.08%	N/A	N/A
XLV	-3.95%	-3.95%	-3.95%	-3.95%	N/A	N/A
XLF Financial Select Sector SPDR Fund	0.85%	0.85%	0.85%	0.85%	20.88%	14.08%
XOM	3.91%	3.91%	3.91%	3.91%	N/A	N/A
CVX Chevron Corporation	2.21%	2.21%	2.21%	2.21%	13.73%	6.98%
TGT Target Corporation	2.53%	2.53%	2.53%	2.53%	N/A	N/A
ABT Abbott Laboratories	0.48%	0.48%	0.48%	0.48%	9.23%	12.76%
DIA SPDR Dow Jones Industrial Average ETF	0.04%	0.04%	0.04%	0.04%	N/A	N/A
PSX Phillips 66	3.76%	3.76%	3.76%	3.76%	N/A	N/A
AMZN Amazon.com, Inc.	3.60%	3.60%	3.60%	3.60%	10.42%	24.57%
JNJ Johnson & Johnson	-0.50%	-0.50%	-0.50%	-0.50%	3.83%	7.19%
ABBV AbbVie Inc.	-5.85%	-5.85%	-5.85%	-5.85%	20.25%	15.61%
XLE Energy Select Sector SPDR Fund	2.40%	2.40%	2.40%	2.40%	22.13%	4.30%
VHT Vanguard Health Care ETF	-3.87%	-3.87%	-3.87%	-3.87%	N/A	N/A
VDE Vanguard Energy ETF	2.74%	2.74%	2.74%	2.74%	N/A	N/A
VFH Vanguard Financials ETF	1.04%	1.04%	1.04%	1.04%	N/A	N/A
ITA iShares U.S. Aerospace & Defense ETF	1.29%	1.29%	1.29%	1.29%	N/A	N/A
JPM JPMorgan Chase & Co.	0.21%	0.21%	0.21%	0.21%	27.41%	17.62%

*Annualized

Monthly Returns

The table below presents the monthly returns of Portfolio_2023XZX, 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	4.25%	-0.27%	-4.33%	-2.84%	57.69%								52.39%
2024	1.94%	5.68%	3.46%	-3.82%	3.46%	3.42%	1.52%	1.50%	1.09%	0.30%	5.97%	-2.28%	24.08%
2023									-100.00%	-25.09%	7.75%	4.71%	-100.00%

Expense Ratio

Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

TMF

Direxion Daily 20-Year Treasury Bull 3X

QQQ

Invesco QQQ

SPY

SPDR S&P 500 ETF

XLI

Industrial Select Sector SPDR Fund

XLF

Financial Select Sector SPDR Fund

DIA

SPDR Dow Jones Industrial Average ETF

ITA

iShares U.S. Aerospace & Defense ETF

XLE

Energy Select Sector SPDR Fund

VHT

Vanguard Health Care ETF

VDE

Vanguard Energy ETF

VFH

Vanguard Financials ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Portfolio_2023XZX is 22, meaning it’s performing worse than 78% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

No data

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
TMF Direxion Daily 20-Year Treasury Bull 3X	-0.02	—	—	—	—
QQQ Invesco QQQ	0.03	0.81	1.11	0.51	1.65
SPY SPDR S&P 500 ETF	0.01	0.88	1.13	0.56	2.17
XLK	0.07	—	—	—	—
XLI Industrial Select Sector SPDR Fund	0.07	—	—	—	—
XLV	-0.17	—	—	—	—
XLF Financial Select Sector SPDR Fund	0.09	1.63	1.24	1.47	5.60
XOM	0.35	—	—	—	—
CVX Chevron Corporation	0.27	-0.44	0.94	-0.51	-1.28
TGT Target Corporation	0.12	—	—	—	—
ABT Abbott Laboratories	0.06	2.01	1.26	1.10	6.72
DIA SPDR Dow Jones Industrial Average ETF	0.00	—	—	—	—
PSX Phillips 66	0.12	—	—	—	—
AMZN Amazon.com, Inc.	0.18	0.33	1.04	0.07	0.20
JNJ Johnson & Johnson	-0.02	0.62	1.09	0.41	1.10
ABBV AbbVie Inc.	-0.17	0.97	1.15	0.85	2.09
XLE Energy Select Sector SPDR Fund	0.23	-0.30	0.96	-0.43	-1.15
VHT Vanguard Health Care ETF	-0.16	—	—	—	—
VDE Vanguard Energy ETF	0.27	—	—	—	—
VFH Vanguard Financials ETF	0.09	—	—	—	—
ITA iShares U.S. Aerospace & Defense ETF	0.07	—	—	—	—
JPM JPMorgan Chase & Co.	0.01	1.77	1.26	1.43	4.82

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.

Portfolio_2023XZX Sharpe ratios as of May 11, 2025 (values are recalculated daily):

1-Year: 1.26
All Time: -1.06

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 0.41 to 0.94, 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 Portfolio_2023XZX 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

Portfolio_2023XZX provided a 1.61% dividend yield over the last twelve months.

	TTM	2024	2023
Portfolio	1.61%	2.41%	0.87%

Monthly Dividends

The table below shows the monthly dividends paid by this portfolio.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	$3.64	$6.87	$15.47	$3.83	$0.00								$29.81
2024	$3.36	$6.53	$14.48	$3.45	$6.66	$15.71	$3.44	$6.42	$16.48	$3.50	$6.40	$17.96	$104.39
2023									$3.96	$2.18	$6.51	$17.82	$30.46

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 Portfolio_2023XZX. 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 Portfolio_2023XZX was 100.00%, occurring on Sep 7, 2023. The portfolio has not yet recovered.

The current Portfolio_2023XZX drawdown is 7.97%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-100%	Sep 7, 2023	1	Sep 7, 2023	—	—	—

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading data...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 22 assets, with an effective number of assets of 12.10, 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.

	^GSPC	ABT	XOM	CVX	ABBV	TMF	JNJ	TGT	AMZN	VDE	XLK	VHT	XLV	XLE	PSX	VFH	SPY	QQQ	JPM	ITA	DIA	XLI	XLF	Portfolio
^GSPC	1.00	0.00	0.20	0.40	0.40	-0.40	-0.40	0.60	0.80	0.80	0.80	0.80	0.80	0.80	0.80	1.00	1.00	1.00	1.00	1.00	1.00	1.00	1.00	0.91
ABT	0.00	1.00	-0.40	-0.80	0.20	0.80	0.80	0.80	0.40	-0.60	0.40	0.40	0.40	-0.60	-0.60	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
XOM	0.20	-0.40	1.00	0.00	-0.80	-0.80	-0.80	-0.20	-0.40	0.40	-0.40	-0.40	-0.40	0.40	0.40	0.20	0.20	0.20	0.20	0.20	0.20	0.20	0.20	0.20
CVX	0.40	-0.80	0.00	1.00	0.40	-0.60	-0.60	-0.40	0.20	0.80	0.20	0.20	0.20	0.80	0.80	0.40	0.40	0.40	0.40	0.40	0.40	0.40	0.40	0.40
ABBV	0.40	0.20	-0.80	0.40	1.00	0.40	0.40	0.40	0.80	0.20	0.80	0.80	0.80	0.20	0.20	0.40	0.40	0.40	0.40	0.40	0.40	0.40	0.40	0.40
TMF	-0.40	0.80	-0.80	-0.60	0.40	1.00	1.00	0.40	0.20	-0.80	0.20	0.20	0.20	-0.80	-0.80	-0.40	-0.40	-0.40	-0.40	-0.40	-0.40	-0.40	-0.40	-0.40
JNJ	-0.40	0.80	-0.80	-0.60	0.40	1.00	1.00	0.40	0.20	-0.80	0.20	0.20	0.20	-0.80	-0.80	-0.40	-0.40	-0.40	-0.40	-0.40	-0.40	-0.40	-0.40	-0.40
TGT	0.60	0.80	-0.20	-0.40	0.40	0.40	0.40	1.00	0.80	0.00	0.80	0.80	0.80	0.00	0.00	0.60	0.60	0.60	0.60	0.60	0.60	0.60	0.60	0.60
AMZN	0.80	0.40	-0.40	0.20	0.80	0.20	0.20	0.80	1.00	0.40	1.00	1.00	1.00	0.40	0.40	0.80	0.80	0.80	0.80	0.80	0.80	0.80	0.80	0.80
VDE	0.80	-0.60	0.40	0.80	0.20	-0.80	-0.80	0.00	0.40	1.00	0.40	0.40	0.40	1.00	1.00	0.80	0.80	0.80	0.80	0.80	0.80	0.80	0.80	0.80
XLK	0.80	0.40	-0.40	0.20	0.80	0.20	0.20	0.80	1.00	0.40	1.00	1.00	1.00	0.40	0.40	0.80	0.80	0.80	0.80	0.80	0.80	0.80	0.80	0.80
VHT	0.80	0.40	-0.40	0.20	0.80	0.20	0.20	0.80	1.00	0.40	1.00	1.00	1.00	0.40	0.40	0.80	0.80	0.80	0.80	0.80	0.80	0.80	0.80	0.80
XLV	0.80	0.40	-0.40	0.20	0.80	0.20	0.20	0.80	1.00	0.40	1.00	1.00	1.00	0.40	0.40	0.80	0.80	0.80	0.80	0.80	0.80	0.80	0.80	0.80
XLE	0.80	-0.60	0.40	0.80	0.20	-0.80	-0.80	0.00	0.40	1.00	0.40	0.40	0.40	1.00	1.00	0.80	0.80	0.80	0.80	0.80	0.80	0.80	0.80	0.80
PSX	0.80	-0.60	0.40	0.80	0.20	-0.80	-0.80	0.00	0.40	1.00	0.40	0.40	0.40	1.00	1.00	0.80	0.80	0.80	0.80	0.80	0.80	0.80	0.80	0.80
VFH	1.00	0.00	0.20	0.40	0.40	-0.40	-0.40	0.60	0.80	0.80	0.80	0.80	0.80	0.80	0.80	1.00	1.00	1.00	1.00	1.00	1.00	1.00	1.00	1.00
SPY	1.00	0.00	0.20	0.40	0.40	-0.40	-0.40	0.60	0.80	0.80	0.80	0.80	0.80	0.80	0.80	1.00	1.00	1.00	1.00	1.00	1.00	1.00	1.00	1.00
QQQ	1.00	0.00	0.20	0.40	0.40	-0.40	-0.40	0.60	0.80	0.80	0.80	0.80	0.80	0.80	0.80	1.00	1.00	1.00	1.00	1.00	1.00	1.00	1.00	1.00
JPM	1.00	0.00	0.20	0.40	0.40	-0.40	-0.40	0.60	0.80	0.80	0.80	0.80	0.80	0.80	0.80	1.00	1.00	1.00	1.00	1.00	1.00	1.00	1.00	1.00
ITA	1.00	0.00	0.20	0.40	0.40	-0.40	-0.40	0.60	0.80	0.80	0.80	0.80	0.80	0.80	0.80	1.00	1.00	1.00	1.00	1.00	1.00	1.00	1.00	1.00
DIA	1.00	0.00	0.20	0.40	0.40	-0.40	-0.40	0.60	0.80	0.80	0.80	0.80	0.80	0.80	0.80	1.00	1.00	1.00	1.00	1.00	1.00	1.00	1.00	1.00
XLI	1.00	0.00	0.20	0.40	0.40	-0.40	-0.40	0.60	0.80	0.80	0.80	0.80	0.80	0.80	0.80	1.00	1.00	1.00	1.00	1.00	1.00	1.00	1.00	1.00
XLF	1.00	0.00	0.20	0.40	0.40	-0.40	-0.40	0.60	0.80	0.80	0.80	0.80	0.80	0.80	0.80	1.00	1.00	1.00	1.00	1.00	1.00	1.00	1.00	1.00
Portfolio	0.91	0.00	0.20	0.40	0.40	-0.40	-0.40	0.60	0.80	0.80	0.80	0.80	0.80	0.80	0.80	1.00	1.00	1.00	1.00	1.00	1.00	1.00	1.00	1.00

The correlation results are calculated based on daily price changes starting from Sep 7, 2023

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolio_2023XZX

Asset Allocation

Transactions

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Monthly Dividends

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community