PortfoliosLab logoPortfoliosLab logo
Parents holdings 1.15.2026
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Parents holdings 1.15.2026, 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.


Loading graphics...

The earliest data available for this chart is Apr 11, 2023, corresponding to the inception date of MAGS

Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-2.33%-3.84%-1.98%29.73%16.86%10.37%12.29%
Portfolio
Parents holdings 1.15.2026
0.33%-1.01%-3.74%-3.08%56.00%
VGT
Vanguard Information Technology ETF
0.85%-2.71%-5.36%-5.50%49.54%23.50%15.02%21.67%
QQQ
Invesco QQQ ETF
0.11%-3.81%-4.65%-2.77%39.07%22.97%13.18%19.05%
FBGRX
Fidelity Blue Chip Growth Fund
0.09%-3.27%-5.69%-2.54%45.71%27.18%12.08%19.29%
FTEC
Fidelity MSCI Information Technology Index ETF
0.86%-2.73%-5.31%-5.33%49.87%23.87%15.25%21.45%
AIRR
First Trust RBA American Industrial Renaissance ETF
-0.26%-0.48%14.87%16.39%80.69%33.36%22.66%20.74%
FSELX
Fidelity Select Semiconductors Portfolio
0.27%1.58%10.34%15.28%141.81%48.26%32.36%32.84%
SMH
VanEck Semiconductor ETF
0.09%-0.77%8.94%16.89%117.67%44.85%26.17%31.69%
MAGS
Roundhill Magnificent Seven ETF
-0.70%-6.26%-11.66%-8.23%42.95%
IGM
iShares Expanded Tech Sector ETF
0.73%-3.16%-6.15%-4.56%50.67%29.30%14.88%21.24%
BLOK
Amplify Transformational Data Sharing ETF
0.64%-8.01%-11.64%-28.00%48.06%40.84%1.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 12, 2023, Parents holdings 1.15.2026's average daily return is +0.12%, while the average monthly return is +2.34%. At this rate, your investment would double in approximately 2.5 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2023 with a return of +12.6%, while the worst month was Mar 2025 at -9.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Parents holdings 1.15.2026 closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +13.2%, while the worst single day was Apr 3, 2025 at -7.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.52%-2.99%-4.84%1.71%-3.74%
20252.15%-4.85%-9.22%2.10%11.65%10.00%4.24%0.98%7.35%5.31%-3.20%-0.11%27.30%
20241.62%9.22%3.41%-5.27%8.23%6.06%-0.66%0.45%2.70%0.24%8.41%-0.84%37.83%
20231.16%8.01%7.07%4.85%-2.79%-6.02%-2.73%12.64%8.13%32.76%

Benchmark Metrics

Parents holdings 1.15.2026 has an annualized alpha of 5.13%, beta of 1.46, and R² of 0.89 versus S&P 500 Index. Calculated based on daily prices since April 12, 2023.

  • This portfolio captured 169.62% of S&P 500 Index gains and 119.68% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • This portfolio generated an annualized alpha of 5.13% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha
5.13%
Beta
1.46
0.89
Upside Capture
169.62%
Downside Capture
119.68%

Expense Ratio

Parents holdings 1.15.2026 has an expense ratio of 0.40%, 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

Return for Risk

Risk / Return Rank

Parents holdings 1.15.2026 ranks 63 for risk / return — better than 63% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


Parents holdings 1.15.2026 Risk / Return Rank: 6363
Overall Rank
Parents holdings 1.15.2026 Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
Parents holdings 1.15.2026 Sortino Ratio Rank: 6161
Sortino Ratio Rank
Parents holdings 1.15.2026 Omega Ratio Rank: 5757
Omega Ratio Rank
Parents holdings 1.15.2026 Calmar Ratio Rank: 7575
Calmar Ratio Rank
Parents holdings 1.15.2026 Martin Ratio Rank: 6262
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


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.35

0.88

+0.47

Sortino ratio

Return per unit of downside risk

1.98

1.37

+0.61

Omega ratio

Gain probability vs. loss probability

1.28

1.21

+0.07

Calmar ratio

Return relative to maximum drawdown

2.64

1.39

+1.25

Martin ratio

Return relative to average drawdown

9.10

6.43

+2.66


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

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VGT
Vanguard Information Technology ETF
571.101.671.231.885.72
QQQ
Invesco QQQ ETF
581.041.621.231.937.00
FBGRX
Fidelity Blue Chip Growth Fund
601.101.691.242.078.05
FTEC
Fidelity MSCI Information Technology Index ETF
581.101.691.241.925.88
AIRR
First Trust RBA American Industrial Renaissance ETF
922.152.841.374.9117.07
FSELX
Fidelity Select Semiconductors Portfolio
952.443.061.435.9724.05
SMH
VanEck Semiconductor ETF
942.282.891.415.3418.94
MAGS
Roundhill Magnificent Seven ETF
460.891.481.201.434.90
IGM
iShares Expanded Tech Sector ETF
621.191.801.251.986.61
BLOK
Amplify Transformational Data Sharing ETF
320.731.261.150.932.26

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.

Parents holdings 1.15.2026 Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

  • 1-Year: 1.35
  • All Time: 1.35

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 Parents holdings 1.15.2026 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


Loading graphics...

Dividends

Dividend yield

Parents holdings 1.15.2026 provided a 2.13% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio2.13%2.06%2.04%1.27%1.09%3.21%1.74%1.92%3.79%2.41%1.58%2.77%
VGT
Vanguard Information Technology ETF
0.43%0.40%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%
QQQ
Invesco QQQ ETF
0.48%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%
FBGRX
Fidelity Blue Chip Growth Fund
2.01%1.90%5.95%0.93%0.57%8.73%6.40%3.70%6.32%4.23%4.05%5.30%
FTEC
Fidelity MSCI Information Technology Index ETF
0.45%0.43%0.49%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%
AIRR
First Trust RBA American Industrial Renaissance ETF
0.15%0.19%0.18%0.23%0.12%0.05%0.10%0.20%0.43%0.30%0.08%0.47%
FSELX
Fidelity Select Semiconductors Portfolio
10.07%11.11%7.97%7.20%6.69%6.99%8.13%3.36%26.80%14.44%3.82%15.22%
SMH
VanEck Semiconductor ETF
0.28%0.31%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%
MAGS
Roundhill Magnificent Seven ETF
1.68%1.48%0.81%0.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IGM
iShares Expanded Tech Sector ETF
0.17%0.17%0.22%0.33%0.66%0.16%0.32%0.50%0.57%0.57%0.90%0.79%
BLOK
Amplify Transformational Data Sharing ETF
0.81%0.72%6.00%1.15%0.00%14.31%1.88%2.05%1.30%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.


Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the Parents holdings 1.15.2026. 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 Parents holdings 1.15.2026 was 27.14%, occurring on Apr 8, 2025. Recovery took 52 trading sessions.

The current Parents holdings 1.15.2026 drawdown is 8.64%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.14%Jan 24, 202552Apr 8, 202552Jun 24, 2025104
-14.61%Jul 17, 202414Aug 5, 202449Oct 14, 202463
-14.06%Jan 29, 202642Mar 30, 2026
-12.76%Jul 19, 202371Oct 26, 202323Nov 29, 202394
-10.11%Oct 30, 202516Nov 20, 202544Jan 27, 202660

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...

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. 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.

BenchmarkIAIAIRRBLOKMAGSSMHFSELXJNRFXSCHGFBGRXIYWQQQIGMFTECVGTVITAXPortfolio
Benchmark1.000.710.710.650.810.780.780.920.930.910.890.930.900.900.900.900.93
IAI0.711.000.680.640.450.490.490.580.590.580.540.580.570.570.570.570.66
AIRR0.710.681.000.590.440.570.580.580.580.600.560.590.590.600.600.600.68
BLOK0.650.640.591.000.560.560.580.600.630.650.610.630.630.630.640.630.74
MAGS0.810.450.440.561.000.720.720.880.920.900.870.900.860.830.830.830.85
SMH0.780.490.570.560.721.000.970.840.810.850.880.860.880.890.890.900.90
FSELX0.780.490.580.580.720.971.000.830.810.860.870.850.880.890.890.890.91
JNRFX0.920.580.580.600.880.840.831.000.970.970.960.960.960.950.950.950.95
SCHG0.930.590.580.630.920.810.810.971.000.970.960.980.960.950.950.950.95
FBGRX0.910.580.600.650.900.850.860.970.971.000.960.960.960.940.940.940.96
IYW0.890.540.560.610.870.880.870.960.960.961.000.970.980.990.990.990.96
QQQ0.930.580.590.630.900.860.850.960.980.960.971.000.970.960.960.960.96
IGM0.900.570.590.630.860.880.880.960.960.960.980.971.000.970.970.970.97
FTEC0.900.570.600.630.830.890.890.950.950.940.990.960.971.001.001.000.97
VGT0.900.570.600.640.830.890.890.950.950.940.990.960.971.001.001.000.97
VITAX0.900.570.600.630.830.900.890.950.950.940.990.960.971.001.001.000.97
Portfolio0.930.660.680.740.850.900.910.950.950.960.960.960.970.970.970.971.00
The correlation results are calculated based on daily price changes starting from Apr 12, 2023