SleepWelll V5

Asset Allocation

Position	Category/Sector	Target Weight
SSO ProShares Ultra S&P500	Leveraged Equities, S&P 500	18%
GLD SPDR Gold Shares	Gold, Precious Metals	17.50%
DBMF iMGP DBi Managed Futures Strategy ETF	Systematic Trend	15.25%
IWM iShares Russell 2000 ETF	Small Cap Blend Equities	12.50%
TLT iShares 20+ Year Treasury Bond ETF	Government Bonds, Long-Term Bond	9%
QLD ProShares Ultra QQQ	Leveraged Equities	9%
XLB Materials Select Sector SPDR ETF	Materials	6.25%
XLE State Street Energy Select Sector SPDR ETF	Energy Equities	6.25%
XLV State Street Health Care Select Sector SPDR ETF	Health & Biotech Equities	6.25%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SleepWelll V5, 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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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio SleepWelll V5	0.65%	-0.91%	13.71%	14.43%	36.37%	22.68%	13.72%	—
Portfolio components:
DBMF iMGP DBi Managed Futures Strategy ETF	0.68%	0.59%	10.45%	12.63%	29.05%	10.02%	7.92%	—
GLD SPDR Gold Shares	0.26%	-8.41%	0.24%	3.07%	30.18%	29.71%	17.55%	12.56%
IWM iShares Russell 2000 ETF	0.87%	-0.02%	15.62%	13.83%	35.52%	16.64%	5.48%	10.78%
QLD ProShares Ultra QQQ	3.03%	0.58%	31.05%	26.63%	69.67%	46.32%	23.57%	35.29%
SSO ProShares Ultra S&P500	0.47%	-0.08%	14.49%	14.11%	45.16%	35.32%	18.74%	23.71%
TLT iShares 20+ Year Treasury Bond ETF	-0.52%	-1.31%	-1.08%	-1.51%	3.67%	-2.05%	-6.70%	-1.85%
XLB Materials Select Sector SPDR ETF	-1.32%	-3.16%	10.66%	16.01%	16.06%	10.29%	5.04%	9.85%
XLE State Street Energy Select Sector SPDR ETF	1.14%	4.72%	31.32%	30.37%	44.35%	16.51%	20.33%	10.02%
XLV State Street Health Care Select Sector SPDR ETF	-0.24%	6.38%	-0.98%	1.65%	15.62%	7.16%	6.05%	9.65%

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

Monthly Returns

Based on dividend-adjusted daily data since May 9, 2019, SleepWelll V5's average daily return is +0.07%, while the average monthly return is +1.44%. At this rate, an investment would double in approximately 4.0 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +14.4%, while the worst month was Mar 2020 at -11.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, SleepWelll V5 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +8.2%, while the worst single day was Mar 12, 2020 at -8.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	5.47%	3.87%	-6.12%	8.40%	4.96%	-2.82%							13.71%
2025	3.80%	-0.93%	-2.85%	-1.49%	4.03%	5.04%	1.01%	3.60%	5.76%	2.98%	1.98%	0.01%	25.01%
2024	0.06%	4.67%	5.30%	-3.26%	3.98%	2.47%	2.47%	1.01%	2.29%	-1.67%	4.74%	-4.64%	18.21%
2023	7.15%	-3.61%	3.22%	0.96%	-0.40%	6.02%	3.41%	-2.36%	-4.60%	-2.24%	7.56%	5.40%	21.33%
2022	-4.88%	0.21%	4.18%	-6.87%	-0.15%	-7.09%	7.34%	-3.99%	-8.49%	6.79%	4.89%	-5.25%	-14.14%
2021	-0.53%	2.37%	2.87%	5.03%	2.49%	1.17%	1.69%	1.85%	-4.42%	7.06%	-1.27%	3.76%	23.83%

Benchmark Metrics

SleepWelll V5 has an annualized alpha of 4.94%, beta of 0.84, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since May 09, 2019.

This portfolio captured 100.23% of S&P 500 Index gains but only 87.48% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 4.94% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 4.94%

Beta: 0.84

R²: 0.89

Upside Capture: 100.23%

Downside Capture: 87.48%

Expense Ratio

SleepWelll V5 has an expense ratio of 0.50%, 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.

QLD

ProShares Ultra QQQ

SSO

ProShares Ultra S&P500

DBMF

iMGP DBi Managed Futures Strategy ETF

GLD

SPDR Gold Shares

IWM

iShares Russell 2000 ETF

TLT

iShares 20+ Year Treasury Bond ETF

XLB

Materials Select Sector SPDR ETF

XLE

State Street Energy Select Sector SPDR ETF

XLV

State Street Health Care Select Sector SPDR ETF

Return for Risk

Risk / Return Rank

SleepWelll V5 ranks 77 for risk / return — better than 77% 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.

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

The table below presents risk-adjusted performance metrics for SleepWelll V5 and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.57	1.94	+0.63
Sortino ratioReturn per unit of downside risk	3.27	2.63	+0.65
Omega ratioGain probability vs. loss probability	1.47	1.35	+0.11
Calmar ratioReturn relative to maximum drawdown	4.07	2.59	+1.48
Martin ratioReturn relative to average drawdown	16.80	11.84	+4.95
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
DBMF iMGP DBi Managed Futures Strategy ETF	84	2.36	3.08	1.50	4.78	17.53
GLD SPDR Gold Shares	33	1.13	1.51	1.23	1.51	3.78
IWM iShares Russell 2000 ETF	63	1.83	2.54	1.30	3.24	11.44
QLD ProShares Ultra QQQ	63	2.10	2.52	1.34	2.79	9.64
SSO ProShares Ultra S&P500	60	1.88	2.42	1.33	2.50	10.89
TLT iShares 20+ Year Treasury Bond ETF	15	0.38	0.62	1.07	0.49	1.19
XLB Materials Select Sector SPDR ETF	29	0.95	1.43	1.17	1.30	4.02
XLE State Street Energy Select Sector SPDR ETF	70	2.18	2.81	1.35	3.70	10.59
XLV State Street Health Care Select Sector SPDR ETF	32	1.05	1.68	1.19	1.50	3.60

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.

SleepWelll V5 Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 2.57
5-Year: 0.87
All Time: 0.99

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 1.63 to 2.52, 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 SleepWelll V5 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

SleepWelll V5 provided a 1.82% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.82%	1.99%	2.02%	1.43%	2.18%	2.31%	0.98%	2.57%	1.01%	0.83%	0.88%	0.99%
Portfolio components:
DBMF iMGP DBi Managed Futures Strategy ETF	5.18%	5.91%	5.75%	2.91%	7.72%	10.38%	0.86%	9.35%	0.00%	0.00%	0.00%	0.00%
GLD SPDR Gold Shares	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IWM iShares Russell 2000 ETF	0.89%	1.04%	1.15%	1.35%	1.48%	0.94%	1.04%	1.26%	1.40%	1.26%	1.38%	1.54%
QLD ProShares Ultra QQQ	0.13%	0.17%	0.25%	0.33%	0.31%	0.00%	0.00%	0.13%	0.06%	0.02%	0.21%	0.11%
SSO ProShares Ultra S&P500	0.64%	0.68%	0.85%	0.18%	0.50%	0.18%	0.20%	0.50%	0.75%	0.39%	0.51%	0.63%
TLT iShares 20+ Year Treasury Bond ETF	4.63%	4.43%	4.30%	3.38%	2.67%	1.50%	1.50%	2.27%	2.63%	2.43%	2.60%	2.61%
XLB Materials Select Sector SPDR ETF	1.75%	1.92%	1.92%	2.00%	2.26%	1.62%	1.72%	1.98%	2.20%	1.66%	1.95%	2.24%
XLE State Street Energy Select Sector SPDR ETF	2.56%	3.28%	3.36%	3.55%	3.68%	4.21%	5.62%	6.72%	3.54%	3.03%	2.26%	3.39%
XLV State Street Health Care Select Sector SPDR ETF	1.64%	1.60%	1.67%	1.59%	1.47%	1.33%	1.49%	2.17%	1.57%	1.47%	1.60%	1.43%

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 SleepWelll V5. 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 SleepWelll V5 was 28.68%, occurring on Mar 18, 2020. Recovery took 82 trading sessions.

The current SleepWelll V5 drawdown is 3.38%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-28.68%Mar 2020	27d	3mo 29d	4mo 26dFeb 2020 - Jul 2020
Bear market2022	-19.90%Sep 2022	6mo 4d	1y 2mo	1y 8moMar 2022 - Dec 2023
2025 selloff2025	-16.90%Apr 2025	1mo 17d	2mo 19d	4mo 6dFeb 2025 - Jun 2025
2020 correction2020	-10.67%Sep 2020	20d	1mo 24d	2mo 14dSep 2020 - Nov 2020
2024 pullback2024	-9.34%Aug 2024	21d	1mo 17d	2mo 8dJul 2024 - Sep 2024

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 9 assets, with an effective number of assets of 7.70, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	1.47	1.42	1.45	1.39

The portfolio has a diversification ratio of 1.39, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

SleepWelll V5 correlation to the S&P 500 Index

SleepWelll V5 has a 0.86 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (All Time) Calculated using the full available price history since May 9, 2019	0.93

Benchmark Correlations

Correlation vs. S&P 500 Index. SSO has the highest benchmark correlation at 1.00, while TLT has the lowest at -0.04.

-0.04

0.10

0.18

0.40

0.65

0.73

0.82

0.92

1.00

Portfolio Correlations

Correlation vs. SleepWelll V5. SSO has the highest portfolio correlation at 0.93, while TLT has the lowest at 0.04.

0.04

0.29

0.33

0.49

0.62

0.78

0.85

0.85

0.93

Asset Correlations Table

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

	TLT	GLD	DBMF	XLE	XLV	QLD	XLB	IWM	SSO
TLT	1.00	0.27	-0.20	-0.22	0.02	-0.01	-0.06	-0.05	-0.04
GLD	0.27	1.00	0.13	0.08	0.09	0.10	0.19	0.11	0.10
DBMF	-0.20	0.13	1.00	0.20	0.08	0.16	0.14	0.15	0.17
XLE	-0.22	0.08	0.20	1.00	0.27	0.22	0.52	0.51	0.40
XLV	0.02	0.09	0.08	0.27	1.00	0.50	0.57	0.54	0.65
QLD	-0.01	0.10	0.16	0.22	0.50	1.00	0.56	0.69	0.92
XLB	-0.06	0.19	0.14	0.52	0.57	0.56	1.00	0.76	0.74
IWM	-0.05	0.11	0.15	0.51	0.54	0.69	0.76	1.00	0.82
SSO	-0.04	0.10	0.17	0.40	0.65	0.92	0.74	0.82	1.00

The correlation results are calculated based on daily price changes starting from May 9, 2019

Diversification Analysis

Find what SleepWelll V5 is missing

See which holdings overlap, where SleepWelll V5 is concentrated, and which low-correlation assets could fill the gaps.

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