SleepWelll V5

Asset Allocation

Position	Category/Sector	Target Weight
DBMF iM DBi Managed Futures Strategy ETF	Hedge Fund, Actively Managed	15.25%
GLD SPDR Gold Shares	Gold, Precious Metals	17.50%
IWM iShares Russell 2000 ETF	Small Cap Blend Equities	12.50%
QLD ProShares Ultra QQQ	Leveraged Equities, Leveraged	9%
SSO ProShares Ultra S&P500	Leveraged Equities, S&P 500	18%
TLT iShares 20+ Year Treasury Bond ETF	Government Bonds, Long-Term Bond	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

Rebalance

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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The earliest data available for this chart is May 8, 2019, corresponding to the inception date of DBMF

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 SleepWelll V5	-0.12%	-4.27%	3.54%	7.72%	34.49%	20.09%	13.19%	—
Portfolio components:
SSO ProShares Ultra S&P500	0.17%	-8.57%	-8.75%	-6.34%	39.35%	28.66%	15.72%	21.33%
QLD ProShares Ultra QQQ	0.18%	-8.79%	-11.07%	-9.48%	53.35%	36.81%	15.87%	29.84%
TLT iShares 20+ Year Treasury Bond ETF	0.61%	-2.26%	0.69%	-0.72%	-1.22%	-2.76%	-5.75%	-1.34%
GLD SPDR Gold Shares	-1.92%	-8.98%	8.35%	20.07%	49.92%	32.51%	21.53%	13.97%
DBMF iM DBi Managed Futures Strategy ETF	0.33%	-0.59%	8.44%	15.00%	28.28%	10.31%	8.74%	—
IWM iShares Russell 2000 ETF	0.69%	-3.83%	2.27%	2.75%	33.93%	13.42%	3.61%	10.00%
XLB Materials Select Sector SPDR ETF	-0.10%	-2.48%	11.65%	13.28%	23.73%	9.62%	6.98%	10.69%
XLE State Street Energy Select Sector SPDR ETF	0.47%	6.14%	33.39%	35.30%	41.00%	14.70%	23.16%	11.36%
XLV State Street Health Care Select Sector SPDR ETF	-0.62%	-6.14%	-4.77%	2.22%	4.40%	5.64%	6.45%	9.60%

*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 +1.36%. At this rate, your investment would double in approximately 4.3 years.

Historically, 68% of months were positive and 32% 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 55% 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%	0.67%									3.54%
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 5.19%, 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 101.38% of S&P 500 Index gains but only 86.90% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 5.19% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 5.19%

Beta: 0.84

R²: 0.89

Upside Capture: 101.38%

Downside Capture: 86.90%

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

iM 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 73 for risk / return — better than 73% 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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.59	0.88	+0.70
Sortino ratio Return per unit of downside risk	2.21	1.37	+0.85
Omega ratio Gain probability vs. loss probability	1.33	1.21	+0.13
Calmar ratio Return relative to maximum drawdown	2.39	1.39	+1.00
Martin ratio Return relative to average drawdown	10.73	6.43	+4.30
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
SSO ProShares Ultra S&P500	39	0.72	1.22	1.18	1.19	5.03
QLD ProShares Ultra QQQ	45	0.83	1.42	1.20	1.55	4.97
TLT iShares 20+ Year Treasury Bond ETF	9	-0.07	-0.01	1.00	-0.09	-0.19
GLD SPDR Gold Shares	78	1.77	2.19	1.32	2.57	9.28
DBMF iM DBi Managed Futures Strategy ETF	94	2.25	3.05	1.48	4.38	18.76
IWM iShares Russell 2000 ETF	58	1.10	1.64	1.21	1.99	7.27
XLB Materials Select Sector SPDR ETF	41	0.87	1.36	1.17	1.31	4.52
XLE State Street Energy Select Sector SPDR ETF	53	1.19	1.58	1.23	1.60	4.21
XLV State Street Health Care Select Sector SPDR ETF	15	0.20	0.40	1.05	0.39	0.83

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 Apr 4, 2026 (values are recalculated daily):

1-Year: 1.59
5-Year: 0.84
All Time: 0.92

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 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 1.87% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.87%	1.99%	2.02%	1.43%	2.18%	2.31%	0.98%	2.57%	1.01%	0.83%	0.88%	0.99%
Portfolio components:
SSO ProShares Ultra S&P500	0.81%	0.68%	0.85%	0.18%	0.50%	0.18%	0.20%	0.50%	0.75%	0.39%	0.51%	0.63%
QLD ProShares Ultra QQQ	0.19%	0.17%	0.25%	0.33%	0.31%	0.00%	0.00%	0.13%	0.06%	0.02%	0.21%	0.11%
TLT iShares 20+ Year Treasury Bond ETF	4.51%	4.43%	4.30%	3.38%	2.67%	1.50%	1.50%	2.27%	2.63%	2.43%	2.60%	2.61%
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%
DBMF iM DBi Managed Futures Strategy ETF	5.28%	5.91%	5.75%	2.91%	7.72%	10.38%	0.86%	9.35%	0.00%	0.00%	0.00%	0.00%
IWM iShares Russell 2000 ETF	1.01%	1.04%	1.15%	1.35%	1.48%	0.94%	1.04%	1.26%	1.40%	1.26%	1.38%	1.54%
XLB Materials Select Sector SPDR ETF	1.73%	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	2.52%	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	1.71%	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 5.74%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-28.68%	Feb 20, 2020	20	Mar 18, 2020	82	Jul 15, 2020	102
-19.9%	Mar 30, 2022	128	Sep 30, 2022	302	Dec 13, 2023	430
-16.9%	Feb 20, 2025	34	Apr 8, 2025	54	Jun 26, 2025	88
-10.67%	Sep 3, 2020	14	Sep 23, 2020	38	Nov 16, 2020	52
-9.34%	Jul 17, 2024	16	Aug 7, 2024	32	Sep 23, 2024	48

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. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

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	TLT	GLD	DBMF	XLE	XLV	QLD	XLB	IWM	SSO	Portfolio
Benchmark	1.00	-0.06	0.08	0.18	0.42	0.66	0.92	0.74	0.82	1.00	0.93
TLT	-0.06	1.00	0.26	-0.19	-0.22	0.01	-0.02	-0.07	-0.06	-0.06	0.03
GLD	0.08	0.26	1.00	0.15	0.09	0.09	0.08	0.18	0.09	0.08	0.32
DBMF	0.18	-0.19	0.15	1.00	0.19	0.09	0.16	0.15	0.15	0.18	0.30
XLE	0.42	-0.22	0.09	0.19	1.00	0.28	0.24	0.54	0.53	0.42	0.51
XLV	0.66	0.01	0.09	0.09	0.28	1.00	0.52	0.58	0.55	0.66	0.64
QLD	0.92	-0.02	0.08	0.16	0.24	0.52	1.00	0.56	0.69	0.92	0.85
XLB	0.74	-0.07	0.18	0.15	0.54	0.58	0.56	1.00	0.76	0.74	0.79
IWM	0.82	-0.06	0.09	0.15	0.53	0.55	0.69	0.76	1.00	0.82	0.85
SSO	1.00	-0.06	0.08	0.18	0.42	0.66	0.92	0.74	0.82	1.00	0.93
Portfolio	0.93	0.03	0.32	0.30	0.51	0.64	0.85	0.79	0.85	0.93	1.00

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

SleepWelll V5

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