2025 01 05

Asset Allocation

Position	Category/Sector	Target Weight
MRK Merck & Co., Inc.	Healthcare	9.55%
MU Micron Technology, Inc.	Technology	8.10%
NUTX Nutex Health Inc	Healthcare	6%
PEGA Pegasystems Inc.	Technology	6%
NBIS Nebius Group N.V.	Communication Services	5%
DB Deutsche Bank Aktiengesellschaft	Financial Services	5%
URA Global X Uranium ETF	Uranium	5%
PGY Pagaya Technologies Ltd.	Technology	5%
BTG B2Gold Corp.	Basic Materials	4.95%
IAU iShares Gold Trust	Gold, Precious Metals	4.94%
TSM Taiwan Semiconductor Manufacturing Company Limited	Technology	4.93%
ALL The Allstate Corporation	Financial Services	4.55%
AVGO Broadcom Inc.	Technology	4.55%
PROSY Prosus N.V.	Communication Services	3.97%
ELVA Electrovaya Inc. Common Shares	Industrials	3.64%
UBER Uber Technologies, Inc.	Technology	3.60%
RKLB Rocket Lab USA, Inc.	Industrials	3.27%
COPX Global X Copper Miners ETF	Copper	3.20%
INCY Incyte Corporation	Healthcare	3%
EOSE Eos Energy Enterprises Inc	Industrials	2.47%
IREN IREN Limited	Financial Services	1.93%
SFM Sprouts Farmers Market, Inc.	Consumer Defensive	0.70%
LLY Eli Lilly and Company	Healthcare	0.65%

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 2025 01 05, 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	0.50%	0.31%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio 2025 01 05	-0.43%	5.15%	26.26%	29.06%	104.59%	—	—	—
Portfolio components:
ALL The Allstate Corporation	0.94%	2.50%	7.58%	8.08%	13.66%	27.76%	13.66%	15.27%
AVGO Broadcom Inc.	-0.91%	-10.14%	10.62%	6.58%	54.87%	67.17%	55.09%	40.96%
BTG B2Gold Corp.	2.93%	-13.65%	-5.82%	-7.67%	13.69%	8.86%	1.08%	9.37%
COPX Global X Copper Miners ETF	3.38%	-3.82%	19.75%	29.13%	106.27%	33.96%	19.28%	21.86%
DB Deutsche Bank Aktiengesellschaft	3.42%	11.73%	-10.46%	-7.47%	25.36%	50.89%	22.12%	11.76%
ELVA Electrovaya Inc. Common Shares	-3.16%	-14.87%	20.25%	43.50%	181.07%	37.56%	9.63%	2.89%
EOSE Eos Energy Enterprises Inc	-2.26%	-22.95%	-47.12%	-59.16%	50.37%	23.72%	-21.15%	—
IAU iShares Gold Trust	0.08%	-9.54%	-2.44%	-2.22%	22.32%	29.07%	17.23%	12.31%
INCY Incyte Corporation	0.65%	13.87%	9.88%	13.75%	60.19%	20.55%	5.62%	3.13%
IREN IREN Limited	5.40%	12.90%	58.25%	48.94%	508.04%	155.58%	—	—

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 18, 2024, 2025 01 05's average daily return is +0.29%, while the average monthly return is +5.78%. At this rate, an investment would double in approximately 1.0 years.

Historically, 62% of months were positive and 38% were negative. The best month was May 2026 with a return of +21.4%, while the worst month was Mar 2026 at -8.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, 2025 01 05 closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +11.8%, while the worst single day was Jun 5, 2026 at -7.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	7.88%	-3.93%	-8.66%	14.21%	21.41%	-3.82%							26.26%
2025	8.62%	-1.05%	-6.22%	13.43%	18.69%	11.38%	3.54%	10.01%	15.85%	9.19%	-3.01%	7.01%	126.00%
2024										-2.11%	11.68%	-2.78%	6.29%

Benchmark Metrics

2025 01 05 has an annualized alpha of 63.14%, beta of 1.49, and R2 of 0.61 versus S&P 500 Index. Calculated based on daily prices since October 18, 2024.

This portfolio captured 411.40% of S&P 500 Index gains but only 50.84% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 63.14% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 63.14%

Beta: 1.49

R²: 0.61

Upside Capture: 411.40%

Downside Capture: 50.84%

See how alpha, beta & R² have trended over time →

Expense Ratio

2025 01 05 has an expense ratio of 0.07%, 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.

URA

Global X Uranium ETF

COPX

Global X Copper Miners ETF

IAU

iShares Gold Trust

Return for Risk

Risk / Return Rank

2025 01 05 ranks 88 for risk / return — in the top 88% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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 2025 01 05 and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	3.31	1.86	+1.45
Sortino ratioReturn per unit of downside risk	3.77	2.53	+1.24
Omega ratioGain probability vs. loss probability	1.49	1.34	+0.16
Calmar ratioReturn relative to maximum drawdown	4.69	2.53	+2.15
Martin ratioReturn relative to average drawdown	16.24	11.37	+4.87

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
ALL The Allstate Corporation	60	0.55	0.90	1.11	1.13	2.90
AVGO Broadcom Inc.	73	1.11	1.69	1.22	1.77	4.11
BTG B2Gold Corp.	51	0.28	0.75	1.10	0.42	0.83
COPX Global X Copper Miners ETF	73	2.39	2.70	1.36	3.75	11.60
DB Deutsche Bank Aktiengesellschaft	60	0.67	1.14	1.14	0.76	1.77
ELVA Electrovaya Inc. Common Shares	87	2.00	2.64	1.32	3.80	9.01
EOSE Eos Energy Enterprises Inc	59	0.40	1.42	1.17	0.60	1.16
IAU iShares Gold Trust	26	0.89	1.25	1.19	0.99	2.83
INCY Incyte Corporation	84	1.72	2.50	1.31	3.11	6.94
IREN IREN Limited	95	4.76	3.66	1.42	8.39	15.97

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. Learn how to interpret the Sharpe ratio.

The current 2025 01 05 Sharpe ratio is 3.31 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 2025 01 05 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

2025 01 05 provided a 1.02% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.02%	1.01%	1.22%	1.36%	1.18%	1.21%	0.84%	0.89%	0.88%	0.82%	1.00%	0.93%
Portfolio components:
ALL The Allstate Corporation	1.88%	1.92%	1.91%	2.54%	2.51%	2.75%	1.96%	1.78%	2.23%	1.41%	1.78%	1.93%
AVGO Broadcom Inc.	0.65%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
BTG B2Gold Corp.	1.90%	1.77%	6.56%	5.06%	4.48%	4.07%	1.96%	0.25%	0.00%	0.00%	0.00%	0.00%
COPX Global X Copper Miners ETF	2.24%	2.68%	1.80%	2.39%	3.14%	1.48%	1.30%	1.37%	2.59%	1.57%	0.60%	1.20%
DB Deutsche Bank Aktiengesellschaft	3.50%	1.99%	2.87%	2.40%	1.84%	0.00%	0.00%	1.58%	1.58%	1.00%	0.00%	3.11%
ELVA Electrovaya Inc. Common 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%
EOSE Eos Energy Enterprises 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%
IAU iShares Gold Trust	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
INCY Incyte Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IREN IREN Limited	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the 2025 01 05. 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 2025 01 05 was 21.92%, occurring on Apr 8, 2025. Recovery took 22 trading sessions.

The current 2025 01 05 drawdown is 7.13%.

Related event	Drawdown	Fall	Recovery	Underwater
2025 selloff2025	-21.92%Apr 2025	1mo 18d	1mo 1d	2mo 19dFeb 2025 - May 2025
2026 bear market2026	-21.58%Mar 2026	2mo	1mo 7d	3mo 7dJan 2026 - May 2026
2026 correction2026	-11.79%Jun 2026	7d	—	12d 6hJun 2026 - now
2025 correction2025	-10.34%Nov 2025	21d	18d	1mo 9dOct 2025 - Dec 2025
2024 pullback2024	-9.06%Dec 2024	10d	28d	1mo 8dDec 2024 - Jan 2025

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 23 assets, with an effective number of assets of 19.01, 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	All Time
Diversification Ratio	1.95	1.92

The portfolio has a diversification ratio of 1.92, placing it in the top 5% across portfolios — assets in this portfolio move largely independently, providing strong diversification benefit.

2025 01 05 correlation to the S&P 500 Index

2025 01 05 has a 0.76 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	0.76
Correlation (All Time) Calculated using the full available price history since Oct 18, 2024	0.74

Benchmark Correlations

Correlation vs. S&P 500 Index. AVGO has the highest benchmark correlation at 0.62, while MRK has the lowest at 0.11.

0.11

0.13

0.13

0.14

0.20

0.29

0.31

0.34

0.35

0.38

0.42

0.43

0.43

0.46

0.46

0.49

0.52

COPX

0.52

URA

0.54

0.55

PGY

0.57

TSM

0.61

AVGO

0.62

Portfolio Correlations

Correlation vs. 2025 01 05. URA has the highest portfolio correlation at 0.68, while ALL has the lowest at -0.01.

-0.01

0.05

0.05

0.23

0.25

0.28

0.33

0.41

0.42

0.47

0.48

0.49

0.58

0.59

0.61

0.61

0.62

0.63

0.63

0.63

0.66

URA

0.68

Asset Correlations Table

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

	SFM	MRK	ALL	IAU	LLY	INCY	NUTX	BTG	ELVA	UBER	PEGA	DB	PROSY	NBIS	EOSE	IREN	PGY	MU	RKLB	AVGO	TSM	COPX	URA
SFM	1.00	-0.07	0.15	-0.02	0.13	0.07	0.12	0.01	-0.10	0.09	0.17	0.03	-0.05	0.00	-0.01	0.06	0.14	-0.04	0.17	0.04	0.01	-0.03	-0.02
MRK	-0.07	1.00	0.22	0.03	0.40	0.33	-0.04	0.04	0.07	-0.01	-0.09	0.04	0.04	-0.07	-0.01	-0.05	-0.02	-0.00	-0.01	-0.12	0.04	0.13	-0.03
ALL	0.15	0.22	1.00	-0.04	0.16	0.14	0.09	-0.01	-0.07	0.02	0.11	0.05	-0.02	-0.13	-0.05	-0.10	0.02	-0.12	-0.07	-0.11	-0.14	-0.02	-0.08
IAU	-0.02	0.03	-0.04	1.00	0.10	0.02	0.07	0.69	0.16	0.03	-0.01	0.13	0.22	0.06	0.22	0.15	0.03	0.13	0.11	0.10	0.10	0.50	0.33
LLY	0.13	0.40	0.16	0.10	1.00	0.36	0.12	0.08	-0.00	0.18	0.11	0.18	0.19	0.10	0.09	0.07	0.17	0.15	0.08	0.10	0.16	0.16	0.07
INCY	0.07	0.33	0.14	0.02	0.36	1.00	0.09	0.03	0.12	0.17	0.15	0.20	0.17	0.17	0.12	0.15	0.16	0.21	0.16	0.13	0.15	0.15	0.13
NUTX	0.12	-0.04	0.09	0.07	0.12	0.09	1.00	0.11	0.13	0.23	0.22	0.19	0.17	0.17	0.18	0.15	0.31	0.22	0.19	0.20	0.21	0.17	0.20
BTG	0.01	0.04	-0.01	0.69	0.08	0.03	0.11	1.00	0.20	0.05	0.08	0.22	0.26	0.10	0.23	0.17	0.13	0.17	0.13	0.16	0.17	0.54	0.39
ELVA	-0.10	0.07	-0.07	0.16	-0.00	0.12	0.13	0.20	1.00	0.16	0.10	0.26	0.26	0.24	0.32	0.24	0.20	0.28	0.30	0.23	0.28	0.34	0.41
UBER	0.09	-0.01	0.02	0.03	0.18	0.17	0.23	0.05	0.16	1.00	0.30	0.23	0.23	0.33	0.29	0.26	0.34	0.28	0.30	0.21	0.30	0.22	0.28
PEGA	0.17	-0.09	0.11	-0.01	0.11	0.15	0.22	0.08	0.10	0.30	1.00	0.24	0.19	0.24	0.27	0.24	0.47	0.16	0.35	0.32	0.25	0.11	0.28
DB	0.03	0.04	0.05	0.13	0.18	0.20	0.19	0.22	0.26	0.23	0.24	1.00	0.47	0.23	0.20	0.24	0.29	0.31	0.31	0.36	0.39	0.46	0.38
PROSY	-0.05	0.04	-0.02	0.22	0.19	0.17	0.17	0.26	0.26	0.23	0.19	0.47	1.00	0.24	0.30	0.25	0.32	0.34	0.28	0.30	0.33	0.50	0.38
NBIS	0.00	-0.07	-0.13	0.06	0.10	0.17	0.17	0.10	0.24	0.33	0.24	0.23	0.24	1.00	0.40	0.52	0.34	0.41	0.39	0.41	0.44	0.32	0.45
EOSE	-0.01	-0.01	-0.05	0.22	0.09	0.12	0.18	0.23	0.32	0.29	0.27	0.20	0.30	0.40	1.00	0.41	0.38	0.31	0.42	0.34	0.37	0.37	0.50
IREN	0.06	-0.05	-0.10	0.15	0.07	0.15	0.15	0.17	0.24	0.26	0.24	0.24	0.25	0.52	0.41	1.00	0.43	0.35	0.46	0.36	0.38	0.38	0.48
PGY	0.14	-0.02	0.02	0.03	0.17	0.16	0.31	0.13	0.20	0.34	0.47	0.29	0.32	0.34	0.38	0.43	1.00	0.33	0.45	0.36	0.34	0.28	0.42
MU	-0.04	-0.00	-0.12	0.13	0.15	0.21	0.22	0.17	0.28	0.28	0.16	0.31	0.34	0.41	0.31	0.35	0.33	1.00	0.34	0.52	0.58	0.41	0.37
RKLB	0.17	-0.01	-0.07	0.11	0.08	0.16	0.19	0.13	0.30	0.30	0.35	0.31	0.28	0.39	0.42	0.46	0.45	0.34	1.00	0.40	0.38	0.32	0.54
AVGO	0.04	-0.12	-0.11	0.10	0.10	0.13	0.20	0.16	0.23	0.21	0.32	0.36	0.30	0.41	0.34	0.36	0.36	0.52	0.40	1.00	0.61	0.37	0.44
TSM	0.01	0.04	-0.14	0.10	0.16	0.15	0.21	0.17	0.28	0.30	0.25	0.39	0.33	0.44	0.37	0.38	0.34	0.58	0.38	0.61	1.00	0.43	0.48
COPX	-0.03	0.13	-0.02	0.50	0.16	0.15	0.17	0.54	0.34	0.22	0.11	0.46	0.50	0.32	0.37	0.38	0.28	0.41	0.32	0.37	0.43	1.00	0.56
URA	-0.02	-0.03	-0.08	0.33	0.07	0.13	0.20	0.39	0.41	0.28	0.28	0.38	0.38	0.45	0.50	0.48	0.42	0.37	0.54	0.44	0.48	0.56	1.00

The correlation results are calculated based on daily price changes starting from Oct 18, 2024

Diversification Analysis

Find what 2025 01 05 is missing

See which holdings overlap, where 2025 01 05 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification