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Maximized (PSO Sharpe)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Maximized (PSO Sharpe)

Currency in USD · Last updated Jun 2, 2025

Asset Allocation

ASTS 13.64%LASE 11.06%INSG 10.12%CRBP 8.89%DOGZ 8.71%MDIA 8.4%JANX 7.38%FTEL 6.27%WGS 5.84%LBPH 4.55%RZLT 4.23%SMMT 4.06%TIL 2.83%CADL 2.12%SEZL 1.9%EquityEquity
PositionCategory/SectorTarget Weight
ASTS
AST SpaceMobile, Inc.		Communication Services
13.64%
CADL
Candel Therapeutics, Inc.		Healthcare
2.12%
CRBP
Corbus Pharmaceuticals Holdings, Inc.		Healthcare
8.89%
DOGZ
Dogness (International) Corporation		Consumer Defensive
8.71%
FTEL
Fitell Corporation Ordinary Shares		Consumer Cyclical
6.27%
INSG
Inseego Corp.		Technology
10.12%
JANX
Janux Therapeutics, Inc.		Healthcare
7.38%
LASE
Laser Photonics Corporation		Industrials
11.06%
LBPH
Longboard Pharmaceuticals, Inc.		Healthcare
4.55%
MDIA
MediaCo Holding Inc.		Communication Services
8.40%
RZLT
Rezolute, Inc.		Healthcare
4.23%
SEZL
Sezzle Inc. Common Stock		Financial Services
1.90%
SMMT
Summit Therapeutics Inc.		Healthcare
4.06%
TIL
Instil Bio, Inc.		Healthcare
2.83%
WGS
GeneDx Holdings Corp.		Healthcare
5.84%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Aug 17, 2023, corresponding to the inception date of SEZL

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.92%4.38%-1.84%12.48%13.71%10.99%
Maximized (PSO Sharpe)-21.75%1.17%-31.44%126.08%N/AN/A
Portfolio components:
ASTS
AST SpaceMobile, Inc.		14.45%-8.59%4.01%191.84%19.45%N/A
CADL
Candel Therapeutics, Inc.		-35.60%5.87%22.32%-37.19%N/AN/A
CRBP
Corbus Pharmaceuticals Holdings, Inc.		-37.80%-5.78%-58.86%-82.85%-48.85%-22.52%
DOGZ
Dogness (International) Corporation		-41.75%67.83%-44.20%139.82%-5.94%N/A
FTEL
Fitell Corporation Ordinary Shares		-94.74%-3.36%-98.37%-97.03%N/AN/A
INSG
Inseego Corp.		-28.17%-10.56%-40.03%-23.71%-40.66%-15.58%
JANX
Janux Therapeutics, Inc.		-53.29%-23.94%-37.76%-53.25%N/AN/A
LASE
Laser Photonics Corporation		-59.00%-21.00%-54.68%17.33%N/AN/A
MDIA
MediaCo Holding Inc.		-3.42%13.39%-14.65%2.90%-25.16%N/A
RZLT
Rezolute, Inc.		-13.78%5.62%-17.16%4.84%-1.25%-26.43%
SEZL
Sezzle Inc. Common Stock		163.92%101.90%76.26%742.00%N/AN/A
SMMT
Summit Therapeutics Inc.		-0.67%-36.47%-4.14%104.09%37.47%5.11%
TIL
Instil Bio, Inc.		55.32%104.77%7.51%177.36%N/AN/A
WGS
GeneDx Holdings Corp.		-3.55%10.26%-4.03%278.02%N/AN/A
LBPH
Longboard Pharmaceuticals, Inc.		0.00%0.00%0.00%217.86%N/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of Maximized (PSO Sharpe), with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-4.22%-8.38%-15.10%-0.09%3.81%1.25%-21.75%
202445.72%45.83%11.13%32.66%51.03%41.22%14.35%27.42%53.17%11.31%-2.67%-15.39%1,266.97%
20231.90%-13.65%-22.12%1.60%17.55%-18.17%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Maximized (PSO Sharpe) has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 94, Maximized (PSO Sharpe) is among the top 6% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Maximized (PSO Sharpe) is 9494
Overall Rank
The Sharpe Ratio Rank of Maximized (PSO Sharpe) is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of Maximized (PSO Sharpe) is 9696
Sortino Ratio Rank
The Omega Ratio Rank of Maximized (PSO Sharpe) is 9494
Omega Ratio Rank
The Calmar Ratio Rank of Maximized (PSO Sharpe) is 9696
Calmar Ratio Rank
The Martin Ratio Rank of Maximized (PSO Sharpe) is 8787
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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ASTS
AST SpaceMobile, Inc.		1.682.651.293.105.34
CADL
Candel Therapeutics, Inc.		-0.290.401.05-0.50-0.96
CRBP
Corbus Pharmaceuticals Holdings, Inc.		-0.84-1.390.80-0.90-1.22
DOGZ
Dogness (International) Corporation		0.942.221.322.234.46
FTEL
Fitell Corporation Ordinary Shares		-0.47-0.530.92-0.98-1.40
INSG
Inseego Corp.		-0.260.461.06-0.21-0.36
JANX
Janux Therapeutics, Inc.		-0.66-0.710.92-0.72-1.33
LASE
Laser Photonics Corporation		0.091.751.240.270.37
MDIA
MediaCo Holding Inc.		0.021.051.13-0.02-0.03
RZLT
Rezolute, Inc.		0.060.671.080.040.08
SEZL
Sezzle Inc. Common Stock		5.754.521.5912.0325.82
SMMT
Summit Therapeutics Inc.		0.885.101.709.7515.52
TIL
Instil Bio, Inc.		1.042.891.332.093.00
WGS
GeneDx Holdings Corp.		2.512.911.414.8314.03
LBPH
Longboard Pharmaceuticals, Inc.		2.984.781.977.0233.52

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.

Maximized (PSO Sharpe) Sharpe ratios as of Jun 2, 2025 (values are recalculated daily):

  • 1-Year: 2.04
  • All Time: 3.64

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 0.59 to 1.13, 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 Maximized (PSO Sharpe) compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Maximized (PSO Sharpe) doesn't pay dividends

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 Maximized (PSO Sharpe). 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 Maximized (PSO Sharpe) was 45.79%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Maximized (PSO Sharpe) drawdown is 38.92%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.79%Oct 30, 2024109Apr 8, 2025———
-41.1%Aug 31, 202350Nov 9, 202352Jan 26, 2024102
-20.7%Sep 24, 202410Oct 7, 202414Oct 25, 202424
-19.86%Apr 10, 20249Apr 22, 202418May 16, 202427
-11.64%Mar 14, 20248Mar 25, 20246Apr 3, 202414
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 15 assets, with an effective number of assets of 11.97, 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.
^GSPCMDIADOGZFTELLBPHLASERZLTCADLTILSEZLINSGWGSCRBPJANXSMMTASTSPortfolio
^GSPC1.000.020.060.110.190.220.150.240.260.380.320.270.260.330.300.360.40
MDIA0.021.00-0.01-0.000.060.03-0.100.04-0.020.04-0.020.07-0.02-0.020.060.050.24
DOGZ0.06-0.011.000.070.08-0.070.03-0.010.03-0.020.080.120.020.090.020.030.26
FTEL0.11-0.000.071.000.03-0.000.10-0.010.050.110.040.040.100.010.010.140.31
LBPH0.190.060.080.031.000.070.100.120.060.070.070.090.140.210.160.210.23
LASE0.220.03-0.07-0.000.071.000.020.160.130.170.120.150.060.100.130.090.38
RZLT0.15-0.100.030.100.100.021.000.130.180.150.120.130.210.260.170.080.21
CADL0.240.04-0.01-0.010.120.160.131.000.130.130.140.130.160.150.190.160.28
TIL0.26-0.020.030.050.060.130.180.131.000.190.140.130.240.220.310.180.32
SEZL0.380.04-0.020.110.070.170.150.130.191.000.190.210.170.110.150.260.27
INSG0.32-0.020.080.040.070.120.120.140.140.191.000.180.190.180.180.250.39
WGS0.270.070.120.040.090.150.130.130.130.210.181.000.140.180.210.230.40
CRBP0.26-0.020.020.100.140.060.210.160.240.170.190.141.000.250.270.210.43
JANX0.33-0.020.090.010.210.100.260.150.220.110.180.180.251.000.290.160.34
SMMT0.300.060.020.010.160.130.170.190.310.150.180.210.270.291.000.220.38
ASTS0.360.050.030.140.210.090.080.160.180.260.250.230.210.160.221.000.46
Portfolio0.400.240.260.310.230.380.210.280.320.270.390.400.430.340.380.461.00
The correlation results are calculated based on daily price changes starting from Aug 18, 2023
Go to the full Correlations tool for more customization options