Risk takers

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Risk takers

Currency in USD · Last updated May 15, 2025

Asset Allocation

Position	Category/Sector	Target Weight
ARKK ARK Innovation ETF	Actively Managed, Innovation, Technology Equities	10%
BLOK Amplify Transformational Data Sharing ETF	Technology Equities, Actively Managed, Blockchain	10%
CIBR First Trust NASDAQ Cybersecurity ETF	Technology Equities, Cybersecurity	10%
IDNA iShares Genomics Immunology and Healthcare ETF Genomics Immunology and Healthcare Fund	Health & Biotech Equities	10%
IDRV iShares Self-driving EV & Tech ETF	Large Cap Blend Equities	10%
IRBO iShares Robotics and Artificial Intelligence Multisector ETF	Robotics, Technology Equities	10%
MILN Global X Millennial Consumer ETF	Large Cap Growth Equities	10%
QCLN First Trust NASDAQ Clean Edge Green Energy Index Fund	Alternative Energy Equities	10%
VXUS Vanguard Total International Stock ETF	Foreign Large Cap Equities	10%
XAR SPDR S&P Aerospace & Defense ETF	Industrials Equities, Aerospace & Defense	10%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Jun 13, 2019, corresponding to the inception date of IDNA

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.19%	9.00%	-1.55%	12.31%	15.59%	10.78%
Risk takers	3.95%	13.03%	2.37%	13.77%	11.72%	N/A
Portfolio components:
BLOK Amplify Transformational Data Sharing ETF	8.73%	28.10%	4.66%	56.37%	25.96%	N/A
QCLN First Trust NASDAQ Clean Edge Green Energy Index Fund	-4.06%	20.53%	-2.90%	-7.61%	6.64%	5.88%
ARKK ARK Innovation ETF	1.39%	24.43%	3.08%	27.57%	0.47%	11.75%
MILN Global X Millennial Consumer ETF	3.91%	13.49%	2.78%	22.20%	14.37%	N/A
XAR SPDR S&P Aerospace & Defense ETF	10.84%	12.03%	7.64%	28.76%	20.43%	13.09%
IRBO iShares Robotics and Artificial Intelligence Multisector ETF	0.00%	0.00%	0.00%	-2.46%	6.09%	N/A
IDNA iShares Genomics Immunology and Healthcare ETF Genomics Immunology and Healthcare Fund	-15.47%	-2.10%	-21.45%	-19.41%	-11.01%	N/A
IDRV iShares Self-driving EV & Tech ETF	8.24%	13.81%	7.25%	0.74%	7.89%	N/A
CIBR First Trust NASDAQ Cybersecurity ETF	10.80%	12.03%	9.36%	27.75%	19.15%	N/A
VXUS Vanguard Total International Stock ETF	11.81%	8.24%	10.51%	10.25%	11.64%	5.09%

*Annualized

Monthly Returns

The table below presents the monthly returns of Risk takers, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	4.50%	-4.06%	-6.03%	2.92%	7.21%								3.95%
2024	-6.86%	7.89%	0.98%	-6.73%	4.40%	-0.56%	3.50%	0.65%	2.86%	-1.70%	9.27%	-3.68%	8.94%
2023	15.19%	-2.97%	1.43%	-3.94%	2.81%	7.34%	7.18%	-8.22%	-6.90%	-6.93%	13.58%	11.23%	29.41%
2022	-11.84%	-0.36%	0.76%	-14.97%	-3.32%	-8.70%	11.10%	-3.47%	-11.13%	4.63%	3.60%	-8.71%	-37.35%
2021	5.31%	2.92%	0.11%	1.05%	-2.00%	6.27%	-2.35%	2.87%	-5.64%	8.89%	-3.48%	-4.38%	8.78%
2020	0.70%	-4.48%	-15.76%	15.72%	9.81%	6.22%	7.22%	10.24%	-2.04%	-0.49%	20.14%	9.31%	65.49%
2019						4.12%	1.95%	-3.90%	-0.30%	2.64%	5.66%	2.55%	13.10%

Expense Ratio

Risk takers 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.

ARKK

ARK Innovation ETF

BLOK

Amplify Transformational Data Sharing ETF

QCLN

First Trust NASDAQ Clean Edge Green Energy Index Fund

CIBR

First Trust NASDAQ Cybersecurity ETF

MILN

Global X Millennial Consumer ETF

IRBO

iShares Robotics and Artificial Intelligence Multisector ETF

IDNA

iShares Genomics Immunology and Healthcare ETF Genomics Immunology and Healthcare Fund

IDRV

iShares Self-driving EV & Tech ETF

XAR

SPDR S&P Aerospace & Defense ETF

VXUS

Vanguard Total International Stock ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Risk takers is 31, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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 ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
BLOK Amplify Transformational Data Sharing ETF	1.26	1.89	1.23	1.39	4.62
QCLN First Trust NASDAQ Clean Edge Green Energy Index Fund	-0.21	0.13	1.01	-0.05	-0.21
ARKK ARK Innovation ETF	0.62	1.31	1.16	0.46	2.49
MILN Global X Millennial Consumer ETF	1.00	1.49	1.22	0.97	3.39
XAR SPDR S&P Aerospace & Defense ETF	1.18	1.79	1.24	1.52	5.61
IRBO iShares Robotics and Artificial Intelligence Multisector ETF	-0.18	0.04	1.01	-0.01	-0.10
IDNA iShares Genomics Immunology and Healthcare ETF Genomics Immunology and Healthcare Fund	-0.79	-0.83	0.90	-0.25	-1.56
IDRV iShares Self-driving EV & Tech ETF	0.03	0.44	1.05	0.08	0.55
CIBR First Trust NASDAQ Cybersecurity ETF	1.14	1.74	1.23	1.46	5.11
VXUS Vanguard Total International Stock ETF	0.61	1.04	1.14	0.82	2.59

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.

Risk takers Sharpe ratios as of May 15, 2025 (values are recalculated daily):

1-Year: 0.59
5-Year: 0.46
All Time: 0.41

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 0.54 to 1.03, 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 Risk takers compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Risk takers provided a 1.45% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.45%	1.54%	1.03%	0.74%	2.28%	0.90%	1.05%	1.08%	0.62%	0.64%	0.87%	0.53%
Portfolio components:
BLOK Amplify Transformational Data Sharing ETF	5.52%	6.00%	1.15%	0.00%	14.31%	1.88%	2.06%	1.30%	0.00%	0.00%	0.00%	0.00%
QCLN First Trust NASDAQ Clean Edge Green Energy Index Fund	0.97%	0.87%	0.76%	0.33%	0.01%	0.30%	0.85%	1.03%	0.45%	1.24%	0.72%	0.79%
ARKK ARK Innovation ETF	0.00%	0.00%	0.00%	0.00%	0.83%	1.31%	0.38%	3.14%	1.32%	0.00%	2.27%	0.00%
MILN Global X Millennial Consumer ETF	0.22%	0.22%	0.33%	0.24%	0.15%	0.21%	0.43%	0.43%	0.89%	0.32%	0.00%	0.00%
XAR SPDR S&P Aerospace & Defense ETF	0.62%	0.66%	0.54%	0.50%	0.83%	0.63%	0.74%	1.19%	0.76%	1.09%	2.31%	1.07%
IRBO iShares Robotics and Artificial Intelligence Multisector ETF	0.35%	0.35%	0.62%	0.13%	1.14%	0.53%	0.69%	0.34%	0.00%	0.00%	0.00%	0.00%
IDNA iShares Genomics Immunology and Healthcare ETF Genomics Immunology and Healthcare Fund	1.16%	0.98%	1.04%	0.54%	0.70%	0.26%	0.80%	0.00%	0.00%	0.00%	0.00%	0.00%
IDRV iShares Self-driving EV & Tech ETF	2.48%	2.68%	2.17%	2.29%	1.12%	0.69%	1.29%	0.00%	0.00%	0.00%	0.00%	0.00%
CIBR First Trust NASDAQ Cybersecurity ETF	0.23%	0.29%	0.42%	0.31%	0.59%	1.10%	0.23%	0.23%	0.10%	0.77%	0.58%	0.00%
VXUS Vanguard Total International Stock ETF	2.97%	3.37%	3.25%	3.09%	3.10%	2.14%	3.06%	3.17%	2.73%	2.93%	2.83%	3.40%

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 Risk takers. 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 Risk takers was 46.25%, occurring on Dec 28, 2022. The portfolio has not yet recovered.

The current Risk takers drawdown is 18.95%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-46.25%	Nov 9, 2021	286	Dec 28, 2022	—	—	—
-35.96%	Feb 20, 2020	20	Mar 18, 2020	56	Jun 8, 2020	76
-16.38%	Feb 17, 2021	61	May 13, 2021	119	Nov 1, 2021	180
-8.5%	Sep 3, 2020	3	Sep 8, 2020	21	Oct 7, 2020	24
-8.5%	Jul 25, 2019	49	Oct 2, 2019	32	Nov 15, 2019	81

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 10 assets, with an effective number of assets of 10.00, 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.

	^GSPC	XAR	IDNA	BLOK	CIBR	VXUS	QCLN	IDRV	ARKK	IRBO	MILN	Portfolio
^GSPC	1.00	0.70	0.58	0.68	0.76	0.80	0.69	0.77	0.70	0.78	0.87	0.84
XAR	0.70	1.00	0.48	0.54	0.57	0.64	0.60	0.62	0.56	0.58	0.65	0.71
IDNA	0.58	0.48	1.00	0.58	0.60	0.56	0.63	0.59	0.77	0.63	0.63	0.77
BLOK	0.68	0.54	0.58	1.00	0.64	0.64	0.67	0.69	0.76	0.70	0.72	0.85
CIBR	0.76	0.57	0.60	0.64	1.00	0.61	0.65	0.64	0.77	0.74	0.78	0.82
VXUS	0.80	0.64	0.56	0.64	0.61	1.00	0.67	0.83	0.61	0.77	0.74	0.80
QCLN	0.69	0.60	0.63	0.67	0.65	0.67	1.00	0.82	0.78	0.76	0.73	0.87
IDRV	0.77	0.62	0.59	0.69	0.64	0.83	0.82	1.00	0.72	0.79	0.76	0.86
ARKK	0.70	0.56	0.77	0.76	0.77	0.61	0.78	0.72	1.00	0.78	0.82	0.92
IRBO	0.78	0.58	0.63	0.70	0.74	0.77	0.76	0.79	0.78	1.00	0.82	0.88
MILN	0.87	0.65	0.63	0.72	0.78	0.74	0.73	0.76	0.82	0.82	1.00	0.89
Portfolio	0.84	0.71	0.77	0.85	0.82	0.80	0.87	0.86	0.92	0.88	0.89	1.00

The correlation results are calculated based on daily price changes starting from Jun 14, 2019

Performance Analysis

Risk Analysis

Optimization

Factor Model

Risk takers

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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