Kristen’s ETFs

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Kristen’s ETFs

Currency in USD · Last updated May 15, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AIRR First Trust RBA American Industrial Renaissance ETF	Building & Construction	15%
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF	Financials Equities	13%
IAK iShares U.S. Insurance ETF	Financials Equities	14%
KCE SPDR S&P Capital Markets ETF	Financials Equities	15%
MAGS Roundhill Magnificent Seven ETF	Technology Equities	13%
PPA Invesco Aerospace & Defense ETF	Industrials Equities, Aerospace & Defense	10%
SPMO Invesco S&P 500® Momentum ETF	Large Cap Growth Equities	10%
XMMO Invesco S&P MidCap Momentum ETF	Mid Cap Growth Equities	10%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Apr 11, 2023, corresponding to the inception date of MAGS

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.60%	9.64%	-0.54%	11.47%	15.67%	10.79%
Kristen’s ETFs	4.51%	13.40%	2.29%	22.37%	N/A	N/A
Portfolio components:
KCE SPDR S&P Capital Markets ETF	0.66%	16.38%	-2.54%	23.99%	24.93%	13.04%
AIRR First Trust RBA American Industrial Renaissance ETF	0.13%	14.03%	-6.40%	9.08%	31.59%	15.71%
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF	7.88%	15.78%	5.50%	31.85%	24.66%	15.39%
IAK iShares U.S. Insurance ETF	7.84%	3.89%	3.80%	19.82%	25.64%	12.59%
PPA Invesco Aerospace & Defense ETF	13.90%	12.17%	10.47%	25.28%	22.33%	14.64%
MAGS Roundhill Magnificent Seven ETF	-4.17%	17.06%	2.14%	28.73%	N/A	N/A
SPMO Invesco S&P 500® Momentum ETF	10.31%	15.55%	10.03%	29.33%	22.45%	N/A
XMMO Invesco S&P MidCap Momentum ETF	1.20%	12.50%	-2.83%	6.64%	19.11%	15.09%

*Annualized

Monthly Returns

The table below presents the monthly returns of Kristen’s ETFs, 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	4.66%	-3.57%	-5.64%	0.46%	9.24%								4.51%
2024	0.96%	9.02%	4.99%	-3.99%	6.76%	0.35%	5.56%	1.59%	2.35%	0.85%	11.10%	-5.15%	38.64%
2023				1.11%	-1.30%	7.85%	4.09%	-0.68%	-3.08%	-2.99%	9.39%	7.81%	23.38%

Expense Ratio

Kristen’s ETFs has an expense ratio of 0.42%, 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.

AIRR

First Trust RBA American Industrial Renaissance ETF

PPA

Invesco Aerospace & Defense ETF

IAK

iShares U.S. Insurance ETF

IAI

iShares U.S. Broker-Dealers & Securities Exchanges ETF

KCE

SPDR S&P Capital Markets ETF

XMMO

Invesco S&P MidCap Momentum ETF

MAGS

Roundhill Magnificent Seven ETF

SPMO

Invesco S&P 500® Momentum ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Kristen’s ETFs is 75, 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
KCE SPDR S&P Capital Markets ETF	0.91	1.50	1.21	1.02	3.42
AIRR First Trust RBA American Industrial Renaissance ETF	0.31	0.75	1.09	0.39	1.05
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF	1.30	2.00	1.29	1.51	5.50
IAK iShares U.S. Insurance ETF	1.00	1.39	1.20	1.67	4.48
PPA Invesco Aerospace & Defense ETF	1.22	1.81	1.26	1.72	6.07
MAGS Roundhill Magnificent Seven ETF	0.85	1.47	1.19	1.06	2.91
SPMO Invesco S&P 500® Momentum ETF	1.18	1.86	1.27	1.62	5.84
XMMO Invesco S&P MidCap Momentum ETF	0.27	0.69	1.09	0.37	1.09

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.

Kristen’s ETFs Sharpe ratios as of May 15, 2025 (values are recalculated daily):

1-Year: 0.99
All Time: 1.74

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 0.55 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 Kristen’s ETFs 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

Kristen’s ETFs provided a 0.90% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.90%	0.86%	1.11%	1.29%	0.88%	1.11%	1.13%	1.21%	0.91%	1.17%	1.07%	0.85%
Portfolio components:
KCE SPDR S&P Capital Markets ETF	1.58%	1.56%	1.82%	2.42%	1.53%	2.20%	2.32%	2.67%	1.95%	2.30%	2.43%	1.59%
AIRR First Trust RBA American Industrial Renaissance ETF	0.27%	0.18%	0.23%	0.12%	0.05%	0.10%	0.20%	0.43%	0.30%	0.08%	0.47%	0.38%
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF	1.05%	1.05%	1.80%	2.14%	1.31%	1.55%	1.52%	1.58%	1.37%	1.48%	1.31%	1.13%
IAK iShares U.S. Insurance ETF	1.66%	1.49%	1.44%	1.69%	2.26%	2.07%	1.84%	2.33%	1.62%	1.68%	1.62%	1.57%
PPA Invesco Aerospace & Defense ETF	0.48%	0.61%	0.67%	0.83%	0.59%	0.88%	0.95%	0.90%	0.67%	1.70%	1.41%	0.62%
MAGS Roundhill Magnificent Seven ETF	0.84%	0.81%	0.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SPMO Invesco S&P 500® Momentum ETF	0.49%	0.48%	1.63%	1.66%	0.52%	1.27%	1.39%	1.05%	0.77%	1.94%	0.36%	0.00%
XMMO Invesco S&P MidCap Momentum ETF	0.49%	0.34%	0.80%	1.43%	0.41%	0.61%	0.60%	0.19%	0.21%	0.22%	0.64%	1.24%

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 Kristen’s ETFs. 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 Kristen’s ETFs was 20.03%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Kristen’s ETFs drawdown is 1.58%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-20.03%	Jan 24, 2025	52	Apr 8, 2025	—	—	—
-8.62%	Sep 15, 2023	31	Oct 27, 2023	12	Nov 14, 2023	43
-8.09%	Jul 17, 2024	14	Aug 5, 2024	14	Aug 23, 2024	28
-6.66%	Dec 5, 2024	24	Jan 10, 2025	8	Jan 23, 2025	32
-5.59%	Apr 1, 2024	15	Apr 19, 2024	11	May 6, 2024	26

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 8 assets, with an effective number of assets of 7.79, 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.

	^GSPC	IAK	MAGS	PPA	SPMO	IAI	AIRR	KCE	XMMO	Portfolio
^GSPC	1.00	0.36	0.80	0.67	0.85	0.71	0.71	0.74	0.79	0.88
IAK	0.36	1.00	0.06	0.54	0.32	0.53	0.44	0.52	0.48	0.56
MAGS	0.80	0.06	1.00	0.37	0.71	0.44	0.43	0.47	0.53	0.63
PPA	0.67	0.54	0.37	1.00	0.63	0.66	0.77	0.70	0.76	0.81
SPMO	0.85	0.32	0.71	0.63	1.00	0.62	0.66	0.63	0.75	0.81
IAI	0.71	0.53	0.44	0.66	0.62	1.00	0.73	0.92	0.76	0.87
AIRR	0.71	0.44	0.43	0.77	0.66	0.73	1.00	0.81	0.86	0.89
KCE	0.74	0.52	0.47	0.70	0.63	0.92	0.81	1.00	0.83	0.91
XMMO	0.79	0.48	0.53	0.76	0.75	0.76	0.86	0.83	1.00	0.93
Portfolio	0.88	0.56	0.63	0.81	0.81	0.87	0.89	0.91	0.93	1.00

The correlation results are calculated based on daily price changes starting from Apr 12, 2023

Performance Analysis

Risk Analysis

Optimization

Factor Model

Kristen’s ETFs

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

Portfolios

Screeners

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