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Sam and Dad - chat 07182025
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Sam and Dad - chat 07182025, 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 Sep 5, 2018, corresponding to the inception date of QTUM

Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
Sam and Dad - chat 07182025
0.03%-3.46%0.10%1.06%47.97%32.71%18.73%
SMH
VanEck Semiconductor ETF
0.09%0.32%8.94%16.35%83.82%44.85%26.17%31.69%
NLR
VanEck Vectors Uranium+Nuclear Energy ETF
-0.51%-6.96%7.62%-3.45%83.53%37.36%23.42%13.89%
QTUM
Defiance Quantum ETF
0.61%-1.94%0.48%1.40%47.52%34.57%18.98%
FBMPX
Fidelity Select Communication Services Portfolio
1.71%-4.94%-5.96%-2.80%34.30%31.41%11.98%15.51%
FGRTX
Fidelity Mega Cap Stock Fund
0.65%-2.93%-1.47%3.02%26.73%22.73%15.07%15.42%
FSPGX
Fidelity Large Cap Growth Index Fund
0.86%-4.03%-8.99%-8.58%17.77%21.51%12.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 6, 2018, Sam and Dad - chat 07182025's average daily return is +0.08%, while the average monthly return is +1.68%. At this rate, your investment would double in approximately 3.5 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +14.1%, while the worst month was Mar 2020 at -12.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Sam and Dad - chat 07182025 closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +11.6%, while the worst single day was Mar 16, 2020 at -12.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.26%-1.18%-6.87%1.40%0.10%
20254.53%-4.92%-7.39%1.78%12.98%10.56%3.04%2.04%8.69%6.95%-4.50%0.93%37.86%
20243.34%6.08%3.74%-3.12%8.25%2.55%-1.95%-0.09%3.64%1.46%5.47%0.63%33.72%
202311.11%-1.60%5.67%-0.58%4.91%6.26%4.69%-1.22%-2.17%-2.89%10.32%5.57%46.51%
2022-6.42%-2.05%1.91%-10.53%1.95%-10.60%9.63%-4.23%-10.99%4.82%9.59%-6.50%-23.53%
20211.26%4.05%3.41%3.85%1.05%2.39%0.56%3.15%-3.90%5.36%0.33%2.87%26.91%

Benchmark Metrics

Sam and Dad - chat 07182025 has an annualized alpha of 7.31%, beta of 1.09, and R² of 0.89 versus S&P 500 Index. Calculated based on daily prices since September 06, 2018.

  • This portfolio captured 127.97% of S&P 500 Index gains but only 95.04% of its losses — a favorable profile for investors.
  • This portfolio generated an annualized alpha of 7.31% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • With beta of 1.09 and R² of 0.89, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
7.31%
Beta
1.09
0.89
Upside Capture
127.97%
Downside Capture
95.04%

Expense Ratio

Sam and Dad - chat 07182025 has an expense ratio of 0.46%, 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.


Return for Risk

Risk / Return Rank

Sam and Dad - chat 07182025 ranks 82 for risk / return — in the top 82% 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.


Sam and Dad - chat 07182025 Risk / Return Rank: 8282
Overall Rank
Sam and Dad - chat 07182025 Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
Sam and Dad - chat 07182025 Sortino Ratio Rank: 8585
Sortino Ratio Rank
Sam and Dad - chat 07182025 Omega Ratio Rank: 8282
Omega Ratio Rank
Sam and Dad - chat 07182025 Calmar Ratio Rank: 8484
Calmar Ratio Rank
Sam and Dad - chat 07182025 Martin Ratio Rank: 7575
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


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.87

0.88

+0.99

Sortino ratio

Return per unit of downside risk

2.55

1.37

+1.18

Omega ratio

Gain probability vs. loss probability

1.36

1.21

+0.15

Calmar ratio

Return relative to maximum drawdown

3.29

1.39

+1.90

Martin ratio

Return relative to average drawdown

11.09

6.43

+4.66


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SMH
VanEck Semiconductor ETF
942.282.891.415.3418.94
NLR
VanEck Vectors Uranium+Nuclear Energy ETF
821.992.571.323.307.88
QTUM
Defiance Quantum ETF
821.612.241.303.1811.03
FBMPX
Fidelity Select Communication Services Portfolio
731.472.121.292.127.90
FGRTX
Fidelity Mega Cap Stock Fund
801.482.111.342.2810.48
FSPGX
Fidelity Large Cap Growth Index Fund
330.841.361.191.224.16

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.

Sam and Dad - chat 07182025 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

  • 1-Year: 1.87
  • 5-Year: 0.86
  • All Time: 0.88

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 0.98 to 1.66, 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 Sam and Dad - chat 07182025 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

Sam and Dad - chat 07182025 provided a 2.77% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio2.77%2.70%1.98%1.46%1.65%2.65%2.80%8.96%7.39%4.60%2.32%2.81%
SMH
VanEck Semiconductor ETF
0.28%0.31%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%
NLR
VanEck Vectors Uranium+Nuclear Energy ETF
2.37%2.55%0.76%4.54%2.02%1.99%2.23%2.21%3.91%4.86%3.62%3.30%
QTUM
Defiance Quantum ETF
1.07%1.01%0.61%0.81%1.46%0.48%0.42%0.61%0.21%0.00%0.00%0.00%
FBMPX
Fidelity Select Communication Services Portfolio
8.60%8.09%7.05%0.00%0.00%5.88%3.74%35.43%15.29%5.53%7.50%7.29%
FGRTX
Fidelity Mega Cap Stock Fund
3.95%3.89%2.68%2.06%4.38%4.79%7.96%12.98%21.72%15.57%1.97%4.16%
FSPGX
Fidelity Large Cap Growth Index Fund
0.38%0.34%0.37%0.73%0.86%2.22%1.76%1.04%1.32%0.22%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 Sam and Dad - chat 07182025. 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 Sam and Dad - chat 07182025 was 32.46%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.

The current Sam and Dad - chat 07182025 drawdown is 9.77%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.46%Feb 20, 202023Mar 23, 202082Jul 20, 2020105
-31.12%Dec 28, 2021202Oct 14, 2022188Jul 18, 2023390
-24.89%Jan 24, 202552Apr 8, 202539Jun 4, 202591
-18.14%Sep 21, 201865Dec 24, 201857Mar 19, 2019122
-14.87%Jan 29, 202642Mar 30, 2026

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 6 assets, with an effective number of assets of 6.00, 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.

BenchmarkNLRFBMPXSMHQTUMFGRTXFSPGXPortfolio
Benchmark1.000.590.830.790.830.930.940.93
NLR0.591.000.490.450.540.600.520.68
FBMPX0.830.491.000.690.730.760.860.85
SMH0.790.450.691.000.890.740.830.90
QTUM0.830.540.730.891.000.790.830.93
FGRTX0.930.600.760.740.791.000.830.88
FSPGX0.940.520.860.830.830.831.000.92
Portfolio0.930.680.850.900.930.880.921.00
The correlation results are calculated based on daily price changes starting from Sep 6, 2018