401K 2025-11-07

Asset Allocation

Position	Category/Sector	Target Weight
ARKW ARK Next Generation Internet ETF	Mid Cap Growth Equities, Technology Equities, Actively Managed	16%
GLD SPDR Gold Shares	Gold, Precious Metals	10%
ICSH iShares Ultra Short Duration Bond Active ETF	Ultrashort Bond	5%
IDV iShares International Select Dividend ETF	Global Equities, Dividend	5%
O Realty Income Corporation	Real Estate	10%
SPMO Invesco S&P 500 Momentum ETF	S&P 500	16%
VEU Vanguard FTSE All-World ex-US ETF	Foreign Large Cap Equities	18%
VGSH Vanguard Short-Term Treasury ETF	Government Bonds, Short-Term Bond	4%
XLG Invesco S&P 500 Top 50 ETF	S&P 500	16%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 401K 2025-11-07, 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 Oct 12, 2015, corresponding to the inception date of SPMO

Returns By Period

As of Apr 3, 2026, the 401K 2025-11-07 returned -1.37% Year-To-Date and 14.40% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio 401K 2025-11-07	-0.17%	-3.45%	-1.37%	-1.64%	26.46%	22.91%	10.92%	14.40%
Portfolio components:
XLG Invesco S&P 500 Top 50 ETF	-0.04%	-3.35%	-7.21%	-4.60%	18.96%	21.75%	13.95%	15.73%
SPMO Invesco S&P 500 Momentum ETF	0.21%	-3.49%	-3.57%	-4.50%	22.96%	28.37%	17.71%	17.43%
ARKW ARK Next Generation Internet ETF	0.26%	-3.38%	-17.69%	-30.50%	24.30%	32.85%	-3.79%	21.40%
VEU Vanguard FTSE All-World ex-US ETF	-0.67%	-2.48%	2.90%	6.78%	27.80%	15.65%	7.59%	9.14%
IDV iShares International Select Dividend ETF	0.30%	0.77%	8.93%	19.54%	44.88%	22.73%	12.82%	10.28%
VGSH Vanguard Short-Term Treasury ETF	0.09%	-0.23%	0.34%	1.33%	3.82%	3.98%	1.80%	1.74%
ICSH iShares Ultra Short Duration Bond Active ETF	0.06%	0.20%	0.85%	1.93%	4.51%	5.23%	3.57%	2.72%
O Realty Income Corporation	0.53%	-6.12%	11.80%	6.39%	15.07%	5.34%	4.90%	5.14%
GLD SPDR Gold Shares	-1.92%	-8.27%	8.35%	21.03%	49.02%	32.51%	21.53%	13.97%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 13, 2015, 401K 2025-11-07's average daily return is +0.06%, while the average monthly return is +1.17%. At this rate, your investment would double in approximately 5.0 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +11.2%, while the worst month was Mar 2020 at -12.4%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 401K 2025-11-07 closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +8.1%, while the worst single day was Mar 16, 2020 at -11.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.29%	1.59%	-5.94%	0.91%									-1.37%
2025	4.74%	-0.96%	-2.40%	2.96%	6.76%	7.29%	1.76%	2.30%	5.59%	1.41%	-1.69%	0.43%	31.39%
2024	-0.90%	5.44%	3.78%	-3.47%	3.47%	2.59%	1.87%	3.03%	3.25%	-0.99%	5.42%	-1.48%	23.82%
2023	9.00%	-2.66%	3.71%	-0.43%	-0.19%	4.50%	4.57%	-3.89%	-4.25%	-1.65%	11.17%	6.22%	27.71%
2022	-5.74%	-2.28%	1.55%	-8.84%	-1.16%	-6.65%	5.95%	-4.37%	-8.53%	5.46%	4.33%	-3.71%	-22.74%
2021	0.54%	0.41%	0.43%	3.79%	0.09%	2.43%	0.71%	2.33%	-4.92%	6.34%	-3.48%	0.40%	8.94%

Benchmark Metrics

401K 2025-11-07 has an annualized alpha of 4.15%, beta of 0.80, and R² of 0.86 versus S&P 500 Index. Calculated based on daily prices since October 13, 2015.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (90.73%) than losses (78.08%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 4.15% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 4.15%

Beta: 0.80

R²: 0.86

Upside Capture: 90.73%

Downside Capture: 78.08%

Expense Ratio

401K 2025-11-07 has an expense ratio of 0.26%, 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.

ARKW

ARK Next Generation Internet ETF

IDV

iShares International Select Dividend ETF

GLD

SPDR Gold Shares

XLG

Invesco S&P 500 Top 50 ETF

SPMO

Invesco S&P 500 Momentum ETF

ICSH

iShares Ultra Short Duration Bond Active ETF

VEU

Vanguard FTSE All-World ex-US ETF

VGSH

Vanguard Short-Term Treasury ETF

Return for Risk

Risk / Return Rank

401K 2025-11-07 ranks 76 for risk / return — better than 76% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.64	0.88	+0.76
Sortino ratio Return per unit of downside risk	2.34	1.37	+0.97
Omega ratio Gain probability vs. loss probability	1.34	1.21	+0.13
Calmar ratio Return relative to maximum drawdown	2.64	1.39	+1.25
Martin ratio Return relative to average drawdown	11.01	6.43	+4.57
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
XLG Invesco S&P 500 Top 50 ETF	51	0.95	1.49	1.22	1.58	5.46
SPMO Invesco S&P 500 Momentum ETF	58	1.01	1.55	1.23	1.91	6.68
ARKW ARK Next Generation Internet ETF	29	0.65	1.15	1.14	0.76	1.82
VEU Vanguard FTSE All-World ex-US ETF	79	1.62	2.23	1.33	2.46	9.28
IDV iShares International Select Dividend ETF	96	2.89	3.59	1.59	4.17	18.36
VGSH Vanguard Short-Term Treasury ETF	96	2.67	4.30	1.58	4.26	16.01
ICSH iShares Ultra Short Duration Bond Active ETF	100	11.08	26.38	6.68	45.39	285.14
O Realty Income Corporation	66	0.90	1.29	1.16	1.35	4.03
GLD SPDR Gold Shares	80	1.77	2.19	1.32	2.57	9.28

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.

401K 2025-11-07 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 1.64
5-Year: 0.71
10-Year: 0.92
All Time: 0.91

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 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 401K 2025-11-07 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

401K 2025-11-07 provided a 2.21% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.21%	2.28%	2.07%	2.24%	2.01%	1.54%	1.82%	1.88%	4.06%	2.01%	1.89%	2.04%
Portfolio components:
XLG Invesco S&P 500 Top 50 ETF	0.70%	0.64%	0.72%	0.97%	1.34%	0.94%	1.25%	1.58%	2.00%	1.85%	2.00%	2.09%
SPMO Invesco S&P 500 Momentum ETF	0.88%	0.73%	0.48%	1.63%	1.66%	0.52%	1.27%	1.39%	1.05%	0.77%	1.94%	0.36%
ARKW ARK Next Generation Internet ETF	1.93%	1.59%	0.00%	0.00%	0.00%	0.17%	1.29%	0.00%	13.05%	2.05%	0.00%	2.29%
VEU Vanguard FTSE All-World ex-US ETF	2.90%	3.09%	3.24%	3.32%	3.12%	3.08%	2.00%	3.10%	3.27%	2.66%	2.96%	2.95%
IDV iShares International Select Dividend ETF	4.59%	4.94%	6.46%	6.51%	7.33%	5.78%	5.47%	5.15%	5.93%	4.52%	4.69%	5.08%
VGSH Vanguard Short-Term Treasury ETF	3.92%	4.00%	4.18%	3.31%	1.15%	0.66%	1.74%	2.28%	1.79%	1.10%	0.84%	0.69%
ICSH iShares Ultra Short Duration Bond Active ETF	4.42%	4.55%	5.24%	4.78%	1.66%	0.42%	1.21%	2.61%	2.20%	1.36%	0.88%	0.54%
O Realty Income Corporation	5.20%	6.19%	5.37%	5.33%	4.68%	3.87%	4.51%	3.69%	4.19%	4.45%	4.18%	4.41%
GLD SPDR Gold 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%

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 401K 2025-11-07. 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 401K 2025-11-07 was 31.34%, occurring on Oct 14, 2022. Recovery took 346 trading sessions.

The current 401K 2025-11-07 drawdown is 5.56%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-31.34%	Nov 9, 2021	235	Oct 14, 2022	346	Mar 4, 2024	581
-28.65%	Feb 20, 2020	23	Mar 23, 2020	72	Jul 6, 2020	95
-14.65%	Feb 19, 2025	35	Apr 8, 2025	23	May 12, 2025	58
-12.94%	Aug 30, 2018	80	Dec 24, 2018	36	Feb 15, 2019	116
-9.28%	Jan 29, 2026	42	Mar 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 9 assets, with an effective number of assets of 7.36, 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.

	Benchmark	ICSH	VGSH	GLD	O	ARKW	IDV	SPMO	XLG	VEU	Portfolio
Benchmark	1.00	0.06	-0.11	0.03	0.33	0.70	0.68	0.78	0.96	0.80	0.89
ICSH	0.06	1.00	0.30	0.12	0.09	0.06	0.07	0.04	0.06	0.09	0.09
VGSH	-0.11	0.30	1.00	0.36	0.20	-0.06	-0.03	-0.09	-0.11	-0.04	-0.00
GLD	0.03	0.12	0.36	1.00	0.14	0.05	0.20	0.06	0.01	0.20	0.21
O	0.33	0.09	0.20	0.14	1.00	0.17	0.34	0.24	0.26	0.30	0.41
ARKW	0.70	0.06	-0.06	0.05	0.17	1.00	0.44	0.62	0.69	0.59	0.85
IDV	0.68	0.07	-0.03	0.20	0.34	0.44	1.00	0.50	0.60	0.89	0.70
SPMO	0.78	0.04	-0.09	0.06	0.24	0.62	0.50	1.00	0.78	0.61	0.79
XLG	0.96	0.06	-0.11	0.01	0.26	0.69	0.60	0.78	1.00	0.73	0.86
VEU	0.80	0.09	-0.04	0.20	0.30	0.59	0.89	0.61	0.73	1.00	0.83
Portfolio	0.89	0.09	-0.00	0.21	0.41	0.85	0.70	0.79	0.86	0.83	1.00

The correlation results are calculated based on daily price changes starting from Oct 13, 2015

401K 2025-11-07

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table