5 Year High Performers

Asset Allocation

Position	Category/Sector	Target Weight
SPMO Invesco S&P 500 Momentum ETF	Momentum, S&P 500	15.90%
URA Global X Uranium ETF	Uranium	14.30%
QTUM Defiance Quantum ETF	Technology Equities	14.20%
VT Vanguard Total World Stock ETF	Global Equities	12%
VYMI Vanguard International High Dividend Yield ETF	Dividend, Foreign Large Cap Equities	8%
SMH VanEck Semiconductor ETF	Semiconductors, Technology Equities	7%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	Nasdaq-100, Derivative Income	5%
MSTY YieldMax™ MSTR Option Income Strategy ETF	Derivative Income	5%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	Inflation-Protected Bonds	4.80%
ISHG iShares 1-3 Year International Treasury Bond ETF	International Government Bonds	4.80%
BIV Vanguard Intermediate-Term Bond Index ETF	Intermediate Core Bond	4.70%
XME SPDR S&P Metals & Mining ETF	Materials	4.30%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 5 Year High Performers, 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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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	0.31%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio 5 Year High Performers	1.08%	2.14%	20.45%	20.11%	39.25%	—	—	—
Portfolio components:
BIV Vanguard Intermediate-Term Bond Index ETF	-0.13%	0.92%	-0.06%	0.31%	4.61%	4.62%	0.16%	1.89%
ISHG iShares 1-3 Year International Treasury Bond ETF	0.06%	-0.07%	-0.18%	0.19%	1.37%	4.08%	-1.07%	-0.14%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	0.62%	1.08%	7.85%	8.80%	26.60%	19.91%	—	—
MSTY YieldMax™ MSTR Option Income Strategy ETF	2.79%	-27.19%	-16.01%	-25.33%	-62.19%	—	—	—
QTUM Defiance Quantum ETF	1.22%	12.73%	47.39%	45.72%	86.28%	48.15%	28.09%	—
SMH VanEck Semiconductor ETF	1.72%	11.44%	72.15%	75.62%	141.99%	60.05%	38.42%	37.49%
SPMO Invesco S&P 500 Momentum ETF	1.26%	6.27%	28.15%	28.70%	44.90%	41.53%	23.50%	20.86%
URA Global X Uranium ETF	1.54%	-8.83%	6.53%	3.57%	32.00%	32.17%	18.77%	15.90%
VT Vanguard Total World Stock ETF	0.44%	1.80%	11.06%	11.82%	27.43%	19.71%	10.65%	12.93%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	-0.04%	-0.06%	1.85%	1.95%	4.51%	5.25%	3.37%	3.09%

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

Monthly Returns

Based on dividend-adjusted daily data since Feb 22, 2024, 5 Year High Performers's average daily return is +0.13%, while the average monthly return is +2.52%. At this rate, an investment would double in approximately 2.3 years.

Historically, 72% of months were positive and 28% were negative. The best month was Apr 2026 with a return of +15.2%, while the worst month was Mar 2026 at -6.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, 5 Year High Performers closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.4%, while the worst single day was Jun 5, 2026 at -5.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	7.43%	0.12%	-6.36%	15.15%	5.90%	-1.93%							20.45%
2025	3.44%	-3.51%	-3.68%	3.77%	10.01%	9.27%	1.33%	1.99%	6.95%	4.29%	-4.95%	0.71%	32.33%
2024		3.11%	7.86%	-4.41%	7.61%	0.18%	0.35%	-0.83%	3.60%	1.73%	6.71%	-2.64%	24.89%

Benchmark Metrics

5 Year High Performers has an annualized alpha of 11.59%, beta of 1.14, and R2 of 0.73 versus S&P 500 Index. Calculated based on daily prices since February 22, 2024.

This portfolio captured 143.91% of S&P 500 Index gains but only 72.75% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 11.59% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 1.14 and R2 of 0.73, 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: 11.59%

Beta: 1.14

R²: 0.73

Upside Capture: 143.91%

Downside Capture: 72.75%

See how alpha, beta & R² have trended over time →

Expense Ratio

5 Year High Performers has an expense ratio of 0.32%, 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.

Top 10 holdings

MSTY

YieldMax™ MSTR Option Income Strategy ETF

URA

Global X Uranium ETF

QTUM

Defiance Quantum ETF

XME

SPDR S&P Metals & Mining ETF

ISHG

iShares 1-3 Year International Treasury Bond ETF

SMH

VanEck Semiconductor ETF

JEPQ

JPMorgan Nasdaq Equity Premium Income ETF

SPMO

Invesco S&P 500 Momentum ETF

VYMI

Vanguard International High Dividend Yield ETF

Vanguard Total World Stock ETF

Return for Risk

Risk / Return Rank

5 Year High Performers ranks 40 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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

The table below presents risk-adjusted performance metrics for 5 Year High Performers and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.81	1.86	-0.05
Sortino ratioReturn per unit of downside risk	2.42	2.53	-0.11
Omega ratioGain probability vs. loss probability	1.31	1.34	-0.02
Calmar ratioReturn relative to maximum drawdown	2.96	2.53	+0.43
Martin ratioReturn relative to average drawdown	9.51	11.37	-1.86

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

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
BIV Vanguard Intermediate-Term Bond Index ETF	31	1.07	1.61	1.19	1.36	3.90
ISHG iShares 1-3 Year International Treasury Bond ETF	11	0.15	0.27	1.03	0.20	0.49
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	71	2.03	2.69	1.40	2.91	13.84
MSTY YieldMax™ MSTR Option Income Strategy ETF	2	-1.01	-1.72	0.81	-0.86	-1.29
QTUM Defiance Quantum ETF	90	2.94	3.45	1.46	5.46	19.77
SMH VanEck Semiconductor ETF	95	4.13	4.26	1.60	9.18	33.74
SPMO Invesco S&P 500 Momentum ETF	77	2.24	2.98	1.41	3.44	13.01
URA Global X Uranium ETF	23	0.64	1.21	1.14	1.04	2.30
VT Vanguard Total World Stock ETF	65	1.94	2.67	1.35	2.68	11.67
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	95	3.07	5.24	1.65	6.57	25.36

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. Learn how to interpret the Sharpe ratio.

The current 5 Year High Performers Sharpe ratio is 1.81 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 5 Year High Performers 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

5 Year High Performers provided a 14.36% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	14.36%	17.21%	7.39%	2.74%	2.29%	2.06%	1.25%	1.59%	1.47%	1.29%	2.10%	1.04%
Portfolio components:
BIV Vanguard Intermediate-Term Bond Index ETF	4.21%	4.01%	3.79%	3.09%	2.41%	3.42%	2.95%	2.75%	2.88%	2.69%	3.01%	3.02%
ISHG iShares 1-3 Year International Treasury Bond ETF	1.45%	1.45%	2.56%	0.18%	0.00%	1.29%	0.00%	0.00%	1.80%	0.46%	0.00%	0.09%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	10.22%	10.53%	9.65%	10.03%	9.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MSTY YieldMax™ MSTR Option Income Strategy ETF	241.17%	294.61%	104.56%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QTUM Defiance Quantum ETF	0.73%	1.01%	0.61%	0.81%	1.46%	0.48%	0.42%	0.61%	0.21%	0.00%	0.00%	0.00%
SMH VanEck Semiconductor ETF	0.18%	0.31%	0.44%	0.60%	1.18%	0.51%	0.69%	1.50%	1.88%	1.43%	0.80%	2.14%
SPMO Invesco S&P 500 Momentum ETF	0.67%	0.73%	0.48%	1.63%	1.66%	0.52%	1.27%	1.39%	1.05%	0.77%	1.94%	0.36%
URA Global X Uranium ETF	4.58%	4.88%	2.86%	6.07%	0.76%	5.84%	1.69%	1.66%	0.44%	2.03%	7.28%	1.96%
VT Vanguard Total World Stock ETF	1.61%	1.82%	1.95%	2.08%	2.20%	1.82%	1.66%	2.32%	2.53%	2.11%	2.39%	2.45%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	3.59%	3.81%	2.70%	2.86%	6.84%	4.68%	1.20%	1.95%	2.45%	1.52%	0.76%	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 5 Year High Performers. 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 5 Year High Performers was 19.32%, occurring on Apr 8, 2025. Recovery took 24 trading sessions.

The current 5 Year High Performers drawdown is 4.15%.

Related event	Drawdown	Fall	Recovery	Underwater
2025 selloff2025	-19.32%Apr 2025	2mo 14d	1mo 5d	3mo 19dJan 2025 - May 2025
2026 correction2026	-12.97%Mar 2026	2mo	17d	2mo 17dJan 2026 - Apr 2026
2024 correction2024	-12.02%Aug 2024	19d	2mo	2mo 19dJul 2024 - Oct 2024
2025 correction2025	-10.69%Nov 2025	21d	1mo 23d	2mo 14dOct 2025 - Jan 2026
2026 pullback2026	-8.93%Jun 2026	7d	—	12d 18hJun 2026 - now

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 12 assets, with an effective number of assets of 9.50, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	All Time
Diversification Ratio	1.22	1.25

The portfolio has a diversification ratio of 1.25, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

5 Year High Performers correlation to the S&P 500 Index

5 Year High Performers has a 0.83 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.83
Correlation (All Time) Calculated using the full available price history since Feb 22, 2024	0.82

Benchmark Correlations

Correlation vs. S&P 500 Index. VT has the highest benchmark correlation at 0.95, while VTIP has the lowest at 0.04.

0.04

0.21

0.23

0.45

0.53

0.56

0.61

0.78

0.79

0.89

0.93

0.95

Portfolio Correlations

Correlation vs. 5 Year High Performers. QTUM has the highest portfolio correlation at 0.89, while VTIP has the lowest at 0.03.

0.03

0.17

0.31

0.62

0.63

0.72

0.80

0.81

0.81

0.81

0.85

QTUM

0.89

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	VTIP	BIV	ISHG	MSTY	URA	XME	VYMI	SMH	SPMO	JEPQ	QTUM	VT
VTIP	1.00	0.67	0.34	0.05	0.01	0.09	0.15	-0.07	-0.00	-0.01	-0.03	0.07
BIV	0.67	1.00	0.47	0.08	0.09	0.13	0.33	0.07	0.13	0.13	0.13	0.26
ISHG	0.34	0.47	1.00	0.19	0.24	0.30	0.57	0.15	0.16	0.19	0.24	0.37
MSTY	0.05	0.08	0.19	1.00	0.40	0.36	0.30	0.41	0.42	0.44	0.52	0.46
URA	0.01	0.09	0.24	0.40	1.00	0.69	0.46	0.52	0.55	0.53	0.58	0.58
XME	0.09	0.13	0.30	0.36	0.69	1.00	0.57	0.52	0.51	0.51	0.60	0.64
VYMI	0.15	0.33	0.57	0.30	0.46	0.57	1.00	0.47	0.49	0.53	0.55	0.78
SMH	-0.07	0.07	0.15	0.41	0.52	0.52	0.47	1.00	0.83	0.84	0.84	0.77
SPMO	-0.00	0.13	0.16	0.42	0.55	0.51	0.49	0.83	1.00	0.88	0.77	0.84
JEPQ	-0.01	0.13	0.19	0.44	0.53	0.51	0.53	0.84	0.88	1.00	0.79	0.88
QTUM	-0.03	0.13	0.24	0.52	0.58	0.60	0.55	0.84	0.77	0.79	1.00	0.82
VT	0.07	0.26	0.37	0.46	0.58	0.64	0.78	0.77	0.84	0.88	0.82	1.00

The correlation results are calculated based on daily price changes starting from Feb 22, 2024

Diversification Analysis

Find what 5 Year High Performers is missing

See which holdings overlap, where 5 Year High Performers is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification