HIGH FLYERS SCR. WTA TOP5

Asset Allocation

Position	Category/Sector	Target Weight
CLS Celestica Inc.	Technology	20%
STRL Sterling Construction Company, Inc.	Industrials	20%
BELFB Bel Fuse Inc.	Technology	20%
FIX Comfort Systems USA, Inc.	Industrials	20%
APLD Applied Digital Corporation	Technology	20%

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 HIGH FLYERS SCR. WTA TOP5, 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

As of Jun 6, 2026, the HIGH FLYERS SCR. WTA TOP5 returned 90.60% Year-To-Date and 93.19% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio HIGH FLYERS SCR. WTA TOP5	2.80%	-0.26%	90.60%	70.32%	262.35%	138.26%	130.06%	93.19%
Portfolio components:
APLD Applied Digital Corporation	3.34%	-0.74%	66.99%	27.51%	195.42%	72.37%	111.39%	120.60%
BELFB Bel Fuse Inc.	6.31%	-6.33%	64.66%	62.19%	264.68%	70.99%	81.51%	33.28%
CLS Celestica Inc.	3.98%	2.92%	30.75%	13.42%	220.14%	209.55%	114.81%	43.16%
FIX Comfort Systems USA, Inc.	0.44%	-5.10%	98.62%	87.34%	263.59%	127.92%	85.83%	50.73%
STRL Sterling Construction Company, Inc.	1.07%	5.57%	191.24%	174.74%	332.96%	155.47%	104.86%	68.46%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 23, 2008, HIGH FLYERS SCR. WTA TOP5's average daily return is +0.36%, while the average monthly return is +6.09%. At this rate, an investment would double in approximately 1.0 years.

Historically, 56% of months were positive and 44% were negative. The best month was Jul 2009 with a return of +226.3%, while the worst month was Jun 2018 at -45.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, HIGH FLYERS SCR. WTA TOP5 closed higher 53% of trading days. The best single day was Jan 6, 2012 with a return of +92.8%, while the worst single day was Jan 12, 2012 at -47.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	18.35%	6.99%	-6.51%	37.94%	19.16%	-2.04%							90.60%
2025	2.60%	-5.75%	-18.64%	6.36%	27.83%	28.98%	27.78%	5.24%	23.08%	25.82%	-6.66%	-6.15%	151.67%
2024	-2.70%	14.74%	5.99%	-10.61%	23.28%	4.94%	-0.93%	-4.64%	26.55%	3.67%	25.70%	-7.52%	97.18%
2023	24.45%	-2.00%	-2.80%	7.09%	54.43%	11.18%	12.10%	2.06%	-4.00%	-1.42%	1.11%	21.93%	190.96%
2022	-13.67%	9.65%	5.44%	-1.19%	12.99%	-31.16%	42.24%	5.09%	-16.75%	28.78%	3.47%	-3.57%	22.64%
2021	39.89%	89.72%	-17.40%	82.09%	-3.82%	37.02%	-7.05%	6.68%	0.63%	37.94%	-11.04%	12.87%	627.18%

Benchmark Metrics

HIGH FLYERS SCR. WTA TOP5 has an annualized alpha of 108.35%, beta of 1.21, and R2 of 0.06 versus S&P 500 Index. Calculated based on daily prices since October 23, 2008.

This portfolio captured 340.49% of S&P 500 Index gains and 120.44% of its losses - amplifying both gains and losses, but participating more in upside than downside.
R2 of 0.06 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha: 108.35%

Beta: 1.21

R²: 0.06

Upside Capture: 340.49%

Downside Capture: 120.44%

Expense Ratio

HIGH FLYERS SCR. WTA TOP5 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

HIGH FLYERS SCR. WTA TOP5 ranks 94 for risk / return — in the top 94% 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.

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 HIGH FLYERS SCR. WTA TOP5 and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	4.89	1.94	+2.95
Sortino ratioReturn per unit of downside risk	4.22	2.63	+1.59
Omega ratioGain probability vs. loss probability	1.57	1.35	+0.22
Calmar ratioReturn relative to maximum drawdown	12.36	2.59	+9.78
Martin ratioReturn relative to average drawdown	40.33	11.84	+28.48
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
APLD Applied Digital Corporation	86	1.84	2.68	1.30	3.91	9.14
BELFB Bel Fuse Inc.	98	5.48	4.58	1.63	13.64	39.90
CLS Celestica Inc.	93	3.06	2.94	1.39	7.58	18.88
FIX Comfort Systems USA, Inc.	98	4.98	4.89	1.65	19.28	59.72
STRL Sterling Construction Company, Inc.	97	4.13	4.20	1.56	10.82	30.19

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.

HIGH FLYERS SCR. WTA TOP5 Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 4.89
5-Year: 2.53
10-Year: 1.21
All Time: 0.62

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 1.64 to 2.53, 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 HIGH FLYERS SCR. WTA TOP5 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

HIGH FLYERS SCR. WTA TOP5 provided a 0.05% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.05%	0.07%	0.12%	0.17%	0.27%	0.53%	0.53%	0.43%	0.46%	0.36%	0.35%	0.50%
Portfolio components:
APLD Applied Digital Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BELFB Bel Fuse Inc.	0.10%	0.17%	0.34%	0.42%	0.85%	2.17%	1.86%	1.37%	1.52%	1.11%	0.91%	1.62%
CLS Celestica Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FIX Comfort Systems USA, Inc.	0.14%	0.21%	0.28%	0.41%	0.49%	0.49%	0.81%	0.79%	0.76%	0.68%	0.83%	0.88%
STRL Sterling Construction Company, Inc.	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 HIGH FLYERS SCR. WTA TOP5. 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 HIGH FLYERS SCR. WTA TOP5 was 72.45%, occurring on Mar 23, 2020. Recovery took 213 trading sessions.

The current HIGH FLYERS SCR. WTA TOP5 drawdown is 9.35%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-72.45%Mar 2020	1y 9mo	10mo 9d	2y 7moJun 2018 - Jan 2021
2011 bear market2011	-62.14%Dec 2011	2y 4mo	2y 2mo	4y 7moAug 2009 - Mar 2014
2014 bear market2014	-45.39%Mar 2014	7d	7mo 9d	7mo 16dMar 2014 - Oct 2014
2021 bear market2021	-44.35%Jun 2021	1mo	4mo 18d	5mo 18dMay 2021 - Oct 2021
2025 selloff2025	-43.38%Apr 2025	2mo 11d	2mo 1d	4mo 12dJan 2025 - Jun 2025

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 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.36	1.40	1.46	1.47	1.40

The portfolio has a diversification ratio of 1.40, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

HIGH FLYERS SCR. WTA TOP5 correlation to the S&P 500 Index

HIGH FLYERS SCR. WTA TOP5 has a 0.61 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	0.61
Correlation (3Y) Calculated over the trailing 3-year period	0.63
Correlation (5Y) Calculated over the trailing 5-year period	0.60
Correlation (10Y) Calculated over the trailing 10-year period	0.47
Correlation (All Time) Calculated using the full available price history since Oct 23, 2008	0.48

Benchmark Correlations

Correlation vs. S&P 500 Index. FIX has the highest benchmark correlation at 0.59, while APLD has the lowest at 0.12.

0.12

0.46

0.48

0.54

0.59

Portfolio Correlations

Correlation vs. HIGH FLYERS SCR. WTA TOP5. APLD has the highest portfolio correlation at 0.65, while CLS has the lowest at 0.50.

0.50

0.50

0.54

0.55

0.65

Asset Correlations Table

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

	APLD	BELFB	CLS	STRL	FIX
APLD	1.00	0.07	0.12	0.10	0.11
BELFB	0.07	1.00	0.35	0.39	0.45
CLS	0.12	0.35	1.00	0.35	0.44
STRL	0.10	0.39	0.35	1.00	0.52
FIX	0.11	0.45	0.44	0.52	1.00

The correlation results are calculated based on daily price changes starting from Oct 23, 2008

Diversification Analysis

Find what HIGH FLYERS SCR. WTA TOP5 is missing

See which holdings overlap, where HIGH FLYERS SCR. WTA TOP5 is concentrated, and which low-correlation assets could fill the gaps.

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