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Monez2
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Monez2

Currency in USD · Last updated May 27, 2025

Asset Allocation

SEZL 9.09%AGX 9.09%AHR 9.09%PLMR 9.09%HIMS 9.09%RBLX 9.09%ESLT 9.09%ORLY 9.09%COST 9.09%AXON 9.09%SPMO 9.09%EquityEquity
PositionCategory/SectorTarget Weight
AGX
Argan, Inc.		Industrials
9.09%
AHR
American Healthcare REIT, Inc.		Real Estate
9.09%
AXON
Axon Enterprise, Inc.		Industrials
9.09%
COST
Costco Wholesale Corporation		Consumer Defensive
9.09%
ESLT
Elbit Systems Ltd		Industrials
9.09%
HIMS
Hims & Hers Health, Inc.		Consumer Defensive
9.09%
ORLY
O'Reilly Automotive, Inc.		Consumer Cyclical
9.09%
PLMR
Palomar Holdings, Inc.		Financial Services
9.09%
RBLX
Roblox Corporation		Communication Services
9.09%
SEZL
Sezzle Inc. Common Stock		Financial Services
9.09%
SPMO
Invesco S&P 500® Momentum ETF		Large Cap Growth Equities
9.09%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Feb 7, 2024, corresponding to the inception date of AHR

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-1.34%5.02%-3.08%9.39%14.45%10.68%
Monez254.76%32.14%37.00%162.04%N/AN/A
Portfolio components:
SEZL
Sezzle Inc. Common Stock		147.01%119.53%36.18%812.83%N/AN/A
AGX
Argan, Inc.		49.05%34.11%30.09%191.65%43.38%21.74%
AHR
American Healthcare REIT, Inc.		21.80%10.35%20.59%156.22%N/AN/A
PLMR
Palomar Holdings, Inc.		53.95%10.23%49.10%98.87%21.14%N/A
HIMS
Hims & Hers Health, Inc.		126.76%95.19%74.90%224.82%40.57%N/A
RBLX
Roblox Corporation		42.17%23.55%67.33%151.79%N/AN/A
ESLT
Elbit Systems Ltd		47.06%-0.16%50.23%92.48%23.81%19.11%
ORLY
O'Reilly Automotive, Inc.		15.90%2.03%10.95%39.25%27.68%19.95%
COST
Costco Wholesale Corporation		10.33%3.34%5.21%25.19%29.35%23.70%
AXON
Axon Enterprise, Inc.		23.06%21.13%18.15%156.06%58.07%37.04%
SPMO
Invesco S&P 500® Momentum ETF		8.46%9.39%8.10%25.63%21.33%N/A
*Annualized

Monthly Returns

The table below presents the monthly returns of Monez2, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
202510.71%4.97%-6.41%11.90%27.16%54.76%
202410.30%13.07%-6.90%10.30%3.82%4.77%10.53%10.64%8.30%28.26%-10.96%110.69%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Monez2 has an expense ratio of 0.01%, 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.

SPMO
Invesco S&P 500® Momentum ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 99, Monez2 is among the top 1% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Monez2 is 9999
Overall Rank
The Sharpe Ratio Rank of Monez2 is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of Monez2 is 9999
Sortino Ratio Rank
The Omega Ratio Rank of Monez2 is 9999
Omega Ratio Rank
The Calmar Ratio Rank of Monez2 is 9999
Calmar Ratio Rank
The Martin Ratio Rank of Monez2 is 9999
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 ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SEZL
Sezzle Inc. Common Stock		6.384.411.5811.5124.70
AGX
Argan, Inc.		3.063.461.484.8013.55
AHR
American Healthcare REIT, Inc.		5.405.551.7113.5443.43
PLMR
Palomar Holdings, Inc.		2.613.361.426.8621.25
HIMS
Hims & Hers Health, Inc.		2.312.461.323.367.10
RBLX
Roblox Corporation		3.503.761.544.7513.93
ESLT
Elbit Systems Ltd		3.123.751.544.2719.76
ORLY
O'Reilly Automotive, Inc.		1.982.611.312.1112.10
COST
Costco Wholesale Corporation		1.251.701.231.544.43
AXON
Axon Enterprise, Inc.		2.893.651.565.1213.38
SPMO
Invesco S&P 500® Momentum ETF		1.081.591.231.344.84

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.

Monez2 Sharpe ratios as of May 27, 2025 (values are recalculated daily):

  • 1-Year: 5.02
  • All Time: 4.80

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 0.49 to 1.03, 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 Monez2 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Monez2 provided a 0.47% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.47%0.56%0.70%0.58%0.37%0.79%0.53%0.51%0.83%0.55%0.75%0.47%
Portfolio components:
SEZL
Sezzle Inc. Common Stock		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AGX
Argan, Inc.		0.70%0.93%2.24%2.71%1.94%2.81%2.49%1.98%2.22%1.42%2.16%2.08%
AHR
American Healthcare REIT, Inc.		2.91%3.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PLMR
Palomar Holdings, 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%
HIMS
Hims & Hers Health, 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%
RBLX
Roblox 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%
ESLT
Elbit Systems Ltd		0.55%0.77%0.94%1.22%1.03%1.28%1.14%1.54%1.32%1.57%1.63%2.07%
ORLY
O'Reilly Automotive, 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%
COST
Costco Wholesale Corporation		0.47%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%
AXON
Axon Enterprise, 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%
SPMO
Invesco S&P 500® Momentum ETF		0.50%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%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 Monez2. 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 Monez2 was 20.41%, occurring on Apr 8, 2025. Recovery took 17 trading sessions.

The current Monez2 drawdown is 0.81%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.41%Feb 18, 202536Apr 8, 202517May 2, 202553
-11.48%Nov 26, 202424Dec 31, 202422Feb 4, 202546
-9.39%Jul 17, 202414Aug 5, 20246Aug 13, 202420
-8.34%Mar 28, 202417Apr 22, 202420May 20, 202437
-7.22%Nov 12, 20244Nov 15, 20245Nov 22, 20249
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 11 assets, with an effective number of assets of 11.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCORLYESLTAHRPLMRAGXRBLXSEZLHIMSCOSTAXONSPMOPortfolio
^GSPC1.000.240.200.290.320.420.500.420.440.560.560.920.66
ORLY0.241.000.180.170.20-0.040.080.040.090.320.090.150.17
ESLT0.200.181.000.140.110.170.150.050.150.090.190.180.27
AHR0.290.170.141.000.170.180.240.220.200.220.220.230.37
PLMR0.320.200.110.171.000.260.200.190.150.200.250.270.39
AGX0.42-0.040.170.180.261.000.310.280.280.210.370.440.53
RBLX0.500.080.150.240.200.311.000.230.230.280.410.500.47
SEZL0.420.040.050.220.190.280.231.000.370.290.370.450.73
HIMS0.440.090.150.200.150.280.230.371.000.300.330.440.70
COST0.560.320.090.220.200.210.280.290.301.000.340.560.47
AXON0.560.090.190.220.250.370.410.370.330.341.000.610.59
SPMO0.920.150.180.230.270.440.500.450.440.560.611.000.67
Portfolio0.660.170.270.370.390.530.470.730.700.470.590.671.00
The correlation results are calculated based on daily price changes starting from Feb 8, 2024
Go to the full Correlations tool for more customization options