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Monez2
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Monez2, 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.


0.00%50.00%100.00%150.00%December2025FebruaryMarchAprilMay
171.77%
13.12%
Monez2
Benchmark (^GSPC)
Portfolio components

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
-3.93%11.36%-1.09%10.19%14.74%10.35%
Monez228.99%28.16%47.02%131.39%N/AN/A
SEZL
Sezzle Inc. Common Stock
31.24%94.95%68.00%565.01%N/AN/A
AGX
Argan, Inc.
21.28%38.12%21.63%175.05%39.79%20.29%
AHR
American Healthcare REIT, Inc.
14.98%13.72%28.44%146.65%N/AN/A
PLMR
Palomar Holdings, Inc.
47.45%16.81%75.98%92.64%22.68%N/A
HIMS
Hims & Hers Health, Inc.
73.20%61.14%101.73%271.94%33.41%N/A
RBLX
Roblox Corporation
24.13%35.61%43.64%83.03%N/AN/A
ESLT
Elbit Systems Ltd
56.89%9.39%77.50%101.54%26.04%19.46%
ORLY
O'Reilly Automotive, Inc.
16.98%-0.20%19.83%36.94%28.51%20.23%
COST
Costco Wholesale Corporation
11.03%10.88%14.81%37.13%29.10%23.64%
AXON
Axon Enterprise, Inc.
4.56%25.00%43.99%95.07%56.81%34.68%
SPMO
Invesco S&P 500® Momentum ETF
2.80%18.42%7.55%25.95%21.06%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%5.99%28.99%
202410.30%13.07%-6.90%10.30%3.82%4.77%10.53%10.64%8.30%28.26%-10.96%110.69%

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.


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
3.924.161.539.1619.59
AGX
Argan, Inc.
2.683.171.444.0511.48
AHR
American Healthcare REIT, Inc.
5.005.381.6912.7840.78
PLMR
Palomar Holdings, Inc.
2.513.331.416.8820.74
HIMS
Hims & Hers Health, Inc.
2.162.581.343.727.93
RBLX
Roblox Corporation
1.882.281.372.997.70
ESLT
Elbit Systems Ltd
3.704.931.654.9021.19
ORLY
O'Reilly Automotive, Inc.
1.862.621.322.1012.04
COST
Costco Wholesale Corporation
1.872.441.332.397.06
AXON
Axon Enterprise, Inc.
1.822.781.423.318.00
SPMO
Invesco S&P 500® Momentum ETF
1.201.731.251.485.38

The current Monez2 Sharpe ratio is 4.08. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.54 to 1.07, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Monez2 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.006.00Feb 16Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20Apr 27May 04
4.08
0.65
Monez2
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Monez2 provided a 0.50% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.50%0.56%0.70%0.58%0.37%0.79%0.53%0.51%0.83%0.55%0.75%0.47%
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.
0.86%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.
3.09%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
0.52%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
0.52%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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay0
-8.04%
Monez2
Benchmark (^GSPC)
Portfolio components

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.


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

Volatility

Volatility Chart

The current Monez2 volatility is 15.29%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
15.29%
13.20%
Monez2
Benchmark (^GSPC)
Portfolio components

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
^GSPC1.000.250.200.300.340.440.510.430.450.560.560.920.68
ORLY0.251.000.160.150.20-0.040.080.050.100.310.090.180.18
ESLT0.200.161.000.130.100.180.170.050.150.070.180.180.26
AHR0.300.150.131.000.180.190.250.230.200.210.230.250.37
PLMR0.340.200.100.181.000.260.220.190.170.210.260.290.39
AGX0.44-0.040.180.190.261.000.310.280.300.230.380.460.54
RBLX0.510.080.170.250.220.311.000.220.240.300.410.500.48
SEZL0.430.050.050.230.190.280.221.000.390.300.370.460.74
HIMS0.450.100.150.200.170.300.240.391.000.310.340.450.70
COST0.560.310.070.210.210.230.300.300.311.000.350.580.49
AXON0.560.090.180.230.260.380.410.370.340.351.000.600.60
SPMO0.920.180.180.250.290.460.500.460.450.580.601.000.69
Portfolio0.680.180.260.370.390.540.480.740.700.490.600.691.00
The correlation results are calculated based on daily price changes starting from Feb 8, 2024