Rebalancing August 2025

Asset Allocation

Position	Category/Sector	Target Weight
AIQ Global X Artificial Intelligence & Technology ETF	Large Cap Growth Equities	3.65%
META Meta Platforms, Inc.	Communication Services	4.41%
MSFT Microsoft Corporation	Technology	2.01%
NVDA NVIDIA Corporation	Technology	7%
ORCL Oracle Corporation	Technology	2.10%
PLTR Palantir Technologies Inc.	Technology	2.47%
QQQM Invesco NASDAQ 100 ETF	Large Cap Growth Equities	22.78%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	0.32%
VOO Vanguard S&P 500 ETF	S&P 500	40.84%
VT Vanguard Total World Stock ETF	Global Equities	14.42%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Rebalancing August 2025, 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 13, 2020, corresponding to the inception date of QQQM

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.72%	-4.45%	-3.95%	-2.02%	16.73%	16.96%	10.34%	12.24%
Portfolio Rebalancing August 2025	0.88%	-4.43%	-5.23%	-4.69%	23.64%	28.30%	17.79%	—
Portfolio components:
VOO Vanguard S&P 500 ETF	0.79%	-4.29%	-3.66%	-1.41%	18.17%	18.58%	11.93%	14.14%
QQQM Invesco NASDAQ 100 ETF	1.24%	-3.78%	-4.75%	-2.87%	24.28%	22.91%	13.24%	—
VT Vanguard Total World Stock ETF	0.99%	-4.72%	-0.74%	1.90%	22.33%	17.24%	9.43%	11.64%
NVDA NVIDIA Corporation	0.77%	-3.68%	-5.76%	-6.13%	59.59%	85.01%	66.40%	69.75%
META Meta Platforms, Inc.	1.24%	-11.30%	-12.17%	-19.12%	-0.85%	40.18%	14.34%	17.53%
AIQ Global X Artificial Intelligence & Technology ETF	1.44%	-5.43%	-6.92%	-5.03%	29.18%	24.62%	10.54%	—
MSFT Microsoft Corporation	-0.22%	-7.32%	-23.45%	-28.63%	-2.61%	9.46%	9.70%	22.41%
ORCL Oracle Corporation	-1.28%	-2.69%	-25.29%	-49.53%	3.35%	17.45%	16.71%	15.15%
PLTR Palantir Technologies Inc.	0.14%	0.91%	-17.59%	-20.79%	72.99%	158.81%	44.73%	—
SCHD Schwab U.S. Dividend Equity ETF	-0.55%	-3.43%	12.17%	12.91%	13.70%	11.84%	8.32%	12.25%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 14, 2020, Rebalancing August 2025's average daily return is +0.08%, while the average monthly return is +1.62%. At this rate, your investment would double in approximately 3.6 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +14.9%, while the worst month was Apr 2022 at -12.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Rebalancing August 2025 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +11.0%, while the worst single day was Apr 4, 2025 at -6.1%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.01%	-2.18%	-4.93%	0.88%									-5.23%
2025	2.50%	-1.27%	-6.75%	1.04%	9.29%	7.38%	3.71%	0.77%	4.99%	2.84%	-2.36%	0.55%	23.97%
2024	3.33%	9.08%	3.49%	-4.63%	6.76%	5.64%	-0.29%	2.66%	3.55%	-0.19%	6.79%	-1.04%	40.28%
2023	10.80%	0.91%	8.04%	1.41%	7.58%	6.89%	4.90%	-2.19%	-4.94%	-2.41%	10.79%	4.20%	54.80%
2022	-7.50%	-4.83%	4.43%	-12.05%	-0.78%	-9.01%	10.06%	-5.63%	-10.55%	5.46%	7.80%	-6.82%	-28.16%
2021	0.51%	1.11%	3.19%	5.82%	0.93%	5.35%	1.59%	4.57%	-5.36%	7.81%	1.44%	1.45%	31.64%

Benchmark Metrics

Rebalancing August 2025 has an annualized alpha of 4.82%, beta of 1.19, and R² of 0.92 versus S&P 500 Index. Calculated based on daily prices since October 14, 2020.

This portfolio captured 132.33% of S&P 500 Index gains and 103.47% of its losses — amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 4.82% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 4.82%

Beta: 1.19

R²: 0.92

Upside Capture: 132.33%

Downside Capture: 103.47%

Expense Ratio

Rebalancing August 2025 has an expense ratio of 0.08%, 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.

AIQ

Global X Artificial Intelligence & Technology ETF

QQQM

Invesco NASDAQ 100 ETF

Vanguard Total World Stock ETF

SCHD

Schwab U.S. Dividend Equity ETF

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

Rebalancing August 2025 ranks 42 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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.11	0.92	+0.19
Sortino ratio Return per unit of downside risk	1.69	1.41	+0.28
Omega ratio Gain probability vs. loss probability	1.25	1.21	+0.03
Calmar ratio Return relative to maximum drawdown	1.98	1.41	+0.57
Martin ratio Return relative to average drawdown	6.72	6.61	+0.11
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
VOO Vanguard S&P 500 ETF	60	1.01	1.53	1.23	1.55	7.31
QQQM Invesco NASDAQ 100 ETF	66	1.09	1.68	1.24	2.02	7.35
VT Vanguard Total World Stock ETF	74	1.30	1.90	1.28	1.92	8.83
NVDA NVIDIA Corporation	82	1.45	2.14	1.27	3.08	7.73
META Meta Platforms, Inc.	38	-0.02	0.27	1.03	0.02	0.06
AIQ Global X Artificial Intelligence & Technology ETF	62	1.09	1.64	1.22	1.84	6.13
MSFT Microsoft Corporation	35	-0.10	0.04	1.01	-0.03	-0.07
ORCL Oracle Corporation	42	0.05	0.60	1.07	0.08	0.17
PLTR Palantir Technologies Inc.	76	1.27	1.84	1.24	1.95	4.72
SCHD Schwab U.S. Dividend Equity ETF	43	0.88	1.32	1.19	1.05	3.55

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.

Rebalancing August 2025 Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 1.11
5-Year: 0.85
All Time: 0.95

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 1.00 to 1.70, 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 Rebalancing August 2025 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

Rebalancing August 2025 provided a 0.95% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.95%	0.91%	1.00%	1.11%	1.29%	0.92%	0.99%	1.21%	1.34%	1.13%	1.29%	1.39%
Portfolio components:
VOO Vanguard S&P 500 ETF	1.18%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
QQQM Invesco NASDAQ 100 ETF	0.53%	0.50%	0.61%	0.65%	0.83%	0.40%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%
VT Vanguard Total World Stock ETF	1.80%	1.82%	1.95%	2.08%	2.20%	1.82%	1.66%	2.32%	2.53%	2.11%	2.39%	2.45%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
META Meta Platforms, Inc.	0.36%	0.32%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AIQ Global X Artificial Intelligence & Technology ETF	0.20%	0.18%	0.14%	0.16%	0.56%	0.15%	0.50%	0.51%	0.51%	0.00%	0.00%	0.00%
MSFT Microsoft Corporation	0.94%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
ORCL Oracle Corporation	1.38%	0.97%	0.96%	1.44%	1.57%	1.38%	1.48%	1.72%	1.68%	1.52%	1.56%	1.56%
PLTR Palantir Technologies 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%
SCHD Schwab U.S. Dividend Equity ETF	3.46%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%

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 Rebalancing August 2025. 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 Rebalancing August 2025 was 34.26%, occurring on Oct 14, 2022. Recovery took 167 trading sessions.

The current Rebalancing August 2025 drawdown is 8.44%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-34.26%	Nov 22, 2021	226	Oct 14, 2022	167	Jun 15, 2023	393
-21.68%	Feb 19, 2025	35	Apr 8, 2025	43	Jun 10, 2025	78
-12.37%	Oct 30, 2025	103	Mar 30, 2026	—	—	—
-11.02%	Jul 11, 2024	18	Aug 5, 2024	32	Sep 19, 2024	50
-10.73%	Aug 1, 2023	62	Oct 26, 2023	16	Nov 17, 2023	78

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 10 assets, with an effective number of assets of 4.01, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

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	SCHD	ORCL	PLTR	META	NVDA	MSFT	AIQ	VT	QQQM	VOO	Portfolio
Benchmark	1.00	0.71	0.57	0.54	0.65	0.68	0.73	0.86	0.96	0.92	1.00	0.95
SCHD	0.71	1.00	0.36	0.27	0.30	0.27	0.34	0.47	0.73	0.50	0.71	0.55
ORCL	0.57	0.36	1.00	0.36	0.40	0.44	0.51	0.56	0.54	0.55	0.57	0.59
PLTR	0.54	0.27	0.36	1.00	0.44	0.49	0.44	0.63	0.53	0.59	0.54	0.65
META	0.65	0.30	0.40	0.44	1.00	0.56	0.61	0.67	0.61	0.71	0.65	0.72
NVDA	0.68	0.27	0.44	0.49	0.56	1.00	0.62	0.74	0.64	0.78	0.68	0.81
MSFT	0.73	0.34	0.51	0.44	0.61	0.62	1.00	0.71	0.65	0.81	0.73	0.78
AIQ	0.86	0.47	0.56	0.63	0.67	0.74	0.71	1.00	0.88	0.92	0.86	0.92
VT	0.96	0.73	0.54	0.53	0.61	0.64	0.65	0.88	1.00	0.87	0.96	0.91
QQQM	0.92	0.50	0.55	0.59	0.71	0.78	0.81	0.92	0.87	1.00	0.92	0.97
VOO	1.00	0.71	0.57	0.54	0.65	0.68	0.73	0.86	0.96	0.92	1.00	0.95
Portfolio	0.95	0.55	0.59	0.65	0.72	0.81	0.78	0.92	0.91	0.97	0.95	1.00

The correlation results are calculated based on daily price changes starting from Oct 14, 2020

Rebalancing August 2025

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