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Maximized (Omega Theta .75)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Maximized (Omega Theta .75)

Currency in USD · Last updated Jun 2, 2025

Asset Allocation

CRBP 30.84%LASE 25.81%JANX 10.91%RZLT 8.69%WGS 8.31%TIL 6.31%DOGZ 4.79%MDIA 2.67%SMMT 1.67%EquityEquity
PositionCategory/SectorTarget Weight
CRBP
Corbus Pharmaceuticals Holdings, Inc.		Healthcare
30.84%
DOGZ
Dogness (International) Corporation		Consumer Defensive
4.79%
JANX
Janux Therapeutics, Inc.		Healthcare
10.91%
LASE
Laser Photonics Corporation		Industrials
25.81%
MDIA
MediaCo Holding Inc.		Communication Services
2.67%
RZLT
Rezolute, Inc.		Healthcare
8.69%
SMMT
Summit Therapeutics Inc.		Healthcare
1.67%
TIL
Instil Bio, Inc.		Healthcare
6.31%
WGS
GeneDx Holdings Corp.		Healthcare
8.31%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Sep 30, 2022, corresponding to the inception date of LASE

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.92%4.38%-1.84%12.48%13.71%10.99%
Maximized (Omega Theta .75)-31.62%-2.52%-37.88%84.83%N/AN/A
Portfolio components:
CRBP
Corbus Pharmaceuticals Holdings, Inc.		-37.80%-5.78%-58.86%-82.85%-48.85%-22.52%
DOGZ
Dogness (International) Corporation		-41.75%67.83%-44.20%139.82%-5.94%N/A
JANX
Janux Therapeutics, Inc.		-53.29%-23.94%-37.76%-53.25%N/AN/A
LASE
Laser Photonics Corporation		-59.00%-21.00%-54.68%17.33%N/AN/A
MDIA
MediaCo Holding Inc.		-3.42%13.39%-14.65%2.90%-25.16%N/A
RZLT
Rezolute, Inc.		-13.78%5.62%-17.16%4.84%-1.25%-26.43%
SMMT
Summit Therapeutics Inc.		-0.67%-36.47%-4.14%104.09%37.47%5.11%
TIL
Instil Bio, Inc.		55.32%104.77%7.51%177.36%N/AN/A
WGS
GeneDx Holdings Corp.		-3.55%10.26%-4.03%278.02%N/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of Maximized (Omega Theta .75), with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-11.19%-14.42%-19.30%10.85%-1.24%1.83%-31.62%
2024109.80%43.14%13.84%19.84%13.13%16.57%13.51%24.02%121.48%-14.75%-0.70%-12.14%1,152.96%
202369.92%-10.85%16.33%-1.26%-4.44%-7.15%-4.09%-16.67%-13.39%-28.57%8.06%11.74%-7.82%
2022-5.73%-9.40%-12.67%-25.41%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Maximized (Omega Theta .75) 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.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Maximized (Omega Theta .75) is 72, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Maximized (Omega Theta .75) is 7272
Overall Rank
The Sharpe Ratio Rank of Maximized (Omega Theta .75) is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of Maximized (Omega Theta .75) is 8787
Sortino Ratio Rank
The Omega Ratio Rank of Maximized (Omega Theta .75) is 8585
Omega Ratio Rank
The Calmar Ratio Rank of Maximized (Omega Theta .75) is 8282
Calmar Ratio Rank
The Martin Ratio Rank of Maximized (Omega Theta .75) is 3636
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
CRBP
Corbus Pharmaceuticals Holdings, Inc.		-0.84-1.390.80-0.90-1.22
DOGZ
Dogness (International) Corporation		0.942.221.322.234.46
JANX
Janux Therapeutics, Inc.		-0.66-0.710.92-0.72-1.33
LASE
Laser Photonics Corporation		0.091.751.240.270.37
MDIA
MediaCo Holding Inc.		0.021.051.13-0.02-0.03
RZLT
Rezolute, Inc.		0.060.671.080.040.08
SMMT
Summit Therapeutics Inc.		0.885.101.709.7515.52
TIL
Instil Bio, Inc.		1.042.891.331.983.00
WGS
GeneDx Holdings Corp.		2.512.911.414.8314.03

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.

Maximized (Omega Theta .75) Sharpe ratios as of Jun 2, 2025 (values are recalculated daily):

  • 1-Year: 1.00
  • All Time: 0.99

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 0.59 to 1.13, 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 Maximized (Omega Theta .75) 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

Maximized (Omega Theta .75) doesn't pay dividends

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 Maximized (Omega Theta .75). 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 Maximized (Omega Theta .75) was 70.23%, occurring on Nov 9, 2023. Recovery took 52 trading sessions.

The current Maximized (Omega Theta .75) drawdown is 57.46%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-70.23%Feb 6, 2023193Nov 9, 202352Jan 26, 2024245
-64.88%Sep 24, 2024135Apr 8, 2025———
-41.55%Oct 17, 202246Dec 20, 202218Jan 18, 202364
-23.57%Jan 29, 20241Jan 29, 202416Feb 21, 202417
-23.05%Sep 11, 20241Sep 11, 20244Sep 17, 20245
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 9 assets, with an effective number of assets of 5.12, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCDOGZMDIARZLTLASESMMTWGSTILCRBPJANXPortfolio
^GSPC1.000.050.100.160.200.240.310.280.240.340.32
DOGZ0.051.00-0.02-0.01-0.080.020.11-0.010.010.070.11
MDIA0.10-0.021.00-0.020.060.050.060.020.050.020.13
RZLT0.16-0.01-0.021.000.050.150.130.170.170.240.28
LASE0.20-0.080.060.051.000.100.130.140.050.090.57
SMMT0.240.020.050.150.101.000.150.220.200.260.28
WGS0.310.110.060.130.130.151.000.180.130.210.38
TIL0.28-0.010.020.170.140.220.181.000.220.240.38
CRBP0.240.010.050.170.050.200.130.221.000.200.62
JANX0.340.070.020.240.090.260.210.240.201.000.35
Portfolio0.320.110.130.280.570.280.380.380.620.351.00
The correlation results are calculated based on daily price changes starting from Oct 3, 2022
Go to the full Correlations tool for more customization options