Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2025 big nine holdings portfolio, 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 Mar 17, 2022, corresponding to the inception date of GDE
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.63% | -3.84% | -1.98% | 29.73% | 16.86% | 10.37% | 12.29% |
Portfolio 2025 big nine holdings portfolio | 0.17% | -3.62% | -3.83% | -3.02% | 45.29% | 26.79% | — | — |
| Portfolio components: | ||||||||
QQQM Invesco NASDAQ 100 ETF | 0.12% | -3.80% | -4.64% | -2.75% | 38.94% | 23.07% | 13.26% | — |
SPMO Invesco S&P 500 Momentum ETF | 0.21% | -3.83% | -3.57% | -3.95% | 40.62% | 28.37% | 17.71% | 17.43% |
XNTK SPDR NYSE Technology ETF | 0.16% | -3.78% | -6.33% | -6.47% | 54.10% | 29.78% | 12.32% | 21.13% |
FTEC Fidelity MSCI Information Technology Index ETF | 0.86% | -2.73% | -5.31% | -5.33% | 49.87% | 23.87% | 15.25% | 21.45% |
VONG Vanguard Russell 1000 Growth ETF | -0.01% | -4.96% | -8.98% | -8.25% | 32.59% | 21.43% | 12.55% | 16.78% |
AVDV Avantis International Small Cap Value ETF | -0.97% | -2.94% | 7.34% | 13.75% | 65.77% | 23.93% | 13.58% | — |
DFIV Dimensional International Value ETF | -0.28% | 0.74% | 6.78% | 15.13% | 53.76% | 21.94% | — | — |
CGDV Capital Group Dividend Value ETF | -0.23% | -4.31% | -1.92% | 1.54% | 33.85% | 21.16% | — | — |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | -1.24% | -9.89% | 2.45% | 13.90% | 81.54% | 43.74% | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Mar 18, 2022, 2025 big nine holdings portfolio's average daily return is +0.07%, while the average monthly return is +1.48%. At this rate, your investment would double in approximately 3.9 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2023 with a return of +11.3%, while the worst month was Apr 2022 at -10.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 2025 big nine holdings portfolio closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +11.7%, while the worst single day was Apr 4, 2025 at -6.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.08% | -1.05% | -5.57% | 1.84% | -3.83% | ||||||||
| 2025 | 3.71% | -1.34% | -6.47% | 2.01% | 9.93% | 7.46% | 2.38% | 1.59% | 6.12% | 3.21% | -2.04% | 0.19% | 28.92% |
| 2024 | 3.29% | 7.63% | 3.12% | -4.83% | 6.61% | 6.29% | -1.21% | 2.18% | 2.52% | -0.73% | 5.73% | -1.14% | 32.75% |
| 2023 | 6.64% | -2.33% | 5.50% | 0.95% | 1.48% | 6.28% | 3.47% | -0.31% | -3.67% | -2.04% | 11.28% | 5.92% | 37.25% |
| 2022 | 3.57% | -10.59% | -0.14% | -8.97% | 9.42% | -4.14% | -9.52% | 8.75% | 5.71% | -5.52% | -13.21% |
Benchmark Metrics
2025 big nine holdings portfolio has an annualized alpha of 5.92%, beta of 1.14, and R² of 0.94 versus S&P 500 Index. Calculated based on daily prices since March 18, 2022.
- This portfolio captured 127.32% of S&P 500 Index gains but only 96.23% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 5.92% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 1.14 and R² of 0.94, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 5.92%
- Beta
- 1.14
- R²
- 0.94
- Upside Capture
- 127.32%
- Downside Capture
- 96.23%
Expense Ratio
2025 big nine holdings portfolio has an expense ratio of 0.18%, 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.
Return for Risk
Risk / Return Rank
2025 big nine holdings portfolio ranks 53 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 0.88 | +0.33 |
Sortino ratioReturn per unit of downside risk | 1.81 | 1.37 | +0.44 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.21 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.17 | 1.39 | +0.78 |
Martin ratioReturn relative to average drawdown | 8.41 | 6.43 | +1.97 |
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 | |
|---|---|---|---|---|---|---|
QQQM Invesco NASDAQ 100 ETF | 59 | 1.05 | 1.63 | 1.23 | 1.95 | 7.03 |
SPMO Invesco S&P 500 Momentum ETF | 57 | 1.01 | 1.55 | 1.23 | 1.91 | 6.68 |
XNTK SPDR NYSE Technology ETF | 61 | 1.17 | 1.75 | 1.24 | 2.04 | 6.40 |
FTEC Fidelity MSCI Information Technology Index ETF | 58 | 1.10 | 1.69 | 1.24 | 1.92 | 5.88 |
VONG Vanguard Russell 1000 Growth ETF | 38 | 0.80 | 1.30 | 1.18 | 1.15 | 3.86 |
AVDV Avantis International Small Cap Value ETF | 94 | 2.69 | 3.38 | 1.55 | 3.76 | 15.42 |
DFIV Dimensional International Value ETF | 92 | 2.29 | 2.98 | 1.47 | 3.25 | 14.28 |
CGDV Capital Group Dividend Value ETF | 66 | 1.24 | 1.81 | 1.28 | 1.94 | 8.10 |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 82 | 1.84 | 2.36 | 1.35 | 2.68 | 10.22 |
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Dividends
Dividend yield
2025 big nine holdings portfolio provided a 0.85% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.85% | 0.79% | 0.88% | 1.28% | 1.41% | 0.63% | 0.82% | 0.89% | 5.71% | 0.75% | 1.19% | 0.59% |
| Portfolio components: | ||||||||||||
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% |
SPMO Invesco S&P 500 Momentum ETF | 0.88% | 0.73% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% |
XNTK SPDR NYSE Technology ETF | 0.24% | 0.23% | 0.42% | 0.34% | 0.85% | 0.34% | 0.30% | 0.61% | 29.64% | 1.29% | 0.81% | 0.93% |
FTEC Fidelity MSCI Information Technology Index ETF | 0.45% | 0.43% | 0.49% | 0.77% | 0.93% | 0.63% | 0.83% | 1.03% | 1.20% | 0.96% | 1.25% | 1.27% |
VONG Vanguard Russell 1000 Growth ETF | 0.50% | 0.45% | 0.55% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% |
AVDV Avantis International Small Cap Value ETF | 2.97% | 3.05% | 4.31% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% |
DFIV Dimensional International Value ETF | 2.67% | 2.92% | 3.88% | 3.93% | 3.84% | 2.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CGDV Capital Group Dividend Value ETF | 1.33% | 1.29% | 1.60% | 1.65% | 1.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 4.22% | 4.32% | 7.14% | 2.22% | 0.81% | 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 2025 big nine holdings portfolio. 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 2025 big nine holdings portfolio was 24.73%, occurring on Sep 30, 2022. Recovery took 198 trading sessions.
The current 2025 big nine holdings portfolio drawdown is 6.88%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.73% | Mar 30, 2022 | 128 | Sep 30, 2022 | 198 | Jul 18, 2023 | 326 |
| -21.73% | Feb 19, 2025 | 35 | Apr 8, 2025 | 37 | Jun 2, 2025 | 72 |
| -13.09% | Jul 11, 2024 | 18 | Aug 5, 2024 | 46 | Oct 9, 2024 | 64 |
| -12.04% | Oct 30, 2025 | 103 | Mar 30, 2026 | — | — | — |
| -7.87% | Sep 15, 2023 | 30 | Oct 26, 2023 | 11 | Nov 10, 2023 | 41 |
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 4.52, 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
| Benchmark | GDE | DFIV | AVDV | SPMO | CGDV | XNTK | FTEC | QQQM | VONG | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.64 | 0.67 | 0.67 | 0.85 | 0.92 | 0.88 | 0.92 | 0.94 | 0.95 | 0.96 |
| GDE | 0.64 | 1.00 | 0.60 | 0.66 | 0.54 | 0.61 | 0.58 | 0.58 | 0.60 | 0.59 | 0.63 |
| DFIV | 0.67 | 0.60 | 1.00 | 0.93 | 0.59 | 0.74 | 0.56 | 0.54 | 0.56 | 0.56 | 0.64 |
| AVDV | 0.67 | 0.66 | 0.93 | 1.00 | 0.58 | 0.71 | 0.59 | 0.56 | 0.58 | 0.58 | 0.66 |
| SPMO | 0.85 | 0.54 | 0.59 | 0.58 | 1.00 | 0.81 | 0.74 | 0.79 | 0.78 | 0.81 | 0.90 |
| CGDV | 0.92 | 0.61 | 0.74 | 0.71 | 0.81 | 1.00 | 0.77 | 0.79 | 0.81 | 0.81 | 0.87 |
| XNTK | 0.88 | 0.58 | 0.56 | 0.59 | 0.74 | 0.77 | 1.00 | 0.95 | 0.95 | 0.93 | 0.94 |
| FTEC | 0.92 | 0.58 | 0.54 | 0.56 | 0.79 | 0.79 | 0.95 | 1.00 | 0.97 | 0.96 | 0.96 |
| QQQM | 0.94 | 0.60 | 0.56 | 0.58 | 0.78 | 0.81 | 0.95 | 0.97 | 1.00 | 0.98 | 0.96 |
| VONG | 0.95 | 0.59 | 0.56 | 0.58 | 0.81 | 0.81 | 0.93 | 0.96 | 0.98 | 1.00 | 0.96 |
| Portfolio | 0.96 | 0.63 | 0.64 | 0.66 | 0.90 | 0.87 | 0.94 | 0.96 | 0.96 | 0.96 | 1.00 |