Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in PETER'S TREND ALLOCATION MODEL PORTFOLIO (PTAMP) - Last Updated 2July2024, 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 Jan 11, 2024, corresponding to the inception date of IBIT
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -4.18% | -3.84% | -1.98% | 21.98% | 16.86% | 10.37% | 12.29% |
Portfolio PETER'S TREND ALLOCATION MODEL PORTFOLIO (PTAMP) - Last Updated 2July2024 | -0.50% | -4.59% | -7.97% | -12.99% | 37.08% | — | — | — |
| Portfolio components: | ||||||||
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | 0.06% | -4.31% | -6.85% | -5.05% | 29.32% | 22.14% | 12.55% | 15.95% |
XLK State Street Technology Select Sector SPDR ETF | 0.80% | -2.63% | -5.43% | -4.21% | 40.11% | 22.58% | 15.84% | 21.15% |
MAGS Roundhill Magnificent Seven ETF | -0.70% | -6.36% | -11.66% | -8.23% | 34.56% | — | — | — |
SMH VanEck Semiconductor ETF | 0.09% | -1.70% | 8.94% | 16.89% | 101.23% | 44.85% | 26.17% | 31.69% |
AIQ Global X Artificial Intelligence & Technology ETF | -0.15% | -5.31% | -7.06% | -5.77% | 35.99% | 24.72% | 10.51% | — |
BLOK Amplify Transformational Data Sharing ETF | 0.64% | -9.18% | -11.64% | -28.00% | 41.13% | 40.84% | 1.69% | — |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 0.13% | -2.81% | -1.76% | 2.45% | 25.83% | 19.59% | — | — |
DXJ WisdomTree Japan Hedged Equity Fund | -0.57% | -0.70% | 11.84% | 24.73% | 60.16% | 34.98% | 24.74% | 17.53% |
IBIT iShares Bitcoin Trust ETF | -1.73% | -8.37% | -23.52% | -45.61% | -18.47% | — | — | — |
EETH ProShares Ether Strategy ETF | -3.62% | 3.98% | -31.18% | -55.18% | 1.76% | — | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Jan 12, 2024, PETER'S TREND ALLOCATION MODEL PORTFOLIO (PTAMP) - Last Updated 2July2024's average daily return is +0.10%, while the average monthly return is +1.92%. At this rate, your investment would double in approximately 3.0 years.
Historically, 61% of months were positive and 39% were negative. The best month was Feb 2024 with a return of +16.7%, while the worst month was Feb 2025 at -8.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.
On a daily basis, PETER'S TREND ALLOCATION MODEL PORTFOLIO (PTAMP) - Last Updated 2July2024 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +12.0%, while the worst single day was Apr 3, 2025 at -6.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.24% | -6.25% | -3.90% | 0.89% | -7.97% | ||||||||
| 2025 | 2.93% | -8.80% | -7.70% | 2.45% | 13.78% | 7.04% | 8.53% | 2.52% | 5.78% | 3.50% | -5.80% | -0.32% | 23.65% |
| 2024 | -0.63% | 16.68% | 4.94% | -7.80% | 9.40% | 2.78% | -0.87% | -3.62% | 3.68% | 0.91% | 13.96% | -1.44% | 41.64% |
Benchmark Metrics
PETER'S TREND ALLOCATION MODEL PORTFOLIO (PTAMP) - Last Updated 2July2024 has an annualized alpha of 2.27%, beta of 1.46, and R² of 0.73 versus S&P 500 Index. Calculated based on daily prices since January 12, 2024.
- This portfolio captured 166.62% of S&P 500 Index gains and 143.80% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 2.27% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 2.27%
- Beta
- 1.46
- R²
- 0.73
- Upside Capture
- 166.62%
- Downside Capture
- 143.80%
Expense Ratio
PETER'S TREND ALLOCATION MODEL PORTFOLIO (PTAMP) - Last Updated 2July2024 has an expense ratio of 0.42%, placing it in the medium range. 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
PETER'S TREND ALLOCATION MODEL PORTFOLIO (PTAMP) - Last Updated 2July2024 ranks 26 for risk / return — below 26% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 0.88 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.37 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.21 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 1.39 | +0.17 |
Martin ratioReturn relative to average drawdown | 4.41 | 6.43 | -2.02 |
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 | |
|---|---|---|---|---|---|---|
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | 54 | 1.00 | 1.57 | 1.22 | 1.69 | 6.49 |
XLK State Street Technology Select Sector SPDR ETF | 60 | 1.13 | 1.71 | 1.24 | 1.98 | 6.27 |
MAGS Roundhill Magnificent Seven ETF | 45 | 0.89 | 1.48 | 1.20 | 1.43 | 4.90 |
SMH VanEck Semiconductor ETF | 94 | 2.28 | 2.89 | 1.41 | 5.34 | 18.94 |
AIQ Global X Artificial Intelligence & Technology ETF | 54 | 1.05 | 1.59 | 1.22 | 1.76 | 5.79 |
BLOK Amplify Transformational Data Sharing ETF | 32 | 0.73 | 1.26 | 1.15 | 0.93 | 2.26 |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 61 | 1.07 | 1.63 | 1.26 | 1.75 | 8.55 |
DXJ WisdomTree Japan Hedged Equity Fund | 92 | 2.18 | 2.82 | 1.44 | 3.95 | 15.29 |
IBIT iShares Bitcoin Trust ETF | 4 | -0.51 | -0.49 | 0.94 | -0.43 | -0.91 |
EETH ProShares Ether Strategy ETF | 15 | 0.02 | 0.61 | 1.07 | 0.03 | 0.06 |
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Dividends
Dividend yield
PETER'S TREND ALLOCATION MODEL PORTFOLIO (PTAMP) - Last Updated 2July2024 provided a 9.36% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 9.36% | 7.26% | 3.26% | 1.82% | 1.63% | 1.89% | 0.74% | 0.90% | 0.97% | 0.65% | 0.61% | 1.14% |
| Portfolio components: | ||||||||||||
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | 0.57% | 0.52% | 0.60% | 1.15% | 1.03% | 0.62% | 0.90% | 1.37% | 1.51% | 1.41% | 1.55% | 1.57% |
XLK State Street Technology Select Sector SPDR ETF | 0.56% | 0.54% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% |
MAGS Roundhill Magnificent Seven ETF | 1.68% | 1.48% | 0.81% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SMH VanEck Semiconductor ETF | 0.28% | 0.31% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% |
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% |
BLOK Amplify Transformational Data Sharing ETF | 0.81% | 0.72% | 6.00% | 1.15% | 0.00% | 14.31% | 1.88% | 2.05% | 1.30% | 0.00% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.12% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DXJ WisdomTree Japan Hedged Equity Fund | 1.16% | 1.29% | 3.48% | 3.44% | 3.02% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% |
IBIT iShares Bitcoin Trust ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EETH ProShares Ether Strategy ETF | 77.27% | 56.98% | 10.82% | 0.52% | 0.00% | 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 PETER'S TREND ALLOCATION MODEL PORTFOLIO (PTAMP) - Last Updated 2July2024. 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 PETER'S TREND ALLOCATION MODEL PORTFOLIO (PTAMP) - Last Updated 2July2024 was 29.79%, occurring on Apr 8, 2025. Recovery took 56 trading sessions.
The current PETER'S TREND ALLOCATION MODEL PORTFOLIO (PTAMP) - Last Updated 2July2024 drawdown is 14.83%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.79% | Dec 17, 2024 | 76 | Apr 8, 2025 | 56 | Jun 30, 2025 | 132 |
| -18.81% | Oct 28, 2025 | 105 | Mar 30, 2026 | — | — | — |
| -18.1% | Jul 17, 2024 | 14 | Aug 5, 2024 | 66 | Nov 6, 2024 | 80 |
| -9.31% | Mar 14, 2024 | 34 | May 1, 2024 | 13 | May 20, 2024 | 47 |
| -5.25% | Oct 7, 2025 | 4 | Oct 10, 2025 | 11 | Oct 27, 2025 | 15 |
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 10.00, 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
| Benchmark | DXJ | IBIT | EETH | BLOK | SMH | MAGS | XLK | SPYG | JEPQ | AIQ | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.56 | 0.40 | 0.45 | 0.67 | 0.78 | 0.83 | 0.89 | 0.94 | 0.93 | 0.89 | 0.80 |
| DXJ | 0.56 | 1.00 | 0.17 | 0.23 | 0.39 | 0.46 | 0.44 | 0.48 | 0.50 | 0.53 | 0.52 | 0.47 |
| IBIT | 0.40 | 0.17 | 1.00 | 0.81 | 0.75 | 0.36 | 0.37 | 0.36 | 0.37 | 0.38 | 0.43 | 0.76 |
| EETH | 0.45 | 0.23 | 0.81 | 1.00 | 0.69 | 0.44 | 0.43 | 0.43 | 0.43 | 0.45 | 0.48 | 0.81 |
| BLOK | 0.67 | 0.39 | 0.75 | 0.69 | 1.00 | 0.60 | 0.60 | 0.63 | 0.66 | 0.65 | 0.72 | 0.88 |
| SMH | 0.78 | 0.46 | 0.36 | 0.44 | 0.60 | 1.00 | 0.73 | 0.90 | 0.84 | 0.85 | 0.85 | 0.77 |
| MAGS | 0.83 | 0.44 | 0.37 | 0.43 | 0.60 | 0.73 | 1.00 | 0.82 | 0.91 | 0.88 | 0.82 | 0.76 |
| XLK | 0.89 | 0.48 | 0.36 | 0.43 | 0.63 | 0.90 | 0.82 | 1.00 | 0.94 | 0.94 | 0.91 | 0.79 |
| SPYG | 0.94 | 0.50 | 0.37 | 0.43 | 0.66 | 0.84 | 0.91 | 0.94 | 1.00 | 0.96 | 0.91 | 0.80 |
| JEPQ | 0.93 | 0.53 | 0.38 | 0.45 | 0.65 | 0.85 | 0.88 | 0.94 | 0.96 | 1.00 | 0.92 | 0.81 |
| AIQ | 0.89 | 0.52 | 0.43 | 0.48 | 0.72 | 0.85 | 0.82 | 0.91 | 0.91 | 0.92 | 1.00 | 0.84 |
| Portfolio | 0.80 | 0.47 | 0.76 | 0.81 | 0.88 | 0.77 | 0.76 | 0.79 | 0.80 | 0.81 | 0.84 | 1.00 |