Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
MOOD Relative Sentiment Tactical Allocation ETF | Tactical Allocation | 100% |
Benchmark: S&P 500 Index · Rebalance: Every 3 months
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Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in MOOD, 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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Compare your portfolio against anything
Returns By Period
| Position | 1D | 1M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* | ALL TIME* |
|---|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.70% | 0.09% | 7.94% | 9.41% | 18.15% | 17.84% | 11.25% | 13.26% | 8.09% |
Portfolio MOOD | 0.04% | 0.15% | 5.83% | 13.27% | 31.25% | 19.14% | — | — | 15.16% |
| Portfolio components: | |||||||||
MOOD Relative Sentiment Tactical Allocation ETF | 0.04% | 0.15% | 5.83% | 13.27% | 31.25% | 19.14% | — | — | 15.16% |
Monthly Returns
Based on dividend-adjusted daily data since May 19, 2022, MOOD's average daily return is +0.06%, while the average monthly return is +1.23%. At this rate, an investment would double in approximately 4.7 years.
Historically, 71% of months were positive and 29% were negative. The best month was Nov 2022 with a return of +7.6%, while the worst month was Sep 2022 at -8.8%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.
On a daily basis, MOOD closed higher 56% of trading days. The best single day was Nov 10, 2022 with a return of +5.1%, while the worst single day was Jan 30, 2026 at -7.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.03% | 6.05% | -5.99% | 3.78% | 3.37% | -1.02% | -0.03% | 13.27% | |||||
| 2025 | 3.08% | 0.83% | 1.47% | 0.37% | 2.31% | 3.48% | 0.41% | 3.76% | 5.07% | 1.98% | 1.95% | 2.24% | 30.39% |
| 2024 | 0.06% | 2.63% | 2.72% | -1.55% | 4.22% | 0.18% | 2.02% | 0.89% | 2.85% | -1.23% | 3.33% | -3.95% | 12.53% |
| 2023 | 6.79% | -2.55% | 1.79% | 1.47% | -1.42% | 2.80% | 2.25% | -2.60% | -3.05% | -2.85% | 7.56% | 2.43% | 12.56% |
| 2022 | 0.43% | -4.50% | 6.11% | -4.49% | -8.81% | 5.47% | 7.63% | -3.89% | -3.31% |
Benchmark Metrics
MOOD has an annualized alpha of 5.87%, beta of 0.55, and R2 of 0.56 versus S&P 500 Index. Calculated based on daily prices since May 19, 2022.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (70.13%) than losses (62.65%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 5.87% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.55 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 5.87%
- Beta
- 0.55
- R²
- 0.56
- Upside Capture
- 70.13%
- Downside Capture
- 62.65%
Expense Ratio
MOOD has an expense ratio of 0.73%, 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
MOOD ranks 75 for risk / return — above 75% of Portfolios peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return Metrics
The table below presents risk-adjusted performance metrics for MOOD and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.14 | 1.42 | +0.72 |
| Sortino ratioReturn per unit of downside risk | 2.57 | 1.98 | +0.59 |
| Omega ratioGain probability vs. loss probability | 1.42 | 1.25 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.23 | 2.00 | +1.23 |
| Martin ratioReturn relative to average drawdown | 9.79 | 8.49 | +1.30 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
MOOD Relative Sentiment Tactical Allocation ETF | 84 | 2.14 | 2.57 | 1.42 | 3.23 | 9.79 |
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Dividends
Dividend yield
MOOD provided a 0.36% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Portfolio | 0.36% | 0.40% | 1.33% | 1.34% | 1.43% |
| Portfolio components: | |||||
MOOD Relative Sentiment Tactical Allocation ETF | 0.36% | 0.40% | 1.33% | 1.34% | 1.43% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $0.15 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.39 | $0.39 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.36 | $0.36 |
| 2022 | $0.34 | $0.34 |
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 MOOD. 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 MOOD was 14.34%, occurring on Oct 14, 2022. Recovery took 70 trading sessions.
The current MOOD drawdown is 2.08%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-14.34%Oct 2022 | 1mo 28d | 3mo 14d | 5mo 12dAug 2022 - Jan 2023 | Bear market2022 |
-9.71%Mar 2026 | 1mo 19d | 2mo 27d | 4mo 16dJan 2026 - Jun 2026 | — |
-9.17%Oct 2023 | 3mo 2d | 1mo 18d | 4mo 20dJul 2023 - Dec 2023 | — |
-7.15%Mar 2023 | 1mo 10d | 3mo | 4mo 10dFeb 2023 - Jun 2023 | — |
-6.51%Jul 2022 | 1mo 14d | 15d | 1mo 29dMay 2022 - Jul 2022 | Bear market2022 |
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 1 assets, with an effective number of assets of 1.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | All Time | |
|---|---|---|---|
Diversification Ratio | 1.00 | 1.00 | 1.00 |
The portfolio has a diversification ratio of 1.00, placing it in the bottom quartile across portfolios. The holdings provided limited volatility reduction when combined.
MOOD correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.73 |
Correlation (3Y) Balances recent behavior with more history. | 0.74 |
Correlation (All Time) Calculated using the full available price history since May 19, 2022 | 0.79 |
Find what MOOD is missing
See which holdings overlap, where MOOD is concentrated, and which low-correlation assets could fill the gaps.
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