Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FNMA Federal National Mortgage Association | Financial Services | 22.14% |
GLW Corning Incorporated | Technology | 0% |
GOOG Alphabet Inc | Communication Services | 11.16% |
GS The Goldman Sachs Group, Inc. | Financial Services | 17.73% |
MO Altria Group, Inc. | Consumer Defensive | 26.44% |
MSFT Microsoft Corporation | Technology | 0% |
NKE NIKE, Inc. | Consumer Cyclical | 0% |
NVDA NVIDIA Corporation | Technology | 0% |
PLTR Palantir Technologies Inc. | Technology | 0% |
Q Qnity Electronics, Inc | Technology | 0% |
RGTI Rigetti Computing Inc | Technology | 0% |
SMR Nuscale Power Corp | Industrials | 0% |
SNDK Sandisk Corp | Technology | 22.53% |
TSLA Tesla, Inc. | Consumer Cyclical | 0% |
USD=X USD Cash | 0% | |
WDC Western Digital Corporation | Technology | 0% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in MVO-MAXSHARPE, 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 Nov 3, 2025, corresponding to the inception date of Q
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 2.51% | 0.02% | -0.92% | 0.71% | 24.30% | 18.22% | 10.44% | 12.72% |
Portfolio MVO-MAXSHARPE | 0.00% | 7.44% | 38.41% | — | — | — | — | — |
| Portfolio components: | ||||||||
FNMA Federal National Mortgage Association | 4.08% | 6.59% | -38.21% | -45.66% | 27.50% | 154.95% | 23.26% | 17.43% |
GLW Corning Incorporated | 11.16% | 27.93% | 88.91% | 90.62% | 327.74% | 73.56% | 33.34% | 26.43% |
GOOG Alphabet Inc | 3.56% | 2.85% | 0.37% | 28.40% | 115.46% | 42.83% | 22.66% | 23.99% |
GS The Goldman Sachs Group, Inc. | 4.81% | 8.86% | 3.59% | 17.84% | 100.02% | 44.60% | 25.29% | 22.16% |
MO Altria Group, Inc. | 0.83% | 1.31% | 17.79% | 5.72% | 28.69% | 23.87% | 13.87% | 7.48% |
MSFT Microsoft Corporation | 0.55% | -8.57% | -22.42% | -28.38% | 6.38% | 9.53% | 8.80% | 22.83% |
NKE NIKE, Inc. | 1.03% | -23.70% | -31.85% | -36.76% | -17.00% | -27.58% | -19.24% | -1.87% |
NVDA NVIDIA Corporation | 2.23% | -0.31% | -2.36% | -3.71% | 89.12% | 88.90% | 66.19% | 70.58% |
PLTR Palantir Technologies Inc. | -6.20% | -10.02% | -20.81% | -23.32% | 82.05% | 159.13% | 42.40% | — |
Q Qnity Electronics, Inc | 8.70% | 13.21% | 58.51% | — | — | — | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Nov 4, 2025, MVO-MAXSHARPE's average daily return is +0.27%, while the average monthly return is +7.20%. At this rate, your investment would double in approximately 0.8 years.
Historically, 83% of months were positive and 17% were negative. The best month was Jan 2026 with a return of +30.2%, while the worst month was Mar 2026 at -3.1%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 1 months.
On a daily basis, MVO-MAXSHARPE closed higher 42% of trading days. The best single day was Feb 2, 2026 with a return of +7.2%, while the worst single day was Nov 20, 2025 at -9.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 30.17% | 3.18% | -3.14% | 6.40% | 38.41% | ||||||||
| 2025 | 3.06% | 3.51% | 6.68% |
Benchmark Metrics
MVO-MAXSHARPE has an annualized alpha of 185.04%, beta of 1.74, and R² of 0.30 versus S&P 500 Index. Calculated based on daily prices since November 04, 2025.
- This portfolio captured 1662.21% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -124.99%) — a profile typical of hedging or uncorrelated assets.
- R² of 0.30 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 185.04%
- Beta
- 1.74
- R²
- 0.30
- Upside Capture
- 1,662.21%
- Downside Capture
- -124.99%
Expense Ratio
MVO-MAXSHARPE 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.
Return for Risk
Return / Risk — by metrics
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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 | |
|---|---|---|---|---|---|---|
FNMA Federal National Mortgage Association | 46 | 0.26 | 1.43 | 1.16 | 0.25 | 0.55 |
GLW Corning Incorporated | 99 | 7.05 | 5.92 | 1.89 | 14.30 | 53.17 |
GOOG Alphabet Inc | 95 | 3.91 | 4.91 | 1.62 | 5.48 | 20.41 |
GS The Goldman Sachs Group, Inc. | 93 | 3.38 | 4.12 | 1.55 | 4.96 | 17.22 |
MO Altria Group, Inc. | 68 | 1.41 | 1.86 | 1.27 | 1.68 | 4.35 |
MSFT Microsoft Corporation | 38 | 0.25 | 0.54 | 1.08 | 0.14 | 0.37 |
NKE NIKE, Inc. | 16 | -0.41 | -0.36 | 0.95 | -0.50 | -1.41 |
NVDA NVIDIA Corporation | 86 | 2.26 | 3.06 | 1.38 | 4.61 | 11.51 |
PLTR Palantir Technologies Inc. | 72 | 1.47 | 2.03 | 1.27 | 2.39 | 5.65 |
Q Qnity Electronics, Inc | — | — | — | — | — | — |
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Dividends
Dividend yield
MVO-MAXSHARPE provided a 2.00% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.00% | 2.22% | 2.41% | 3.00% | 2.59% | 2.27% | 2.53% | 2.06% | 1.94% | 1.14% | 1.11% | 1.24% |
| Portfolio components: | ||||||||||||
FNMA Federal National Mortgage Association | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GLW Corning Incorporated | 0.68% | 1.28% | 2.36% | 3.68% | 3.38% | 2.58% | 2.44% | 2.75% | 2.38% | 1.94% | 2.22% | 2.63% |
GOOG Alphabet Inc | 0.27% | 0.26% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GS The Goldman Sachs Group, Inc. | 1.71% | 1.59% | 2.01% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% |
MO Altria Group, Inc. | 6.29% | 7.21% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% |
MSFT Microsoft Corporation | 0.93% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
NKE NIKE, Inc. | 3.76% | 2.53% | 2.00% | 1.28% | 1.07% | 0.68% | 0.71% | 0.89% | 1.11% | 1.18% | 1.30% | 0.93% |
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% |
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% |
Q Qnity Electronics, Inc | 0.11% | 0.07% | 0.00% | 0.00% | 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 MVO-MAXSHARPE. 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 MVO-MAXSHARPE was 15.58%, occurring on Mar 6, 2026. The portfolio has not yet recovered.
The current MVO-MAXSHARPE drawdown is 2.81%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.58% | Feb 4, 2026 | 31 | Mar 6, 2026 | — | — | — |
| -10.47% | Nov 12, 2025 | 9 | Nov 20, 2025 | 20 | Dec 10, 2025 | 29 |
| -5.99% | Dec 12, 2025 | 4 | Dec 15, 2025 | 18 | Jan 2, 2026 | 22 |
| -2.86% | Jan 22, 2026 | 2 | Jan 23, 2026 | 5 | Jan 28, 2026 | 7 |
| -2.25% | Nov 4, 2025 | 1 | Nov 4, 2025 | 1 | Nov 5, 2025 | 2 |
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 16 assets, with an effective number of assets of 4.68, 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 | USD=X | MO | NKE | FNMA | MSFT | RGTI | SNDK | PLTR | GOOG | GLW | NVDA | TSLA | SMR | Q | WDC | GS | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.00 | -0.13 | 0.35 | 0.22 | 0.47 | 0.46 | 0.45 | 0.52 | 0.61 | 0.56 | 0.64 | 0.57 | 0.49 | 0.63 | 0.59 | 0.74 | 0.48 |
| USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| MO | -0.13 | 0.00 | 1.00 | -0.04 | -0.13 | -0.05 | -0.03 | -0.08 | -0.22 | -0.19 | 0.09 | -0.17 | -0.11 | -0.13 | -0.09 | -0.10 | -0.18 | -0.04 |
| NKE | 0.35 | 0.00 | -0.04 | 1.00 | 0.23 | 0.09 | 0.07 | -0.00 | 0.02 | 0.09 | 0.02 | -0.07 | 0.21 | 0.22 | 0.15 | 0.10 | 0.30 | 0.04 |
| FNMA | 0.22 | 0.00 | -0.13 | 0.23 | 1.00 | 0.03 | 0.19 | 0.01 | 0.13 | 0.12 | -0.06 | 0.14 | 0.26 | 0.22 | 0.12 | 0.08 | 0.21 | 0.28 |
| MSFT | 0.47 | 0.00 | -0.05 | 0.09 | 0.03 | 1.00 | 0.32 | 0.07 | 0.43 | 0.10 | 0.17 | 0.40 | 0.20 | 0.34 | 0.23 | 0.14 | 0.34 | 0.05 |
| RGTI | 0.46 | 0.00 | -0.03 | 0.07 | 0.19 | 0.32 | 1.00 | 0.22 | 0.38 | 0.17 | 0.25 | 0.24 | 0.31 | 0.75 | 0.33 | 0.19 | 0.27 | 0.22 |
| SNDK | 0.45 | 0.00 | -0.08 | -0.00 | 0.01 | 0.07 | 0.22 | 1.00 | 0.16 | 0.32 | 0.37 | 0.31 | 0.23 | 0.25 | 0.31 | 0.63 | 0.26 | 0.86 |
| PLTR | 0.52 | 0.00 | -0.22 | 0.02 | 0.13 | 0.43 | 0.38 | 0.16 | 1.00 | 0.27 | 0.23 | 0.32 | 0.42 | 0.31 | 0.30 | 0.30 | 0.36 | 0.20 |
| GOOG | 0.61 | 0.00 | -0.19 | 0.09 | 0.12 | 0.10 | 0.17 | 0.32 | 0.27 | 1.00 | 0.34 | 0.31 | 0.39 | 0.21 | 0.33 | 0.41 | 0.37 | 0.37 |
| GLW | 0.56 | 0.00 | 0.09 | 0.02 | -0.06 | 0.17 | 0.25 | 0.37 | 0.23 | 0.34 | 1.00 | 0.43 | 0.27 | 0.23 | 0.45 | 0.51 | 0.48 | 0.34 |
| NVDA | 0.64 | 0.00 | -0.17 | -0.07 | 0.14 | 0.40 | 0.24 | 0.31 | 0.32 | 0.31 | 0.43 | 1.00 | 0.38 | 0.27 | 0.38 | 0.39 | 0.36 | 0.28 |
| TSLA | 0.57 | 0.00 | -0.11 | 0.21 | 0.26 | 0.20 | 0.31 | 0.23 | 0.42 | 0.39 | 0.27 | 0.38 | 1.00 | 0.39 | 0.35 | 0.33 | 0.36 | 0.31 |
| SMR | 0.49 | 0.00 | -0.13 | 0.22 | 0.22 | 0.34 | 0.75 | 0.25 | 0.31 | 0.21 | 0.23 | 0.27 | 0.39 | 1.00 | 0.42 | 0.28 | 0.38 | 0.28 |
| Q | 0.63 | 0.00 | -0.09 | 0.15 | 0.12 | 0.23 | 0.33 | 0.31 | 0.30 | 0.33 | 0.45 | 0.38 | 0.35 | 0.42 | 1.00 | 0.50 | 0.55 | 0.37 |
| WDC | 0.59 | 0.00 | -0.10 | 0.10 | 0.08 | 0.14 | 0.19 | 0.63 | 0.30 | 0.41 | 0.51 | 0.39 | 0.33 | 0.28 | 0.50 | 1.00 | 0.42 | 0.64 |
| GS | 0.74 | 0.00 | -0.18 | 0.30 | 0.21 | 0.34 | 0.27 | 0.26 | 0.36 | 0.37 | 0.48 | 0.36 | 0.36 | 0.38 | 0.55 | 0.42 | 1.00 | 0.38 |
| Portfolio | 0.48 | 0.00 | -0.04 | 0.04 | 0.28 | 0.05 | 0.22 | 0.86 | 0.20 | 0.37 | 0.34 | 0.28 | 0.31 | 0.28 | 0.37 | 0.64 | 0.38 | 1.00 |