Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in February 2026, 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 May 7, 2025, corresponding to the inception date of QQWZ
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio February 2026 | -0.35% | -4.58% | 6.22% | 12.84% | — | — | — | — |
| Portfolio components: | ||||||||
AVDV Avantis International Small Cap Value ETF | -0.97% | -4.17% | 7.34% | 14.94% | 49.48% | 23.93% | 13.58% | — |
DIVI Franklin International Core Dividend Tilt Index ETF | -0.52% | -1.62% | 3.49% | 8.43% | 27.74% | 15.81% | 12.84% | — |
FMTM MarketDesk Focused U.S. Momentum ETF | 0.47% | -2.45% | 10.61% | 17.42% | 39.28% | — | — | — |
IMOM Alpha Architect International Quantitative Momentum ETF | -0.87% | -5.77% | 6.47% | 13.34% | 47.04% | 18.90% | 6.94% | 7.22% |
QQWZ Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF | 0.26% | -2.62% | 5.02% | 5.73% | — | — | — | — |
SCHD Schwab U.S. Dividend Equity ETF | 0.16% | -2.44% | 12.35% | 13.88% | 13.89% | 11.70% | 8.35% | 12.30% |
SGDJ Sprott Junior Gold Miners ETF | -1.89% | -15.00% | 4.90% | 29.91% | 128.86% | 45.74% | 21.24% | 15.19% |
SHLD Global X Defense Tech ETF | 0.65% | -3.69% | 14.15% | 4.83% | 57.51% | — | — | — |
SLVP iShares MSCI Global Silver Miners ETF | -0.81% | -12.94% | 7.35% | 37.49% | 150.62% | 48.77% | 20.47% | 18.15% |
VT Vanguard Total World Stock ETF | -0.23% | -3.01% | -0.97% | 1.52% | 21.33% | 16.97% | 9.38% | 11.66% |
Monthly Returns
Based on dividend-adjusted daily data since May 8, 2025, February 2026's average daily return is +0.15%, while the average monthly return is +2.93%. At this rate, your investment would double in approximately 2.0 years.
Historically, 92% of months were positive and 8% were negative. The best month was Jan 2026 with a return of +7.5%, while the worst month was Mar 2026 at -9.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 1 months.
On a daily basis, February 2026 closed higher 63% of trading days. The best single day was Mar 31, 2026 with a return of +3.5%, while the worst single day was Mar 3, 2026 at -3.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.47% | 7.40% | -9.17% | 1.31% | 6.22% | ||||||||
| 2025 | 3.84% | 4.61% | 0.07% | 5.76% | 7.08% | 1.03% | 3.07% | 2.69% | 31.65% |
Benchmark Metrics
February 2026 has an annualized alpha of 25.61%, beta of 0.86, and R² of 0.50 versus S&P 500 Index. Calculated based on daily prices since May 08, 2025.
- This portfolio captured 166.35% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -3.37%) — a profile typical of hedging or uncorrelated assets.
- This portfolio generated an annualized alpha of 25.61% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 0.86 and R² of 0.50, 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
- 25.61%
- Beta
- 0.86
- R²
- 0.50
- Upside Capture
- 166.35%
- Downside Capture
- -3.37%
Expense Ratio
February 2026 has an expense ratio of 0.29%, 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.
Top 10 holdings
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 | |
|---|---|---|---|---|---|---|
AVDV Avantis International Small Cap Value ETF | 95 | 2.69 | 3.38 | 1.55 | 3.76 | 15.42 |
DIVI Franklin International Core Dividend Tilt Index ETF | 79 | 1.61 | 2.21 | 1.32 | 2.46 | 9.71 |
FMTM MarketDesk Focused U.S. Momentum ETF | 83 | 1.69 | 2.21 | 1.30 | 3.28 | 12.31 |
IMOM Alpha Architect International Quantitative Momentum ETF | 89 | 2.10 | 2.67 | 1.40 | 3.02 | 12.68 |
QQWZ Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF | — | — | — | — | — | — |
SCHD Schwab U.S. Dividend Equity ETF | 40 | 0.89 | 1.34 | 1.19 | 1.09 | 3.69 |
SGDJ Sprott Junior Gold Miners ETF | 91 | 2.56 | 2.66 | 1.38 | 3.86 | 13.71 |
SHLD Global X Defense Tech ETF | 90 | 2.26 | 2.92 | 1.39 | 3.83 | 11.11 |
SLVP iShares MSCI Global Silver Miners ETF | 93 | 2.80 | 2.85 | 1.40 | 4.54 | 15.07 |
VT Vanguard Total World Stock ETF | 68 | 1.24 | 1.83 | 1.27 | 1.86 | 8.47 |
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Dividends
Dividend yield
February 2026 provided a 2.47% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.47% | 2.57% | 2.84% | 2.31% | 2.52% | 1.54% | 1.85% | 1.22% | 1.44% | 1.28% | 2.01% | 0.94% |
| Portfolio components: | ||||||||||||
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% |
DIVI Franklin International Core Dividend Tilt Index ETF | 3.78% | 3.76% | 4.39% | 3.17% | 6.03% | 2.77% | 8.04% | 1.61% | 5.67% | 5.22% | 11.56% | 0.00% |
FMTM MarketDesk Focused U.S. Momentum ETF | 0.27% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IMOM Alpha Architect International Quantitative Momentum ETF | 2.37% | 2.53% | 4.52% | 2.95% | 6.06% | 1.27% | 0.59% | 1.17% | 0.78% | 1.11% | 0.54% | 0.00% |
QQWZ Pacer Cash COWZ 100-Nasdaq 100 Rotator ETF | 0.35% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab U.S. Dividend Equity ETF | 3.45% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
SGDJ Sprott Junior Gold Miners ETF | 7.98% | 8.37% | 6.55% | 4.55% | 2.46% | 2.20% | 1.97% | 0.65% | 0.00% | 0.14% | 1.77% | 0.85% |
SHLD Global X Defense Tech ETF | 0.48% | 0.55% | 0.53% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SLVP iShares MSCI Global Silver Miners ETF | 1.66% | 1.78% | 1.05% | 0.88% | 0.63% | 1.63% | 2.39% | 2.03% | 1.28% | 0.85% | 2.32% | 0.72% |
VT Vanguard Total World Stock ETF | 1.80% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
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 February 2026. 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 February 2026 was 12.19%, occurring on Mar 30, 2026. The portfolio has not yet recovered.
The current February 2026 drawdown is 7.97%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -12.19% | Mar 2, 2026 | 21 | Mar 30, 2026 | — | — | — |
| -4.97% | Nov 13, 2025 | 6 | Nov 20, 2025 | 5 | Nov 28, 2025 | 11 |
| -4.05% | Jan 28, 2026 | 7 | Feb 5, 2026 | 2 | Feb 9, 2026 | 9 |
| -3.25% | Oct 9, 2025 | 2 | Oct 10, 2025 | 21 | Nov 10, 2025 | 23 |
| -3.16% | Jul 24, 2025 | 7 | Aug 1, 2025 | 5 | Aug 8, 2025 | 12 |
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 12 assets, with an effective number of assets of 9.65, 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 | SGOV | SCHD | SGDJ | SLVP | SHLD | QQWZ | XAR | FMTM | IMOM | DIVI | AVDV | VT | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.12 | 0.42 | 0.21 | 0.28 | 0.41 | 0.82 | 0.61 | 0.74 | 0.56 | 0.71 | 0.61 | 0.95 | 0.72 |
| SGOV | -0.12 | 1.00 | -0.05 | -0.01 | -0.02 | -0.02 | -0.12 | -0.00 | -0.09 | -0.14 | -0.15 | -0.08 | -0.13 | -0.10 |
| SCHD | 0.42 | -0.05 | 1.00 | 0.08 | 0.10 | 0.18 | 0.39 | 0.32 | 0.31 | 0.27 | 0.50 | 0.42 | 0.48 | 0.42 |
| SGDJ | 0.21 | -0.01 | 0.08 | 1.00 | 0.88 | 0.32 | 0.14 | 0.25 | 0.37 | 0.45 | 0.36 | 0.52 | 0.33 | 0.70 |
| SLVP | 0.28 | -0.02 | 0.10 | 0.88 | 1.00 | 0.34 | 0.20 | 0.29 | 0.40 | 0.46 | 0.38 | 0.54 | 0.37 | 0.73 |
| SHLD | 0.41 | -0.02 | 0.18 | 0.32 | 0.34 | 1.00 | 0.34 | 0.76 | 0.48 | 0.53 | 0.30 | 0.38 | 0.42 | 0.56 |
| QQWZ | 0.82 | -0.12 | 0.39 | 0.14 | 0.20 | 0.34 | 1.00 | 0.51 | 0.59 | 0.44 | 0.55 | 0.49 | 0.78 | 0.60 |
| XAR | 0.61 | -0.00 | 0.32 | 0.25 | 0.29 | 0.76 | 0.51 | 1.00 | 0.61 | 0.50 | 0.43 | 0.47 | 0.61 | 0.63 |
| FMTM | 0.74 | -0.09 | 0.31 | 0.37 | 0.40 | 0.48 | 0.59 | 0.61 | 1.00 | 0.59 | 0.60 | 0.57 | 0.75 | 0.77 |
| IMOM | 0.56 | -0.14 | 0.27 | 0.45 | 0.46 | 0.53 | 0.44 | 0.50 | 0.59 | 1.00 | 0.73 | 0.79 | 0.68 | 0.80 |
| DIVI | 0.71 | -0.15 | 0.50 | 0.36 | 0.38 | 0.30 | 0.55 | 0.43 | 0.60 | 0.73 | 1.00 | 0.85 | 0.85 | 0.78 |
| AVDV | 0.61 | -0.08 | 0.42 | 0.52 | 0.54 | 0.38 | 0.49 | 0.47 | 0.57 | 0.79 | 0.85 | 1.00 | 0.76 | 0.85 |
| VT | 0.95 | -0.13 | 0.48 | 0.33 | 0.37 | 0.42 | 0.78 | 0.61 | 0.75 | 0.68 | 0.85 | 0.76 | 1.00 | 0.83 |
| Portfolio | 0.72 | -0.10 | 0.42 | 0.70 | 0.73 | 0.56 | 0.60 | 0.63 | 0.77 | 0.80 | 0.78 | 0.85 | 0.83 | 1.00 |