Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in famp v4, 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 Aug 20, 2021, corresponding to the inception date of NLCP
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 famp v4 | 0.03% | -1.31% | 5.41% | 21.28% | 46.12% | 24.82% | — | — |
| Portfolio components: | ||||||||
AAAU Goldman Sachs Physical Gold ETF | -1.96% | -8.32% | 8.32% | 21.13% | 49.28% | 32.78% | 21.79% | — |
ADM Archer-Daniels-Midland Company | 2.02% | 8.59% | 29.39% | 26.90% | 59.34% | 0.44% | 8.05% | 10.67% |
AEM Agnico Eagle Mines Limited | -0.73% | -11.08% | 23.23% | 24.54% | 95.94% | 61.65% | 31.59% | 21.55% |
AGI Alamos Gold Inc. | 0.85% | -11.87% | 19.36% | 33.91% | 74.11% | 54.98% | 42.47% | 25.23% |
ASML ASML Holding N.V. | -3.13% | -3.21% | 23.29% | 28.26% | 99.10% | 26.32% | 16.83% | 30.54% |
AVA Avista Corporation | 1.62% | 3.17% | 8.52% | 15.27% | 2.38% | 4.45% | 1.95% | 4.24% |
AZN AstraZeneca PLC | 1.37% | 0.86% | 12.99% | 24.18% | 44.83% | 15.99% | 18.18% | 16.94% |
B Barrick Mining Corporation | -1.33% | -10.16% | -3.58% | 24.32% | 119.66% | 33.48% | 18.27% | 13.95% |
BAC Bank of America Corporation | 0.22% | -0.62% | -9.71% | -1.11% | 20.65% | 23.14% | 7.14% | 16.38% |
BHP BHP Group | -0.44% | -4.66% | 23.71% | 34.56% | 59.42% | 10.35% | 13.32% | 21.30% |
Monthly Returns
Based on dividend-adjusted daily data since Aug 23, 2021, famp v4's average daily return is +0.06%, while the average monthly return is +1.24%. At this rate, your investment would double in approximately 4.7 years.
Historically, 63% of months were positive and 37% were negative. The best month was Mar 2024 with a return of +12.6%, while the worst month was Sep 2022 at -6.9%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.
On a daily basis, famp v4 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +5.1%, while the worst single day was Apr 4, 2025 at -4.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.52% | 6.44% | -5.12% | 0.83% | 5.41% | ||||||||
| 2025 | 3.67% | 1.07% | 0.77% | 0.79% | 1.15% | 2.13% | 2.33% | 6.53% | 5.59% | 3.88% | 8.94% | 2.24% | 46.43% |
| 2024 | -0.57% | 2.44% | 12.61% | -1.41% | 3.39% | -0.81% | 5.97% | 1.24% | -0.87% | -0.77% | 3.74% | -5.08% | 20.52% |
| 2023 | 5.80% | -5.59% | 1.15% | 2.06% | -3.51% | 3.00% | 3.07% | -3.21% | -3.85% | -2.74% | 6.73% | 4.66% | 6.79% |
| 2022 | -1.44% | 0.44% | 3.48% | -4.41% | -0.56% | -6.37% | 1.74% | -1.77% | -6.88% | 5.35% | 5.67% | -1.53% | -6.99% |
| 2021 | 2.80% | -1.60% | 2.53% | -2.74% | 3.74% | 4.63% |
Benchmark Metrics
famp v4 has an annualized alpha of 10.02%, beta of 0.57, and R² of 0.54 versus S&P 500 Index. Calculated based on daily prices since August 23, 2021.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (85.37%) than losses (57.21%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 10.02% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.57 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
- 10.02%
- Beta
- 0.57
- R²
- 0.54
- Upside Capture
- 85.37%
- Downside Capture
- 57.21%
Expense Ratio
famp v4 has an expense ratio of 0.13%, 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.
Top 10 holdings
Return for Risk
Risk / Return Rank
famp v4 ranks 97 for risk / return — in the top 97% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.06 | 0.88 | +2.18 |
Sortino ratioReturn per unit of downside risk | 4.04 | 1.37 | +2.67 |
Omega ratioGain probability vs. loss probability | 1.59 | 1.21 | +0.39 |
Calmar ratioReturn relative to maximum drawdown | 5.07 | 1.39 | +3.68 |
Martin ratioReturn relative to average drawdown | 21.63 | 6.43 | +15.19 |
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 | |
|---|---|---|---|---|---|---|
AAAU Goldman Sachs Physical Gold ETF | 81 | 1.80 | 2.23 | 1.33 | 2.59 | 9.38 |
ADM Archer-Daniels-Midland Company | 90 | 2.10 | 2.77 | 1.36 | 4.54 | 12.66 |
AEM Agnico Eagle Mines Limited | 87 | 2.19 | 2.45 | 1.35 | 3.27 | 11.15 |
AGI Alamos Gold Inc. | 78 | 1.44 | 1.87 | 1.25 | 2.36 | 6.38 |
ASML ASML Holding N.V. | 92 | 2.37 | 2.97 | 1.38 | 5.58 | 15.42 |
AVA Avista Corporation | 41 | 0.13 | 0.29 | 1.04 | 0.20 | 0.36 |
AZN AstraZeneca PLC | 84 | 1.66 | 2.36 | 1.31 | 3.46 | 8.67 |
B Barrick Mining Corporation | 91 | 2.72 | 2.88 | 1.41 | 3.99 | 13.99 |
BAC Bank of America Corporation | 63 | 0.77 | 1.11 | 1.17 | 1.21 | 3.25 |
BHP BHP Group | 85 | 1.84 | 2.42 | 1.31 | 2.85 | 10.64 |
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Dividends
Dividend yield
famp v4 provided a 3.60% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.60% | 3.77% | 3.88% | 3.62% | 3.81% | 4.09% | 3.10% | 2.78% | 3.57% | 2.38% | 2.41% | 2.93% |
| Portfolio components: | ||||||||||||
AAAU Goldman Sachs Physical Gold 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% |
ADM Archer-Daniels-Midland Company | 2.78% | 3.55% | 3.96% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% |
AEM Agnico Eagle Mines Limited | 0.79% | 0.94% | 2.05% | 2.92% | 3.08% | 2.63% | 2.36% | 0.89% | 1.09% | 0.89% | 0.86% | 1.22% |
AGI Alamos Gold Inc. | 0.25% | 0.26% | 0.54% | 0.74% | 0.99% | 1.30% | 0.74% | 0.66% | 0.56% | 0.31% | 0.29% | 1.22% |
ASML ASML Holding N.V. | 0.71% | 0.97% | 0.97% | 0.86% | 1.27% | 0.50% | 0.50% | 1.40% | 0.94% | 0.64% | 0.92% | 0.73% |
AVA Avista Corporation | 4.75% | 5.09% | 5.19% | 5.15% | 3.97% | 3.98% | 4.04% | 3.22% | 3.51% | 2.78% | 3.43% | 3.73% |
AZN AstraZeneca PLC | 2.62% | 1.70% | 2.27% | 2.15% | 2.12% | 2.35% | 2.80% | 2.81% | 3.69% | 3.95% | 5.01% | 4.06% |
B Barrick Mining Corporation | 2.03% | 1.21% | 2.58% | 2.21% | 3.20% | 2.47% | 1.82% | 0.70% | 1.40% | 0.83% | 0.50% | 1.90% |
BAC Bank of America Corporation | 2.23% | 1.96% | 2.28% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% |
BHP BHP Group | 3.63% | 3.64% | 5.98% | 4.98% | 22.44% | 9.98% | 3.67% | 8.59% | 4.89% | 3.61% | 1.68% | 9.38% |
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 famp v4. 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 famp v4 was 19.67%, occurring on Sep 26, 2022. Recovery took 362 trading sessions.
The current famp v4 drawdown is 4.42%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.67% | Apr 21, 2022 | 109 | Sep 26, 2022 | 362 | Mar 6, 2024 | 471 |
| -10.21% | Feb 21, 2025 | 33 | Apr 8, 2025 | 17 | May 2, 2025 | 50 |
| -8.42% | Mar 3, 2026 | 14 | Mar 20, 2026 | — | — | — |
| -6.04% | Dec 2, 2024 | 14 | Dec 19, 2024 | 35 | Feb 12, 2025 | 49 |
| -5.64% | Nov 16, 2021 | 11 | Dec 1, 2021 | 77 | Mar 23, 2022 | 88 |
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 135 assets, with an effective number of assets of 54.47, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.