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16 Jan 25’ ETF portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

16 Jan 25’ ETF portfolio

Currency in USD · Last updated May 15, 2025

Asset Allocation

FNGS 15%IGM 15%MAGS 15%SPMO 15%IWY 15%SMH 15%QTUM 2%SKYY 2%BUZZ 1%XLE 1%ARKX 1%UFO 1%JETS 1%AIQ 1%EquityEquity
PositionCategory/SectorTarget Weight
AIQ
Global X Artificial Intelligence & Technology ETF		Large Cap Growth Equities
1%
ARKX
ARK Space Exploration & Innovation ETF		Actively Managed, Innovation, Aerospace & Defense
1%
BUZZ
VanEck Social Sentiment ETF		Large Cap Growth Equities
1%
FNGS
MicroSectors FANG+ ETN		Large Cap Growth Equities
15%
IGM
iShares Expanded Tech Sector ETF		Technology Equities
15%
IWY
iShares Russell Top 200 Growth ETF		Large Cap Growth Equities
15%
JETS
U.S. Global Jets ETF		Industrials Equities
1%
MAGS
Roundhill Magnificent Seven ETF		Technology Equities
15%
QTUM
Defiance Quantum ETF		Technology Equities
2%
SKYY
First Trust ISE Cloud Computing Index Fund		Technology Equities, Cloud Computing
2%
SMH
VanEck Vectors Semiconductor ETF		Technology Equities
15%
SPMO
Invesco S&P 500® Momentum ETF		Large Cap Growth Equities
15%
UFO
Procure Space ETF		Global Equities, Aerospace & Defense
1%
XLE
Energy Select Sector SPDR Fund		Energy Equities
1%

Performance

Performance Chart

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The earliest data available for this chart is Apr 11, 2023, corresponding to the inception date of MAGS

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.60%9.64%-0.54%11.47%15.67%10.79%
16 Jan 25’ ETF portfolio1.81%16.77%4.69%21.89%N/AN/A
Portfolio components:
FNGS
MicroSectors FANG+ ETN		2.39%16.53%8.86%29.68%29.50%N/A
IGM
iShares Expanded Tech Sector ETF		1.26%17.30%2.34%17.27%20.29%19.75%
MAGS
Roundhill Magnificent Seven ETF		-4.17%17.06%2.14%28.73%N/AN/A
SPMO
Invesco S&P 500® Momentum ETF		10.31%15.55%10.03%29.33%22.45%N/A
IWY
iShares Russell Top 200 Growth ETF		-1.37%12.57%0.64%16.21%19.75%17.00%
SMH
VanEck Vectors Semiconductor ETF		2.05%21.79%0.02%6.12%31.38%25.45%
QTUM
Defiance Quantum ETF		3.63%17.25%28.00%36.78%27.28%N/A
SKYY
First Trust ISE Cloud Computing Index Fund		-2.51%19.29%-1.74%20.32%12.33%14.57%
BUZZ
VanEck Social Sentiment ETF		7.99%21.03%13.80%28.60%N/AN/A
XLE
Energy Select Sector SPDR Fund		0.72%8.30%-8.29%-5.84%24.01%4.64%
ARKX
ARK Space Exploration & Innovation ETF		5.58%14.95%15.72%31.86%N/AN/A
UFO
Procure Space ETF		5.44%14.08%15.34%56.93%9.44%N/A
JETS
U.S. Global Jets ETF		-11.24%18.05%-8.42%6.79%13.60%-0.56%
AIQ
Global X Artificial Intelligence & Technology ETF		5.62%17.07%6.39%18.60%17.81%N/A
*Annualized

Monthly Returns

The table below presents the monthly returns of 16 Jan 25’ ETF portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.66%-4.38%-8.95%1.94%11.74%1.81%
20243.55%9.90%3.08%-4.20%7.47%7.75%-1.94%0.71%3.07%-0.02%6.72%2.27%44.54%
20231.27%8.70%6.27%4.14%-1.34%-5.15%-2.68%12.17%6.30%32.28%

Expense Ratio

16 Jan 25’ ETF portfolio has an expense ratio of 0.36%, 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.

BUZZ
VanEck Social Sentiment ETF
ARKX
ARK Space Exploration & Innovation ETF
UFO
Procure Space ETF
AIQ
Global X Artificial Intelligence & Technology ETF
SKYY
First Trust ISE Cloud Computing Index Fund
JETS
U.S. Global Jets ETF
FNGS
MicroSectors FANG+ ETN
IGM
iShares Expanded Tech Sector ETF
QTUM
Defiance Quantum ETF
SMH
VanEck Vectors Semiconductor ETF
MAGS
Roundhill Magnificent Seven ETF
IWY
iShares Russell Top 200 Growth ETF
SPMO
Invesco S&P 500® Momentum ETF
XLE
Energy Select Sector SPDR Fund

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 16 Jan 25’ ETF portfolio is 61, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of 16 Jan 25’ ETF portfolio is 6161
Overall Rank
The Sharpe Ratio Rank of 16 Jan 25’ ETF portfolio is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of 16 Jan 25’ ETF portfolio is 6363
Sortino Ratio Rank
The Omega Ratio Rank of 16 Jan 25’ ETF portfolio is 6363
Omega Ratio Rank
The Calmar Ratio Rank of 16 Jan 25’ ETF portfolio is 6969
Calmar Ratio Rank
The Martin Ratio Rank of 16 Jan 25’ ETF portfolio is 5151
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FNGS
MicroSectors FANG+ ETN		0.921.541.201.243.60
IGM
iShares Expanded Tech Sector ETF		0.601.171.160.802.58
MAGS
Roundhill Magnificent Seven ETF		0.851.471.191.062.91
SPMO
Invesco S&P 500® Momentum ETF		1.181.861.271.625.84
IWY
iShares Russell Top 200 Growth ETF		0.651.171.160.812.59
SMH
VanEck Vectors Semiconductor ETF		0.140.651.090.310.73
QTUM
Defiance Quantum ETF		1.121.821.241.645.06
SKYY
First Trust ISE Cloud Computing Index Fund		0.681.241.170.752.33
BUZZ
VanEck Social Sentiment ETF		0.831.461.191.113.24
XLE
Energy Select Sector SPDR Fund		-0.23-0.120.98-0.27-0.72
ARKX
ARK Space Exploration & Innovation ETF		1.061.791.211.374.41
UFO
Procure Space ETF		1.672.511.302.377.91
JETS
U.S. Global Jets ETF		0.200.581.070.210.59
AIQ
Global X Artificial Intelligence & Technology ETF		0.691.251.170.822.83

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

16 Jan 25’ ETF portfolio Sharpe ratios as of May 15, 2025 (values are recalculated daily):

  • 1-Year: 0.74
  • All Time: 1.53

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.55 to 1.03, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 16 Jan 25’ ETF portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

16 Jan 25’ ETF portfolio provided a 0.43% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.43%0.43%0.66%0.75%0.34%0.53%0.77%0.79%0.66%0.81%0.77%0.55%
Portfolio components:
FNGS
MicroSectors FANG+ ETN		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IGM
iShares Expanded Tech Sector ETF		0.23%0.22%0.52%0.53%0.16%0.32%0.50%0.57%0.57%0.90%0.79%0.88%
MAGS
Roundhill Magnificent Seven ETF		0.84%0.81%0.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPMO
Invesco S&P 500® Momentum ETF		0.49%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%0.00%
IWY
iShares Russell Top 200 Growth ETF		0.42%0.42%0.68%0.88%0.50%0.71%1.06%1.32%1.26%1.51%1.58%1.44%
SMH
VanEck Vectors Semiconductor ETF		0.43%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%1.16%
QTUM
Defiance Quantum ETF		0.66%0.61%0.81%1.46%0.48%0.45%0.61%0.21%0.00%0.00%0.00%0.00%
SKYY
First Trust ISE Cloud Computing Index Fund		0.00%0.00%0.00%0.23%0.78%0.17%0.54%0.95%0.27%0.35%0.41%0.17%
BUZZ
VanEck Social Sentiment ETF		0.46%0.50%0.52%0.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLE
Energy Select Sector SPDR Fund		3.34%3.36%3.55%3.68%4.21%5.62%5.73%3.54%3.03%2.26%3.39%2.35%
ARKX
ARK Space Exploration & Innovation 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%
UFO
Procure Space ETF		1.93%1.98%1.90%3.19%1.00%1.07%0.41%0.00%0.00%0.00%0.00%0.00%
JETS
U.S. Global Jets ETF		0.00%0.00%0.00%0.00%0.67%0.04%1.24%0.63%1.57%0.58%0.17%0.00%
AIQ
Global X Artificial Intelligence & Technology ETF		0.13%0.14%0.16%0.56%0.15%0.50%0.51%0.51%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 16 Jan 25’ ETF portfolio. 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 16 Jan 25’ ETF portfolio was 25.56%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current 16 Jan 25’ ETF portfolio drawdown is 3.46%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.56%Jan 24, 202552Apr 8, 2025———
-16.38%Jul 11, 202418Aug 5, 202466Nov 6, 202484
-10.68%Aug 1, 202362Oct 26, 202313Nov 14, 202375
-8.62%Apr 12, 20246Apr 19, 202418May 15, 202424
-5.05%Dec 17, 202418Jan 14, 20255Jan 22, 202523

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 14 assets, with an effective number of assets of 7.33, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCXLEJETSUFOARKXSPMOMAGSSMHFNGSSKYYQTUMBUZZIWYIGMAIQPortfolio
^GSPC1.000.310.550.600.740.850.800.790.810.800.790.820.920.900.900.91
XLE0.311.000.240.310.320.310.060.130.070.190.210.280.120.140.180.15
JETS0.550.241.000.530.570.440.360.410.390.490.530.600.420.440.510.46
UFO0.600.310.531.000.800.510.420.440.450.610.610.680.470.510.580.52
ARKX0.740.320.570.801.000.630.550.590.590.740.750.780.630.670.730.68
SPMO0.850.310.440.510.631.000.710.740.720.690.690.690.810.810.760.83
MAGS0.800.060.360.420.550.711.000.740.910.720.690.710.920.880.840.92
SMH0.790.130.410.440.590.740.741.000.790.700.850.690.820.900.850.91
FNGS0.810.070.390.450.590.720.910.791.000.790.720.730.920.910.870.94
SKYY0.800.190.490.610.740.690.720.700.791.000.770.800.780.850.870.83
QTUM0.790.210.530.610.750.690.690.850.720.771.000.800.750.830.860.83
BUZZ0.820.280.600.680.780.690.710.690.730.800.801.000.760.800.840.80
IWY0.920.120.420.470.630.810.920.820.920.780.750.761.000.950.900.96
IGM0.900.140.440.510.670.810.880.900.910.850.830.800.951.000.950.98
AIQ0.900.180.510.580.730.760.840.850.870.870.860.840.900.951.000.94
Portfolio0.910.150.460.520.680.830.920.910.940.830.830.800.960.980.941.00
The correlation results are calculated based on daily price changes starting from Apr 12, 2023