16 Jan 25’ ETF portfolio

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

16 Jan 25’ ETF portfolio

Last updated Apr 21, 2025

Asset Allocation

Position	Category/Sector	Target 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%

Benchmark

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 16 Jan 25’ ETF portfolio, 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.

16 Jan 25’ ETF portfolio

Benchmark (^GSPC)

Portfolio components

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

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-10.18%	-6.79%	-9.92%	6.35%	14.12%	9.63%
16 Jan 25’ ETF portfolio	-15.99%	-9.30%	-10.47%	11.89%	N/A	N/A
Portfolio components:
FNGS MicroSectors FANG+ ETN	-16.16%	-7.36%	-6.37%	19.84%	27.01%	N/A
IGM iShares Expanded Tech Sector ETF	-16.67%	-10.07%	-13.17%	6.52%	18.21%	17.66%
MAGS Roundhill Magnificent Seven ETF	-21.94%	-10.21%	-9.66%	17.14%	N/A	N/A
SPMO Invesco S&P 500® Momentum ETF	-6.93%	-6.15%	-5.81%	18.63%	19.66%	N/A
IWY iShares Russell Top 200 Growth ETF	-14.96%	-7.31%	-10.52%	9.36%	18.14%	15.40%
SMH VanEck Vectors Semiconductor ETF	-20.50%	-14.34%	-23.11%	-2.92%	26.51%	22.57%
QTUM Defiance Quantum ETF	-13.57%	-9.99%	10.19%	27.76%	24.30%	N/A
SKYY First Trust ISE Cloud Computing Index Fund	-19.95%	-12.15%	-10.75%	7.41%	10.54%	12.54%
BUZZ VanEck Social Sentiment ETF	-12.92%	-7.40%	-2.57%	13.48%	N/A	N/A
XLE Energy Select Sector SPDR Fund	-4.11%	-11.22%	-8.32%	-11.36%	25.50%	3.91%
ARKX ARK Space Exploration & Innovation ETF	-9.68%	-5.52%	4.82%	25.12%	N/A	N/A
UFO Procure Space ETF	-8.39%	-5.84%	9.50%	42.70%	6.22%	N/A
JETS U.S. Global Jets ETF	-25.52%	-14.10%	-16.35%	-7.72%	6.75%	N/A
AIQ Global X Artificial Intelligence & Technology ETF	-12.27%	-10.41%	-10.22%	7.92%	15.68%	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.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	2.66%	-4.38%	-8.95%	-6.00%									-15.99%
2024	3.55%	9.90%	3.08%	-4.20%	7.47%	7.75%	-1.94%	0.71%	3.07%	-0.02%	6.72%	2.27%	44.54%
2023				1.27%	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

BUZZ: 0.75%

ARKX

ARK Space Exploration & Innovation ETF

ARKX: 0.75%

UFO

Procure Space ETF

UFO: 0.75%

AIQ

Global X Artificial Intelligence & Technology ETF

AIQ: 0.68%

SKYY

First Trust ISE Cloud Computing Index Fund

SKYY: 0.60%

JETS

U.S. Global Jets ETF

JETS: 0.60%

FNGS

MicroSectors FANG+ ETN

FNGS: 0.58%

IGM

iShares Expanded Tech Sector ETF

IGM: 0.46%

QTUM

Defiance Quantum ETF

QTUM: 0.40%

SMH

VanEck Vectors Semiconductor ETF

SMH: 0.35%

MAGS

Roundhill Magnificent Seven ETF

MAGS: 0.29%

IWY

iShares Russell Top 200 Growth ETF

IWY: 0.20%

SPMO

Invesco S&P 500® Momentum ETF

SPMO: 0.13%

XLE

Energy Select Sector SPDR Fund

XLE: 0.13%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 16 Jan 25’ ETF portfolio is 27, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

Sharpe ratio

Portfolio: 0.22

^GSPC: 0.24

Sortino ratio

Portfolio: 0.50

^GSPC: 0.47

Omega ratio

Portfolio: 1.07

^GSPC: 1.07

Calmar ratio

Portfolio: 0.25

^GSPC: 0.24

Martin ratio

Portfolio: 0.86

^GSPC: 1.08

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
FNGS MicroSectors FANG+ ETN	0.41	0.77	1.10	0.49	1.52
IGM iShares Expanded Tech Sector ETF	0.06	0.28	1.04	0.06	0.23
MAGS Roundhill Magnificent Seven ETF	0.35	0.71	1.09	0.38	1.20
SPMO Invesco S&P 500® Momentum ETF	0.56	0.93	1.13	0.68	2.67
IWY iShares Russell Top 200 Growth ETF	0.23	0.49	1.07	0.24	0.88
SMH VanEck Vectors Semiconductor ETF	-0.27	-0.11	0.99	-0.33	-0.84
QTUM Defiance Quantum ETF	0.68	1.14	1.15	0.87	2.93
SKYY First Trust ISE Cloud Computing Index Fund	0.14	0.40	1.05	0.13	0.48
BUZZ VanEck Social Sentiment ETF	0.28	0.63	1.08	0.33	1.04
XLE Energy Select Sector SPDR Fund	-0.44	-0.43	0.94	-0.54	-1.50
ARKX ARK Space Exploration & Innovation ETF	0.83	1.38	1.17	0.97	3.44
UFO Procure Space ETF	1.24	1.93	1.23	1.64	6.35
JETS U.S. Global Jets ETF	-0.07	0.14	1.02	-0.07	-0.24
AIQ Global X Artificial Intelligence & Technology ETF	0.13	0.37	1.05	0.13	0.52

The current 16 Jan 25’ ETF portfolio Sharpe ratio is 0.22. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.22 to 0.78, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of 16 Jan 25’ ETF portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

16 Jan 25’ ETF portfolio

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

16 Jan 25’ ETF portfolio provided a 0.52% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.52%	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	0.28%	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	1.04%	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	0.58%	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	0.49%	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	0.56%	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	0.78%	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	0.58%	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	3.51%	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	2.22%	1.98%	1.90%	3.19%	1.00%	1.07%	0.44%	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	0.16%	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.

16 Jan 25’ ETF portfolio

Benchmark (^GSPC)

Portfolio components

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 20.64%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-25.56%	Jan 24, 2025	52	Apr 8, 2025	—	—	—
-16.38%	Jul 11, 2024	18	Aug 5, 2024	66	Nov 6, 2024	84
-10.68%	Aug 1, 2023	62	Oct 26, 2023	13	Nov 14, 2023	75
-8.62%	Apr 12, 2024	6	Apr 19, 2024	18	May 15, 2024	24
-5.05%	Dec 17, 2024	18	Jan 14, 2025	5	Jan 22, 2025	23

Volatility

Volatility Chart

The current 16 Jan 25’ ETF portfolio volatility is 18.05%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

16 Jan 25’ ETF portfolio

Benchmark (^GSPC)

Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	XLE	JETS	UFO	ARKX	SPMO	MAGS	SMH	FNGS	SKYY	QTUM	BUZZ	IWY	IGM	AIQ
XLE	1.00	0.22	0.31	0.30	0.29	0.03	0.11	0.04	0.17	0.19	0.25	0.10	0.11	0.16
JETS	0.22	1.00	0.53	0.57	0.42	0.35	0.39	0.38	0.48	0.51	0.59	0.41	0.43	0.50
UFO	0.31	0.53	1.00	0.80	0.50	0.41	0.43	0.44	0.60	0.61	0.68	0.46	0.50	0.57
ARKX	0.30	0.57	0.80	1.00	0.61	0.54	0.59	0.57	0.73	0.75	0.78	0.62	0.66	0.72
SPMO	0.29	0.42	0.50	0.61	1.00	0.69	0.73	0.71	0.67	0.68	0.68	0.80	0.80	0.75
MAGS	0.03	0.35	0.41	0.54	0.69	1.00	0.74	0.91	0.71	0.68	0.70	0.92	0.87	0.83
SMH	0.11	0.39	0.43	0.59	0.73	0.74	1.00	0.79	0.69	0.85	0.69	0.81	0.90	0.85
FNGS	0.04	0.38	0.44	0.57	0.71	0.91	0.79	1.00	0.78	0.72	0.73	0.91	0.90	0.87
SKYY	0.17	0.48	0.60	0.73	0.67	0.71	0.69	0.78	1.00	0.76	0.80	0.78	0.85	0.87
QTUM	0.19	0.51	0.61	0.75	0.68	0.68	0.85	0.72	0.76	1.00	0.80	0.74	0.83	0.86
BUZZ	0.25	0.59	0.68	0.78	0.68	0.70	0.69	0.73	0.80	0.80	1.00	0.75	0.79	0.83
IWY	0.10	0.41	0.46	0.62	0.80	0.92	0.81	0.91	0.78	0.74	0.75	1.00	0.95	0.90
IGM	0.11	0.43	0.50	0.66	0.80	0.87	0.90	0.90	0.85	0.83	0.79	0.95	1.00	0.94
AIQ	0.16	0.50	0.57	0.72	0.75	0.83	0.85	0.87	0.87	0.86	0.83	0.90	0.94	1.00

The correlation results are calculated based on daily price changes starting from Apr 12, 2023

Performance Analysis

Risk Analysis

Optimization

Factor Model

16 Jan 25’ ETF portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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