16 Jan 25’ ETF portfolio

Asset Allocation

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

Benchmark Against

Benchmark

S&P 500 Index

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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.

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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.17%	8.56%	8.85%	22.93%	19.37%	11.84%	13.61%
Portfolio 16 Jan 25’ ETF portfolio	0.45%	1.01%	21.40%	21.68%	45.88%	36.74%	—	—
Portfolio components:
AIQ Global X Artificial Intelligence & Technology ETF	0.08%	3.04%	25.84%	26.79%	52.00%	32.14%	16.96%	—
ARKX ARK Space Exploration & Innovation ETF	-1.94%	-2.96%	16.56%	17.78%	52.99%	31.55%	10.38%	—
BUZZ VanEck Social Sentiment ETF	-0.27%	-0.97%	13.20%	9.20%	31.99%	31.61%	7.60%	—
FNGS MicroSectors FANG+ ETN	-0.94%	-3.20%	6.79%	4.25%	17.02%	29.80%	19.76%	—
IGM iShares Expanded Tech Sector ETF	0.69%	3.04%	23.42%	23.24%	48.57%	35.37%	20.09%	24.57%
IWY iShares Russell Top 200 Growth ETF	-0.00%	-2.39%	2.99%	3.75%	19.83%	23.03%	15.15%	19.24%
JETS U.S. Global Jets ETF	1.93%	13.01%	5.20%	5.27%	32.79%	13.75%	2.62%	3.62%
MAGS Roundhill Magnificent Seven ETF	0.00%	-7.97%	-1.59%	-0.43%	23.09%	31.29%	—	—
QTUM Defiance Quantum ETF	1.22%	9.88%	47.39%	45.72%	82.93%	48.15%	28.09%	—
SKYY First Trust ISE Cloud Computing Index Fund	0.18%	6.69%	3.03%	1.79%	13.95%	20.38%	5.69%	16.26%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 11, 2023, 16 Jan 25’ ETF portfolio's average daily return is +0.15%, while the average monthly return is +2.96%. At this rate, an investment would double in approximately 2.0 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2026 with a return of +18.8%, while the worst month was Mar 2025 at -9.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 16 Jan 25’ ETF portfolio closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +13.3%, while the worst single day was Apr 3, 2025 at -6.7%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.59%	-3.04%	-5.03%	18.76%	13.07%	-3.37%							21.40%
2025	2.66%	-4.38%	-8.95%	1.94%	11.58%	9.05%	3.42%	1.16%	7.27%	5.26%	-2.52%	-0.29%	27.29%
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				0.68%	8.66%	6.27%	4.14%	-1.34%	-5.15%	-2.68%	12.17%	6.27%	31.44%

Benchmark Metrics

16 Jan 25’ ETF portfolio has an annualized alpha of 8.11%, beta of 1.46, and R2 of 0.87 versus S&P 500 Index. Calculated based on daily prices since April 11, 2023.

This portfolio captured 176.04% of S&P 500 Index gains and 105.83% of its losses - amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 8.11% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 8.11%

Beta: 1.46

R²: 0.87

Upside Capture: 176.04%

Downside Capture: 105.83%

See how alpha, beta & R² have trended over time →

Expense Ratio

16 Jan 25’ ETF portfolio has an expense ratio of 0.35%, 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

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

QTUM

Defiance Quantum ETF

IGM

iShares Expanded Tech Sector ETF

SMH

VanEck Semiconductor ETF

Return for Risk

Risk / Return Rank

16 Jan 25’ ETF portfolio ranks 63 for risk / return — better than 63% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for 16 Jan 25’ ETF portfolio and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.23	1.86	+0.37
Sortino ratioReturn per unit of downside risk	2.82	2.53	+0.29
Omega ratioGain probability vs. loss probability	1.38	1.34	+0.04
Calmar ratioReturn relative to maximum drawdown	3.26	2.53	+0.73
Martin ratioReturn relative to average drawdown	12.13	11.37	+0.76

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AIQ Global X Artificial Intelligence & Technology ETF	69	2.06	2.59	1.35	3.17	10.43
ARKX ARK Space Exploration & Innovation ETF	51	1.59	2.15	1.26	2.61	6.87
BUZZ VanEck Social Sentiment ETF	27	0.99	1.44	1.18	1.05	2.54
FNGS MicroSectors FANG+ ETN	23	0.79	1.19	1.15	0.75	2.12
IGM iShares Expanded Tech Sector ETF	71	2.22	2.78	1.37	2.97	10.06
IWY iShares Russell Top 200 Growth ETF	35	1.24	1.73	1.22	1.20	3.85
JETS U.S. Global Jets ETF	31	0.99	1.65	1.19	1.37	3.47
MAGS Roundhill Magnificent Seven ETF	33	1.14	1.62	1.20	1.25	4.21
QTUM Defiance Quantum ETF	90	2.94	3.45	1.46	5.46	19.77
SKYY First Trust ISE Cloud Computing Index Fund	17	0.49	0.89	1.11	0.51	1.13

Sharpe Ratio

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.

The current 16 Jan 25’ ETF portfolio Sharpe ratio is 2.23 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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.

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Dividends

Dividend yield

16 Jan 25’ ETF portfolio provided a 0.48% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.48%	0.53%	0.43%	0.63%	0.77%	0.34%	0.53%	0.78%	0.78%	0.65%	0.81%	0.77%
Portfolio components:
AIQ Global X Artificial Intelligence & Technology ETF	0.15%	0.18%	0.14%	0.16%	0.56%	0.15%	0.50%	0.51%	0.51%	0.00%	0.00%	0.00%
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%
BUZZ VanEck Social Sentiment ETF	0.00%	0.00%	0.50%	0.52%	0.40%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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	0.13%	0.17%	0.22%	0.33%	0.66%	0.16%	0.32%	0.50%	0.57%	0.57%	0.90%	0.79%
IWY iShares Russell Top 200 Growth ETF	0.34%	0.36%	0.42%	0.68%	0.88%	0.50%	0.71%	1.06%	1.32%	1.26%	1.51%	1.58%
JETS U.S. Global Jets ETF	0.79%	0.83%	0.00%	0.00%	0.00%	0.67%	0.04%	1.24%	0.09%	1.57%	0.58%	0.17%
MAGS Roundhill Magnificent Seven ETF	1.50%	1.48%	0.81%	0.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QTUM Defiance Quantum ETF	0.73%	1.01%	0.61%	0.81%	1.46%	0.48%	0.42%	0.61%	0.21%	0.00%	0.00%	0.00%
SKYY First Trust ISE Cloud Computing Index Fund	0.00%	0.00%	0.00%	0.00%	0.23%	0.78%	0.17%	0.54%	0.37%	0.27%	0.35%	0.41%

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. Recovery took 43 trading sessions.

The current 16 Jan 25’ ETF portfolio drawdown is 5.18%.

Related event	Drawdown	Fall	Recovery	Underwater
2025 selloff2025	-25.56%Apr 2025	2mo 14d	2mo 3d	4mo 17dJan 2025 - Jun 2025
2024 correction2024	-16.38%Aug 2024	25d	3mo 3d	3mo 28dJul 2024 - Nov 2024
2026 correction2026	-14.14%Mar 2026	5mo 1d	15d	5mo 16dOct 2025 - Apr 2026
2023 correction2023	-10.68%Oct 2023	2mo 26d	19d	3mo 15dAug 2023 - Nov 2023
2026 pullback2026	-8.90%Jun 2026	7d	—	10d 23hJun 2026 - now

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. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio

	1Y	3Y	All Time
Diversification Ratio	1.12	1.09	1.09

The portfolio has a diversification ratio of 1.09, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

16 Jan 25’ ETF portfolio correlation to the S&P 500 Index

16 Jan 25’ ETF portfolio has a 0.92 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (All Time) Calculated using the full available price history since Apr 11, 2023	0.91

Benchmark Correlations

Correlation vs. S&P 500 Index. IWY has the highest benchmark correlation at 0.92, while XLE has the lowest at 0.19.

0.19

0.58

0.58

0.70

0.74

0.78

0.79

0.79

0.80

0.81

0.85

0.88

0.89

0.92

Portfolio Correlations

Correlation vs. 16 Jan 25’ ETF portfolio. IGM has the highest portfolio correlation at 0.98, while XLE has the lowest at 0.06.

0.06

0.47

0.53

0.66

0.78

0.80

0.84

0.86

0.89

0.90

0.92

0.94

0.96

0.98

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	SKYY	MAGS	SMH	SPMO	FNGS	BUZZ	QTUM	IWY	AIQ	IGM
XLE	1.00	0.09	0.21	0.21	0.11	-0.02	0.08	0.18	-0.01	0.17	0.13	0.02	0.09	0.05
JETS	0.09	1.00	0.50	0.53	0.46	0.39	0.41	0.46	0.38	0.56	0.52	0.44	0.51	0.45
UFO	0.21	0.50	1.00	0.82	0.55	0.41	0.45	0.50	0.43	0.70	0.63	0.47	0.58	0.51
ARKX	0.21	0.53	0.82	1.00	0.64	0.53	0.57	0.61	0.55	0.79	0.74	0.61	0.69	0.64
SKYY	0.11	0.46	0.55	0.64	1.00	0.66	0.62	0.64	0.75	0.74	0.72	0.75	0.82	0.81
MAGS	-0.02	0.39	0.41	0.53	0.66	1.00	0.70	0.71	0.87	0.69	0.66	0.92	0.80	0.85
SMH	0.08	0.41	0.45	0.57	0.62	0.70	1.00	0.76	0.74	0.69	0.85	0.79	0.84	0.88
SPMO	0.18	0.46	0.50	0.61	0.64	0.71	0.76	1.00	0.73	0.70	0.72	0.82	0.78	0.83
FNGS	-0.01	0.38	0.43	0.55	0.75	0.87	0.74	0.73	1.00	0.71	0.69	0.90	0.84	0.90
BUZZ	0.17	0.56	0.70	0.79	0.74	0.69	0.69	0.70	0.71	1.00	0.82	0.75	0.83	0.79
QTUM	0.13	0.52	0.63	0.74	0.72	0.66	0.85	0.72	0.69	0.82	1.00	0.74	0.87	0.84
IWY	0.02	0.44	0.47	0.61	0.75	0.92	0.79	0.82	0.90	0.75	0.74	1.00	0.88	0.94
AIQ	0.09	0.51	0.58	0.69	0.82	0.80	0.84	0.78	0.84	0.83	0.87	0.88	1.00	0.94
IGM	0.05	0.45	0.51	0.64	0.81	0.85	0.88	0.83	0.90	0.79	0.84	0.94	0.94	1.00

The correlation results are calculated based on daily price changes starting from Apr 11, 2023

Diversification Analysis

Find what 16 Jan 25’ ETF portfolio is missing

See which holdings overlap, where 16 Jan 25’ ETF portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification