December ETF + stocks

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

December ETF + stocks

Last updated Apr 21, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AIRR First Trust RBA American Industrial Renaissance ETF	Building & Construction	7%
ESPO VanEck Vectors Video Gaming and eSports ETF	Large Cap Growth Equities, Technology Equities, Gaming	7%
FBCG Fidelity Blue Chip Growth ETF	Large Cap Growth Equities, Actively Managed	6%
FCLD Fidelity Cloud Computing ETF	Technology Equities, Cloud Computing	6%
FNGS MicroSectors FANG+ ETN	Large Cap Growth Equities	6%
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF	Financials Equities	7%
IAK iShares U.S. Insurance ETF	Financials Equities	5%
KCE SPDR S&P Capital Markets ETF	Financials Equities	7%
MAGS Roundhill Magnificent Seven ETF	Technology Equities	7%
NERD Roundhill BITKRAFT Esports & Digital Entertainment ETF	Global Equities, Technology Equities, Gaming	5%
PKB Invesco Dynamic Building & Construction ETF	Building & Construction	5%
PPA Invesco Aerospace & Defense ETF	Industrials Equities, Aerospace & Defense	5%
PTF Invesco DWA Technology Momentum ETF	Technology Equities	7%
QQH HCM Defender 100 Index ETF	Technology Equities	5%
SPMO Invesco S&P 500® Momentum ETF	Large Cap Growth Equities	5%
WUGI Esoterica NextG Economy ETF	Large Cap Growth Equities, Actively Managed	5%
XMMO Invesco S&P MidCap Momentum ETF	Mid Cap Growth Equities	5%

Benchmark

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in December ETF + stocks, 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.

December ETF + stocks

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%
December ETF + stocks	-12.05%	-6.85%	-7.74%	14.96%	N/A	N/A
Portfolio components:
AIRR First Trust RBA American Industrial Renaissance ETF	-12.67%	-3.37%	-12.81%	8.69%	28.08%	13.88%
KCE SPDR S&P Capital Markets ETF	-14.64%	-8.71%	-12.94%	13.24%	22.18%	11.14%
PTF Invesco DWA Technology Momentum ETF	-24.07%	-11.38%	-16.59%	7.77%	17.83%	14.82%
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF	-8.01%	-6.96%	-4.00%	20.45%	21.20%	13.79%
MAGS Roundhill Magnificent Seven ETF	-21.94%	-10.21%	-9.66%	17.14%	N/A	N/A
ESPO VanEck Vectors Video Gaming and eSports ETF	6.21%	-1.30%	20.68%	53.22%	17.81%	N/A
FCLD Fidelity Cloud Computing ETF	-18.58%	-10.98%	-11.95%	-2.02%	N/A	N/A
FNGS MicroSectors FANG+ ETN	-16.16%	-7.36%	-6.37%	19.84%	27.01%	N/A
FBCG Fidelity Blue Chip Growth ETF	-19.24%	-10.11%	-14.97%	4.63%	N/A	N/A
QQH HCM Defender 100 Index ETF	-18.59%	-9.10%	-14.28%	6.70%	17.77%	N/A
SPMO Invesco S&P 500® Momentum ETF	-6.93%	-6.15%	-5.81%	18.63%	19.66%	N/A
XMMO Invesco S&P MidCap Momentum ETF	-11.00%	-4.38%	-11.85%	3.39%	17.86%	13.53%
WUGI Esoterica NextG Economy ETF	-16.25%	-12.32%	-13.66%	12.46%	18.04%	N/A
PPA Invesco Aerospace & Defense ETF	0.97%	-1.42%	-2.62%	18.45%	18.65%	13.32%
IAK iShares U.S. Insurance ETF	2.93%	-3.34%	-1.79%	16.66%	23.42%	12.24%
NERD Roundhill BITKRAFT Esports & Digital Entertainment ETF	6.53%	-2.19%	22.15%	48.87%	7.36%	N/A
PKB Invesco Dynamic Building & Construction ETF	-12.18%	-3.19%	-19.90%	-0.80%	25.25%	11.24%

*Annualized

Monthly Returns

The table below presents the monthly returns of December ETF + stocks, 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	3.75%	-4.12%	-7.69%	-4.22%									-12.05%
2024	1.16%	8.89%	3.67%	-4.61%	6.34%	3.32%	2.39%	0.95%	3.51%	0.60%	11.05%	-3.12%	38.57%
2023				0.46%	4.09%	7.78%	4.43%	-2.53%	-5.12%	-3.40%	11.35%	7.17%	25.48%

Expense Ratio

December ETF + stocks has an expense ratio of 0.51%, 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.

QQH

HCM Defender 100 Index ETF

QQH: 1.14%

WUGI

Esoterica NextG Economy ETF

WUGI: 0.75%

AIRR

First Trust RBA American Industrial Renaissance ETF

AIRR: 0.70%

PPA

Invesco Aerospace & Defense ETF

PPA: 0.61%

PTF

Invesco DWA Technology Momentum ETF

PTF: 0.60%

PKB

Invesco Dynamic Building & Construction ETF

PKB: 0.60%

FBCG

Fidelity Blue Chip Growth ETF

FBCG: 0.59%

FNGS

MicroSectors FANG+ ETN

FNGS: 0.58%

ESPO

VanEck Vectors Video Gaming and eSports ETF

ESPO: 0.55%

IAK

iShares U.S. Insurance ETF

IAK: 0.43%

IAI

iShares U.S. Broker-Dealers & Securities Exchanges ETF

IAI: 0.41%

FCLD

Fidelity Cloud Computing ETF

FCLD: 0.39%

KCE

SPDR S&P Capital Markets ETF

KCE: 0.35%

XMMO

Invesco S&P MidCap Momentum ETF

XMMO: 0.33%

MAGS

Roundhill Magnificent Seven ETF

MAGS: 0.29%

NERD

Roundhill BITKRAFT Esports & Digital Entertainment ETF

NERD: 0.25%

SPMO

Invesco S&P 500® Momentum ETF

SPMO: 0.13%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of December ETF + stocks is 62, 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: 0.49

^GSPC: 0.24

Sortino ratio

Portfolio: 0.84

^GSPC: 0.47

Omega ratio

Portfolio: 1.11

^GSPC: 1.07

Calmar ratio

Portfolio: 0.53

^GSPC: 0.24

Martin ratio

Portfolio: 2.07

^GSPC: 1.08

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AIRR First Trust RBA American Industrial Renaissance ETF	0.27	0.59	1.07	0.27	0.81
KCE SPDR S&P Capital Markets ETF	0.55	0.91	1.13	0.53	2.07
PTF Invesco DWA Technology Momentum ETF	0.02	0.31	1.04	0.03	0.08
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF	0.91	1.37	1.20	0.94	3.84
MAGS Roundhill Magnificent Seven ETF	0.35	0.71	1.09	0.38	1.20
ESPO VanEck Vectors Video Gaming and eSports ETF	2.06	2.78	1.35	2.97	10.49
FCLD Fidelity Cloud Computing ETF	-0.17	-0.03	1.00	-0.15	-0.56
FNGS MicroSectors FANG+ ETN	0.41	0.77	1.10	0.49	1.52
FBCG Fidelity Blue Chip Growth ETF	0.00	0.21	1.03	0.00	0.02
QQH HCM Defender 100 Index ETF	0.15	0.36	1.05	0.15	0.41
SPMO Invesco S&P 500® Momentum ETF	0.56	0.93	1.13	0.68	2.67
XMMO Invesco S&P MidCap Momentum ETF	0.05	0.24	1.03	0.05	0.17
WUGI Esoterica NextG Economy ETF	0.15	0.43	1.06	0.17	0.60
PPA Invesco Aerospace & Defense ETF	0.88	1.33	1.19	1.18	4.28
IAK iShares U.S. Insurance ETF	0.98	1.39	1.20	1.64	4.58
NERD Roundhill BITKRAFT Esports & Digital Entertainment ETF	2.00	2.66	1.36	2.59	9.16
PKB Invesco Dynamic Building & Construction ETF	-0.09	0.07	1.01	-0.08	-0.22

The current December ETF + stocks Sharpe ratio is 0.56. 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 December ETF + stocks 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.

December ETF + stocks

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

December ETF + stocks provided a 0.90% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.90%	0.76%	0.69%	0.74%	0.65%	0.59%	0.58%	0.59%	0.43%	0.58%	0.50%	0.44%
Portfolio components:
AIRR First Trust RBA American Industrial Renaissance ETF	0.31%	0.18%	0.23%	0.12%	0.05%	0.10%	0.20%	0.43%	0.30%	0.08%	0.47%	0.37%
KCE SPDR S&P Capital Markets ETF	1.86%	1.56%	1.82%	2.42%	1.53%	2.20%	2.32%	2.67%	1.95%	2.30%	2.43%	1.59%
PTF Invesco DWA Technology Momentum ETF	0.27%	0.00%	0.07%	0.00%	0.00%	0.00%	0.00%	0.08%	0.04%	0.26%	0.00%	0.68%
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF	1.23%	1.05%	1.80%	2.14%	1.31%	1.55%	1.52%	1.58%	1.37%	1.48%	1.31%	1.13%
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%
ESPO VanEck Vectors Video Gaming and eSports ETF	0.41%	0.44%	0.96%	0.91%	3.37%	0.12%	0.22%	0.04%	0.00%	0.00%	0.00%	0.00%
FCLD Fidelity Cloud Computing ETF	0.13%	0.13%	0.17%	0.26%	0.13%	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%
FBCG Fidelity Blue Chip Growth ETF	0.15%	0.12%	0.02%	0.00%	0.00%	0.01%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QQH HCM Defender 100 Index ETF	0.29%	0.24%	0.27%	0.00%	0.00%	0.00%	0.21%	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%
XMMO Invesco S&P MidCap Momentum ETF	0.56%	0.34%	0.80%	1.43%	0.41%	0.61%	0.60%	0.19%	0.21%	0.22%	0.64%	1.24%
WUGI Esoterica NextG Economy ETF	4.89%	4.09%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PPA Invesco Aerospace & Defense ETF	0.55%	0.61%	0.67%	0.83%	0.59%	0.88%	0.95%	0.90%	0.67%	1.70%	1.41%	0.62%
IAK iShares U.S. Insurance ETF	1.74%	1.49%	1.44%	1.69%	2.26%	2.07%	1.84%	2.33%	1.62%	1.68%	1.62%	1.57%
NERD Roundhill BITKRAFT Esports & Digital Entertainment ETF	1.63%	1.74%	1.07%	0.69%	0.02%	1.05%	0.31%	0.00%	0.00%	0.00%	0.00%	0.00%
PKB Invesco Dynamic Building & Construction ETF	0.23%	0.23%	0.33%	0.43%	0.25%	0.30%	0.37%	0.54%	0.17%	0.31%	0.11%	0.10%

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.

December ETF + stocks

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the December ETF + stocks. 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 December ETF + stocks was 22.59%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current December ETF + stocks drawdown is 16.40%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-22.59%	Dec 9, 2024	82	Apr 8, 2025	—	—	—
-12.26%	Jul 20, 2023	71	Oct 27, 2023	24	Dec 1, 2023	95
-10.99%	Jul 17, 2024	14	Aug 5, 2024	32	Sep 19, 2024	46
-7.17%	Mar 28, 2024	16	Apr 19, 2024	15	May 10, 2024	31
-3.89%	Dec 29, 2023	4	Jan 4, 2024	10	Jan 19, 2024	14

Volatility

Volatility Chart

The current December ETF + stocks volatility is 15.05%, 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.

December ETF + stocks

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.

	IAK	PPA	NERD	IAI	MAGS	ESPO	PKB	AIRR	FNGS	WUGI	KCE	SPMO	FCLD	QQH	PTF	XMMO	FBCG
IAK	1.00	0.55	0.19	0.53	0.06	0.19	0.42	0.45	0.08	0.07	0.52	0.33	0.19	0.15	0.18	0.48	0.15
PPA	0.55	1.00	0.45	0.65	0.36	0.47	0.68	0.77	0.40	0.42	0.69	0.62	0.55	0.47	0.56	0.76	0.51
NERD	0.19	0.45	1.00	0.50	0.58	0.85	0.52	0.51	0.59	0.61	0.55	0.55	0.63	0.63	0.64	0.57	0.68
IAI	0.53	0.65	0.50	1.00	0.42	0.53	0.68	0.73	0.45	0.46	0.92	0.61	0.60	0.51	0.58	0.76	0.55
MAGS	0.06	0.36	0.58	0.42	1.00	0.63	0.48	0.42	0.91	0.81	0.45	0.69	0.68	0.90	0.70	0.52	0.89
ESPO	0.19	0.47	0.85	0.53	0.63	1.00	0.54	0.54	0.67	0.73	0.60	0.59	0.70	0.70	0.69	0.62	0.75
PKB	0.42	0.68	0.52	0.68	0.48	0.54	1.00	0.83	0.49	0.53	0.76	0.64	0.62	0.56	0.64	0.85	0.62
AIRR	0.45	0.77	0.51	0.73	0.42	0.54	0.83	1.00	0.45	0.49	0.80	0.65	0.62	0.53	0.66	0.86	0.58
FNGS	0.08	0.40	0.59	0.45	0.91	0.67	0.49	0.45	1.00	0.87	0.49	0.71	0.74	0.91	0.77	0.55	0.90
WUGI	0.07	0.42	0.61	0.46	0.81	0.73	0.53	0.49	0.87	1.00	0.52	0.71	0.78	0.86	0.81	0.60	0.90
KCE	0.52	0.69	0.55	0.92	0.45	0.60	0.76	0.80	0.49	0.52	1.00	0.61	0.66	0.56	0.64	0.83	0.60
SPMO	0.33	0.62	0.55	0.61	0.69	0.59	0.64	0.65	0.71	0.71	0.61	1.00	0.65	0.76	0.72	0.75	0.81
FCLD	0.19	0.55	0.63	0.60	0.68	0.70	0.62	0.62	0.74	0.78	0.66	0.65	1.00	0.76	0.83	0.72	0.78
QQH	0.15	0.47	0.63	0.51	0.90	0.70	0.56	0.53	0.91	0.86	0.56	0.76	0.76	1.00	0.80	0.63	0.93
PTF	0.18	0.56	0.64	0.58	0.70	0.69	0.64	0.66	0.77	0.81	0.64	0.72	0.83	0.80	1.00	0.74	0.83
XMMO	0.48	0.76	0.57	0.76	0.52	0.62	0.85	0.86	0.55	0.60	0.83	0.75	0.72	0.63	0.74	1.00	0.69
FBCG	0.15	0.51	0.68	0.55	0.89	0.75	0.62	0.58	0.90	0.90	0.60	0.81	0.78	0.93	0.83	0.69	1.00

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

Performance Analysis

Risk Analysis

Optimization

Factor Model

December ETF + stocks

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

Community