Maxi Pro

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	2.50%
ASML ASML Holding N.V.	Technology	2.50%
GOOGL Alphabet Inc Class A	Communication Services	2.50%
LLY Eli Lilly and Company	Healthcare	2.50%
META Meta Platforms, Inc.	Communication Services	2.50%
MSFT Microsoft Corporation	Technology	2.50%
NVDA NVIDIA Corporation	Technology	2.50%
NVO Novo Nordisk A/S	Healthcare	2.50%
QQQ Invesco QQQ ETF	Large Cap Growth Equities	25%
SMH VanEck Semiconductor ETF	Semiconductors, Technology Equities	25%
TSLA Tesla, Inc.	Consumer Cyclical	2.50%
TSM Taiwan Semiconductor Manufacturing Company Limited	Technology	2.50%
XLK State Street Technology Select Sector SPDR ETF	Technology Equities	25%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Maxi Pro, 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.

Loading graphics...

The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META

Returns By Period

As of Apr 3, 2026, the Maxi Pro returned -2.19% Year-To-Date and 26.61% of annualized return in the last 10 years.

	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 Maxi Pro	0.02%	-1.97%	-2.19%	1.29%	41.46%	31.34%	20.77%	26.61%
Portfolio components:
QQQ Invesco QQQ ETF	0.11%	-2.64%	-4.65%	-3.18%	23.45%	22.97%	13.18%	19.05%
XLK State Street Technology Select Sector SPDR ETF	0.80%	-0.98%	-5.43%	-4.69%	30.55%	22.58%	15.84%	21.15%
SMH VanEck Semiconductor ETF	0.09%	0.32%	8.94%	16.35%	83.82%	44.85%	26.17%	31.69%
NVDA NVIDIA Corporation	0.93%	-1.47%	-4.88%	-6.08%	60.69%	85.17%	66.71%	70.07%
LLY Eli Lilly and Company	-1.98%	-7.16%	-12.80%	14.47%	15.19%	39.72%	39.64%	31.19%
NVO Novo Nordisk A/S	1.37%	4.40%	-24.78%	-34.84%	-43.28%	-20.60%	3.97%	5.03%
TSLA Tesla, Inc.	-5.42%	-8.11%	-19.82%	-17.30%	27.53%	22.79%	10.33%	36.16%
AAPL Apple Inc	0.11%	-2.97%	-5.78%	-0.28%	14.80%	16.04%	16.39%	26.10%
MSFT Microsoft Corporation	1.11%	-7.54%	-22.60%	-27.29%	-1.52%	10.00%	9.94%	22.58%
ASML ASML Holding N.V.	-3.13%	-3.21%	23.29%	28.26%	99.10%	26.32%	16.83%	30.54%

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

Monthly Returns

Based on dividend-adjusted daily data since May 21, 2012, Maxi Pro's average daily return is +0.10%, while the average monthly return is +2.02%. At this rate, your investment would double in approximately 2.9 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +14.9%, while the worst month was Apr 2022 at -12.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Maxi Pro closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +13.8%, while the worst single day was Mar 16, 2020 at -13.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.66%	-2.71%	-5.51%	1.65%									-2.19%
2025	1.10%	-3.42%	-8.99%	1.11%	10.62%	9.81%	2.14%	1.19%	9.37%	6.72%	-1.87%	0.97%	30.45%
2024	4.14%	8.94%	3.00%	-4.26%	8.59%	8.03%	-3.35%	0.70%	1.88%	-1.57%	3.73%	0.86%	33.99%
2023	13.35%	1.25%	10.70%	-1.18%	11.49%	6.27%	3.69%	-1.06%	-5.95%	-1.89%	12.57%	5.89%	67.84%
2022	-8.74%	-4.51%	3.98%	-12.86%	0.69%	-10.93%	13.61%	-7.17%	-11.69%	3.44%	11.24%	-8.86%	-30.84%
2021	2.26%	2.00%	1.20%	4.43%	0.40%	6.81%	2.96%	4.49%	-5.86%	9.02%	5.31%	1.77%	39.90%

Benchmark Metrics

Maxi Pro has an annualized alpha of 9.31%, beta of 1.24, and R² of 0.82 versus S&P 500 Index. Calculated based on daily prices since May 21, 2012.

This portfolio captured 151.77% of S&P 500 Index gains but only 96.32% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 9.31% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 9.31%

Beta: 1.24

R²: 0.82

Upside Capture: 151.77%

Downside Capture: 96.32%

Expense Ratio

Maxi Pro has an expense ratio of 0.15%, 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.

SMH

VanEck Semiconductor ETF

QQQ

Invesco QQQ ETF

XLK

State Street Technology Select Sector SPDR ETF

Return for Risk

Risk / Return Rank

Maxi Pro ranks 73 for risk / return — better than 73% 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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.51	0.88	+0.63
Sortino ratio Return per unit of downside risk	2.17	1.37	+0.80
Omega ratio Gain probability vs. loss probability	1.31	1.21	+0.10
Calmar ratio Return relative to maximum drawdown	3.02	1.39	+1.63
Martin ratio Return relative to average drawdown	10.95	6.43	+4.51
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
QQQ Invesco QQQ ETF	59	1.04	1.62	1.23	1.93	7.00
XLK State Street Technology Select Sector SPDR ETF	61	1.13	1.71	1.24	1.98	6.27
SMH VanEck Semiconductor ETF	94	2.28	2.89	1.41	5.34	18.94
NVDA NVIDIA Corporation	81	1.47	2.17	1.27	3.02	7.54
LLY Eli Lilly and Company	51	0.36	0.78	1.11	0.56	1.37
NVO Novo Nordisk A/S	11	-0.80	-0.97	0.87	-0.78	-1.35
TSLA Tesla, Inc.	60	0.50	1.10	1.13	1.25	3.01
AAPL Apple Inc	55	0.47	0.92	1.13	0.66	2.04
MSFT Microsoft Corporation	35	-0.06	0.11	1.01	-0.05	-0.12
ASML ASML Holding N.V.	92	2.37	2.97	1.38	5.58	15.42

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.

Maxi Pro Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 1.51
5-Year: 0.80
10-Year: 1.06
All Time: 1.10

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 0.98 to 1.66, 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 Maxi Pro compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading graphics...

Dividends

Dividend yield

Maxi Pro provided a 0.56% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.56%	0.51%	0.57%	0.64%	0.95%	0.54%	0.72%	1.14%	1.40%	1.17%	1.25%	1.53%
Portfolio components:
QQQ Invesco QQQ ETF	0.48%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
XLK State Street Technology Select Sector SPDR ETF	0.56%	0.54%	0.66%	0.76%	1.04%	0.65%	0.92%	1.16%	1.60%	1.37%	1.74%	1.79%
SMH VanEck Semiconductor ETF	0.28%	0.31%	0.44%	0.60%	1.18%	0.51%	0.69%	1.50%	1.88%	1.43%	0.80%	2.14%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
LLY Eli Lilly and Company	0.67%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
NVO Novo Nordisk A/S	4.87%	3.31%	1.68%	1.00%	1.20%	1.35%	1.87%	2.14%	1.45%	1.52%	2.87%	0.92%
TSLA Tesla, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AAPL Apple Inc	0.41%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
MSFT Microsoft Corporation	0.93%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
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%

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.

Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the Maxi Pro. 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 Maxi Pro was 37.79%, occurring on Oct 14, 2022. Recovery took 166 trading sessions.

The current Maxi Pro drawdown is 8.70%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-37.79%	Dec 28, 2021	202	Oct 14, 2022	166	Jun 14, 2023	368
-30.97%	Feb 20, 2020	22	Mar 20, 2020	53	Jun 5, 2020	75
-26.51%	Jan 24, 2025	52	Apr 8, 2025	52	Jun 24, 2025	104
-23.19%	Aug 30, 2018	80	Dec 24, 2018	68	Apr 3, 2019	148
-18.49%	Jul 11, 2024	20	Aug 7, 2024	91	Dec 16, 2024	111

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading graphics...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 13 assets, with an effective number of assets of 5.16, 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.

	Benchmark	LLY	NVO	TSLA	META	TSM	AAPL	GOOGL	ASML	NVDA	MSFT	SMH	XLK	QQQ	Portfolio
Benchmark	1.00	0.41	0.38	0.46	0.56	0.58	0.63	0.68	0.65	0.61	0.71	0.77	0.89	0.91	0.87
LLY	0.41	1.00	0.39	0.14	0.24	0.19	0.23	0.28	0.24	0.22	0.30	0.25	0.33	0.35	0.34
NVO	0.38	0.39	1.00	0.17	0.25	0.24	0.23	0.28	0.32	0.23	0.31	0.29	0.34	0.36	0.37
TSLA	0.46	0.14	0.17	1.00	0.34	0.34	0.37	0.38	0.35	0.39	0.36	0.43	0.46	0.52	0.54
META	0.56	0.24	0.25	0.34	1.00	0.37	0.44	0.58	0.41	0.47	0.50	0.49	0.59	0.65	0.61
TSM	0.58	0.19	0.24	0.34	0.37	1.00	0.43	0.45	0.60	0.57	0.46	0.77	0.64	0.62	0.72
AAPL	0.63	0.23	0.23	0.37	0.44	0.43	1.00	0.52	0.47	0.46	0.54	0.55	0.73	0.72	0.68
GOOGL	0.68	0.28	0.28	0.38	0.58	0.45	0.52	1.00	0.47	0.49	0.62	0.56	0.69	0.74	0.69
ASML	0.65	0.24	0.32	0.35	0.41	0.60	0.47	0.47	1.00	0.58	0.51	0.78	0.68	0.68	0.76
NVDA	0.61	0.22	0.23	0.39	0.47	0.57	0.46	0.49	0.58	1.00	0.56	0.78	0.72	0.71	0.78
MSFT	0.71	0.30	0.31	0.36	0.50	0.46	0.54	0.62	0.51	0.56	1.00	0.61	0.80	0.78	0.74
SMH	0.77	0.25	0.29	0.43	0.49	0.77	0.55	0.56	0.78	0.78	0.61	1.00	0.85	0.83	0.93
XLK	0.89	0.33	0.34	0.46	0.59	0.64	0.73	0.69	0.68	0.72	0.80	0.85	1.00	0.96	0.96
QQQ	0.91	0.35	0.36	0.52	0.65	0.62	0.72	0.74	0.68	0.71	0.78	0.83	0.96	1.00	0.96
Portfolio	0.87	0.34	0.37	0.54	0.61	0.72	0.68	0.69	0.76	0.78	0.74	0.93	0.96	0.96	1.00

The correlation results are calculated based on daily price changes starting from May 21, 2012

Maxi Pro

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table