Maximum Profit, Minimum UIcers

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Maximum Profit, Minimum UIcers

Last updated Sep 19, 2024

High Martin Ratio, high Calmar, high Sortino, low Ulcer Index. Maximum profits with minimum ulcers. Eliminated high correlations.

Asset Allocation

Position	Category/Sector	Weight
AUSF Global X Adaptive U.S. Factor ETF	All Cap Equities	7.69%
BIZD VanEck Vectors BDC Income ETF	Financials Equities	7.69%
CLSE Convergence Long/Short Equity ETF	Long-Short	7.69%
DXJ WisdomTree Japan Hedged Equity Fund	Japan Equities	7.69%
ENFR Alerian Energy Infrastructure ETF	Energy Equities	7.69%
INCO Columbia India Consumer ETF	Asia Pacific Equities	7.69%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	Actively Managed, Dividend, Derivative Income	7.69%
PAVE Global X US Infrastructure Development ETF	Utilities Equities	7.69%
PVAL Putnam Focused Large Cap Value ETF	All Cap Equities	7.69%
SCHG Schwab U.S. Large-Cap Growth ETF	Large Cap Growth Equities	7.69%
SMH VanEck Vectors Semiconductor ETF	Technology Equities	7.69%
URNJ Sprott Junior Uranium Miners ETF	Energy Equities	7.69%
XMHQ Invesco S&P MidCap Quality ETF	Mid Cap Blend Equities	7.69%

Benchmark

Rebalance portfolio

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Maximum Profit, Minimum UIcers, 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 Quarterly

Maximum Profit, Minimum UIcers

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Feb 2, 2023, corresponding to the inception date of URNJ

Returns By Period

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	17.79%	0.18%	7.53%	26.42%	13.48%	10.85%
Maximum Profit, Minimum UIcers	17.33%	0.57%	2.73%	29.21%	N/A	N/A
Portfolio components:
AUSF Global X Adaptive U.S. Factor ETF	14.93%	1.84%	5.20%	33.08%	13.86%	N/A
CLSE Convergence Long/Short Equity ETF	27.12%	0.84%	5.50%	35.41%	N/A	N/A
DXJ WisdomTree Japan Hedged Equity Fund	16.00%	-2.84%	-6.55%	14.48%	18.34%	11.04%
INCO Columbia India Consumer ETF	28.60%	3.46%	20.62%	45.84%	18.04%	11.44%
PAVE Global X US Infrastructure Development ETF	15.05%	3.78%	0.19%	29.55%	20.34%	N/A
PVAL Putnam Focused Large Cap Value ETF	19.73%	1.88%	6.24%	27.66%	N/A	N/A
SMH VanEck Vectors Semiconductor ETF	32.13%	-6.85%	2.10%	61.84%	34.34%	27.82%
XMHQ Invesco S&P MidCap Quality ETF	19.01%	2.00%	-3.62%	30.96%	17.37%	12.12%
BIZD VanEck Vectors BDC Income ETF	8.01%	2.05%	4.99%	14.40%	10.38%	8.11%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	14.46%	0.51%	4.05%	24.01%	N/A	N/A
SCHG Schwab U.S. Large-Cap Growth ETF	22.17%	-1.04%	8.70%	36.94%	19.68%	15.99%
URNJ Sprott Junior Uranium Miners ETF	-21.03%	-3.42%	-27.51%	-13.01%	N/A	N/A
ENFR Alerian Energy Infrastructure ETF	27.42%	3.41%	16.05%	32.68%	13.10%	4.16%

Monthly Returns

The table below presents the monthly returns of Maximum Profit, Minimum UIcers, 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
2024	4.13%	5.12%	4.85%	-2.53%	5.14%	0.37%	1.06%	-0.51%					17.33%
2023		-3.10%	0.88%	0.60%	1.62%	8.27%	3.19%	0.55%	-0.14%	-2.14%	8.31%	4.32%	23.96%

Expense Ratio

Maximum Profit, Minimum UIcers has a high expense ratio of 1.32%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

BIZD

VanEck Vectors BDC Income ETF

CLSE

Convergence Long/Short Equity ETF

URNJ

Sprott Junior Uranium Miners ETF

INCO

Columbia India Consumer ETF

PVAL

Putnam Focused Large Cap Value ETF

DXJ

WisdomTree Japan Hedged Equity Fund

PAVE

Global X US Infrastructure Development ETF

SMH

VanEck Vectors Semiconductor ETF

JEPQ

JPMorgan Nasdaq Equity Premium Income ETF

ENFR

Alerian Energy Infrastructure ETF

AUSF

Global X Adaptive U.S. Factor ETF

XMHQ

Invesco S&P MidCap Quality ETF

SCHG

Schwab U.S. Large-Cap Growth ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Maximum Profit, Minimum UIcers is 55, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

Maximum Profit, Minimum UIcers

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.

Maximum Profit, Minimum UIcers

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AUSF Global X Adaptive U.S. Factor ETF	2.56	3.70	1.46	4.57	15.05
CLSE Convergence Long/Short Equity ETF	2.72	3.79	1.46	4.62	17.50
DXJ WisdomTree Japan Hedged Equity Fund	0.72	1.02	1.15	0.66	2.57
INCO Columbia India Consumer ETF	3.41	4.73	1.59	10.60	34.55
PAVE Global X US Infrastructure Development ETF	1.53	2.07	1.26	2.12	7.46
PVAL Putnam Focused Large Cap Value ETF	2.23	3.04	1.38	3.11	12.60
SMH VanEck Vectors Semiconductor ETF	1.71	2.24	1.30	2.33	7.24
XMHQ Invesco S&P MidCap Quality ETF	1.58	2.26	1.26	2.70	6.87
BIZD VanEck Vectors BDC Income ETF	1.23	1.68	1.22	1.64	5.82
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	1.73	2.28	1.34	2.10	8.52
SCHG Schwab U.S. Large-Cap Growth ETF	2.00	2.63	1.35	2.80	10.46
URNJ Sprott Junior Uranium Miners ETF	-0.31	-0.13	0.98	-0.35	-0.88
ENFR Alerian Energy Infrastructure ETF	2.43	3.37	1.42	5.38	17.78

Sharpe Ratio

The current Maximum Profit, Minimum UIcers Sharpe ratio is 2.04. 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 1.71 to 2.37, 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 Maximum Profit, Minimum UIcers 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.

Maximum Profit, Minimum UIcers

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

Maximum Profit, Minimum UIcers granted a 3.58% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
Maximum Profit, Minimum UIcers	3.58%	3.43%	3.72%	2.35%	2.10%	2.34%	2.06%	1.52%	1.42%	1.94%	2.08%	1.03%
Portfolio components:
AUSF Global X Adaptive U.S. Factor ETF	2.05%	1.83%	1.99%	2.22%	2.95%	4.02%	1.46%	0.00%	0.00%	0.00%	0.00%	0.00%
CLSE Convergence Long/Short Equity ETF	0.95%	1.21%	0.85%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DXJ WisdomTree Japan Hedged Equity Fund	2.41%	3.44%	3.02%	2.64%	2.53%	2.47%	2.92%	2.30%	1.98%	5.95%	11.61%	2.44%
INCO Columbia India Consumer ETF	2.96%	3.81%	10.57%	6.25%	0.34%	0.28%	0.12%	0.05%	0.09%	0.00%	0.08%	0.00%
PAVE Global X US Infrastructure Development ETF	0.60%	0.68%	0.84%	0.48%	0.44%	0.67%	0.78%	0.30%	0.00%	0.00%	0.00%	0.00%
PVAL Putnam Focused Large Cap Value ETF	1.48%	1.33%	0.59%	0.47%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SMH VanEck Vectors Semiconductor ETF	0.45%	0.60%	2.37%	1.02%	1.38%	6.00%	3.75%	2.85%	1.61%	4.28%	2.31%	3.11%
XMHQ Invesco S&P MidCap Quality ETF	4.91%	0.73%	1.72%	1.00%	1.12%	1.22%	1.59%	1.06%	1.63%	1.34%	1.25%	1.11%
BIZD VanEck Vectors BDC Income ETF	11.08%	10.96%	11.21%	8.14%	10.39%	9.13%	10.88%	9.13%	8.51%	9.12%	8.51%	5.45%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	9.49%	10.02%	9.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHG Schwab U.S. Large-Cap Growth ETF	0.33%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.27%	1.22%	1.09%	1.07%
URNJ Sprott Junior Uranium Miners ETF	5.10%	4.03%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ENFR Alerian Energy Infrastructure ETF	4.77%	5.48%	5.23%	7.86%	7.57%	5.81%	3.98%	2.98%	3.31%	3.34%	2.15%	0.26%

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.

Maximum Profit, Minimum UIcers

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Maximum Profit, Minimum UIcers. 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 Maximum Profit, Minimum UIcers was 10.65%, occurring on Aug 5, 2024. The portfolio has not yet recovered.

The current Maximum Profit, Minimum UIcers drawdown is 4.22%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-10.65%	Jul 17, 2024	14	Aug 5, 2024	—	—	—
-7.26%	Feb 3, 2023	28	Mar 15, 2023	45	May 18, 2023	73
-5.71%	Sep 15, 2023	31	Oct 27, 2023	10	Nov 10, 2023	41
-4.64%	Apr 4, 2024	12	Apr 19, 2024	11	May 6, 2024	23
-3.74%	Aug 1, 2023	13	Aug 17, 2023	8	Aug 29, 2023	21

Volatility

Volatility Chart

The current Maximum Profit, Minimum UIcers volatility is 4.78%, 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.

Maximum Profit, Minimum UIcers

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.

	INCO	URNJ	DXJ	ENFR	BIZD	CLSE	SMH	JEPQ	SCHG	AUSF	PAVE	XMHQ	PVAL
INCO	1.00	0.21	0.29	0.26	0.28	0.29	0.34	0.34	0.37	0.34	0.36	0.35	0.39
URNJ	0.21	1.00	0.31	0.36	0.31	0.28	0.31	0.33	0.35	0.27	0.36	0.38	0.39
DXJ	0.29	0.31	1.00	0.43	0.41	0.43	0.42	0.43	0.44	0.44	0.50	0.50	0.52
ENFR	0.26	0.36	0.43	1.00	0.57	0.28	0.24	0.25	0.28	0.63	0.55	0.59	0.67
BIZD	0.28	0.31	0.41	0.57	1.00	0.35	0.33	0.42	0.43	0.65	0.59	0.62	0.65
CLSE	0.29	0.28	0.43	0.28	0.35	1.00	0.64	0.68	0.69	0.48	0.58	0.57	0.56
SMH	0.34	0.31	0.42	0.24	0.33	0.64	1.00	0.83	0.82	0.45	0.57	0.58	0.54
JEPQ	0.34	0.33	0.43	0.25	0.42	0.68	0.83	1.00	0.96	0.52	0.57	0.59	0.59
SCHG	0.37	0.35	0.44	0.28	0.43	0.69	0.82	0.96	1.00	0.53	0.59	0.61	0.61
AUSF	0.34	0.27	0.44	0.63	0.65	0.48	0.45	0.52	0.53	1.00	0.79	0.81	0.86
PAVE	0.36	0.36	0.50	0.55	0.59	0.58	0.57	0.57	0.59	0.79	1.00	0.92	0.86
XMHQ	0.35	0.38	0.50	0.59	0.62	0.57	0.58	0.59	0.61	0.81	0.92	1.00	0.86
PVAL	0.39	0.39	0.52	0.67	0.65	0.56	0.54	0.59	0.61	0.86	0.86	0.86	1.00

The correlation results are calculated based on daily price changes starting from Feb 3, 2023

Performance Analysis

Risk Analysis

Optimization

Factor Model

Maximum Profit, Minimum UIcers

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Sharpe Ratio

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