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9 Jan 25' ETF & Stock mix
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

9 Jan 25' ETF & Stock mix

Last updated Apr 21, 2025

Asset Allocation

IGM 10.5%MAGS 10%SMH 9.5%QTUM 9%FNGS 8.5%IYW 7.5%KCE 5.5%SKYY 5%AIRR 4.5%IAI 4%SPMO 3.5%ARKF 3%BUZZ 2.5%QUBT 1%RCAT 1%KULR 1%APP 1%MVST 1%RKLB 1%LUNR 1%SOUN 1%UAMY 1%ASTS 1%MSTR 1%OPTT 1%RDW 1%EOSE 1%LAES 1%RGTI 1%GRRR 1%EquityEquity
PositionCategory/SectorTarget Weight
AIRR
First Trust RBA American Industrial Renaissance ETF		Building & Construction
4.50%
APP
AppLovin Corporation		Technology
1%
ARKF
ARK Fintech Innovation ETF		Large Cap Growth Equities, Actively Managed, Innovation
3%
ASTS
AST SpaceMobile, Inc.		Communication Services
1%
BUZZ
VanEck Social Sentiment ETF		Large Cap Growth Equities
2.50%
EOSE
Eos Energy Enterprises Inc		Industrials
1%
FNGS
MicroSectors FANG+ ETN		Large Cap Growth Equities
8.50%
GRRR
Gorilla Technology Group Inc.		Technology
1%
IAI
iShares U.S. Broker-Dealers & Securities Exchanges ETF		Financials Equities
4%
IGM
iShares Expanded Tech Sector ETF		Technology Equities
10.50%
IYW
iShares U.S. Technology ETF		Technology Equities
7.50%
KCE
SPDR S&P Capital Markets ETF		Financials Equities
5.50%
KULR
KULR Technology Group, Inc.		Technology
1%
LAES
SEALSQ Corp		Technology
1%
LUNR
Intuitive Machines Inc. 		Industrials
1%
MAGS
Roundhill Magnificent Seven ETF		Technology Equities
10%
MSTR
MicroStrategy Incorporated		Technology
1%
MVST
Microvast Holdings, Inc.		Industrials
1%
OPTT
Ocean Power Technologies, Inc.		Industrials
1%
QTUM
9%
QUBT
1%
RCAT
1%
RDW
1%
RGTI
1%
RKLB
1%
SKYY
5%
SMH
9.50%
SOUN
1%
SPMO
3.50%
UAMY
1%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 9 Jan 25' ETF & Stock mix, 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 month.

50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
164.37%
28.37%
9 Jan 25' ETF & Stock mix
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 24, 2023, corresponding to the inception date of LAES

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-10.18%-6.79%-9.92%6.35%14.12%9.63%
9 Jan 25' ETF & Stock mix-17.42%-8.48%47.75%102.17%N/AN/A
Portfolio components:
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/AN/A
SMH
-20.50%-14.34%-23.11%-2.92%N/AN/A
QTUM
-13.57%-9.99%10.19%27.76%N/AN/A
FNGS
MicroSectors FANG+ ETN		-16.16%-7.36%-6.37%19.84%27.01%N/A
IYW
iShares U.S. Technology ETF		-17.63%-10.19%-15.30%5.50%20.07%18.01%
KCE
SPDR S&P Capital Markets ETF		-14.64%-8.71%-12.94%13.24%22.18%11.14%
SKYY
-19.95%-12.15%-10.75%7.41%N/AN/A
AIRR
First Trust RBA American Industrial Renaissance ETF		-12.67%-3.37%-12.81%8.69%28.08%13.88%
IAI
iShares U.S. Broker-Dealers & Securities Exchanges ETF		-8.01%-6.96%-4.00%20.45%21.20%13.79%
SPMO
-6.93%-6.15%-5.81%18.63%N/AN/A
ARKF
ARK Fintech Innovation ETF		-12.12%-8.54%2.07%22.04%7.97%N/A
BUZZ
VanEck Social Sentiment ETF		-12.92%-7.40%-2.57%13.48%N/AN/A
QUBT
-61.27%-13.26%596.74%793.01%N/AN/A
RCAT
-60.08%-5.35%62.86%358.04%N/AN/A
KULR
KULR Technology Group, Inc.		-65.63%-19.74%301.98%172.81%-6.00%N/A
APP
AppLovin Corporation		-26.44%-24.14%64.04%256.62%N/AN/A
MVST
Microvast Holdings, Inc.		-11.59%40.77%771.43%266.15%-28.91%N/A
RKLB
-22.50%4.22%82.61%456.06%N/AN/A
LUNR
Intuitive Machines Inc. 		-58.98%5.08%-9.59%43.27%N/AN/A
SOUN
-60.58%-20.69%42.18%120.28%N/AN/A
UAMY
80.79%51.66%367.84%1,153.43%N/AN/A
ASTS
AST SpaceMobile, Inc.		10.85%-9.02%-16.88%1,019.14%18.99%N/A
MSTR
MicroStrategy Incorporated		9.52%4.34%46.95%170.16%92.14%33.61%
OPTT
Ocean Power Technologies, Inc.		-60.78%-24.59%149.38%123.46%1.97%-43.50%
RDW
-38.58%-11.86%18.66%185.59%N/AN/A
EOSE
Eos Energy Enterprises Inc		-2.47%7.97%46.30%540.54%N/AN/A
LAES
SEALSQ Corp		-62.11%-21.81%418.93%126.21%N/AN/A
RGTI
-45.48%-8.27%649.55%656.36%N/AN/A
GRRR
Gorilla Technology Group Inc.		6.81%-23.30%354.95%281.98%N/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of 9 Jan 25' ETF & Stock mix, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.44%-6.47%-9.03%-4.33%-17.42%
20240.95%13.69%5.42%-6.12%9.39%5.30%2.44%2.38%4.05%2.64%30.39%39.99%167.50%
20233.58%8.87%7.08%-4.25%-8.13%-5.53%11.25%7.20%19.68%

Expense Ratio

9 Jan 25' ETF & Stock mix has an expense ratio of 0.37%, 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.

IGM
iShares Expanded Tech Sector ETF
Expense ratio chart for IGM: current value is 0.46%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IGM: 0.46%
MAGS
Roundhill Magnificent Seven ETF
Expense ratio chart for MAGS: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MAGS: 0.29%
FNGS
MicroSectors FANG+ ETN
Expense ratio chart for FNGS: current value is 0.58%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FNGS: 0.58%
IYW
iShares U.S. Technology ETF
Expense ratio chart for IYW: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IYW: 0.42%
KCE
SPDR S&P Capital Markets ETF
Expense ratio chart for KCE: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
KCE: 0.35%
AIRR
First Trust RBA American Industrial Renaissance ETF
Expense ratio chart for AIRR: current value is 0.70%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AIRR: 0.70%
IAI
iShares U.S. Broker-Dealers & Securities Exchanges ETF
Expense ratio chart for IAI: current value is 0.41%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IAI: 0.41%
ARKF
ARK Fintech Innovation ETF
Expense ratio chart for ARKF: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ARKF: 0.75%
BUZZ
VanEck Social Sentiment ETF
Expense ratio chart for BUZZ: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BUZZ: 0.75%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 97, 9 Jan 25' ETF & Stock mix is among the top 3% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of 9 Jan 25' ETF & Stock mix is 9797
Overall Rank
The Sharpe Ratio Rank of 9 Jan 25' ETF & Stock mix is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of 9 Jan 25' ETF & Stock mix is 9898
Sortino Ratio Rank
The Omega Ratio Rank of 9 Jan 25' ETF & Stock mix is 9797
Omega Ratio Rank
The Calmar Ratio Rank of 9 Jan 25' ETF & Stock mix is 9797
Calmar Ratio Rank
The Martin Ratio Rank of 9 Jan 25' ETF & Stock mix is 9797
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
The chart of Sharpe ratio for Portfolio, currently valued at 2.56, compared to the broader market-4.00-2.000.002.00
Portfolio: 2.56
^GSPC: 0.24
The chart of Sortino ratio for Portfolio, currently valued at 3.23, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 3.23
^GSPC: 0.47
The chart of Omega ratio for Portfolio, currently valued at 1.43, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.43
^GSPC: 1.07
The chart of Calmar ratio for Portfolio, currently valued at 3.31, compared to the broader market0.002.004.006.00
Portfolio: 3.31
^GSPC: 0.24
The chart of Martin ratio for Portfolio, currently valued at 11.98, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 11.98
^GSPC: 1.08
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IGM
iShares Expanded Tech Sector ETF		0.060.281.040.060.23
MAGS
Roundhill Magnificent Seven ETF		0.350.711.090.381.20
SMH
-0.27-0.110.99-0.33-0.84
QTUM
0.681.141.150.872.93
FNGS
MicroSectors FANG+ ETN		0.410.771.100.491.52
IYW
iShares U.S. Technology ETF		0.010.211.030.010.02
KCE
SPDR S&P Capital Markets ETF		0.550.911.130.532.07
SKYY
0.140.401.050.130.48
AIRR
First Trust RBA American Industrial Renaissance ETF		0.270.591.070.270.81
IAI
iShares U.S. Broker-Dealers & Securities Exchanges ETF		0.911.371.200.943.84
SPMO
0.560.931.130.682.67
ARKF
ARK Fintech Innovation ETF		0.500.931.120.531.80
BUZZ
VanEck Social Sentiment ETF		0.280.631.080.331.04
QUBT
3.324.101.578.7317.83
RCAT
2.613.051.365.4211.63
KULR
KULR Technology Group, Inc.		0.832.711.301.763.10
APP
AppLovin Corporation		2.503.001.434.0211.91
MVST
Microvast Holdings, Inc.		0.675.191.552.606.54
RKLB
5.124.511.538.2326.31
LUNR
Intuitive Machines Inc. 		0.401.551.180.661.54
SOUN
0.801.971.231.322.87
UAMY
10.275.331.6522.2078.18
ASTS
AST SpaceMobile, Inc.		6.945.631.6215.1036.72
MSTR
MicroStrategy Incorporated		1.482.341.273.076.51
OPTT
Ocean Power Technologies, Inc.		0.422.511.331.091.67
RDW
1.772.711.322.657.29
EOSE
Eos Energy Enterprises Inc		4.263.871.455.5625.88
LAES
SEALSQ Corp		0.502.801.331.122.06
RGTI
3.293.661.477.4516.70
GRRR
Gorilla Technology Group Inc.		1.692.521.312.466.17

The current 9 Jan 25' ETF & Stock mix Sharpe ratio is 2.56. 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 is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of 9 Jan 25' ETF & Stock mix 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.

Rolling 12-month Sharpe Ratio0.002.004.006.00NovemberDecember2025FebruaryMarchApril
2.56
0.24
9 Jan 25' ETF & Stock mix
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

9 Jan 25' ETF & Stock mix provided a 0.47% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.47%0.38%0.52%0.64%0.33%0.43%0.61%0.64%0.47%0.53%0.61%0.44%
Portfolio components:
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%
SMH
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
0.78%0.61%0.81%1.46%0.48%0.45%0.61%0.21%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%
IYW
iShares U.S. Technology ETF		0.25%0.21%0.53%0.50%0.31%0.56%0.72%0.91%0.82%1.13%1.12%1.13%
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%
SKYY
0.00%0.00%0.00%0.23%0.78%0.17%0.54%0.95%0.27%0.35%0.41%0.17%
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%
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%
SPMO
0.58%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%0.00%
ARKF
ARK Fintech Innovation ETF		0.00%0.00%0.00%0.00%0.00%0.37%1.25%0.00%0.00%0.00%0.00%0.00%
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%
QUBT
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RCAT
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KULR
KULR Technology Group, 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%
APP
AppLovin Corporation		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MVST
Microvast Holdings, 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%
RKLB
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LUNR
Intuitive Machines 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%
SOUN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UAMY
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ASTS
AST SpaceMobile, 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%
MSTR
MicroStrategy Incorporated		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OPTT
Ocean Power Technologies, 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%
RDW
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EOSE
Eos Energy Enterprises 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%
LAES
SEALSQ Corp		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RGTI
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GRRR
Gorilla Technology Group 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%

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.

-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-22.08%
-14.02%
9 Jan 25' ETF & Stock mix
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 9 Jan 25' ETF & Stock mix. 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 9 Jan 25' ETF & Stock mix was 28.18%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current 9 Jan 25' ETF & Stock mix drawdown is 22.08%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.18%Feb 14, 202537Apr 8, 2025———
-18.42%Aug 2, 202362Oct 27, 202358Jan 23, 2024120
-15.64%Jul 17, 202414Aug 5, 202437Sep 26, 202451
-10.06%Mar 28, 202416Apr 19, 202418May 15, 202434
-9.77%Jan 7, 20254Jan 13, 202522Feb 13, 202526

Volatility

Volatility Chart

The current 9 Jan 25' ETF & Stock mix volatility is 18.97%, 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.

0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
18.97%
13.60%
9 Jan 25' ETF & Stock mix
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.
RCATGRRROPTTLAESKULRUAMYMVSTEOSELUNRASTSQUBTMSTRRDWAPPRGTISOUNRKLBIAIMAGSAIRRSMHKCEFNGSSPMOIYWIGMSKYYARKFQTUMBUZZ
RCAT1.000.140.160.100.160.160.150.130.190.160.210.160.150.130.200.170.200.200.120.170.100.210.170.140.140.150.190.210.190.22
GRRR0.141.000.150.200.070.080.160.140.190.220.180.140.140.180.230.240.200.180.150.170.150.170.150.160.150.160.190.190.220.21
OPTT0.160.151.000.110.120.120.100.190.190.170.220.180.210.110.260.250.250.240.150.230.170.270.190.170.180.190.250.260.240.29
LAES0.100.200.111.000.160.170.180.140.200.230.220.170.240.140.280.200.250.170.200.230.240.210.200.220.220.230.230.250.300.26
KULR0.160.070.120.161.000.210.180.160.220.130.270.210.180.170.280.250.300.210.200.260.220.210.200.240.220.230.230.260.310.29
UAMY0.160.080.120.170.211.000.130.190.170.190.210.200.210.220.200.220.300.210.200.260.190.230.210.280.230.240.290.310.290.31
MVST0.150.160.100.180.180.131.000.210.220.320.220.150.260.190.290.240.320.330.170.380.180.360.170.200.190.210.300.330.300.35
EOSE0.130.140.190.140.160.190.211.000.210.250.310.210.310.240.230.320.350.270.180.370.250.300.220.300.260.270.300.320.340.36
LUNR0.190.190.190.200.220.170.220.211.000.320.250.220.350.200.270.380.430.270.250.310.220.300.240.260.270.270.320.340.310.37
ASTS0.160.220.170.230.130.190.320.250.321.000.310.310.340.240.350.330.400.340.300.380.300.360.300.310.300.320.370.420.400.46
QUBT0.210.180.220.220.270.210.220.310.250.311.000.200.340.300.580.410.370.260.290.300.290.300.330.300.310.340.400.430.490.42
MSTR0.160.140.180.170.210.200.150.210.220.310.201.000.290.320.270.340.400.440.360.410.360.440.350.350.370.400.400.610.470.59
RDW0.150.140.210.240.180.210.260.310.350.340.340.291.000.330.380.370.540.420.290.460.310.450.310.360.330.360.420.470.430.49
APP0.130.180.110.140.170.220.190.240.200.240.300.320.331.000.330.350.350.360.520.390.450.400.530.500.530.550.560.570.480.55
RGTI0.200.230.260.280.280.200.290.230.270.350.580.270.380.331.000.440.450.330.380.390.400.370.410.340.390.420.460.460.630.52
SOUN0.170.240.250.200.250.220.240.320.380.330.410.340.370.350.441.000.480.400.350.450.410.440.380.380.430.430.490.540.550.55
RKLB0.200.200.250.250.300.300.320.350.430.400.370.400.540.350.450.481.000.460.400.530.400.510.430.430.440.460.530.580.550.61
IAI0.200.180.240.170.210.210.330.270.270.340.260.440.420.360.330.400.461.000.420.730.460.920.450.610.500.530.590.690.570.67
MAGS0.120.150.150.200.200.200.170.180.250.300.290.360.290.520.380.350.400.421.000.430.740.450.910.720.880.870.710.640.680.70
AIRR0.170.170.230.230.260.260.380.370.310.380.300.410.460.390.390.450.530.730.431.000.530.810.460.650.540.570.630.640.650.68
SMH0.100.150.170.240.220.190.180.250.220.300.290.360.310.450.400.410.400.460.740.531.000.510.790.740.890.900.700.610.840.68
KCE0.210.170.270.210.210.230.360.300.300.360.300.440.450.400.370.440.510.920.450.810.511.000.490.610.540.570.650.720.630.72
FNGS0.170.150.190.200.200.210.170.220.240.300.330.350.310.530.410.380.430.450.910.460.790.491.000.740.910.900.770.660.710.72
SPMO0.140.160.170.220.240.280.200.300.260.310.300.350.360.500.340.380.430.610.720.650.740.610.741.000.800.810.700.640.690.68
IYW0.140.150.180.220.220.230.190.260.270.300.310.370.330.530.390.430.440.500.880.540.890.540.910.801.000.980.810.690.800.75
IGM0.150.160.190.230.230.240.210.270.270.320.340.400.360.550.420.430.460.530.870.570.900.570.900.810.981.000.840.730.830.78
SKYY0.190.190.250.230.230.290.300.300.320.370.400.400.420.560.460.490.530.590.710.630.700.650.770.700.810.841.000.810.760.79
ARKF0.210.190.260.250.260.310.330.320.340.420.430.610.470.570.460.540.580.690.640.640.610.720.660.640.690.730.811.000.720.88
QTUM0.190.220.240.300.310.290.300.340.310.400.490.470.430.480.630.550.550.570.680.650.840.630.710.690.800.830.760.721.000.80
BUZZ0.220.210.290.260.290.310.350.360.370.460.420.590.490.550.520.550.610.670.700.680.680.720.720.680.750.780.790.880.801.00
The correlation results are calculated based on daily price changes starting from May 25, 2023
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Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio

DrawdownsExpected ShortfallUlcer IndexValue at RiskClose-to-Close VolatilityParkinson VolatilityGarman Klass VolatilityRogers-Satchell VolatilityYang Zhang Volatility

Asset CorrelationsPortfolio OptimizationRisk Parity OptimizationHierarchical Risk Parity (HRP) Optimization

AlphaBeta

Lazy PortfoliosUser Portfolios

ETF ScreenerFund ScreenerStock Screener

Discussions
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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