Equities

Asset Allocation

Position	Category/Sector	Target Weight
DARP Grizzle Growth ETF	Large Cap Growth Equities	12.50%
FMTM MarketDesk Focused U.S. Momentum ETF	Momentum, Large Cap Growth Equities	9%
EMEQ Nomura Focused Emerging Markets Equity ETF	Emerging Markets Diversified	9%
DRAM Roundhill Memory ETF	Technology Equities	9%
CTEF Castellan Targeted Equity ETF	Mid Cap Blend Equities	9%
FRDM Freedom 100 Emerging Markets ETF	Emerging Markets Diversified	9%
QTUM Defiance Quantum ETF	Technology Equities	7%
MU Micron Technology, Inc.	Technology	7%
AVALX Aegis Value Fund	Small Cap Value Equities	6%
PWRD TCW Transform Systems ETF	Energy Equities	6%
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	Gold	6%
JIVE Jpmorgan International Value ETF	Foreign Large Cap Equities	5%
IDEQ Lazard International Dynamic Equity ETF	Foreign Large Cap Equities	5%
AVGO Broadcom Inc.	Technology	0.50%

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 Equities , 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	-2.64%	-0.21%	7.86%	7.47%	23.05%	19.90%	11.79%	13.33%
Portfolio Equities	-8.26%	1.44%	—	—	—	—	—	—
Portfolio components:
AVALX Aegis Value Fund	0.81%	0.84%	21.61%	23.48%	57.96%	34.11%	21.63%	20.23%
AVGO Broadcom Inc.	-7.92%	-10.30%	11.68%	-0.76%	57.48%	71.92%	55.10%	40.58%
CTEF Castellan Targeted Equity ETF	-3.23%	2.72%	25.60%	26.09%	—	—	—	—
DARP Grizzle Growth ETF	-5.45%	-1.35%	24.94%	24.74%	69.00%	—	—	—
DRAM Roundhill Memory ETF	-15.08%	5.66%	—	—	—	—	—	—
EMEQ Nomura Focused Emerging Markets Equity ETF	-11.57%	-4.81%	54.65%	63.60%	122.36%	—	—	—
FMTM MarketDesk Focused U.S. Momentum ETF	-4.66%	0.00%	25.27%	26.43%	55.07%	—	—	—
FRDM Freedom 100 Emerging Markets ETF	-8.17%	-3.09%	30.73%	38.31%	75.97%	32.39%	16.92%	—
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	-5.84%	-8.31%	4.75%	6.10%	46.54%	43.91%	—	—
IDEQ Lazard International Dynamic Equity ETF	-4.08%	-3.07%	12.22%	15.46%	—	—	—	—

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

Monthly Returns

Based on dividend-adjusted daily data since Apr 6, 2026, Equities 's average daily return is +0.70%, while the average monthly return is +10.91%. At this rate, an investment would double in approximately 0.6 years.

Historically, 67% of months were positive and 33% were negative. The best month was May 2026 with a return of +20.8%, while the worst month was Jun 2026 at -6.0%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 1 months.

On a daily basis, Equities closed higher 66% of trading days. The best single day was May 26, 2026 with a return of +6.4%, while the worst single day was Jun 5, 2026 at -8.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026				17.95%	20.81%	-6.02%							33.92%

Expense Ratio

Equities has an expense ratio of 0.58%, 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

AVALX

Aegis Value Fund

EMEQ

Nomura Focused Emerging Markets Equity ETF

PWRD

TCW Transform Systems ETF

DARP

Grizzle Growth ETF

DRAM

Roundhill Memory ETF

JIVE

Jpmorgan International Value ETF

FRDM

Freedom 100 Emerging Markets ETF

FMTM

MarketDesk Focused U.S. Momentum ETF

CTEF

Castellan Targeted Equity ETF

QTUM

Defiance Quantum ETF

Return for Risk

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Equities and compares them with S&P 500 Index.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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
AVALX Aegis Value Fund	94	3.55	4.32	1.61	7.13	25.13
AVGO Broadcom Inc.	72	1.10	1.67	1.22	1.74	4.15
CTEF Castellan Targeted Equity ETF	—	—	—	—	—	—
DARP Grizzle Growth ETF	90	3.02	3.44	1.47	6.09	22.96
DRAM Roundhill Memory ETF	—	—	—	—	—	—
EMEQ Nomura Focused Emerging Markets Equity ETF	93	3.60	3.76	1.57	6.87	26.95
FMTM MarketDesk Focused U.S. Momentum ETF	82	2.42	2.99	1.41	4.66	18.14
FRDM Freedom 100 Emerging Markets ETF	88	2.93	3.44	1.51	4.51	17.90
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	48	1.62	2.04	1.30	2.07	6.39
IDEQ Lazard International Dynamic Equity ETF	—	—	—	—	—	—

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for Equities . This metric is based on the past 12 months of trading data. Please check back later for updated information.

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Dividends

Dividend yield

Equities provided a 0.96% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.96%	1.20%	1.61%	0.69%	0.48%	0.26%	0.54%	0.30%	0.40%	0.01%	0.09%	0.01%
Portfolio components:
AVALX Aegis Value Fund	1.92%	2.34%	7.07%	2.23%	0.16%	0.00%	6.62%	2.36%	6.18%	0.00%	1.45%	0.04%
AVGO Broadcom Inc.	0.64%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
CTEF Castellan Targeted Equity ETF	0.06%	0.08%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DARP Grizzle Growth ETF	0.35%	0.43%	1.93%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DRAM Roundhill Memory 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%
EMEQ Nomura Focused Emerging Markets Equity ETF	1.78%	2.76%	0.84%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FMTM MarketDesk Focused U.S. Momentum ETF	0.24%	0.30%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FRDM Freedom 100 Emerging Markets ETF	1.67%	2.26%	2.53%	2.66%	2.72%	2.17%	1.11%	1.07%	0.00%	0.00%	0.00%	0.00%
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund	4.12%	4.32%	7.14%	2.22%	0.81%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IDEQ Lazard International Dynamic Equity ETF	0.54%	0.60%	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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Equities . 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 Equities was 10.61%, occurring on Jun 5, 2026. The portfolio has not yet recovered.

The current Equities drawdown is 10.61%.

Related event	Drawdown	Fall	Recovery	Underwater
2026 correction2026	-10.61%Jun 2026	2d	—	6d 2hJun 2026 - now
2026 pullback2026	-6.21%May 2026	7d	7d	14dMay 2026 - May 2026
2026 pullback2026	-2.22%May 2026	0s	1d	1dMay 2026 - May 2026
2026 pullback2026	-1.90%Apr 2026	0s	2d	2dApr 2026 - Apr 2026
2026 pullback2026	-1.23%Apr 2026	1d	1d	2dApr 2026 - Apr 2026

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 12.23, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	All Time
Diversification Ratio	1.11

The portfolio has a diversification ratio of 1.11, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Equities correlation to the S&P 500 Index

Equities has a 0.73 correlation to S&P 500 Index over the full available history. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 6, 2026	0.73

Benchmark Correlations

Correlation vs. S&P 500 Index. GDE has the highest benchmark correlation at 0.85, while AVALX has the lowest at 0.29.

AVALX

0.29

0.46

0.58

0.59

0.60

0.65

0.65

0.73

0.77

0.80

0.80

0.83

0.83

0.85

Portfolio Correlations

Correlation vs. Equities . EMEQ has the highest portfolio correlation at 0.97, while AVALX has the lowest at 0.38.

0.38

0.55

0.59

0.69

0.73

0.79

0.80

0.84

0.84

0.86

0.89

0.89

0.95

0.97

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	AVALX	AVGO	MU	GDE	FMTM	PWRD	DRAM	DARP	JIVE	QTUM	IDEQ	FRDM	CTEF	EMEQ
AVALX	1.00	0.42	0.24	0.36	0.47	0.48	0.35	0.53	0.41	0.39	0.40	0.25	0.35	0.34
AVGO	0.42	1.00	0.40	0.48	0.50	0.52	0.44	0.56	0.52	0.58	0.53	0.58	0.56	0.53
MU	0.24	0.40	1.00	0.34	0.50	0.45	0.90	0.71	0.50	0.56	0.50	0.64	0.64	0.77
GDE	0.36	0.48	0.34	1.00	0.48	0.58	0.45	0.46	0.79	0.60	0.79	0.67	0.73	0.58
FMTM	0.47	0.50	0.50	0.48	1.00	0.74	0.62	0.69	0.64	0.79	0.65	0.61	0.78	0.66
PWRD	0.48	0.52	0.45	0.58	0.74	1.00	0.56	0.72	0.70	0.78	0.69	0.62	0.81	0.62
DRAM	0.35	0.44	0.90	0.45	0.62	0.56	1.00	0.83	0.66	0.72	0.67	0.80	0.71	0.93
DARP	0.53	0.56	0.71	0.46	0.69	0.72	0.83	1.00	0.70	0.81	0.73	0.78	0.70	0.89
JIVE	0.41	0.52	0.50	0.79	0.64	0.70	0.66	0.70	1.00	0.75	0.95	0.87	0.84	0.81
QTUM	0.39	0.58	0.56	0.60	0.79	0.78	0.72	0.81	0.75	1.00	0.82	0.80	0.79	0.82
IDEQ	0.40	0.53	0.50	0.79	0.65	0.69	0.67	0.73	0.95	0.82	1.00	0.89	0.80	0.83
FRDM	0.25	0.58	0.64	0.67	0.61	0.62	0.80	0.78	0.87	0.80	0.89	1.00	0.80	0.93
CTEF	0.35	0.56	0.64	0.73	0.78	0.81	0.71	0.70	0.84	0.79	0.80	0.80	1.00	0.78
EMEQ	0.34	0.53	0.77	0.58	0.66	0.62	0.93	0.89	0.81	0.82	0.83	0.93	0.78	1.00

The correlation results are calculated based on daily price changes starting from Apr 6, 2026

Diversification Analysis

Find what Equities is missing

See which holdings overlap, where Equities is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification