Portfolio 2(Current frontrunner): ETF Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
QQQ Invesco QQQ ETF	Nasdaq-100	20%
SPMO Invesco S&P 500 Momentum ETF	Momentum, S&P 500	20%
SMH VanEck Semiconductor ETF	Semiconductors, Technology Equities	15%
SPY State Street SPDR S&P 500 ETF	S&P 500	15%
VBK Vanguard Small-Cap Growth ETF	Small Cap Growth Equities	10%
VOT Vanguard Mid-Cap Growth ETF	Mid Cap Growth Equities	10%
IYH iShares U.S. Healthcare ETF	Health & Biotech Equities	10%

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 Portfolio 2(Current frontrunner): ETF Portfolio, 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 never rebalanced.

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Returns By Period

As of Jun 9, 2026, the Portfolio 2(Current frontrunner): ETF Portfolio returned 34.73% Year-To-Date and 22.82% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio Portfolio 2(Current frontrunner): ETF Portfolio	3.04%	3.45%	34.73%	32.96%	65.87%	38.15%	22.77%	22.82%
Portfolio components:
IYH iShares U.S. Healthcare ETF	-0.28%	6.02%	-1.29%	0.79%	15.28%	6.60%	4.95%	9.38%
QQQ Invesco QQQ ETF	1.56%	0.68%	16.71%	15.00%	35.78%	27.15%	16.98%	21.59%
SMH VanEck Semiconductor ETF	5.00%	5.58%	66.10%	62.81%	137.42%	60.43%	37.89%	36.92%
SPMO Invesco S&P 500 Momentum ETF	2.50%	2.83%	24.29%	22.86%	39.53%	40.28%	23.06%	20.38%
SPY State Street SPDR S&P 500 ETF	0.23%	0.22%	8.70%	8.75%	24.79%	21.35%	13.42%	15.27%
VBK Vanguard Small-Cap Growth ETF	0.58%	0.15%	14.03%	12.70%	27.37%	16.31%	4.73%	11.47%
VOT Vanguard Mid-Cap Growth ETF	0.12%	1.80%	5.49%	3.73%	7.75%	15.09%	6.19%	11.95%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 12, 2015, Portfolio 2(Current frontrunner): ETF Portfolio's average daily return is +0.09%, while the average monthly return is +1.78%. At this rate, an investment would double in approximately 3.3 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2026 with a return of +21.5%, while the worst month was Apr 2022 at -11.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Portfolio 2(Current frontrunner): ETF Portfolio closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +12.6%, while the worst single day was Mar 16, 2020 at -13.1%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	5.19%	-0.07%	-5.62%	21.46%	13.18%	-1.22%							34.73%
2025	2.84%	-2.74%	-7.39%	0.42%	9.64%	9.30%	2.63%	1.08%	6.84%	5.62%	-1.45%	0.59%	29.34%
2024	3.38%	9.16%	3.87%	-4.91%	7.77%	6.13%	-1.99%	1.04%	1.51%	-1.02%	4.32%	-1.38%	30.48%
2023	8.43%	-1.58%	5.79%	-0.98%	5.14%	6.10%	3.74%	-1.51%	-5.07%	-3.34%	11.45%	7.22%	39.70%
2022	-9.08%	-2.63%	2.88%	-11.58%	1.28%	-10.24%	11.43%	-5.56%	-9.80%	6.66%	8.30%	-6.79%	-25.18%
2021	1.16%	2.09%	1.34%	3.72%	0.16%	5.23%	1.76%	3.40%	-5.09%	7.08%	1.94%	2.51%	27.85%

Benchmark Metrics

Portfolio 2(Current frontrunner): ETF Portfolio has an annualized alpha of 6.44%, beta of 1.15, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since October 12, 2015.

This portfolio captured 134.70% of S&P 500 Index gains but only 99.47% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 6.44% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 1.15 and R2 of 0.88, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha: 6.44%

Beta: 1.15

R²: 0.88

Upside Capture: 134.70%

Downside Capture: 99.47%

Expense Ratio

Portfolio 2(Current frontrunner): ETF Portfolio has an expense ratio of 0.18%, 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.

IYH

iShares U.S. Healthcare ETF

SMH

VanEck Semiconductor ETF

QQQ

Invesco QQQ ETF

SPMO

Invesco S&P 500 Momentum ETF

SPY

State Street SPDR S&P 500 ETF

VBK

Vanguard Small-Cap Growth ETF

VOT

Vanguard Mid-Cap Growth ETF

Return for Risk

Risk / Return Rank

Portfolio 2(Current frontrunner): ETF Portfolio ranks 89 for risk / return — in the top 89% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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

The table below presents risk-adjusted performance metrics for Portfolio 2(Current frontrunner): ETF Portfolio and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	3.08	1.94	+1.14
Sortino ratioReturn per unit of downside risk	3.67	2.63	+1.05
Omega ratioGain probability vs. loss probability	1.52	1.35	+0.17
Calmar ratioReturn relative to maximum drawdown	5.63	2.59	+3.04
Martin ratioReturn relative to average drawdown	23.95	11.84	+12.10
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
IYH iShares U.S. Healthcare ETF	31	1.02	1.64	1.18	1.44	3.45
QQQ Invesco QQQ ETF	69	2.15	2.77	1.38	3.00	11.43
SMH VanEck Semiconductor ETF	96	4.27	4.33	1.62	9.26	34.80
SPMO Invesco S&P 500 Momentum ETF	71	2.13	2.81	1.39	3.13	12.02
SPY State Street SPDR S&P 500 ETF	69	2.06	2.78	1.38	2.80	12.93
VBK Vanguard Small-Cap Growth ETF	48	1.40	1.96	1.24	2.40	9.10
VOT Vanguard Mid-Cap Growth ETF	17	0.48	0.77	1.09	0.49	1.46

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.

Portfolio 2(Current frontrunner): ETF Portfolio Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 3.08
5-Year: 0.98
10-Year: 1.03
All Time: 1.00

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 1.60 to 2.46, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Portfolio 2(Current frontrunner): ETF Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Portfolio 2(Current frontrunner): ETF Portfolio provided a 0.63% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.63%	0.68%	0.70%	1.01%	1.16%	0.61%	0.91%	1.16%	1.34%	1.07%	1.34%	1.28%
Portfolio components:
IYH iShares U.S. Healthcare ETF	1.26%	1.19%	1.25%	1.18%	1.10%	0.94%	1.16%	1.14%	1.95%	1.10%	1.29%	2.02%
QQQ Invesco QQQ ETF	0.39%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
SMH VanEck Semiconductor ETF	0.18%	0.31%	0.44%	0.60%	1.18%	0.51%	0.69%	1.50%	1.88%	1.43%	0.80%	2.14%
SPMO Invesco S&P 500 Momentum ETF	0.69%	0.73%	0.48%	1.63%	1.66%	0.52%	1.27%	1.39%	1.05%	0.77%	1.94%	0.36%
SPY State Street SPDR S&P 500 ETF	1.00%	1.07%	1.21%	1.40%	1.65%	1.20%	1.52%	1.75%	2.04%	1.80%	2.03%	2.06%
VBK Vanguard Small-Cap Growth ETF	0.46%	0.54%	0.54%	0.68%	0.55%	0.36%	0.44%	0.57%	0.79%	0.82%	1.08%	0.98%
VOT Vanguard Mid-Cap Growth ETF	0.63%	0.64%	0.67%	0.71%	0.78%	0.34%	0.56%	0.78%	0.84%	0.72%	0.81%	0.81%

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 Portfolio 2(Current frontrunner): ETF Portfolio. 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 Portfolio 2(Current frontrunner): ETF Portfolio was 32.44%, occurring on Oct 14, 2022. Recovery took 292 trading sessions.

The current Portfolio 2(Current frontrunner): ETF Portfolio drawdown is 4.69%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-32.44%Oct 2022	9mo 20d	1y 2mo	1y 11moDec 2021 - Dec 2023
COVID crash2020	-31.52%Mar 2020	1mo 2d	3mo 11d	4mo 13dFeb 2020 - Jul 2020
2025 selloff2025	-24.00%Apr 2025	2mo 14d	2mo 17d	5mo 1dJan 2025 - Jun 2025
Rate-hike selloffLate 2018	-21.94%Dec 2018	3mo 26d	3mo 10d	7mo 6dAug 2018 - Apr 2019
2024 correction2024	-15.49%Aug 2024	27d	3mo 2d	3mo 29dJul 2024 - Nov 2024

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 7 assets, with an effective number of assets of 6.45, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.13	1.10	1.09	1.08	1.09

The portfolio has a diversification ratio of 1.09, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Portfolio 2(Current frontrunner): ETF Portfolio correlation to the S&P 500 Index

Portfolio 2(Current frontrunner): ETF Portfolio has a 0.88 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (10Y) Calculated over the trailing 10-year period	0.92
Correlation (All Time) Calculated using the full available price history since Oct 12, 2015	0.92

Benchmark Correlations

Correlation vs. S&P 500 Index. SPY has the highest benchmark correlation at 1.00, while IYH has the lowest at 0.69.

0.69

0.77

0.78

0.85

0.89

0.91

1.00

Portfolio Correlations

Correlation vs. Portfolio 2(Current frontrunner): ETF Portfolio. QQQ has the highest portfolio correlation at 0.95, while IYH has the lowest at 0.61.

0.61

0.82

0.85

0.89

0.92

0.93

0.95

Asset Correlations Table

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

	IYH	SPMO	SMH	VBK	QQQ	VOT	SPY
IYH	1.00	0.54	0.44	0.63	0.58	0.65	0.69
SPMO	0.54	1.00	0.67	0.68	0.76	0.73	0.78
SMH	0.44	0.67	1.00	0.72	0.84	0.75	0.77
VBK	0.63	0.68	0.72	1.00	0.79	0.94	0.85
QQQ	0.58	0.76	0.84	0.79	1.00	0.85	0.91
VOT	0.65	0.73	0.75	0.94	0.85	1.00	0.89
SPY	0.69	0.78	0.77	0.85	0.91	0.89	1.00

The correlation results are calculated based on daily price changes starting from Oct 12, 2015

Diversification Analysis

Find what Portfolio 2(Current frontrunner): ETF Portfolio is missing

See which holdings overlap, where Portfolio 2(Current frontrunner): ETF Portfolio is concentrated, and which low-correlation assets could fill the gaps.

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