Portfolio 2(Current frontrunner): ETF Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
IYH iShares U.S. Healthcare ETF	Health & Biotech Equities	10%
QQQ Invesco QQQ ETF	Large Cap Growth Equities	20%
SMH VanEck Semiconductor ETF	Semiconductors, Technology Equities	15%
SPMO Invesco S&P 500 Momentum ETF	S&P 500	20%
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%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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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The earliest data available for this chart is Oct 12, 2015, corresponding to the inception date of SPMO

Returns By Period

As of Apr 2, 2026, the Portfolio 2(Current frontrunner): ETF Portfolio returned 1.04% Year-To-Date and 19.53% 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 Portfolio 2(Current frontrunner): ETF Portfolio	0.12%	-1.88%	1.04%	3.99%	39.26%	28.15%	16.37%	19.53%
Portfolio components:
QQQ Invesco QQQ ETF	0.11%	-2.64%	-4.65%	-3.18%	23.45%	22.97%	13.18%	19.05%
VBK Vanguard Small-Cap Growth ETF	0.82%	-2.87%	1.84%	2.19%	20.13%	13.10%	2.50%	10.71%
VOT Vanguard Mid-Cap Growth ETF	0.33%	-4.74%	-6.17%	-11.38%	5.73%	11.14%	4.37%	10.84%
SMH VanEck Semiconductor ETF	0.09%	0.32%	8.94%	16.35%	83.82%	44.85%	26.17%	31.69%
IYH iShares U.S. Healthcare ETF	-0.76%	-5.38%	-5.01%	2.73%	3.82%	5.08%	5.36%	9.32%
SPMO Invesco S&P 500 Momentum ETF	0.21%	-3.49%	-3.57%	-4.50%	22.96%	28.37%	17.71%	17.43%
SPY State Street SPDR S&P 500 ETF	0.09%	-3.34%	-3.56%	-1.44%	17.51%	18.37%	11.88%	14.11%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 13, 2015, Portfolio 2(Current frontrunner): ETF Portfolio's average daily return is +0.08%, while the average monthly return is +1.56%. At this rate, your investment would double in approximately 3.7 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +13.8%, 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 56% 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%	1.84%									1.04%
2025	2.84%	-2.74%	-7.39%	0.42%	9.64%	9.29%	2.63%	1.08%	6.84%	5.61%	-1.45%	0.59%	29.34%
2024	3.38%	9.17%	3.87%	-4.91%	7.77%	6.12%	-1.99%	1.04%	1.51%	-1.02%	4.32%	-1.38%	30.48%
2023	8.42%	-1.58%	5.78%	-0.98%	5.14%	6.10%	3.74%	-1.51%	-5.07%	-3.35%	11.45%	7.22%	39.68%
2022	-9.08%	-2.62%	2.88%	-11.58%	1.28%	-10.23%	11.42%	-5.56%	-9.80%	6.67%	8.30%	-6.78%	-25.17%
2021	1.16%	2.09%	1.34%	3.72%	0.16%	5.23%	1.76%	3.40%	-5.09%	7.08%	1.93%	2.51%	27.84%

Benchmark Metrics

Portfolio 2(Current frontrunner): ETF Portfolio has an annualized alpha of 5.06%, beta of 1.14, and R² of 0.89 versus S&P 500 Index. Calculated based on daily prices since October 13, 2015.

This portfolio captured 128.62% of S&P 500 Index gains and 100.01% of its losses — amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 5.06% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 1.14 and R² of 0.89, 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: 5.06%

Beta: 1.14

R²: 0.89

Upside Capture: 128.62%

Downside Capture: 100.01%

Expense Ratio

Portfolio 2(Current frontrunner): ETF Portfolio has an expense ratio of 0.19%, 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 77 for risk / return — better than 77% 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	1.53	0.88	+0.65
Sortino ratio Return per unit of downside risk	2.18	1.37	+0.81
Omega ratio Gain probability vs. loss probability	1.32	1.21	+0.11
Calmar ratio Return relative to maximum drawdown	3.02	1.39	+1.63
Martin ratio Return relative to average drawdown	12.34	6.43	+5.90
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
VBK Vanguard Small-Cap Growth ETF	45	0.83	1.31	1.17	1.52	6.01
VOT Vanguard Mid-Cap Growth ETF	19	0.27	0.54	1.07	0.43	1.32
SMH VanEck Semiconductor ETF	94	2.28	2.89	1.41	5.34	18.94
IYH iShares U.S. Healthcare ETF	17	0.21	0.42	1.05	0.42	0.90
SPMO Invesco S&P 500 Momentum ETF	58	1.01	1.55	1.23	1.91	6.68
SPY State Street SPDR S&P 500 ETF	53	0.92	1.45	1.22	1.51	7.11

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 Apr 2, 2026 (values are recalculated daily):

1-Year: 1.53
5-Year: 0.72
10-Year: 0.89
All Time: 0.87

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 1.00 to 1.70, 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 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 0.74% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.74%	0.68%	0.70%	1.01%	1.16%	0.61%	0.91%	1.16%	1.34%	1.07%	1.34%	1.28%
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%
VBK Vanguard Small-Cap Growth ETF	0.52%	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	0.71%	0.64%	0.67%	0.71%	0.78%	0.34%	0.56%	0.78%	0.84%	0.72%	0.81%	0.81%
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%
IYH iShares U.S. Healthcare ETF	1.31%	1.19%	1.25%	1.18%	1.10%	0.94%	1.16%	1.14%	1.95%	1.10%	1.29%	2.02%
SPMO Invesco S&P 500 Momentum ETF	0.88%	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	1.13%	1.07%	1.21%	1.40%	1.65%	1.20%	1.52%	1.75%	2.04%	1.80%	2.03%	2.06%

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 32.43%, occurring on Oct 14, 2022. Recovery took 292 trading sessions.

The current Portfolio 2(Current frontrunner): ETF Portfolio drawdown is 6.32%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-32.43%	Dec 28, 2021	202	Oct 14, 2022	292	Dec 13, 2023	494
-31.53%	Feb 20, 2020	23	Mar 23, 2020	72	Jul 6, 2020	95
-24%	Jan 24, 2025	52	Apr 8, 2025	52	Jun 24, 2025	104
-21.94%	Aug 30, 2018	80	Dec 24, 2018	68	Apr 3, 2019	148
-15.49%	Jul 11, 2024	20	Aug 7, 2024	65	Nov 7, 2024	85

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. 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	IYH	SPMO	SMH	VBK	QQQ	VOT	SPY	Portfolio
Benchmark	1.00	0.70	0.78	0.77	0.85	0.91	0.89	1.00	0.92
IYH	0.70	1.00	0.55	0.45	0.64	0.59	0.66	0.70	0.62
SPMO	0.78	0.55	1.00	0.67	0.68	0.76	0.74	0.78	0.82
SMH	0.77	0.45	0.67	1.00	0.72	0.84	0.76	0.77	0.93
VBK	0.85	0.64	0.68	0.72	1.00	0.79	0.94	0.85	0.85
QQQ	0.91	0.59	0.76	0.84	0.79	1.00	0.85	0.91	0.95
VOT	0.89	0.66	0.74	0.76	0.94	0.85	1.00	0.89	0.90
SPY	1.00	0.70	0.78	0.77	0.85	0.91	0.89	1.00	0.92
Portfolio	0.92	0.62	0.82	0.93	0.85	0.95	0.90	0.92	1.00

The correlation results are calculated based on daily price changes starting from Oct 13, 2015

Portfolio 2(Current frontrunner): ETF Portfolio

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