Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BITW Bitwise 10 Crypto Index Fund | 30% | |
GDXJ VanEck Vectors Junior Gold Miners ETF | Materials | 20% |
SHLD Global X Defense Tech ETF | Technology Equities | 10% |
SPMO Invesco S&P 500 Momentum ETF | S&P 500, Momentum | 40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2025 - Modified Core Mix_Run and Gun(OPT07), 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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The earliest data available for this chart is Sep 13, 2023, corresponding to the inception date of SHLD
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.63% | -3.84% | -1.98% | 29.73% | 16.86% | 10.37% | 12.29% |
Portfolio 2025 - Modified Core Mix_Run and Gun(OPT07) | -1.05% | -5.99% | -6.52% | -13.34% | 44.01% | — | — | — |
| Portfolio components: | ||||||||
GDXJ VanEck Vectors Junior Gold Miners ETF | -2.44% | -10.62% | 7.39% | 25.33% | 143.30% | 47.28% | 23.14% | 17.91% |
SHLD Global X Defense Tech ETF | 0.65% | -1.39% | 14.15% | 5.21% | 70.43% | — | — | — |
BITW Bitwise 10 Crypto Index Fund | -2.36% | -5.74% | -25.36% | -48.30% | -10.01% | 59.89% | -11.91% | — |
SPMO Invesco S&P 500 Momentum ETF | 0.21% | -3.83% | -3.57% | -3.95% | 40.62% | 28.37% | 17.71% | 17.43% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 14, 2023, 2025 - Modified Core Mix_Run and Gun(OPT07)'s average daily return is +0.20%, while the average monthly return is +4.09%. At this rate, your investment would double in approximately 1.4 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2024 with a return of +27.0%, while the worst month was Mar 2026 at -8.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.
On a daily basis, 2025 - Modified Core Mix_Run and Gun(OPT07) closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +9.9%, while the worst single day was Aug 5, 2024 at -6.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.01% | -1.02% | -8.56% | 1.25% | -6.52% | ||||||||
| 2025 | 8.81% | -7.86% | 2.77% | 6.25% | 9.98% | 6.83% | 3.99% | 4.41% | 10.62% | -2.63% | -3.94% | 1.27% | 46.33% |
| 2024 | -1.86% | 14.44% | 11.75% | -5.49% | 13.07% | -1.47% | 3.66% | -2.05% | 0.06% | 8.99% | 26.95% | -4.81% | 76.84% |
| 2023 | -2.88% | 15.19% | 16.77% | 4.35% | 36.31% |
Benchmark Metrics
2025 - Modified Core Mix_Run and Gun(OPT07) has an annualized alpha of 37.92%, beta of 1.12, and R² of 0.42 versus S&P 500 Index. Calculated based on daily prices since September 14, 2023.
- This portfolio captured 206.27% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -4.69%) — a profile typical of hedging or uncorrelated assets.
- R² of 0.42 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 37.92%
- Beta
- 1.12
- R²
- 0.42
- Upside Capture
- 206.27%
- Downside Capture
- -4.69%
Expense Ratio
2025 - Modified Core Mix_Run and Gun(OPT07) has an expense ratio of 0.21%, 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.
Return for Risk
Risk / Return Rank
2025 - Modified Core Mix_Run and Gun(OPT07) ranks 34 for risk / return — below 34% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.14 | 0.88 | +0.26 |
Sortino ratioReturn per unit of downside risk | 1.68 | 1.37 | +0.32 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.67 | 1.39 | +0.28 |
Martin ratioReturn relative to average drawdown | 4.68 | 6.43 | -1.75 |
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 | |
|---|---|---|---|---|---|---|
GDXJ VanEck Vectors Junior Gold Miners ETF | 89 | 2.37 | 2.57 | 1.37 | 3.63 | 12.46 |
SHLD Global X Defense Tech ETF | 89 | 2.26 | 2.92 | 1.39 | 3.83 | 11.11 |
BITW Bitwise 10 Crypto Index Fund | 29 | -0.28 | -0.06 | 0.99 | -0.25 | -0.52 |
SPMO Invesco S&P 500 Momentum ETF | 57 | 1.01 | 1.55 | 1.23 | 1.91 | 6.68 |
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Dividends
Dividend yield
2025 - Modified Core Mix_Run and Gun(OPT07) provided a 0.84% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.84% | 0.81% | 0.77% | 0.82% | 0.77% | 0.56% | 0.82% | 0.64% | 0.51% | 0.31% | 1.73% | 0.29% |
| Portfolio components: | ||||||||||||
GDXJ VanEck Vectors Junior Gold Miners ETF | 2.17% | 2.33% | 2.61% | 0.72% | 0.51% | 1.78% | 1.58% | 0.39% | 0.45% | 0.03% | 4.78% | 0.72% |
SHLD Global X Defense Tech ETF | 0.48% | 0.55% | 0.53% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BITW Bitwise 10 Crypto Index Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
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 2025 - Modified Core Mix_Run and Gun(OPT07). 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 2025 - Modified Core Mix_Run and Gun(OPT07) was 19.19%, occurring on Mar 30, 2026. The portfolio has not yet recovered.
The current 2025 - Modified Core Mix_Run and Gun(OPT07) drawdown is 14.64%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.19% | Oct 9, 2025 | 118 | Mar 30, 2026 | — | — | — |
| -16.7% | Jan 31, 2025 | 47 | Apr 8, 2025 | 14 | Apr 29, 2025 | 61 |
| -14.02% | Jul 17, 2024 | 14 | Aug 5, 2024 | 51 | Oct 16, 2024 | 65 |
| -13.08% | Jan 9, 2024 | 6 | Jan 17, 2024 | 16 | Feb 8, 2024 | 22 |
| -9.51% | Dec 18, 2024 | 16 | Jan 13, 2025 | 8 | Jan 24, 2025 | 24 |
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 4 assets, with an effective number of assets of 3.33, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | GDXJ | BITW | SHLD | SPMO | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.27 | 0.38 | 0.47 | 0.90 | 0.61 |
| GDXJ | 0.27 | 1.00 | 0.14 | 0.32 | 0.21 | 0.48 |
| BITW | 0.38 | 0.14 | 1.00 | 0.27 | 0.35 | 0.86 |
| SHLD | 0.47 | 0.32 | 0.27 | 1.00 | 0.46 | 0.49 |
| SPMO | 0.90 | 0.21 | 0.35 | 0.46 | 1.00 | 0.59 |
| Portfolio | 0.61 | 0.48 | 0.86 | 0.49 | 0.59 | 1.00 |