ELITE Top Selection with Stabilizers

Asset Allocation

Position	Category/Sector	Target Weight
GLDM SPDR Gold MiniShares Trust	Gold, Precious Metals	25%
SPMO Invesco S&P 500 Momentum ETF	Momentum, S&P 500	15%
DIVO Amplify CWP Enhanced Dividend Income ETF	Derivative Income	10%
ANET Arista Networks, Inc.	Technology	5%
ASML ASML Holding N.V.	Technology	5%
EXEL Exelixis, Inc.	Healthcare	5%
FTNT Fortinet, Inc.	Technology	5%
GOOGL Alphabet Inc. Class A	Communication Services	5%
KLAC KLA Corporation	Technology	5%
LLY Eli Lilly and Company	Healthcare	5%
NBIX Neurocrine Biosciences, Inc.	Healthcare	5%
NVMI Nova Ltd	Technology	5%
UTHR United Therapeutics Corporation	Healthcare	5%

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 ELITE Top Selection with Stabilizers, 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	6M	YTD	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.42%	2.45%	8.74%	10.66%	21.02%	19.50%	11.63%	13.41%
Portfolio ELITE Top Selection with Stabilizers	-0.41%	1.90%	23.02%	27.67%	55.84%	41.42%	27.69%	—
Portfolio components:
ANET Arista Networks, Inc.	1.23%	19.54%	52.14%	42.68%	72.20%	67.14%	51.24%	45.55%
ASML ASML Holding N.V.	-0.38%	-5.38%	41.59%	68.59%	125.89%	37.99%	22.29%	34.65%
DIVO Amplify CWP Enhanced Dividend Income ETF	0.41%	1.21%	4.64%	6.95%	16.02%	15.19%	10.61%	—
EXEL Exelixis, Inc.	-1.05%	5.61%	28.29%	28.91%	25.95%	43.30%	25.69%	21.39%
FTNT Fortinet, Inc.	-3.80%	8.58%	98.83%	98.35%	59.00%	26.22%	25.12%	36.98%
GLDM SPDR Gold MiniShares Trust	-0.31%	-2.33%	-8.90%	-4.78%	22.28%	28.47%	17.71%	—
GOOGL Alphabet Inc. Class A	-0.48%	-0.16%	8.85%	14.26%	98.79%	45.44%	23.48%	25.69%
KLAC KLA Corporation	0.87%	-4.00%	65.80%	91.03%	152.02%	72.90%	51.15%	43.19%
LLY Eli Lilly and Company	-2.33%	2.38%	12.13%	10.97%	50.94%	40.33%	39.60%	33.16%
NBIX Neurocrine Biosciences, Inc.	-1.91%	8.85%	30.43%	24.87%	32.71%	21.73%	12.33%	13.85%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 26, 2018, ELITE Top Selection with Stabilizers's average daily return is +0.10%, while the average monthly return is +2.05%. At this rate, an investment would double in approximately 2.8 years.

Historically, 71% of months were positive and 29% were negative. The best month was Apr 2020 with a return of +12.6%, while the worst month was Oct 2018 at -7.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 2 months.

On a daily basis, ELITE Top Selection with Stabilizers closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +8.2%, while the worst single day was Mar 16, 2020 at -8.7%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	8.03%	2.39%	-5.41%	9.03%	7.75%	5.23%	-1.29%						27.67%
2025	7.08%	-1.63%	-3.69%	3.47%	4.40%	5.72%	-0.67%	3.20%	11.55%	4.67%	3.09%	0.34%	43.44%
2024	3.06%	5.97%	4.83%	-1.61%	5.25%	5.54%	-0.47%	4.74%	0.52%	0.55%	2.67%	-0.35%	34.89%
2023	3.99%	-3.24%	7.39%	0.07%	1.62%	3.02%	3.02%	1.46%	-3.86%	0.65%	7.29%	4.71%	28.63%
2022	-6.95%	1.26%	4.18%	-6.77%	1.45%	-4.08%	5.73%	-4.79%	-6.02%	5.88%	9.01%	-3.44%	-6.08%
2021	3.11%	1.20%	1.90%	4.84%	2.92%	0.47%	3.08%	4.33%	-4.48%	7.00%	-0.91%	6.16%	33.30%

Benchmark Metrics

ELITE Top Selection with Stabilizers has an annualized alpha of 14.71%, beta of 0.79, and R2 of 0.76 versus S&P 500 Index. Calculated based on daily prices since June 26, 2018.

This portfolio captured 106.16% of S&P 500 Index gains but only 53.48% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 14.71% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 14.71%

Beta: 0.79

R²: 0.76

Upside Capture: 106.16%

Downside Capture: 53.48%

See how alpha, beta & R² have trended over time →

Expense Ratio

ELITE Top Selection with Stabilizers has an expense ratio of 0.10%, 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.

DIVO

Amplify CWP Enhanced Dividend Income ETF

SPMO

Invesco S&P 500 Momentum ETF

GLDM

SPDR Gold MiniShares Trust

Return for Risk

Risk / Return Rank

ELITE Top Selection with Stabilizers ranks 94 for risk / return — in the top 94% 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 ELITE Top Selection with Stabilizers and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	3.01	1.65	+1.35
Sortino ratioReturn per unit of downside risk	3.73	2.28	+1.45
Omega ratioGain probability vs. loss probability	1.51	1.30	+0.21
Calmar ratioReturn relative to maximum drawdown	5.08	2.28	+2.80
Martin ratioReturn relative to average drawdown	20.44	9.88	+10.55

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
ANET Arista Networks, Inc.	82	1.40	1.99	1.25	2.69	5.57
ASML ASML Holding N.V.	95	2.78	3.18	1.39	7.09	18.39
DIVO Amplify CWP Enhanced Dividend Income ETF	66	1.71	2.56	1.30	2.64	9.29
EXEL Exelixis, Inc.	65	0.65	1.07	1.16	1.04	2.56
FTNT Fortinet, Inc.	77	1.27	1.78	1.27	1.89	2.78
GLDM SPDR Gold MiniShares Trust	27	0.86	1.22	1.18	0.90	2.24
GOOGL Alphabet Inc. Class A	96	3.43	4.67	1.57	5.02	15.88
KLAC KLA Corporation	94	2.66	2.82	1.41	5.37	18.70
LLY Eli Lilly and Company	81	1.33	1.93	1.26	2.23	5.56
NBIX Neurocrine Biosciences, Inc.	73	0.99	1.49	1.20	1.50	3.29

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. Learn how to interpret the Sharpe ratio.

The current ELITE Top Selection with Stabilizers Sharpe ratio is 3.01 as of Jul 12, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.37 to 2.14, 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 ELITE Top Selection with Stabilizers 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

ELITE Top Selection with Stabilizers provided a 0.82% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.82%	0.87%	0.69%	0.84%	0.91%	0.69%	0.86%	1.28%	0.99%	0.76%	0.61%	0.36%
Portfolio components:
ANET Arista Networks, 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%
ASML ASML Holding N.V.	0.49%	0.97%	0.97%	0.86%	1.27%	0.50%	0.50%	1.40%	0.94%	0.64%	0.92%	0.73%
DIVO Amplify CWP Enhanced Dividend Income ETF	6.39%	6.44%	4.70%	4.67%	4.76%	4.79%	4.91%	8.16%	5.27%	3.83%	0.00%	0.00%
EXEL Exelixis, 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%
FTNT Fortinet, 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%
GLDM SPDR Gold MiniShares Trust	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GOOGL Alphabet Inc. Class A	0.24%	0.27%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
KLAC KLA Corporation	0.35%	0.61%	0.96%	0.92%	1.25%	0.91%	1.35%	1.74%	3.17%	2.15%	2.67%	2.94%
LLY Eli Lilly and Company	0.54%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
NBIX Neurocrine Biosciences, 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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the ELITE Top Selection with Stabilizers. 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 ELITE Top Selection with Stabilizers was 22.30%, occurring on Mar 20, 2020. Recovery took 33 trading sessions.

The current ELITE Top Selection with Stabilizers drawdown is 1.29%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-22.30%Mar 2020	29d	1mo 18d	2mo 17dFeb 2020 - May 2020
Bear market2022	-17.53%Oct 2022	9mo 20d	5mo 18d	1y 3moDec 2021 - Mar 2023
2025 selloff2025	-15.53%Apr 2025	1mo 17d	1mo 11d	2mo 28dFeb 2025 - May 2025
Rate-hike selloffLate 2018	-15.11%Dec 2018	3mo 26d	2mo	5mo 26dAug 2018 - Feb 2019
2026 correction2026	-11.09%Mar 2026	1mo 29d	18d	2mo 17dJan 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 13 assets, with an effective number of assets of 8.33, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	1.85	1.80	1.73	1.64

The portfolio has a diversification ratio of 1.64, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

ELITE Top Selection with Stabilizers correlation to the S&P 500 Index

ELITE Top Selection with Stabilizers has a 0.77 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	0.77
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (All Time) Calculated using the full available price history since Jun 26, 2018	0.83

Benchmark Correlations

Correlation vs. S&P 500 Index. SPMO has the highest benchmark correlation at 0.86, while GLDM has the lowest at 0.09.

0.09

0.30

0.34

0.35

0.38

0.57

0.62

0.62

0.69

0.69

Portfolio Correlations

Correlation vs. ELITE Top Selection with Stabilizers. SPMO has the highest portfolio correlation at 0.81, while GLDM has the lowest at 0.32.

0.32

0.38

0.40

0.46

0.47

0.62

0.64

0.65

0.68

0.71

Asset Correlations Table

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

	GLDM	UTHR	LLY	NBIX	EXEL	FTNT	ANET	GOOGL	NVMI	DIVO	ASML	KLAC	SPMO
GLDM	1.00	0.02	0.03	0.02	0.03	0.05	0.06	0.08	0.10	0.10	0.13	0.06	0.09
UTHR	0.02	1.00	0.25	0.32	0.37	0.17	0.18	0.19	0.18	0.32	0.20	0.22	0.26
LLY	0.03	0.25	1.00	0.27	0.25	0.23	0.23	0.23	0.16	0.33	0.21	0.20	0.36
NBIX	0.02	0.32	0.27	1.00	0.42	0.27	0.24	0.25	0.23	0.29	0.25	0.25	0.34
EXEL	0.03	0.37	0.25	0.42	1.00	0.27	0.23	0.27	0.24	0.35	0.26	0.27	0.33
FTNT	0.05	0.17	0.23	0.27	0.27	1.00	0.51	0.44	0.41	0.41	0.46	0.45	0.54
ANET	0.06	0.18	0.23	0.24	0.23	0.51	1.00	0.47	0.52	0.42	0.53	0.56	0.60
GOOGL	0.08	0.19	0.23	0.25	0.27	0.44	0.47	1.00	0.48	0.49	0.52	0.50	0.59
NVMI	0.10	0.18	0.16	0.23	0.24	0.41	0.52	0.48	1.00	0.41	0.71	0.76	0.59
DIVO	0.10	0.32	0.33	0.29	0.35	0.41	0.42	0.49	0.41	1.00	0.50	0.49	0.69
ASML	0.13	0.20	0.21	0.25	0.26	0.46	0.53	0.52	0.71	0.50	1.00	0.79	0.65
KLAC	0.06	0.22	0.20	0.25	0.27	0.45	0.56	0.50	0.76	0.49	0.79	1.00	0.66
SPMO	0.09	0.26	0.36	0.34	0.33	0.54	0.60	0.59	0.59	0.69	0.65	0.66	1.00

The correlation results are calculated based on daily price changes starting from Jun 26, 2018

Diversification Analysis

Find what ELITE Top Selection with Stabilizers is missing

See which holdings overlap, where ELITE Top Selection with Stabilizers is concentrated, and which low-correlation assets could fill the gaps.

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