Ashok bmo inv line

Asset Allocation

Position	Category/Sector	Target Weight
SCHD Schwab U.S. Dividend Equity ETF	Dividend	7.69%
ONEQ Fidelity Nasdaq Composite Index ETF	Large Cap Growth Equities	7.69%
VONG Vanguard Russell 1000 Growth ETF	Large Cap Growth Equities	7.69%
SCHG Schwab U.S. Large-Cap Growth ETF	Large Cap Growth Equities	7.69%
IGM iShares Expanded Tech Sector ETF	Technology Equities	7.69%
IYW iShares U.S. Technology ETF	Technology Equities	7.69%
SCHB Schwab U.S. Broad Market ETF	Large Cap Blend Equities	7.69%
SPYM State Street SPDR Portfolio S&P 500 ETF	S&P 500	7.69%
VYM Vanguard High Dividend Yield ETF	Dividend	7.69%
IYC iShares U.S. Consumer Discretionary ETF	Consumer Discretionary Equities	7.69%
SPYG State Street SPDR Portfolio S&P 500 Growth ETF	S&P 500, Large Cap Growth Equities	7.69%
XLF State Street Financial Select Sector SPDR ETF	Financials Equities	7.69%
XLI Industrial Select Sector SPDR Fund	Industrials Equities	7.69%

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 Ashok bmo inv line, 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

As of Jun 6, 2026, the Ashok bmo inv line returned 9.89% Year-To-Date and 16.88% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-2.64%	-0.21%	7.86%	7.85%	23.05%	19.90%	11.79%	13.33%
Portfolio Ashok bmo inv line	-2.95%	0.10%	9.89%	9.50%	25.46%	23.42%	13.75%	16.88%
Portfolio components:
IGM iShares Expanded Tech Sector ETF	-6.23%	1.46%	21.31%	18.07%	47.58%	35.45%	20.12%	24.14%
IYC iShares U.S. Consumer Discretionary ETF	-0.98%	-3.11%	-3.31%	-3.66%	3.16%	14.74%	6.16%	11.40%
IYW iShares U.S. Technology ETF	-5.92%	1.09%	20.86%	18.95%	47.74%	32.37%	21.27%	25.22%
ONEQ Fidelity Nasdaq Composite Index ETF	-4.14%	-1.94%	11.23%	9.73%	32.79%	25.70%	14.44%	19.11%
SCHB Schwab U.S. Broad Market ETF	-2.70%	0.11%	8.76%	8.28%	24.51%	21.10%	12.24%	14.69%
SCHD Schwab U.S. Dividend Equity ETF	-0.89%	2.15%	18.75%	18.75%	26.41%	15.14%	8.31%	12.64%
SCHG Schwab U.S. Large-Cap Growth ETF	-2.99%	-1.08%	3.59%	2.53%	20.65%	23.83%	14.97%	18.38%
SPYG State Street SPDR Portfolio S&P 500 Growth ETF	-3.83%	-0.86%	9.37%	8.40%	28.20%	26.56%	15.17%	17.70%
SPYM State Street SPDR Portfolio S&P 500 ETF	-2.58%	-0.01%	8.48%	8.21%	24.61%	21.54%	13.39%	15.25%
VONG Vanguard Russell 1000 Growth ETF	-3.25%	-0.66%	3.90%	2.81%	20.99%	23.65%	14.66%	18.20%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 21, 2011, Ashok bmo inv line's average daily return is +0.07%, while the average monthly return is +1.36%. At this rate, an investment would double in approximately 4.3 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +13.3%, while the worst month was Mar 2020 at -12.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Ashok bmo inv line closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +10.1%, while the worst single day was Mar 16, 2020 at -11.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.43%	-0.74%	-4.83%	11.39%	5.93%	-2.81%							9.89%
2025	2.96%	-1.97%	-6.33%	-0.29%	7.53%	5.54%	2.38%	1.99%	3.61%	2.12%	-0.49%	0.19%	17.85%
2024	1.58%	5.78%	2.95%	-4.30%	4.78%	3.95%	1.24%	2.16%	2.37%	-0.31%	6.98%	-2.16%	27.39%
2023	7.70%	-1.79%	3.77%	0.65%	1.94%	6.85%	3.78%	-1.73%	-4.99%	-2.43%	9.93%	5.38%	31.78%
2022	-6.25%	-3.04%	3.13%	-10.29%	-0.40%	-8.72%	10.28%	-4.04%	-9.55%	7.53%	5.57%	-6.42%	-22.26%
2021	-0.91%	3.50%	4.01%	5.30%	0.45%	2.82%	1.88%	3.29%	-4.73%	7.32%	-0.76%	3.15%	27.77%

Benchmark Metrics

Ashok bmo inv line has an annualized alpha of 2.60%, beta of 1.03, and R2 of 0.99 versus S&P 500 Index. Calculated based on daily prices since October 21, 2011.

This portfolio captured 112.69% of S&P 500 Index gains but only 98.66% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 2.60% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 1.03 and R2 of 0.99, 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: 2.60%

Beta: 1.03

R²: 0.99

Upside Capture: 112.69%

Downside Capture: 98.66%

Expense Ratio

Ashok bmo inv line has an expense ratio of 0.14%, 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.

Top 10 holdings

IGM

iShares Expanded Tech Sector ETF

IYW

iShares U.S. Technology ETF

IYC

iShares U.S. Consumer Discretionary ETF

ONEQ

Fidelity Nasdaq Composite Index ETF

XLF

State Street Financial Select Sector SPDR ETF

XLI

Industrial Select Sector SPDR Fund

SCHD

Schwab U.S. Dividend Equity ETF

VONG

Vanguard Russell 1000 Growth ETF

SCHG

Schwab U.S. Large-Cap Growth ETF

VYM

Vanguard High Dividend Yield ETF

Return for Risk

Risk / Return Rank

Ashok bmo inv line ranks 45 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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 Ashok bmo inv line and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.05	2.01	+0.05
Sortino ratioReturn per unit of downside risk	2.76	2.71	+0.05
Omega ratioGain probability vs. loss probability	1.37	1.36	0.00
Calmar ratioReturn relative to maximum drawdown	2.93	2.69	+0.24
Martin ratioReturn relative to average drawdown	13.27	12.34	+0.92
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
IGM iShares Expanded Tech Sector ETF	70	2.30	2.86	1.39	3.00	10.47
IYC iShares U.S. Consumer Discretionary ETF	14	0.29	0.52	1.06	0.35	1.04
IYW iShares U.S. Technology ETF	69	2.36	2.93	1.40	2.78	9.08
ONEQ Fidelity Nasdaq Composite Index ETF	66	2.09	2.72	1.37	2.74	10.77
SCHB Schwab U.S. Broad Market ETF	70	2.09	2.81	1.38	2.91	13.29
SCHD Schwab U.S. Dividend Equity ETF	87	2.55	3.94	1.46	6.07	14.90
SCHG Schwab U.S. Large-Cap Growth ETF	38	1.39	1.90	1.25	1.34	4.47
SPYG State Street SPDR Portfolio S&P 500 Growth ETF	55	1.80	2.44	1.32	2.16	8.88
SPYM State Street SPDR Portfolio S&P 500 ETF	72	2.15	2.90	1.39	2.92	13.53
VONG Vanguard Russell 1000 Growth ETF	39	1.42	1.94	1.25	1.38	4.61

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.

Ashok bmo inv line Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 2.05
5-Year: 0.75
10-Year: 0.89
All Time: 0.94

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 1.62 to 2.51, 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 Ashok bmo inv line 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

Ashok bmo inv line provided a 1.00% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.00%	1.06%	1.14%	1.32%	1.44%	1.07%	1.35%	1.63%	1.72%	1.45%	3.16%	1.73%
Portfolio components:
IGM iShares Expanded Tech Sector ETF	0.13%	0.17%	0.22%	0.33%	0.66%	0.16%	0.32%	0.50%	0.57%	0.57%	0.90%	0.79%
IYC iShares U.S. Consumer Discretionary ETF	0.51%	0.51%	0.47%	0.68%	0.68%	0.39%	0.65%	0.89%	0.90%	0.92%	1.10%	1.03%
IYW iShares U.S. Technology ETF	0.11%	0.14%	0.21%	0.34%	0.50%	0.31%	0.56%	0.72%	0.92%	0.82%	1.14%	1.12%
ONEQ Fidelity Nasdaq Composite Index ETF	0.70%	0.54%	0.65%	0.71%	0.97%	0.54%	0.71%	2.51%	1.08%	0.84%	1.12%	1.04%
SCHB Schwab U.S. Broad Market ETF	1.04%	1.11%	1.24%	1.40%	1.61%	1.21%	1.63%	1.80%	2.00%	1.65%	1.86%	2.00%
SCHD Schwab U.S. Dividend Equity ETF	3.27%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
SCHG Schwab U.S. Large-Cap Growth ETF	0.37%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%
SPYG State Street SPDR Portfolio S&P 500 Growth ETF	0.48%	0.52%	0.60%	1.15%	1.03%	0.62%	0.90%	1.37%	1.51%	1.41%	1.55%	1.57%
SPYM State Street SPDR Portfolio S&P 500 ETF	1.02%	1.13%	1.28%	1.44%	1.69%	1.25%	1.54%	1.79%	2.23%	1.75%	1.97%	1.98%
VONG Vanguard Russell 1000 Growth ETF	0.44%	0.45%	0.55%	0.71%	0.98%	0.58%	0.77%	1.03%	1.18%	1.19%	1.48%	1.47%

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 Ashok bmo inv line. 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 Ashok bmo inv line was 33.75%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.

The current Ashok bmo inv line drawdown is 3.47%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-33.75%Mar 2020	1mo 2d	4mo 13d	5mo 15dFeb 2020 - Aug 2020
Bear market2022	-27.69%Oct 2022	9mo 20d	1y 2mo	1y 11moDec 2021 - Dec 2023
Rate-hike selloffLate 2018	-20.74%Dec 2018	3mo 4d	3mo 19d	6mo 23dSep 2018 - Apr 2019
2025 selloff2025	-20.16%Apr 2025	1mo 17d	2mo 17d	4mo 4dFeb 2025 - Jun 2025
2016 correction2016	-13.82%Feb 2016	2mo 11d	3mo 22d	6mo 3dDec 2015 - Jun 2016

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 13.00, 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	1.16	1.10	1.08	1.07	1.07

The portfolio has a diversification ratio of 1.07, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Ashok bmo inv line correlation to the S&P 500 Index

Ashok bmo inv line has a 0.99 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	0.99
Correlation (3Y) Calculated over the trailing 3-year period	0.99
Correlation (5Y) Calculated over the trailing 5-year period	0.99
Correlation (10Y) Calculated over the trailing 10-year period	0.99
Correlation (All Time) Calculated using the full available price history since Oct 21, 2011	0.99

Benchmark Correlations

Correlation vs. S&P 500 Index. SCHB has the highest benchmark correlation at 0.99, while XLF has the lowest at 0.78.

0.78

0.82

0.83

0.87

0.87

0.88

0.89

0.91

0.92

0.94

0.94

0.95

0.99

Portfolio Correlations

Correlation vs. Ashok bmo inv line. SCHB has the highest portfolio correlation at 0.99, while XLF has the lowest at 0.77.

0.77

0.79

0.83

0.84

0.89

0.90

0.92

0.93

0.94

0.95

0.96

0.96

0.99

Asset Correlations Table

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

	XLF	SCHD	XLI	VYM	IYC	IYW	IGM	SPYM	ONEQ	VONG	SCHG	SPYG	SCHB
XLF	1.00	0.78	0.79	0.84	0.70	0.55	0.58	0.72	0.62	0.63	0.64	0.64	0.79
SCHD	0.78	1.00	0.84	0.95	0.73	0.59	0.61	0.75	0.64	0.66	0.66	0.68	0.82
XLI	0.79	0.84	1.00	0.87	0.75	0.63	0.66	0.77	0.69	0.71	0.71	0.72	0.84
VYM	0.84	0.95	0.87	1.00	0.75	0.63	0.65	0.79	0.68	0.70	0.70	0.73	0.87
IYC	0.70	0.73	0.75	0.75	1.00	0.75	0.79	0.82	0.84	0.85	0.85	0.83	0.89
IYW	0.55	0.59	0.63	0.63	0.75	1.00	0.98	0.82	0.94	0.93	0.94	0.93	0.86
IGM	0.58	0.61	0.66	0.65	0.79	0.98	1.00	0.83	0.96	0.95	0.95	0.94	0.89
SPYM	0.72	0.75	0.77	0.79	0.82	0.82	0.83	1.00	0.86	0.88	0.88	0.89	0.92
ONEQ	0.62	0.64	0.69	0.68	0.84	0.94	0.96	0.86	1.00	0.96	0.96	0.95	0.92
VONG	0.63	0.66	0.71	0.70	0.85	0.93	0.95	0.88	0.96	1.00	0.98	0.98	0.93
SCHG	0.64	0.66	0.71	0.70	0.85	0.94	0.95	0.88	0.96	0.98	1.00	0.98	0.94
SPYG	0.64	0.68	0.72	0.73	0.83	0.93	0.94	0.89	0.95	0.98	0.98	1.00	0.94
SCHB	0.79	0.82	0.84	0.87	0.89	0.86	0.89	0.92	0.92	0.93	0.94	0.94	1.00

The correlation results are calculated based on daily price changes starting from Oct 21, 2011

Diversification Analysis

Find what Ashok bmo inv line is missing

See which holdings overlap, where Ashok bmo inv line is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification