Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AVAV AeroVironment, Inc. | Industrials | 4.59% |
CELH Celsius Holdings, Inc. | Consumer Defensive | 2.86% |
CLS.TO Celestica Inc. | Technology | 6.23% |
COMP Compass, Inc. | Technology | 0.16% |
COR Cencora Inc. | Healthcare | 10.32% |
CORT Corcept Therapeutics Incorporated | Healthcare | 0.15% |
EMA Emera Inc | Utilities | 14.45% |
ENLT Enlight Renewable Energy Ltd. Ordinary Shares | Utilities | 0.56% |
GFI Gold Fields Limited | Basic Materials | 6.05% |
HIMS Hims & Hers Health, Inc. | Consumer Defensive | 0.11% |
LEU Centrus Energy Corp. | Energy | 5.52% |
LUG.TO Lundin Gold Inc. | Basic Materials | 3.95% |
ORCL Oracle Corporation | Technology | 7.52% |
PLTR Palantir Technologies Inc. | Technology | 3.55% |
PM Philip Morris International Inc. | Consumer Defensive | 3.79% |
PSIX Power Solutions International, Inc. | Industrials | 3.61% |
STX Seagate Technology plc | Technology | 12.69% |
URBN Urban Outfitters, Inc. | Consumer Cyclical | 1.62% |
VRNA Verona Pharma plc | Healthcare | 9.43% |
WELL Welltower Inc. | Real Estate | 2.84% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in a, 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 May 28, 2025, corresponding to the inception date of EMA
Returns By Period
| 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 a | 0.91% | -0.05% | 3.42% | 0.81% | — | — | — | — |
| Portfolio components: | ||||||||
EMA Emera Inc | 0.82% | 2.33% | 8.23% | 12.33% | — | — | — | — |
STX Seagate Technology plc | 1.47% | 20.27% | 56.18% | 69.29% | 408.53% | 91.95% | 44.92% | 34.94% |
COR Cencora Inc. | 2.25% | -12.56% | -3.67% | 5.61% | 17.04% | 27.13% | 24.80% | 17.49% |
VRNA Verona Pharma plc | — | — | — | — | — | — | — | — |
ORCL Oracle Corporation | 0.79% | -1.76% | -24.70% | -49.09% | 1.37% | 17.34% | 16.90% | 15.27% |
CLS.TO Celestica Inc. | 0.00% | 12.25% | -2.56% | 14.90% | 248.71% | 183.54% | 101.34% | 38.71% |
GFI Gold Fields Limited | -1.14% | -4.38% | 12.15% | 15.87% | 117.71% | 57.39% | 40.94% | 32.77% |
LEU Centrus Energy Corp. | 0.03% | -7.16% | -24.53% | -47.52% | 190.76% | 77.30% | 50.12% | 44.87% |
AVAV AeroVironment, Inc. | 0.47% | -19.25% | -23.78% | -48.83% | 45.35% | 26.10% | 9.09% | 20.98% |
LUG.TO Lundin Gold Inc. | 0.00% | -5.34% | -3.37% | 24.04% | 170.15% | 94.36% | 62.11% | 38.61% |
Monthly Returns
Based on dividend-adjusted daily data since May 29, 2025, a's average daily return is +0.24%, while the average monthly return is +4.42%. At this rate, your investment would double in approximately 1.3 years.
Historically, 75% of months were positive and 25% were negative. The best month was Jun 2025 with a return of +17.9%, while the worst month was Mar 2026 at -9.0%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 2 months.
On a daily basis, a closed higher 59% of trading days. The best single day was Feb 6, 2026 with a return of +4.2%, while the worst single day was Jan 30, 2026 at -4.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 8.76% | 1.20% | -8.95% | 3.21% | 3.42% | ||||||||
| 2025 | 2.15% | 17.93% | 7.52% | 3.30% | 17.72% | 5.09% | -2.10% | -2.75% | 57.62% |
Benchmark Metrics
a has an annualized alpha of 53.99%, beta of 1.26, and R² of 0.36 versus S&P 500 Index. Calculated based on daily prices since May 29, 2025.
- This portfolio captured 468.19% of S&P 500 Index gains and 162.94% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- R² of 0.36 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
- 53.99%
- Beta
- 1.26
- R²
- 0.36
- Upside Capture
- 468.19%
- Downside Capture
- 162.94%
Expense Ratio
a has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Return / Risk — by metrics
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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 | |
|---|---|---|---|---|---|---|
EMA Emera Inc | — | — | — | — | — | — |
STX Seagate Technology plc | 99 | 6.32 | 4.87 | 1.66 | 18.67 | 51.89 |
COR Cencora Inc. | 60 | 0.67 | 1.02 | 1.14 | 1.04 | 3.20 |
VRNA Verona Pharma plc | — | — | — | — | — | — |
ORCL Oracle Corporation | 41 | 0.02 | 0.55 | 1.06 | 0.07 | 0.14 |
CLS.TO Celestica Inc. | 95 | 3.51 | 3.23 | 1.44 | 9.13 | 23.86 |
GFI Gold Fields Limited | 85 | 1.94 | 2.28 | 1.31 | 3.39 | 10.64 |
LEU Centrus Energy Corp. | 84 | 2.05 | 2.53 | 1.31 | 2.97 | 6.17 |
AVAV AeroVironment, Inc. | 61 | 0.65 | 1.35 | 1.17 | 0.90 | 2.10 |
LUG.TO Lundin Gold Inc. | 93 | 2.81 | 2.80 | 1.40 | 6.36 | 18.53 |
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Dividends
Dividend yield
a provided a 1.29% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.29% | 1.00% | 1.09% | 1.21% | 1.49% | 1.41% | 1.78% | 1.82% | 1.66% | 1.44% | 1.54% | 1.36% |
| Portfolio components: | ||||||||||||
EMA Emera Inc | 3.01% | 2.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STX Seagate Technology plc | 0.68% | 1.05% | 3.27% | 3.28% | 5.32% | 2.40% | 4.21% | 4.27% | 6.53% | 6.02% | 6.60% | 6.14% |
COR Cencora Inc. | 0.71% | 0.67% | 0.93% | 0.96% | 1.13% | 5.13% | 6.74% | 7.48% | 2.07% | 1.61% | 1.77% | 1.17% |
VRNA Verona Pharma plc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ORCL Oracle Corporation | 1.37% | 0.97% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% |
CLS.TO Celestica 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% |
GFI Gold Fields Limited | 3.87% | 1.77% | 2.94% | 2.87% | 3.40% | 3.24% | 1.72% | 0.81% | 1.61% | 1.41% | 1.35% | 0.60% |
LEU Centrus Energy Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVAV AeroVironment, 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% |
LUG.TO Lundin Gold Inc. | 4.48% | 3.37% | 2.69% | 3.28% | 1.97% | 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 a. 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 a was 17.26%, occurring on Mar 30, 2026. The portfolio has not yet recovered.
The current a drawdown is 11.89%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.26% | Jan 29, 2026 | 42 | Mar 30, 2026 | — | — | — |
| -9.69% | Oct 30, 2025 | 17 | Nov 21, 2025 | 30 | Jan 6, 2026 | 47 |
| -5.13% | Oct 17, 2025 | 4 | Oct 22, 2025 | 5 | Oct 29, 2025 | 9 |
| -4.67% | Aug 13, 2025 | 5 | Aug 19, 2025 | 7 | Aug 28, 2025 | 12 |
| -2.99% | Jan 7, 2026 | 2 | Jan 8, 2026 | 2 | Jan 12, 2026 | 4 |
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 20 assets, with an effective number of assets of 12.14, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| Benchmark | VRNA | URBN | WELL | PM | COR | EMA | COMP | CELH | CORT | ENLT | LUG.TO | GFI | AVAV | HIMS | STX | PSIX | ORCL | PLTR | LEU | CLS.TO | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.06 | 0.32 | 0.06 | -0.08 | 0.09 | -0.12 | 0.34 | 0.25 | 0.36 | 0.41 | 0.25 | 0.24 | 0.34 | 0.39 | 0.43 | 0.43 | 0.38 | 0.51 | 0.38 | 0.44 | 0.59 |
| VRNA | 0.06 | 1.00 | -0.01 | 0.08 | 0.02 | 0.01 | 0.14 | 0.03 | 0.15 | 0.02 | -0.04 | 0.12 | 0.06 | 0.01 | 0.06 | 0.01 | -0.06 | 0.02 | -0.02 | 0.06 | 0.05 | 0.10 |
| URBN | 0.32 | -0.01 | 1.00 | 0.03 | -0.14 | 0.00 | 0.00 | 0.20 | 0.06 | 0.11 | 0.15 | 0.04 | 0.07 | 0.10 | 0.13 | 0.16 | 0.09 | 0.01 | 0.05 | 0.05 | 0.09 | 0.16 |
| WELL | 0.06 | 0.08 | 0.03 | 1.00 | 0.22 | 0.41 | 0.23 | 0.05 | -0.06 | 0.07 | 0.04 | 0.14 | 0.12 | 0.04 | 0.08 | 0.03 | 0.01 | -0.09 | 0.01 | 0.03 | 0.09 | 0.13 |
| PM | -0.08 | 0.02 | -0.14 | 0.22 | 1.00 | 0.27 | 0.21 | -0.03 | -0.00 | -0.00 | -0.14 | 0.10 | 0.12 | -0.11 | -0.06 | -0.08 | 0.01 | -0.13 | -0.14 | -0.10 | -0.06 | 0.01 |
| COR | 0.09 | 0.01 | 0.00 | 0.41 | 0.27 | 1.00 | 0.12 | -0.03 | 0.05 | 0.16 | -0.03 | 0.07 | 0.12 | -0.04 | 0.07 | 0.05 | 0.04 | -0.15 | 0.04 | -0.10 | 0.10 | 0.14 |
| EMA | -0.12 | 0.14 | 0.00 | 0.23 | 0.21 | 0.12 | 1.00 | -0.18 | 0.05 | -0.07 | -0.04 | 0.13 | 0.17 | -0.12 | -0.06 | -0.06 | -0.14 | -0.22 | -0.11 | -0.09 | -0.19 | -0.00 |
| COMP | 0.34 | 0.03 | 0.20 | 0.05 | -0.03 | -0.03 | -0.18 | 1.00 | 0.21 | 0.16 | 0.14 | 0.06 | 0.02 | 0.14 | 0.25 | 0.06 | 0.14 | 0.11 | 0.13 | 0.08 | 0.10 | 0.10 |
| CELH | 0.25 | 0.15 | 0.06 | -0.06 | -0.00 | 0.05 | 0.05 | 0.21 | 1.00 | 0.22 | 0.12 | 0.05 | -0.01 | 0.14 | 0.28 | 0.15 | 0.13 | 0.12 | 0.10 | 0.15 | 0.14 | 0.22 |
| CORT | 0.36 | 0.02 | 0.11 | 0.07 | -0.00 | 0.16 | -0.07 | 0.16 | 0.22 | 1.00 | 0.09 | 0.14 | 0.18 | 0.11 | 0.15 | 0.15 | 0.22 | 0.14 | 0.27 | 0.19 | 0.23 | 0.28 |
| ENLT | 0.41 | -0.04 | 0.15 | 0.04 | -0.14 | -0.03 | -0.04 | 0.14 | 0.12 | 0.09 | 1.00 | 0.14 | 0.19 | 0.18 | 0.19 | 0.30 | 0.28 | 0.17 | 0.25 | 0.15 | 0.26 | 0.31 |
| LUG.TO | 0.25 | 0.12 | 0.04 | 0.14 | 0.10 | 0.07 | 0.13 | 0.06 | 0.05 | 0.14 | 0.14 | 1.00 | 0.64 | 0.16 | 0.13 | 0.16 | 0.09 | 0.18 | 0.25 | 0.23 | 0.33 | 0.46 |
| GFI | 0.24 | 0.06 | 0.07 | 0.12 | 0.12 | 0.12 | 0.17 | 0.02 | -0.01 | 0.18 | 0.19 | 0.64 | 1.00 | 0.15 | 0.08 | 0.25 | 0.19 | 0.21 | 0.17 | 0.26 | 0.29 | 0.53 |
| AVAV | 0.34 | 0.01 | 0.10 | 0.04 | -0.11 | -0.04 | -0.12 | 0.14 | 0.14 | 0.11 | 0.18 | 0.16 | 0.15 | 1.00 | 0.21 | 0.13 | 0.20 | 0.33 | 0.43 | 0.46 | 0.30 | 0.45 |
| HIMS | 0.39 | 0.06 | 0.13 | 0.08 | -0.06 | 0.07 | -0.06 | 0.25 | 0.28 | 0.15 | 0.19 | 0.13 | 0.08 | 0.21 | 1.00 | 0.18 | 0.33 | 0.26 | 0.37 | 0.39 | 0.28 | 0.37 |
| STX | 0.43 | 0.01 | 0.16 | 0.03 | -0.08 | 0.05 | -0.06 | 0.06 | 0.15 | 0.15 | 0.30 | 0.16 | 0.25 | 0.13 | 0.18 | 1.00 | 0.34 | 0.25 | 0.18 | 0.30 | 0.48 | 0.68 |
| PSIX | 0.43 | -0.06 | 0.09 | 0.01 | 0.01 | 0.04 | -0.14 | 0.14 | 0.13 | 0.22 | 0.28 | 0.09 | 0.19 | 0.20 | 0.33 | 0.34 | 1.00 | 0.31 | 0.34 | 0.38 | 0.34 | 0.55 |
| ORCL | 0.38 | 0.02 | 0.01 | -0.09 | -0.13 | -0.15 | -0.22 | 0.11 | 0.12 | 0.14 | 0.17 | 0.18 | 0.21 | 0.33 | 0.26 | 0.25 | 0.31 | 1.00 | 0.41 | 0.34 | 0.36 | 0.51 |
| PLTR | 0.51 | -0.02 | 0.05 | 0.01 | -0.14 | 0.04 | -0.11 | 0.13 | 0.10 | 0.27 | 0.25 | 0.25 | 0.17 | 0.43 | 0.37 | 0.18 | 0.34 | 0.41 | 1.00 | 0.48 | 0.38 | 0.52 |
| LEU | 0.38 | 0.06 | 0.05 | 0.03 | -0.10 | -0.10 | -0.09 | 0.08 | 0.15 | 0.19 | 0.15 | 0.23 | 0.26 | 0.46 | 0.39 | 0.30 | 0.38 | 0.34 | 0.48 | 1.00 | 0.35 | 0.66 |
| CLS.TO | 0.44 | 0.05 | 0.09 | 0.09 | -0.06 | 0.10 | -0.19 | 0.10 | 0.14 | 0.23 | 0.26 | 0.33 | 0.29 | 0.30 | 0.28 | 0.48 | 0.34 | 0.36 | 0.38 | 0.35 | 1.00 | 0.68 |
| Portfolio | 0.59 | 0.10 | 0.16 | 0.13 | 0.01 | 0.14 | -0.00 | 0.10 | 0.22 | 0.28 | 0.31 | 0.46 | 0.53 | 0.45 | 0.37 | 0.68 | 0.55 | 0.51 | 0.52 | 0.66 | 0.68 | 1.00 |