SECTORS

Asset Allocation

Position	Category/Sector	Target Weight
FCOM Fidelity MSCI Communication Services Index ETF	Large Cap Growth Equities	10.70%
FDIS Fidelity MSCI Consumer Discretionary Index ETF	Consumer Discretionary Equities	9.90%
PSCC Invesco S&P SmallCap Consumer Staples ETF	Consumer Staples Equities	7.20%
RWR SPDR Dow Jones REIT ETF	REIT	3.10%
VGT Vanguard Information Technology ETF	Technology Equities	24.40%
VOO Vanguard S&P 500 ETF	S&P 500	20.10%
VPU Vanguard Utilities ETF	Utilities Equities	3.50%
XLF Financial Select Sector SPDR Fund	Financials Equities	12.20%
XLI Industrial Select Sector SPDR Fund	Industrials Equities	8.90%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SECTORS, 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 Oct 24, 2013, corresponding to the inception date of FDIS

Returns By Period

As of Apr 2, 2026, the SECTORS returned -3.51% Year-To-Date and 14.65% 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 SECTORS	0.16%	-3.80%	-3.51%	-2.81%	16.32%	17.99%	10.57%	14.65%
Portfolio components:
FDIS Fidelity MSCI Consumer Discretionary Index ETF	-1.31%	-4.99%	-8.97%	-9.38%	7.29%	13.50%	4.63%	12.73%
PSCC Invesco S&P SmallCap Consumer Staples ETF	-0.40%	-9.05%	0.92%	-4.19%	-9.78%	-3.81%	0.21%	6.30%
FCOM Fidelity MSCI Communication Services Index ETF	0.47%	-5.00%	-5.65%	-1.60%	22.97%	24.58%	7.53%	11.12%
RWR SPDR Dow Jones REIT ETF	1.05%	-4.25%	5.14%	4.66%	6.91%	9.27%	4.93%	4.56%
VGT Vanguard Information Technology ETF	0.85%	-1.42%	-5.36%	-5.79%	29.79%	23.50%	15.02%	21.67%
VPU Vanguard Utilities ETF	0.59%	-0.87%	8.87%	6.36%	19.64%	14.48%	10.71%	9.79%
VOO Vanguard S&P 500 ETF	0.11%	-3.33%	-3.55%	-1.41%	17.60%	18.47%	11.96%	14.19%
XLI Industrial Select Sector SPDR Fund	-0.40%	-6.39%	5.87%	6.87%	24.75%	19.11%	12.34%	13.48%
XLF Financial Select Sector SPDR Fund	0.18%	-2.78%	-9.10%	-6.36%	0.27%	17.30%	9.41%	12.53%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 25, 2013, SECTORS's average daily return is +0.06%, while the average monthly return is +1.16%. At this rate, your investment would double in approximately 5.0 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +12.7%, while the worst month was Mar 2020 at -13.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, SECTORS closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -12.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.57%	-0.42%	-5.52%	0.97%									-3.51%
2025	2.79%	-2.13%	-6.16%	-0.38%	7.30%	4.77%	2.64%	1.89%	3.26%	1.23%	-0.73%	0.49%	15.30%
2024	0.73%	4.74%	2.68%	-4.50%	5.00%	2.82%	2.24%	2.10%	2.68%	-0.54%	7.61%	-2.70%	24.67%
2023	8.66%	-1.61%	3.18%	0.86%	1.11%	6.73%	3.59%	-2.25%	-5.29%	-2.55%	10.10%	5.83%	30.76%
2022	-5.95%	-2.96%	2.66%	-9.55%	-0.44%	-8.35%	9.65%	-3.76%	-10.06%	7.70%	5.57%	-6.50%	-21.97%
2021	0.08%	3.76%	3.88%	5.05%	0.90%	2.31%	1.41%	2.95%	-4.51%	6.45%	-1.02%	3.84%	27.59%

Benchmark Metrics

SECTORS has an annualized alpha of 2.18%, beta of 1.02, and R² of 0.98 versus S&P 500 Index. Calculated based on daily prices since October 25, 2013.

This portfolio captured 108.81% of S&P 500 Index gains but only 97.47% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 2.18% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 1.02 and R² of 0.98, 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: 2.18%

Beta: 1.02

R²: 0.98

Upside Capture: 108.81%

Downside Capture: 97.47%

Expense Ratio

SECTORS 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.

PSCC

Invesco S&P SmallCap Consumer Staples ETF

RWR

SPDR Dow Jones REIT ETF

XLI

Industrial Select Sector SPDR Fund

XLF

Financial Select Sector SPDR Fund

VPU

Vanguard Utilities ETF

VGT

Vanguard Information Technology ETF

FDIS

Fidelity MSCI Consumer Discretionary Index ETF

FCOM

Fidelity MSCI Communication Services Index ETF

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

SECTORS ranks 26 for risk / return — below 26% 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.

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	0.87	0.88	-0.01
Sortino ratio Return per unit of downside risk	1.36	1.37	-0.01
Omega ratio Gain probability vs. loss probability	1.20	1.21	-0.01
Calmar ratio Return relative to maximum drawdown	1.38	1.39	-0.01
Martin ratio Return relative to average drawdown	6.40	6.43	-0.03
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
FDIS Fidelity MSCI Consumer Discretionary Index ETF	21	0.30	0.63	1.08	0.61	1.96
PSCC Invesco S&P SmallCap Consumer Staples ETF	3	-0.54	-0.69	0.92	-0.62	-1.16
FCOM Fidelity MSCI Communication Services Index ETF	60	1.14	1.76	1.24	1.71	6.20
RWR SPDR Dow Jones REIT ETF	22	0.41	0.67	1.09	0.56	2.38
VGT Vanguard Information Technology ETF	58	1.10	1.67	1.23	1.88	5.72
VPU Vanguard Utilities ETF	62	1.27	1.73	1.23	2.25	5.36
VOO Vanguard S&P 500 ETF	54	0.98	1.49	1.23	1.53	7.13
XLI Industrial Select Sector SPDR Fund	68	1.28	1.84	1.26	2.07	7.98
XLF Financial Select Sector SPDR Fund	12	0.01	0.15	1.02	0.07	0.22

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.

SECTORS Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 0.87
5-Year: 0.59
10-Year: 0.79
All Time: 0.78

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 1.69, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of SECTORS 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

SECTORS provided a 1.19% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.19%	1.15%	1.22%	1.31%	1.48%	1.14%	1.37%	1.59%	1.91%	2.58%	4.24%	1.92%
Portfolio components:
FDIS Fidelity MSCI Consumer Discretionary Index ETF	0.80%	0.75%	0.69%	0.78%	1.00%	0.58%	0.59%	1.14%	1.29%	1.00%	1.62%	1.25%
PSCC Invesco S&P SmallCap Consumer Staples ETF	2.21%	2.35%	1.88%	1.49%	1.29%	1.21%	1.59%	1.77%	0.94%	1.25%	1.48%	1.34%
FCOM Fidelity MSCI Communication Services Index ETF	0.98%	0.88%	0.87%	0.77%	1.04%	0.90%	0.68%	0.86%	2.78%	11.70%	2.27%	2.92%
RWR SPDR Dow Jones REIT ETF	3.63%	3.78%	3.76%	3.75%	3.81%	2.79%	3.73%	3.36%	4.19%	3.05%	4.39%	3.17%
VGT Vanguard Information Technology ETF	0.43%	0.40%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%
VPU Vanguard Utilities ETF	2.54%	2.73%	3.02%	3.49%	2.98%	2.70%	3.17%	2.83%	3.23%	3.18%	3.19%	3.63%
VOO Vanguard S&P 500 ETF	1.18%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
XLI Industrial Select Sector SPDR Fund	1.25%	1.29%	1.44%	1.63%	1.63%	1.25%	1.55%	1.94%	2.15%	1.77%	2.07%	2.15%
XLF Financial Select Sector SPDR Fund	1.60%	1.31%	1.42%	1.71%	2.04%	1.63%	2.03%	1.87%	2.08%	1.48%	21.10%	1.95%

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 SECTORS. 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 SECTORS was 34.45%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.

The current SECTORS drawdown is 5.67%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-34.45%	Feb 20, 2020	23	Mar 23, 2020	95	Aug 6, 2020	118
-27.67%	Jan 5, 2022	194	Oct 12, 2022	295	Dec 14, 2023	489
-19.86%	Sep 21, 2018	65	Dec 24, 2018	70	Apr 5, 2019	135
-19.71%	Feb 20, 2025	34	Apr 8, 2025	54	Jun 26, 2025	88
-12.7%	Nov 4, 2015	68	Feb 11, 2016	31	Mar 29, 2016	99

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 9 assets, with an effective number of assets of 6.61, 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	VPU	PSCC	RWR	FCOM	XLF	VGT	XLI	FDIS	VOO	Portfolio
Benchmark	1.00	0.41	0.54	0.56	0.76	0.76	0.90	0.83	0.86	1.00	0.98
VPU	0.41	1.00	0.35	0.60	0.33	0.31	0.26	0.40	0.29	0.41	0.40
PSCC	0.54	0.35	1.00	0.49	0.47	0.52	0.41	0.56	0.54	0.54	0.61
RWR	0.56	0.60	0.49	1.00	0.46	0.49	0.42	0.55	0.50	0.56	0.59
FCOM	0.76	0.33	0.47	0.46	1.00	0.56	0.69	0.58	0.72	0.76	0.80
XLF	0.76	0.31	0.52	0.49	0.56	1.00	0.57	0.79	0.65	0.76	0.78
VGT	0.90	0.26	0.41	0.42	0.69	0.57	1.00	0.66	0.78	0.89	0.89
XLI	0.83	0.40	0.56	0.55	0.58	0.79	0.66	1.00	0.71	0.83	0.83
FDIS	0.86	0.29	0.54	0.50	0.72	0.65	0.78	0.71	1.00	0.86	0.88
VOO	1.00	0.41	0.54	0.56	0.76	0.76	0.89	0.83	0.86	1.00	0.98
Portfolio	0.98	0.40	0.61	0.59	0.80	0.78	0.89	0.83	0.88	0.98	1.00

The correlation results are calculated based on daily price changes starting from Oct 25, 2013

SECTORS

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