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pat steward 5/25
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

pat steward 5/25

Currency in USD · Last updated May 23, 2025

Asset Allocation

PTBD 5.56%COLD 5.56%AMGN 5.56%HACK 5.56%ARKG 5.56%BX 5.56%DVN 5.56%ROBO 5.56%AIQ 5.56%RDIV 5.56%GCOW 5.56%COWZ 5.56%ALTL 5.56%XLB 5.56%XLK 5.56%ARKF 5.56%ARKQ 5.56%PGX 5.56%BondBondEquityEquityPreferred StockPreferred Stock
PositionCategory/SectorTarget Weight
AIQ
Global X Artificial Intelligence & Technology ETF		Large Cap Growth Equities
5.56%
ALTL
Pacer Lunt Large Cap Alternator ETF		Large Cap Growth Equities
5.56%
AMGN
Amgen Inc.		Healthcare
5.56%
ARKF
ARK Fintech Innovation ETF		Large Cap Growth Equities, Actively Managed, Innovation
5.56%
ARKG
ARK Genomic Revolution Multi-Sector ETF		Health & Biotech Equities, Actively Managed
5.56%
ARKQ
ARK Autonomous Technology & Robotics ETF		All Cap Equities, Actively Managed
5.56%
BX
The Blackstone Group Inc.		Financial Services
5.56%
COLD
Americold Realty Trust		Real Estate
5.56%
COWZ
Pacer US Cash Cows 100 ETF		All Cap Equities
5.56%
DVN
Devon Energy Corporation		Energy
5.56%
GCOW
Pacer Global Cash Cows Dividend ETF		Large Cap Value Equities, Dividend
5.56%
HACK
ETFMG Prime Cyber Security ETF		Technology Equities, Cybersecurity
5.56%
PGX
Invesco Preferred ETF		Preferred Stock/Convertible Bonds
5.56%
PTBD
Pacer Trendpilot US Bond ETF		High Yield Bonds
5.56%
RDIV
Invesco S&P Ultra Dividend Revenue ETF		All Cap Equities, Dividend
5.56%
ROBO
ROBO Global Robotics & Automation Index ETF		Robotics, Technology Equities
5.56%
XLB
Materials Select Sector SPDR ETF		Materials
5.56%
XLK
Technology Select Sector SPDR Fund		Technology Equities
5.56%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Jun 25, 2020, corresponding to the inception date of ALTL

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-0.67%10.48%-1.79%10.08%14.60%10.64%
pat steward 5/25-1.18%7.26%-4.60%4.20%N/AN/A
Portfolio components:
COLD
Americold Realty Trust		-19.15%-13.75%-23.59%-29.74%-10.52%N/A
AMGN
Amgen Inc.		6.09%-1.47%-4.62%-9.29%7.01%8.33%
HACK
ETFMG Prime Cyber Security ETF		8.39%17.90%10.30%29.02%13.69%10.70%
ARKG
ARK Genomic Revolution Multi-Sector ETF		-11.57%-2.25%-10.34%-20.81%-15.69%-0.31%
BX
The Blackstone Group Inc.		-19.34%10.40%-28.32%10.99%24.74%17.94%
DVN
Devon Energy Corporation		-4.18%-0.19%-18.43%-34.09%27.90%-4.05%
ROBO
ROBO Global Robotics & Automation Index ETF		-0.44%17.72%-1.07%-0.72%6.59%7.88%
AIQ
Global X Artificial Intelligence & Technology ETF		4.30%18.15%4.70%17.46%16.58%N/A
PGX
Invesco Preferred ETF		-3.01%0.40%-5.89%0.67%0.42%2.68%
RDIV
Invesco S&P Ultra Dividend Revenue ETF		-2.68%3.52%-8.26%6.75%16.93%8.77%
PTBD
Pacer Trendpilot US Bond ETF		-1.10%-0.37%-1.24%1.73%-0.54%N/A
GCOW
Pacer Global Cash Cows Dividend ETF		11.04%3.54%8.61%11.06%14.24%N/A
COWZ
Pacer US Cash Cows 100 ETF		-4.69%6.31%-9.84%-0.97%18.65%N/A
ALTL
Pacer Lunt Large Cap Alternator ETF		-9.01%0.47%-13.38%-2.13%N/AN/A
XLB
Materials Select Sector SPDR ETF		2.54%5.52%-7.31%-4.21%12.38%7.48%
XLK
Technology Select Sector SPDR Fund		-1.19%19.16%-1.44%7.34%19.90%19.51%
ARKF
ARK Fintech Innovation ETF		10.53%22.97%6.78%46.67%8.31%N/A
ARKQ
ARK Autonomous Technology & Robotics ETF		0.88%21.99%8.70%38.67%12.80%15.31%
*Annualized

Monthly Returns

The table below presents the monthly returns of pat steward 5/25, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.69%-1.52%-5.16%-1.89%3.03%-1.18%
2024-2.42%2.61%2.90%-5.82%3.90%0.66%4.41%1.00%1.39%-1.38%5.84%-5.07%7.53%
202310.88%-3.91%0.96%-1.11%-0.46%6.78%5.86%-3.13%-4.42%-6.13%10.84%7.72%24.22%
2022-5.44%-0.62%1.47%-9.78%3.01%-9.27%8.45%-3.72%-9.89%8.10%4.86%-6.89%-20.16%
20212.38%3.60%2.92%3.57%0.66%3.21%0.08%2.60%-4.52%5.24%-1.55%2.13%21.87%
20200.25%4.55%5.42%-2.77%-1.86%15.37%7.81%31.14%

Expense Ratio

pat steward 5/25 has an expense ratio of 0.44%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

ROBO
ROBO Global Robotics & Automation Index ETF
ARKG
ARK Genomic Revolution Multi-Sector ETF
ARKF
ARK Fintech Innovation ETF
HACK
ETFMG Prime Cyber Security ETF
ARKQ
ARK Autonomous Technology & Robotics ETF
AIQ
Global X Artificial Intelligence & Technology ETF
PTBD
Pacer Trendpilot US Bond ETF
GCOW
Pacer Global Cash Cows Dividend ETF
ALTL
Pacer Lunt Large Cap Alternator ETF
PGX
Invesco Preferred ETF
COWZ
Pacer US Cash Cows 100 ETF
RDIV
Invesco S&P Ultra Dividend Revenue ETF
XLB
Materials Select Sector SPDR ETF
XLK
Technology Select Sector SPDR Fund

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of pat steward 5/25 is 10, meaning it’s performing worse than 90% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of pat steward 5/25 is 1010
Overall Rank
The Sharpe Ratio Rank of pat steward 5/25 is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of pat steward 5/25 is 99
Sortino Ratio Rank
The Omega Ratio Rank of pat steward 5/25 is 99
Omega Ratio Rank
The Calmar Ratio Rank of pat steward 5/25 is 1010
Calmar Ratio Rank
The Martin Ratio Rank of pat steward 5/25 is 1111
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
COLD
Americold Realty Trust		-0.97-1.350.84-0.57-1.38
AMGN
Amgen Inc.		-0.37-0.420.95-0.47-0.97
HACK
ETFMG Prime Cyber Security ETF		1.141.611.221.284.47
ARKG
ARK Genomic Revolution Multi-Sector ETF		-0.45-0.410.96-0.26-1.40
BX
The Blackstone Group Inc.		0.290.701.090.300.75
DVN
Devon Energy Corporation		-0.85-1.190.84-0.59-1.54
ROBO
ROBO Global Robotics & Automation Index ETF		-0.030.071.01-0.05-0.24
AIQ
Global X Artificial Intelligence & Technology ETF		0.651.031.140.642.19
PGX
Invesco Preferred ETF		0.070.081.010.000.01
RDIV
Invesco S&P Ultra Dividend Revenue ETF		0.370.591.080.361.12
PTBD
Pacer Trendpilot US Bond ETF		0.330.441.060.110.94
GCOW
Pacer Global Cash Cows Dividend ETF		0.801.021.140.772.63
COWZ
Pacer US Cash Cows 100 ETF		-0.05-0.041.00-0.11-0.33
ALTL
Pacer Lunt Large Cap Alternator ETF		-0.13-0.070.99-0.07-0.29
XLB
Materials Select Sector SPDR ETF		-0.22-0.250.97-0.22-0.63
XLK
Technology Select Sector SPDR Fund		0.240.571.080.300.95
ARKF
ARK Fintech Innovation ETF		1.261.731.230.713.87
ARKQ
ARK Autonomous Technology & Robotics ETF		1.091.631.200.773.60

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.

pat steward 5/25 Sharpe ratios as of May 23, 2025 (values are recalculated daily):

  • 1-Year: 0.21
  • All Time: 0.59

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 0.47 to 0.99, 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 pat steward 5/25 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

pat steward 5/25 provided a 2.39% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio2.39%2.36%2.40%2.70%1.94%2.14%1.90%2.25%1.73%1.58%1.69%1.22%
Portfolio components:
COLD
Americold Realty Trust		5.20%4.11%2.91%3.11%2.68%2.25%2.28%2.76%0.00%0.00%0.00%0.00%
AMGN
Amgen Inc.		3.41%3.45%2.96%2.95%3.13%2.78%2.41%2.71%2.65%2.74%1.95%1.53%
HACK
ETFMG Prime Cyber Security ETF		0.13%0.14%0.21%0.24%0.26%1.11%0.14%0.09%0.01%1.23%0.00%0.00%
ARKG
ARK Genomic Revolution Multi-Sector ETF		0.00%0.00%0.00%0.00%0.62%0.85%3.14%1.94%1.34%0.00%0.00%0.00%
BX
The Blackstone Group Inc.		2.96%2.00%2.54%6.66%2.76%2.95%3.43%8.12%7.25%8.44%9.76%5.57%
DVN
Devon Energy Corporation		4.01%4.43%6.34%8.41%4.47%4.30%1.35%1.33%0.58%0.92%3.00%1.54%
ROBO
ROBO Global Robotics & Automation Index ETF		0.55%0.55%0.05%0.00%0.18%0.20%0.37%0.37%0.02%0.19%0.28%0.28%
AIQ
Global X Artificial Intelligence & Technology ETF		0.13%0.14%0.16%0.56%0.15%0.50%0.51%0.51%0.00%0.00%0.00%0.00%
PGX
Invesco Preferred ETF		6.26%5.95%6.42%6.29%4.82%4.89%5.31%6.09%5.66%6.02%5.84%5.98%
RDIV
Invesco S&P Ultra Dividend Revenue ETF		4.22%4.07%3.93%3.44%3.32%4.93%3.84%4.32%4.26%3.12%4.49%3.36%
PTBD
Pacer Trendpilot US Bond ETF		6.18%6.57%6.55%6.14%2.70%2.50%0.62%0.00%0.00%0.00%0.00%0.00%
GCOW
Pacer Global Cash Cows Dividend ETF		3.88%5.14%5.28%4.39%4.23%4.12%4.40%3.94%2.79%1.95%0.00%0.00%
COWZ
Pacer US Cash Cows 100 ETF		1.89%1.82%1.92%1.96%1.48%2.54%1.96%1.67%1.94%0.13%0.00%0.00%
ALTL
Pacer Lunt Large Cap Alternator ETF		1.52%1.56%1.28%1.23%1.06%0.75%0.00%0.00%0.00%0.00%0.00%0.00%
XLB
Materials Select Sector SPDR ETF		1.97%1.92%2.00%2.26%1.62%1.72%1.98%2.20%1.66%1.95%2.24%1.97%
XLK
Technology Select Sector SPDR Fund		0.68%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%
ARKF
ARK Fintech Innovation ETF		0.00%0.00%0.00%0.00%0.00%0.37%1.25%0.00%0.00%0.00%0.00%0.00%
ARKQ
ARK Autonomous Technology & Robotics ETF		0.00%0.00%0.00%0.00%0.80%0.86%0.00%2.86%1.54%0.00%0.97%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 pat steward 5/25. 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 pat steward 5/25 was 26.71%, occurring on Oct 14, 2022. Recovery took 435 trading sessions.

The current pat steward 5/25 drawdown is 8.09%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.71%Nov 9, 2021235Oct 14, 2022435Jul 11, 2024670
-20.26%Feb 20, 202534Apr 8, 2025———
-7.97%Sep 3, 202014Sep 23, 202012Oct 9, 202026
-7.57%Jul 17, 202414Aug 5, 202432Sep 19, 202446
-7.34%Oct 13, 202012Oct 28, 20208Nov 9, 202020

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 18 assets, with an effective number of assets of 18.00, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCAMGNDVNCOLDPTBDPGXGCOWARKGRDIVBXALTLHACKARKFXLKXLBCOWZAIQARKQROBOPortfolio
^GSPC1.000.380.370.430.480.470.620.610.640.680.710.760.720.910.740.740.860.790.850.90
AMGN0.381.000.130.280.260.240.410.270.380.250.350.220.170.260.330.390.240.220.310.39
DVN0.370.131.000.110.150.220.550.200.570.300.380.220.220.220.500.630.250.290.350.50
COLD0.430.280.111.000.330.340.380.370.400.370.390.340.370.350.400.380.380.400.430.50
PTBD0.480.260.150.331.000.530.380.400.380.410.410.420.420.420.410.390.430.430.480.53
PGX0.470.240.220.340.531.000.420.430.400.460.400.430.470.390.410.420.430.440.490.55
GCOW0.620.410.550.380.380.421.000.380.730.480.620.400.390.430.730.770.490.480.620.70
ARKG0.610.270.200.370.400.430.381.000.380.560.450.680.780.590.450.490.700.780.720.77
RDIV0.640.380.570.400.380.400.730.381.000.530.730.380.390.390.780.830.420.480.570.71
BX0.680.250.300.370.410.460.480.560.531.000.540.580.610.590.570.590.610.620.670.75
ALTL0.710.350.380.390.410.400.620.450.730.541.000.490.480.550.690.670.540.550.640.72
HACK0.760.220.220.340.420.430.400.680.380.580.491.000.790.770.500.530.820.790.780.79
ARKF0.720.170.220.370.420.470.390.780.390.610.480.791.000.720.490.500.840.860.770.81
XLK0.910.260.220.350.420.390.430.590.390.590.550.770.721.000.540.540.900.760.800.79
XLB0.740.330.500.400.410.410.730.450.780.570.690.500.490.541.000.820.570.580.700.77
COWZ0.740.390.630.380.390.420.770.490.830.590.670.530.500.540.821.000.560.600.700.81
AIQ0.860.240.250.380.430.430.490.700.420.610.540.820.840.900.570.561.000.850.870.85
ARKQ0.790.220.290.400.430.440.480.780.480.620.550.790.860.760.580.600.851.000.860.87
ROBO0.850.310.350.430.480.490.620.720.570.670.640.780.770.800.700.700.870.861.000.91
Portfolio0.900.390.500.500.530.550.700.770.710.750.720.790.810.790.770.810.850.870.911.00
The correlation results are calculated based on daily price changes starting from Jun 26, 2020