Growth Momentum - Glidepath V11.3

Asset Allocation

Position	Category/Sector	Target Weight
GLD SPDR Gold Shares	Gold, Precious Metals	20%
QLD ProShares Ultra QQQ	Leveraged Equities	20%
SSO ProShares Ultra S&P500	Leveraged Equities, S&P 500	20%
IWM iShares Russell 2000 ETF	Small Cap Blend Equities	20%
MTUM iShares MSCI USA Momentum Factor ETF	Momentum, Large Cap Blend Equities	20%

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 Growth Momentum - Glidepath V11.3, 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 month.

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Returns By Period

As of Jun 6, 2026, the Growth Momentum - Glidepath V11.3 returned 18.44% Year-To-Date and 20.99% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio Growth Momentum - Glidepath V11.3	1.48%	-0.60%	18.44%	17.62%	44.90%	33.41%	17.35%	20.99%
Portfolio components:
GLD SPDR Gold Shares	0.26%	-8.41%	0.24%	3.07%	30.18%	29.71%	17.55%	12.56%
IWM iShares Russell 2000 ETF	0.87%	-0.02%	15.62%	13.83%	35.52%	16.64%	5.48%	10.78%
MTUM iShares MSCI USA Momentum Factor ETF	2.81%	4.40%	25.99%	24.80%	36.47%	32.71%	14.38%	16.75%
QLD ProShares Ultra QQQ	3.03%	0.58%	31.05%	26.63%	69.67%	46.32%	23.57%	35.29%
SSO ProShares Ultra S&P500	0.47%	-0.08%	14.49%	14.11%	45.16%	35.32%	18.74%	23.71%

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

Monthly Returns

Based on dividend-adjusted daily data since Apr 19, 2013, Growth Momentum - Glidepath V11.3's average daily return is +0.08%, while the average monthly return is +1.66%. At this rate, an investment would double in approximately 3.5 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +17.7%, while the worst month was Mar 2020 at -16.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Growth Momentum - Glidepath V11.3 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +12.4%, while the worst single day was Mar 16, 2020 at -14.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	5.14%	0.05%	-8.32%	16.72%	9.19%	-3.64%							18.44%
2025	4.68%	-2.51%	-6.50%	0.49%	9.23%	6.48%	1.98%	3.57%	7.51%	3.51%	0.13%	-0.11%	31.09%
2024	1.17%	7.15%	4.55%	-5.44%	6.76%	4.43%	2.34%	1.75%	3.35%	-0.45%	7.28%	-3.82%	32.10%
2023	9.64%	-3.69%	5.77%	0.87%	1.75%	7.48%	4.70%	-2.81%	-7.09%	-2.20%	12.23%	7.55%	37.50%
2022	-9.45%	-2.37%	4.46%	-13.73%	-1.76%	-10.31%	11.32%	-5.35%	-11.63%	8.80%	6.84%	-7.69%	-29.86%
2021	0.25%	0.76%	2.07%	6.99%	1.04%	2.76%	2.01%	4.11%	-6.09%	8.88%	-1.38%	3.09%	26.46%

Benchmark Metrics

Growth Momentum - Glidepath V11.3 has an annualized alpha of 3.64%, beta of 1.27, and R2 of 0.94 versus S&P 500 Index. Calculated based on daily prices since April 19, 2013.

This portfolio captured 146.24% of S&P 500 Index gains and 117.21% of its losses - amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 3.64% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 3.64%

Beta: 1.27

R²: 0.94

Upside Capture: 146.24%

Downside Capture: 117.21%

Expense Ratio

Growth Momentum - Glidepath V11.3 has an expense ratio of 0.51%, 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.

QLD

ProShares Ultra QQQ

SSO

ProShares Ultra S&P500

GLD

SPDR Gold Shares

IWM

iShares Russell 2000 ETF

MTUM

iShares MSCI USA Momentum Factor ETF

Return for Risk

Risk / Return Rank

Growth Momentum - Glidepath V11.3 ranks 40 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 Growth Momentum - Glidepath V11.3 and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.22	1.94	+0.28
Sortino ratioReturn per unit of downside risk	2.82	2.63	+0.20
Omega ratioGain probability vs. loss probability	1.39	1.35	+0.03
Calmar ratioReturn relative to maximum drawdown	2.91	2.59	+0.32
Martin ratioReturn relative to average drawdown	12.47	11.84	+0.62
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
GLD SPDR Gold Shares	33	1.13	1.51	1.23	1.51	3.78
IWM iShares Russell 2000 ETF	63	1.83	2.54	1.30	3.24	11.44
MTUM iShares MSCI USA Momentum Factor ETF	64	1.82	2.42	1.33	3.17	12.48
QLD ProShares Ultra QQQ	63	2.10	2.52	1.34	2.79	9.64
SSO ProShares Ultra S&P500	60	1.88	2.42	1.33	2.50	10.89

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.

Growth Momentum - Glidepath V11.3 Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 2.22
5-Year: 0.74
10-Year: 0.88
All Time: 0.89

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 1.64 to 2.53, 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 Growth Momentum - Glidepath V11.3 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

Growth Momentum - Glidepath V11.3 provided a 0.46% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.46%	0.56%	0.60%	0.64%	0.82%	0.33%	0.42%	0.67%	0.70%	0.54%	0.70%	0.68%
Portfolio components:
GLD SPDR Gold Shares	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IWM iShares Russell 2000 ETF	0.89%	1.04%	1.15%	1.35%	1.48%	0.94%	1.04%	1.26%	1.40%	1.26%	1.38%	1.54%
MTUM iShares MSCI USA Momentum Factor ETF	0.62%	0.91%	0.75%	1.35%	1.80%	0.55%	0.83%	1.48%	1.27%	1.02%	1.43%	1.12%
QLD ProShares Ultra QQQ	0.13%	0.17%	0.25%	0.33%	0.31%	0.00%	0.00%	0.13%	0.06%	0.02%	0.21%	0.11%
SSO ProShares Ultra S&P500	0.64%	0.68%	0.85%	0.18%	0.50%	0.18%	0.20%	0.50%	0.75%	0.39%	0.51%	0.63%

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 Growth Momentum - Glidepath V11.3. 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 Growth Momentum - Glidepath V11.3 was 39.25%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.

The current Growth Momentum - Glidepath V11.3 drawdown is 6.04%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-39.25%Mar 2020	1mo 2d	3mo 29d	5mo 1dFeb 2020 - Jul 2020
Bear market2022	-36.51%Oct 2022	11mo 9d	1y 3mo	2y 3moNov 2021 - Feb 2024
Rate-hike selloffLate 2018	-24.87%Dec 2018	3mo 26d	4mo 3d	7mo 29dAug 2018 - Apr 2019
2025 selloff2025	-24.68%Apr 2025	1mo 17d	2mo 17d	4mo 4dFeb 2025 - Jun 2025
2016 correction2016	-16.59%Feb 2016	6mo 24d	3mo 28d	10mo 22dJul 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 5 assets, with an effective number of assets of 5.00, 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	1.22	1.19	1.17	1.16	1.17

The portfolio has a diversification ratio of 1.17, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Growth Momentum - Glidepath V11.3 correlation to the S&P 500 Index

Growth Momentum - Glidepath V11.3 has a 0.94 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	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.96
Correlation (5Y) Calculated over the trailing 5-year period	0.97
Correlation (10Y) Calculated over the trailing 10-year period	0.96
Correlation (All Time) Calculated using the full available price history since Apr 19, 2013	0.96

Benchmark Correlations

Correlation vs. S&P 500 Index. SSO has the highest benchmark correlation at 1.00, while GLD has the lowest at 0.02.

0.02

0.82

0.86

0.91

1.00

Portfolio Correlations

Correlation vs. Growth Momentum - Glidepath V11.3. SSO has the highest portfolio correlation at 0.96, while GLD has the lowest at 0.17.

0.17

0.84

0.89

0.94

0.96

Asset Correlations Table

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

	GLD	IWM	MTUM	QLD	SSO
GLD	1.00	0.03	0.03	0.02	0.02
IWM	0.03	1.00	0.72	0.71	0.82
MTUM	0.03	0.72	1.00	0.85	0.86
QLD	0.02	0.71	0.85	1.00	0.91
SSO	0.02	0.82	0.86	0.91	1.00

The correlation results are calculated based on daily price changes starting from Apr 19, 2013

Diversification Analysis

Find what Growth Momentum - Glidepath V11.3 is missing

See which holdings overlap, where Growth Momentum - Glidepath V11.3 is concentrated, and which low-correlation assets could fill the gaps.

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