Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 6.8.2025-Portfolio 1B JL, 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 Jan 30, 2024, corresponding to the inception date of QQQI
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 6.8.2025-Portfolio 1B JL | -0.22% | -3.40% | 0.08% | 5.58% | 38.60% | — | — | — |
| Portfolio components: | ||||||||
BRK-B Berkshire Hathaway Inc. | -0.24% | -0.83% | -5.03% | -3.74% | -11.23% | 15.44% | 13.08% | 12.79% |
SMH VanEck Semiconductor ETF | 0.09% | 0.32% | 8.94% | 16.35% | 83.82% | 44.85% | 26.17% | 31.69% |
MGK Vanguard Mega Cap Growth ETF | 0.03% | -3.48% | -9.84% | -8.07% | 18.90% | 22.62% | 12.64% | 17.00% |
VT Vanguard Total World Stock ETF | -0.23% | -3.01% | -0.97% | 1.52% | 21.33% | 16.97% | 9.38% | 11.66% |
RING iShares MSCI Global Gold Miners ETF | -1.13% | -9.65% | 10.93% | 25.46% | 115.64% | 49.51% | 25.83% | 18.73% |
SLVP iShares MSCI Global Silver Miners ETF | -0.81% | -12.94% | 7.35% | 37.49% | 150.62% | 48.77% | 20.47% | 18.15% |
IOO iShares Global 100 ETF | -0.07% | -2.56% | -3.70% | 0.99% | 27.10% | 21.50% | 14.48% | 15.14% |
FEZ SPDR EURO STOXX 50 ETF | -0.94% | -2.80% | -2.86% | -0.43% | 17.08% | 14.64% | 9.84% | 9.77% |
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF | 0.18% | -1.87% | -2.68% | 0.11% | 23.19% | — | — | — |
GPIX Goldman Sachs S&P 500 Core Premium Income ETF | 0.24% | -2.84% | -2.34% | 0.52% | 16.86% | — | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Jan 31, 2024, 6.8.2025-Portfolio 1B JL's average daily return is +0.11%, while the average monthly return is +2.04%. At this rate, your investment would double in approximately 2.9 years.
Historically, 75% of months were positive and 25% were negative. The best month was Sep 2025 with a return of +8.0%, while the worst month was Mar 2026 at -8.0%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 2 months.
On a daily basis, 6.8.2025-Portfolio 1B JL closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +10.2%, while the worst single day was Apr 4, 2025 at -6.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.12% | 3.13% | -8.03% | 1.34% | 0.08% | ||||||||
| 2025 | 4.10% | -0.15% | -1.30% | 1.76% | 6.17% | 6.21% | 1.18% | 4.68% | 7.95% | 3.14% | 1.51% | 1.75% | 43.39% |
| 2024 | -1.27% | 4.35% | 5.10% | -2.24% | 6.56% | 2.13% | 1.41% | 1.78% | 2.31% | -0.73% | 1.86% | -1.59% | 21.03% |
Benchmark Metrics
6.8.2025-Portfolio 1B JL has an annualized alpha of 12.92%, beta of 1.02, and R² of 0.82 versus S&P 500 Index. Calculated based on daily prices since January 31, 2024.
- This portfolio captured 127.31% of S&P 500 Index gains but only 42.05% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 12.92% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 1.02 and R² of 0.82, 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
- 12.92%
- Beta
- 1.02
- R²
- 0.82
- Upside Capture
- 127.31%
- Downside Capture
- 42.05%
Expense Ratio
6.8.2025-Portfolio 1B JL has an expense ratio of 0.27%, 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
Return for Risk
Risk / Return Rank
6.8.2025-Portfolio 1B JL ranks 86 for risk / return — in the top 86% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.91 | 0.88 | +1.02 |
Sortino ratioReturn per unit of downside risk | 2.64 | 1.37 | +1.28 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.21 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 3.15 | 1.39 | +1.76 |
Martin ratioReturn relative to average drawdown | 12.80 | 6.43 | +6.37 |
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 | |
|---|---|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | 15 | -0.62 | -0.73 | 0.90 | -0.70 | -1.19 |
SMH VanEck Semiconductor ETF | 94 | 2.28 | 2.89 | 1.41 | 5.34 | 18.94 |
MGK Vanguard Mega Cap Growth ETF | 40 | 0.81 | 1.34 | 1.19 | 1.18 | 4.03 |
VT Vanguard Total World Stock ETF | 68 | 1.24 | 1.83 | 1.27 | 1.86 | 8.47 |
RING iShares MSCI Global Gold Miners ETF | 91 | 2.48 | 2.63 | 1.39 | 3.83 | 13.54 |
SLVP iShares MSCI Global Silver Miners ETF | 93 | 2.80 | 2.85 | 1.40 | 4.54 | 15.07 |
IOO iShares Global 100 ETF | 77 | 1.41 | 2.10 | 1.31 | 2.22 | 10.34 |
FEZ SPDR EURO STOXX 50 ETF | 42 | 0.86 | 1.33 | 1.18 | 1.30 | 4.69 |
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF | 67 | 1.14 | 1.76 | 1.27 | 1.98 | 8.98 |
GPIX Goldman Sachs S&P 500 Core Premium Income ETF | 57 | 1.00 | 1.52 | 1.25 | 1.52 | 7.84 |
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Dividends
Dividend yield
6.8.2025-Portfolio 1B JL provided a 3.11% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.11% | 2.95% | 2.97% | 1.28% | 1.28% | 1.08% | 0.95% | 1.26% | 3.25% | 1.15% | 1.27% | 1.10% |
| Portfolio components: | ||||||||||||
BRK-B Berkshire Hathaway 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% |
SMH VanEck Semiconductor ETF | 0.28% | 0.31% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% |
MGK Vanguard Mega Cap Growth ETF | 0.39% | 0.35% | 0.43% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% |
VT Vanguard Total World Stock ETF | 1.80% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
RING iShares MSCI Global Gold Miners ETF | 0.75% | 0.84% | 1.43% | 2.01% | 2.29% | 2.38% | 0.83% | 0.83% | 0.70% | 0.42% | 1.41% | 0.96% |
SLVP iShares MSCI Global Silver Miners ETF | 1.66% | 1.78% | 1.05% | 0.88% | 0.63% | 1.63% | 2.39% | 2.03% | 1.28% | 0.85% | 2.32% | 0.72% |
IOO iShares Global 100 ETF | 0.95% | 0.92% | 1.08% | 1.49% | 2.00% | 1.53% | 1.49% | 2.02% | 2.54% | 2.23% | 2.75% | 2.89% |
FEZ SPDR EURO STOXX 50 ETF | 2.78% | 2.78% | 2.94% | 2.75% | 3.06% | 2.61% | 2.13% | 2.61% | 3.45% | 2.44% | 3.35% | 3.03% |
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF | 10.73% | 9.81% | 9.18% | 1.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GPIX Goldman Sachs S&P 500 Core Premium Income ETF | 8.64% | 8.01% | 7.45% | 1.40% | 0.00% | 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 6.8.2025-Portfolio 1B JL. 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 6.8.2025-Portfolio 1B JL was 15.97%, occurring on Apr 8, 2025. Recovery took 23 trading sessions.
The current 6.8.2025-Portfolio 1B JL drawdown is 7.81%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.97% | Feb 21, 2025 | 33 | Apr 8, 2025 | 23 | May 12, 2025 | 56 |
| -12.5% | Jan 29, 2026 | 42 | Mar 30, 2026 | — | — | — |
| -10.98% | Jul 17, 2024 | 14 | Aug 5, 2024 | 35 | Sep 24, 2024 | 49 |
| -5.63% | Nov 13, 2025 | 6 | Nov 20, 2025 | 5 | Nov 28, 2025 | 11 |
| -5.02% | Apr 12, 2024 | 6 | Apr 19, 2024 | 15 | May 10, 2024 | 21 |
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 15 assets, with an effective number of assets of 14.50, 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 | BRK-B | GLD | RING | SLVP | VYMI | FEZ | SMH | MGK | XNTK | VGT | QQQI | GPIQ | GPIX | IOO | VT | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.33 | 0.11 | 0.24 | 0.29 | 0.59 | 0.66 | 0.78 | 0.92 | 0.88 | 0.90 | 0.94 | 0.94 | 0.98 | 0.94 | 0.95 | 0.88 |
| BRK-B | 0.33 | 1.00 | -0.01 | 0.04 | 0.04 | 0.36 | 0.29 | 0.01 | 0.15 | 0.10 | 0.09 | 0.15 | 0.15 | 0.32 | 0.21 | 0.34 | 0.20 |
| GLD | 0.11 | -0.01 | 1.00 | 0.78 | 0.70 | 0.35 | 0.24 | 0.11 | 0.06 | 0.11 | 0.09 | 0.08 | 0.09 | 0.10 | 0.11 | 0.21 | 0.39 |
| RING | 0.24 | 0.04 | 0.78 | 1.00 | 0.91 | 0.46 | 0.34 | 0.22 | 0.17 | 0.23 | 0.21 | 0.21 | 0.21 | 0.24 | 0.24 | 0.35 | 0.54 |
| SLVP | 0.29 | 0.04 | 0.70 | 0.91 | 1.00 | 0.48 | 0.38 | 0.28 | 0.23 | 0.29 | 0.27 | 0.27 | 0.27 | 0.29 | 0.30 | 0.39 | 0.60 |
| VYMI | 0.59 | 0.36 | 0.35 | 0.46 | 0.48 | 1.00 | 0.85 | 0.44 | 0.45 | 0.49 | 0.46 | 0.50 | 0.50 | 0.59 | 0.60 | 0.77 | 0.69 |
| FEZ | 0.66 | 0.29 | 0.24 | 0.34 | 0.38 | 0.85 | 1.00 | 0.57 | 0.57 | 0.61 | 0.58 | 0.61 | 0.61 | 0.65 | 0.69 | 0.80 | 0.73 |
| SMH | 0.78 | 0.01 | 0.11 | 0.22 | 0.28 | 0.44 | 0.57 | 1.00 | 0.80 | 0.90 | 0.90 | 0.84 | 0.86 | 0.77 | 0.82 | 0.76 | 0.84 |
| MGK | 0.92 | 0.15 | 0.06 | 0.17 | 0.23 | 0.45 | 0.57 | 0.80 | 1.00 | 0.90 | 0.94 | 0.95 | 0.96 | 0.91 | 0.95 | 0.84 | 0.84 |
| XNTK | 0.88 | 0.10 | 0.11 | 0.23 | 0.29 | 0.49 | 0.61 | 0.90 | 0.90 | 1.00 | 0.94 | 0.93 | 0.94 | 0.86 | 0.87 | 0.85 | 0.88 |
| VGT | 0.90 | 0.09 | 0.09 | 0.21 | 0.27 | 0.46 | 0.58 | 0.90 | 0.94 | 0.94 | 1.00 | 0.94 | 0.95 | 0.89 | 0.92 | 0.84 | 0.87 |
| QQQI | 0.94 | 0.15 | 0.08 | 0.21 | 0.27 | 0.50 | 0.61 | 0.84 | 0.95 | 0.93 | 0.94 | 1.00 | 0.98 | 0.92 | 0.93 | 0.88 | 0.87 |
| GPIQ | 0.94 | 0.15 | 0.09 | 0.21 | 0.27 | 0.50 | 0.61 | 0.86 | 0.96 | 0.94 | 0.95 | 0.98 | 1.00 | 0.93 | 0.94 | 0.88 | 0.88 |
| GPIX | 0.98 | 0.32 | 0.10 | 0.24 | 0.29 | 0.59 | 0.65 | 0.77 | 0.91 | 0.86 | 0.89 | 0.92 | 0.93 | 1.00 | 0.92 | 0.93 | 0.86 |
| IOO | 0.94 | 0.21 | 0.11 | 0.24 | 0.30 | 0.60 | 0.69 | 0.82 | 0.95 | 0.87 | 0.92 | 0.93 | 0.94 | 0.92 | 1.00 | 0.91 | 0.88 |
| VT | 0.95 | 0.34 | 0.21 | 0.35 | 0.39 | 0.77 | 0.80 | 0.76 | 0.84 | 0.85 | 0.84 | 0.88 | 0.88 | 0.93 | 0.91 | 1.00 | 0.91 |
| Portfolio | 0.88 | 0.20 | 0.39 | 0.54 | 0.60 | 0.69 | 0.73 | 0.84 | 0.84 | 0.88 | 0.87 | 0.87 | 0.88 | 0.86 | 0.88 | 0.91 | 1.00 |