M.K. 401k

Asset Allocation

Position	Category/Sector	Target Weight
BLV Vanguard Long-Term Bond ETF	Long-Term Bond	2.50%
BND Vanguard Total Bond Market ETF	Total Bond Market	2.50%
BTC-USD Bitcoin		1%
COMB GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF	Commodities, Actively Managed	1%
DFAS Dimensional U.S. Small Cap ETF	Small Cap Blend Equities, Actively Managed	2.50%
GLDM SPDR Gold MiniShares Trust	Precious Metals, Gold	2%
IMTM iShares MSCI Intl Momentum Factor ETF	Momentum, Foreign Large Cap Equities	10%
JPIE JPMorgan Income ETF	Multisector Bonds	10%
MTUM iShares MSCI USA Momentum Factor ETF	Momentum, Large Cap Blend Equities	5%
QUAL iShares MSCI USA Quality Factor ETF	Large Cap Blend Equities	5%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	5%
SGOV iShares 0-3 Month Treasury Bond ETF	Ultrashort Bond	1%
VCIT Vanguard Intermediate-Term Corporate Bond ETF	Corporate Bonds	5%
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	8%
VFMO Vanguard U.S. Momentum Factor ETF	Momentum, Mid Cap Blend Equities, Actively Managed	2.50%
VOO Vanguard S&P 500 ETF	S&P 500	20%
VTV Vanguard Value ETF	Large Cap Value Equities	5%
VUG Vanguard Growth ETF	Large Cap Growth Equities	10%
VWO Vanguard FTSE Emerging Markets ETF	Emerging Markets Equities	2%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in M.K. 401k, 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 Nov 2, 2021, corresponding to the inception date of JPIE

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-0.11%	2.16%	-0.42%	4.03%	27.10%	18.38%	10.55%	12.70%
Portfolio M.K. 401k	-0.02%	2.85%	3.22%	7.00%	27.13%	17.14%	—	—
Portfolio components:
IMTM iShares MSCI Intl Momentum Factor ETF	0.49%	4.39%	7.63%	14.12%	42.48%	20.17%	8.83%	10.04%
GLDM SPDR Gold MiniShares Trust	-0.18%	-8.17%	10.35%	18.59%	50.02%	33.29%	22.11%	—
VWO Vanguard FTSE Emerging Markets ETF	0.55%	2.14%	5.56%	10.14%	39.09%	15.31%	4.99%	8.10%
VEA Vanguard FTSE Developed Markets ETF	0.28%	3.03%	8.62%	16.60%	45.32%	17.90%	9.43%	9.81%
MTUM iShares MSCI USA Momentum Factor ETF	0.39%	5.98%	5.34%	5.77%	37.41%	23.66%	10.35%	15.08%
QUAL iShares MSCI USA Quality Factor ETF	-0.39%	0.19%	0.64%	4.97%	25.35%	18.36%	10.94%	13.42%
VUG Vanguard Growth ETF	0.35%	-0.40%	-5.37%	-1.77%	31.09%	23.92%	11.74%	16.73%
VTV Vanguard Value ETF	-0.81%	1.52%	5.99%	11.27%	28.85%	15.55%	11.18%	12.13%
SCHD Schwab U.S. Dividend Equity ETF	-1.23%	-0.59%	12.35%	17.31%	27.12%	11.71%	8.08%	12.27%
VOO Vanguard S&P 500 ETF	-0.07%	0.73%	-0.09%	4.64%	31.12%	19.99%	12.14%	14.61%

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

Monthly Returns

Based on dividend-adjusted daily data since Nov 3, 2021, M.K. 401k's average daily return is +0.03%, while the average monthly return is +0.75%. At this rate, an investment would double in approximately 7.7 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2023 with a return of +7.7%, while the worst month was Sep 2022 at -7.8%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, M.K. 401k closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +6.7%, while the worst single day was Apr 4, 2025 at -4.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.78%	1.39%	-4.83%	4.07%									3.22%
2025	2.97%	-0.07%	-2.87%	0.70%	4.68%	3.70%	0.74%	2.44%	2.94%	1.10%	0.46%	0.63%	18.64%
2024	1.10%	4.25%	3.26%	-3.54%	4.09%	1.68%	1.86%	1.96%	1.83%	-1.44%	4.20%	-2.74%	17.37%
2023	5.84%	-2.70%	3.00%	1.34%	-1.26%	4.83%	2.55%	-1.88%	-3.89%	-1.65%	7.71%	4.65%	19.27%
2022	-4.77%	-2.02%	1.77%	-7.18%	0.41%	-7.15%	6.31%	-3.76%	-7.80%	5.93%	6.09%	-3.58%	-16.00%
2021											-2.38%	2.60%	0.16%

Benchmark Metrics

M.K. 401k has an annualized alpha of 1.47%, beta of 0.74, and R² of 0.95 versus S&P 500 Index. Calculated based on daily prices since November 03, 2021.

This portfolio participated in 80.99% of S&P 500 Index downside but only 78.96% of its upside — more exposed to losses than it benefited from rallies.

Alpha: 1.47%

Beta: 0.74

R²: 0.95

Upside Capture: 78.96%

Downside Capture: 80.99%

Expense Ratio

M.K. 401k has an expense ratio of 0.12%, 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

JPIE

JPMorgan Income ETF

DFAS

Dimensional U.S. Small Cap ETF

IMTM

iShares MSCI Intl Momentum Factor ETF

COMB

GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF

MTUM

iShares MSCI USA Momentum Factor ETF

QUAL

iShares MSCI USA Quality Factor ETF

VFMO

Vanguard U.S. Momentum Factor ETF

GLDM

SPDR Gold MiniShares Trust

SGOV

iShares 0-3 Month Treasury Bond ETF

VWO

Vanguard FTSE Emerging Markets ETF

Return for Risk

Risk / Return Rank

M.K. 401k ranks 50 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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	2.80	2.23	+0.57
Sortino ratio Return per unit of downside risk	4.00	3.12	+0.89
Omega ratio Gain probability vs. loss probability	1.53	1.42	+0.11
Calmar ratio Return relative to maximum drawdown	2.37	4.05	-1.67
Martin ratio Return relative to average drawdown	8.85	17.91	-9.06
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
IMTM iShares MSCI Intl Momentum Factor ETF	71	2.62	3.63	1.48	3.91	16.18
GLDM SPDR Gold MiniShares Trust	44	1.86	2.28	1.34	3.10	10.70
VWO Vanguard FTSE Emerging Markets ETF	71	2.55	3.50	1.48	4.14	15.31
VEA Vanguard FTSE Developed Markets ETF	82	3.09	4.11	1.56	4.57	18.43
MTUM iShares MSCI USA Momentum Factor ETF	57	2.04	2.74	1.37	4.06	16.19
QUAL iShares MSCI USA Quality Factor ETF	54	1.93	2.77	1.35	3.56	15.67
VUG Vanguard Growth ETF	40	1.82	2.51	1.33	2.45	8.60
VTV Vanguard Value ETF	78	2.62	3.77	1.47	5.32	19.85
SCHD Schwab U.S. Dividend Equity ETF	72	2.31	3.54	1.41	6.61	16.08
VOO Vanguard S&P 500 ETF	70	2.37	3.29	1.44	4.31	19.24

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.

M.K. 401k Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

1-Year: 2.80
All Time: 0.65

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 2.14 to 3.05, 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 M.K. 401k 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

M.K. 401k provided a 2.51% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.51%	2.62%	2.48%	2.42%	2.62%	1.78%	1.43%	1.79%	1.94%	1.63%	1.88%	1.76%
Portfolio components:
IMTM iShares MSCI Intl Momentum Factor ETF	4.37%	4.70%	2.93%	2.29%	2.68%	2.51%	0.97%	2.13%	2.36%	1.92%	2.75%	1.56%
GLDM SPDR Gold MiniShares Trust	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VWO Vanguard FTSE Emerging Markets ETF	2.56%	2.79%	3.20%	3.52%	4.11%	2.63%	1.91%	3.23%	2.88%	2.30%	2.52%	3.26%
VEA Vanguard FTSE Developed Markets ETF	2.77%	3.22%	3.35%	3.15%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%
MTUM iShares MSCI USA Momentum Factor ETF	0.75%	0.91%	0.75%	1.35%	1.80%	0.55%	0.83%	1.48%	1.27%	1.02%	1.43%	1.12%
QUAL iShares MSCI USA Quality Factor ETF	0.95%	0.94%	1.02%	1.23%	1.59%	1.20%	1.39%	1.60%	2.00%	1.76%	1.96%	1.63%
VUG Vanguard Growth ETF	0.43%	0.41%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%
VTV Vanguard Value ETF	1.97%	2.05%	2.31%	2.46%	2.52%	2.15%	2.56%	2.50%	2.73%	2.29%	2.44%	2.60%
SCHD Schwab U.S. Dividend Equity ETF	3.45%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
VOO Vanguard S&P 500 ETF	1.14%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%

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 M.K. 401k. 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 M.K. 401k was 23.35%, occurring on Oct 2, 2022. Recovery took 479 trading sessions.

The current M.K. 401k drawdown is 1.41%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-23.35%	Nov 9, 2021	328	Oct 2, 2022	479	Jan 24, 2024	807
-13.14%	Feb 19, 2025	49	Apr 8, 2025	38	May 16, 2025	87
-7.57%	Feb 26, 2026	33	Mar 30, 2026	—	—	—
-6.78%	Jul 17, 2024	20	Aug 5, 2024	18	Aug 23, 2024	38
-4.42%	Mar 29, 2024	22	Apr 19, 2024	26	May 15, 2024	48

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 19 assets, with an effective number of assets of 10.81, 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.

	Benchmark	SGOV	COMB	GLDM	BTC-USD	BLV	BND	VCIT	JPIE	VWO	SCHD	MTUM	VUG	VTV	IMTM	DFAS	VFMO	VEA	QUAL	VOO	Portfolio
Benchmark	1.00	0.00	0.19	0.10	0.38	0.20	0.18	0.30	0.41	0.64	0.70	0.87	0.95	0.81	0.75	0.82	0.85	0.78	0.97	1.00	0.97
SGOV	0.00	1.00	-0.00	0.06	-0.00	0.01	0.03	0.03	0.09	0.04	0.01	0.03	0.05	0.02	0.01	-0.01	-0.00	0.03	0.03	0.05	0.03
COMB	0.19	-0.00	1.00	0.43	0.10	-0.03	-0.01	0.03	0.07	0.28	0.22	0.18	0.14	0.22	0.27	0.21	0.24	0.29	0.17	0.19	0.24
GLDM	0.10	0.06	0.43	1.00	0.12	0.24	0.29	0.31	0.29	0.28	0.11	0.09	0.06	0.14	0.28	0.12	0.15	0.31	0.11	0.11	0.21
BTC-USD	0.38	-0.00	0.10	0.12	1.00	0.05	0.05	0.08	0.14	0.30	0.23	0.30	0.30	0.25	0.28	0.33	0.34	0.30	0.28	0.32	0.43
BLV	0.20	0.01	-0.03	0.24	0.05	1.00	0.94	0.89	0.57	0.13	0.14	0.09	0.15	0.16	0.19	0.17	0.12	0.23	0.19	0.17	0.24
BND	0.18	0.03	-0.01	0.29	0.05	0.94	1.00	0.94	0.63	0.13	0.15	0.09	0.14	0.16	0.20	0.16	0.12	0.24	0.19	0.17	0.25
VCIT	0.30	0.03	0.03	0.31	0.08	0.89	0.94	1.00	0.69	0.21	0.23	0.19	0.25	0.26	0.29	0.26	0.22	0.33	0.29	0.27	0.35
JPIE	0.41	0.09	0.07	0.29	0.14	0.57	0.63	0.69	1.00	0.32	0.33	0.27	0.34	0.36	0.41	0.36	0.32	0.45	0.37	0.37	0.45
VWO	0.64	0.04	0.28	0.28	0.30	0.13	0.13	0.21	0.32	1.00	0.44	0.53	0.56	0.50	0.67	0.55	0.56	0.73	0.58	0.60	0.66
SCHD	0.70	0.01	0.22	0.11	0.23	0.14	0.15	0.23	0.33	0.44	1.00	0.52	0.45	0.90	0.55	0.76	0.62	0.62	0.65	0.65	0.66
MTUM	0.87	0.03	0.18	0.09	0.30	0.09	0.09	0.19	0.27	0.53	0.52	1.00	0.76	0.65	0.67	0.66	0.83	0.63	0.79	0.82	0.80
VUG	0.95	0.05	0.14	0.06	0.30	0.15	0.14	0.25	0.34	0.56	0.45	0.76	1.00	0.54	0.61	0.63	0.71	0.63	0.86	0.91	0.83
VTV	0.81	0.02	0.22	0.14	0.25	0.16	0.16	0.26	0.36	0.50	0.90	0.65	0.54	1.00	0.64	0.81	0.72	0.70	0.74	0.75	0.76
IMTM	0.75	0.01	0.27	0.28	0.28	0.19	0.20	0.29	0.41	0.67	0.55	0.67	0.61	0.64	1.00	0.65	0.71	0.92	0.68	0.70	0.80
DFAS	0.82	-0.01	0.21	0.12	0.33	0.17	0.16	0.26	0.36	0.55	0.76	0.66	0.63	0.81	0.65	1.00	0.84	0.71	0.75	0.77	0.80
VFMO	0.85	-0.00	0.24	0.15	0.34	0.12	0.12	0.22	0.32	0.56	0.62	0.83	0.71	0.72	0.71	0.84	1.00	0.71	0.77	0.80	0.83
VEA	0.78	0.03	0.29	0.31	0.30	0.23	0.24	0.33	0.45	0.73	0.62	0.63	0.63	0.70	0.92	0.71	0.71	1.00	0.72	0.73	0.83
QUAL	0.97	0.03	0.17	0.11	0.28	0.19	0.19	0.29	0.37	0.58	0.65	0.79	0.86	0.74	0.68	0.75	0.77	0.72	1.00	0.93	0.89
VOO	1.00	0.05	0.19	0.11	0.32	0.17	0.17	0.27	0.37	0.60	0.65	0.82	0.91	0.75	0.70	0.77	0.80	0.73	0.93	1.00	0.92
Portfolio	0.97	0.03	0.24	0.21	0.43	0.24	0.25	0.35	0.45	0.66	0.66	0.80	0.83	0.76	0.80	0.80	0.83	0.83	0.89	0.92	1.00

The correlation results are calculated based on daily price changes starting from Nov 3, 2021

M.K. 401k

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Top 10 holdings

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