Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IWY iShares Russell Top 200 Growth ETF | Large Cap Growth Equities | 25% |
QQQ Invesco QQQ ETF | Large Cap Growth Equities | 25% |
WTV WisdomTree US Value ETF | Large Cap Value Equities | 20% |
XMMO Invesco S&P MidCap Momentum ETF | Mid Cap Growth Equities | 20% |
XMVM Invesco S&P MidCap Value with Momentum ETF | Small Cap Value Equities | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in *Broad Cap - 257.87 - 25 25 20 20 10 QQQ IWY XMMO WTV XMVM , 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 Dec 15, 2017, corresponding to the inception date of WTV
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 *Broad Cap - 257.87 - 25 25 20 20 10 QQQ IWY XMMO WTV XMVM | 0.09% | -2.50% | -1.39% | 0.54% | 21.63% | 22.30% | 13.15% | — |
| Portfolio components: | ||||||||
IWY iShares Russell Top 200 Growth ETF | 0.00% | -4.01% | -9.30% | -8.75% | 17.56% | 22.33% | 13.61% | 17.62% |
XMMO Invesco S&P MidCap Momentum ETF | -0.06% | -0.54% | 6.80% | 9.09% | 27.24% | 25.66% | 12.61% | 18.43% |
WTV WisdomTree US Value ETF | 0.19% | -3.54% | 1.97% | 4.76% | 15.67% | 19.14% | 12.78% | — |
XMVM Invesco S&P MidCap Value with Momentum ETF | 0.37% | -1.01% | 3.09% | 7.78% | 24.72% | 16.66% | 9.84% | 11.81% |
QQQ Invesco QQQ ETF | 0.11% | -2.64% | -4.65% | -3.18% | 23.45% | 22.97% | 13.18% | 19.05% |
Monthly Returns
Based on dividend-adjusted daily data since Dec 18, 2017, *Broad Cap - 257.87 - 25 25 20 20 10 QQQ IWY XMMO WTV XMVM 's average daily return is +0.07%, while the average monthly return is +1.37%. At this rate, your investment would double in approximately 4.2 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +13.7%, while the worst month was Mar 2020 at -12.8%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, *Broad Cap - 257.87 - 25 25 20 20 10 QQQ IWY XMMO WTV XMVM closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +10.2%, while the worst single day was Mar 16, 2020 at -12.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.14% | 0.70% | -4.13% | 0.99% | -1.39% | ||||||||
| 2025 | 3.18% | -3.31% | -6.58% | 0.10% | 7.52% | 5.05% | 2.06% | 2.26% | 3.83% | 1.89% | 0.44% | 0.17% | 17.06% |
| 2024 | 1.73% | 7.08% | 4.27% | -4.91% | 5.62% | 2.90% | 2.03% | 0.85% | 2.17% | -0.11% | 8.43% | -3.46% | 29.03% |
| 2023 | 8.63% | -1.39% | 2.51% | 0.16% | 1.87% | 8.33% | 4.05% | -1.00% | -4.21% | -3.18% | 9.52% | 6.44% | 35.18% |
| 2022 | -7.04% | -1.34% | 2.72% | -9.26% | -0.42% | -10.17% | 11.46% | -3.86% | -9.71% | 8.55% | 5.00% | -7.12% | -21.69% |
| 2021 | 1.28% | 1.96% | 4.02% | 4.86% | -0.61% | 3.41% | 1.92% | 3.34% | -4.92% | 7.17% | -0.12% | 3.13% | 27.98% |
Benchmark Metrics
*Broad Cap - 257.87 - 25 25 20 20 10 QQQ IWY XMMO WTV XMVM has an annualized alpha of 3.81%, beta of 1.06, and R² of 0.96 versus S&P 500 Index. Calculated based on daily prices since December 18, 2017.
- This portfolio captured 117.11% of S&P 500 Index gains but only 98.81% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 3.81% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 1.06 and R² of 0.96, 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
- 3.81%
- Beta
- 1.06
- R²
- 0.96
- Upside Capture
- 117.11%
- Downside Capture
- 98.81%
Expense Ratio
*Broad Cap - 257.87 - 25 25 20 20 10 QQQ IWY XMMO WTV XMVM has an expense ratio of 0.22%, 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.
Return for Risk
Risk / Return Rank
*Broad Cap - 257.87 - 25 25 20 20 10 QQQ IWY XMMO WTV XMVM ranks 45 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 0.88 | +0.21 |
Sortino ratioReturn per unit of downside risk | 1.66 | 1.37 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.21 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 1.39 | +0.40 |
Martin ratioReturn relative to average drawdown | 9.01 | 6.43 | +2.57 |
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 | |
|---|---|---|---|---|---|---|
IWY iShares Russell Top 200 Growth ETF | 38 | 0.79 | 1.29 | 1.18 | 1.12 | 3.67 |
XMMO Invesco S&P MidCap Momentum ETF | 71 | 1.25 | 1.80 | 1.25 | 2.29 | 10.83 |
WTV WisdomTree US Value ETF | 45 | 0.88 | 1.34 | 1.20 | 1.29 | 5.55 |
XMVM Invesco S&P MidCap Value with Momentum ETF | 64 | 1.19 | 1.76 | 1.24 | 1.94 | 7.11 |
QQQ Invesco QQQ ETF | 59 | 1.04 | 1.62 | 1.23 | 1.93 | 7.00 |
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Dividends
Dividend yield
*Broad Cap - 257.87 - 25 25 20 20 10 QQQ IWY XMMO WTV XMVM provided a 0.92% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.92% | 0.89% | 0.76% | 0.97% | 1.30% | 0.73% | 0.90% | 1.03% | 1.27% | 0.87% | 0.91% | 1.03% |
| Portfolio components: | ||||||||||||
IWY iShares Russell Top 200 Growth ETF | 0.39% | 0.36% | 0.42% | 0.68% | 0.88% | 0.50% | 0.71% | 1.06% | 1.32% | 1.26% | 1.51% | 1.58% |
XMMO Invesco S&P MidCap Momentum ETF | 0.70% | 0.78% | 0.34% | 0.80% | 1.43% | 0.41% | 0.61% | 0.60% | 0.19% | 0.21% | 0.22% | 0.64% |
WTV WisdomTree US Value ETF | 1.79% | 1.59% | 1.54% | 1.62% | 2.08% | 1.55% | 1.63% | 1.44% | 1.94% | 0.41% | 0.00% | 0.00% |
XMVM Invesco S&P MidCap Value with Momentum ETF | 2.05% | 2.07% | 1.43% | 1.57% | 1.76% | 1.10% | 1.37% | 1.73% | 2.87% | 2.22% | 2.27% | 2.58% |
QQQ Invesco QQQ ETF | 0.48% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
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 *Broad Cap - 257.87 - 25 25 20 20 10 QQQ IWY XMMO WTV XMVM . 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 *Broad Cap - 257.87 - 25 25 20 20 10 QQQ IWY XMMO WTV XMVM was 34.46%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.
The current *Broad Cap - 257.87 - 25 25 20 20 10 QQQ IWY XMMO WTV XMVM drawdown is 4.10%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.46% | Feb 20, 2020 | 23 | Mar 23, 2020 | 84 | Jul 22, 2020 | 107 |
| -26.58% | Nov 19, 2021 | 217 | Sep 30, 2022 | 299 | Dec 8, 2023 | 516 |
| -21.45% | Aug 30, 2018 | 80 | Dec 24, 2018 | 66 | Apr 1, 2019 | 146 |
| -21.04% | Dec 5, 2024 | 84 | Apr 8, 2025 | 55 | Jun 27, 2025 | 139 |
| -10.32% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
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 4.65, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | XMVM | WTV | XMMO | IWY | QQQ | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.73 | 0.80 | 0.81 | 0.93 | 0.92 | 0.97 |
| XMVM | 0.73 | 1.00 | 0.89 | 0.76 | 0.54 | 0.55 | 0.77 |
| WTV | 0.80 | 0.89 | 1.00 | 0.77 | 0.62 | 0.62 | 0.83 |
| XMMO | 0.81 | 0.76 | 0.77 | 1.00 | 0.72 | 0.73 | 0.90 |
| IWY | 0.93 | 0.54 | 0.62 | 0.72 | 1.00 | 0.98 | 0.92 |
| QQQ | 0.92 | 0.55 | 0.62 | 0.73 | 0.98 | 1.00 | 0.92 |
| Portfolio | 0.97 | 0.77 | 0.83 | 0.90 | 0.92 | 0.92 | 1.00 |