*Broad Cap - 257.87 - 25 25 20 20 10 QQQ IWY XMMO WTV XMVM

Asset Allocation

Position	Category/Sector	Target Weight
IWY iShares Russell Top 200 Growth ETF	Large Cap Growth Equities	25%
QQQ Invesco QQQ ETF	Nasdaq-100	25%
XMMO Invesco S&P MidCap Momentum ETF	Momentum, Mid Cap Growth Equities	20%
WTV WisdomTree US Value ETF	Large Cap Value Equities	20%
XMVM Invesco S&P MidCap Value with Momentum ETF	Momentum, Mid Cap Value Equities	10%

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 *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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Returns By Period

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 *Broad Cap - 257.87 - 25 25 20 20 10 QQQ IWY XMMO WTV XMVM	0.53%	0.45%	12.39%	12.12%	28.80%	25.38%	15.34%	—
Portfolio components:
IWY iShares Russell Top 200 Growth ETF	0.17%	-0.43%	4.27%	3.32%	22.42%	24.39%	15.70%	19.28%
QQQ Invesco QQQ ETF	1.56%	0.68%	16.71%	15.00%	35.78%	27.15%	16.98%	21.59%
WTV WisdomTree US Value ETF	-0.07%	2.03%	10.20%	11.41%	22.91%	21.62%	13.07%	—
XMMO Invesco S&P MidCap Momentum ETF	0.46%	-0.10%	19.66%	19.51%	31.14%	29.91%	15.72%	19.50%
XMVM Invesco S&P MidCap Value with Momentum ETF	-0.14%	0.26%	8.91%	10.75%	29.98%	18.05%	9.99%	11.84%

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

Monthly Returns

Based on dividend-adjusted daily data since Dec 15, 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 +1.49%. At this rate, an investment would double in approximately 3.9 years.

Historically, 69% of months were positive and 31% 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%	10.62%	6.43%	-2.23%							12.39%
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 3.79%, beta of 1.06, and R2 of 0.96 versus S&P 500 Index. Calculated based on daily prices since December 15, 2017.

This portfolio captured 116.82% of S&P 500 Index gains but only 98.76% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 3.79% 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: 3.79%

Beta: 1.06

R²: 0.96

Upside Capture: 116.82%

Downside Capture: 98.76%

Expense Ratio

*Broad Cap - 257.87 - 25 25 20 20 10 QQQ IWY XMMO WTV XMVM has an expense ratio of 0.23%, 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.

XMVM

Invesco S&P MidCap Value with Momentum ETF

XMMO

Invesco S&P MidCap Momentum ETF

IWY

iShares Russell Top 200 Growth ETF

QQQ

Invesco QQQ ETF

WTV

WisdomTree US Value ETF

Return for Risk

Risk / Return Rank

*Broad Cap - 257.87 - 25 25 20 20 10 QQQ IWY XMMO WTV XMVM ranks 63 for risk / return — better than 63% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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 *Broad Cap - 257.87 - 25 25 20 20 10 QQQ IWY XMMO WTV XMVM and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.14	1.94	+0.21
Sortino ratioReturn per unit of downside risk	2.90	2.63	+0.27
Omega ratioGain probability vs. loss probability	1.38	1.35	+0.03
Calmar ratioReturn relative to maximum drawdown	3.67	2.59	+1.08
Martin ratioReturn relative to average drawdown	16.59	11.84	+4.74
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
IWY iShares Russell Top 200 Growth ETF	39	1.42	1.95	1.25	1.35	4.40
QQQ Invesco QQQ ETF	69	2.15	2.77	1.38	3.00	11.43
WTV WisdomTree US Value ETF	67	1.95	2.86	1.35	3.22	10.49
XMMO Invesco S&P MidCap Momentum ETF	64	1.63	2.29	1.29	3.75	15.23
XMVM Invesco S&P MidCap Value with Momentum ETF	67	1.97	2.84	1.35	3.28	10.13

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.

*Broad Cap - 257.87 - 25 25 20 20 10 QQQ IWY XMMO WTV XMVM Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 2.14
5-Year: 0.81
All Time: 0.85

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 1.60 to 2.46, 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 *Broad Cap - 257.87 - 25 25 20 20 10 QQQ IWY XMMO WTV XMVM 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

*Broad Cap - 257.87 - 25 25 20 20 10 QQQ IWY XMMO WTV XMVM provided a 0.83% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.83%	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	0.34%	0.36%	0.42%	0.68%	0.88%	0.50%	0.71%	1.06%	1.32%	1.26%	1.51%	1.58%
QQQ Invesco QQQ ETF	0.39%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
WTV WisdomTree US Value ETF	1.65%	1.59%	1.54%	1.62%	2.08%	1.55%	1.63%	1.44%	1.94%	0.41%	0.00%	0.00%
XMMO Invesco S&P MidCap Momentum ETF	0.62%	0.78%	0.34%	0.80%	1.43%	0.41%	0.61%	0.60%	0.19%	0.21%	0.22%	0.64%
XMVM Invesco S&P MidCap Value with Momentum ETF	1.94%	2.07%	1.43%	1.57%	1.76%	1.10%	1.37%	1.73%	2.87%	2.22%	2.27%	2.58%

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 2.89%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-34.46%Mar 2020	1mo 2d	4mo 1d	5mo 3dFeb 2020 - Jul 2020
Bear market2022	-26.58%Sep 2022	10mo 15d	1y 2mo	2y 19dNov 2021 - Dec 2023
Rate-hike selloffLate 2018	-21.45%Dec 2018	3mo 26d	3mo 8d	7mo 4dAug 2018 - Apr 2019
2025 selloff2025	-21.04%Apr 2025	4mo 4d	2mo 20d	6mo 24dDec 2024 - Jun 2025
2020 correction2020	-10.32%Sep 2020	20d	19d	1mo 9dSep 2020 - Oct 2020

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. 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	All Time
Diversification Ratio	1.18	1.11	1.09	1.09

The portfolio has a diversification ratio of 1.09, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

*Broad Cap - 257.87 - 25 25 20 20 10 QQQ IWY XMMO WTV XMVM correlation to the S&P 500 Index

*Broad Cap - 257.87 - 25 25 20 20 10 QQQ IWY XMMO WTV XMVM has a 0.96 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	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (5Y) Calculated over the trailing 5-year period	0.97
Correlation (All Time) Calculated using the full available price history since Dec 15, 2017	0.97

Benchmark Correlations

Correlation vs. S&P 500 Index. IWY has the highest benchmark correlation at 0.93, while XMVM has the lowest at 0.72.

0.72

0.80

0.81

0.92

0.93

Portfolio Correlations

Correlation vs. *Broad Cap - 257.87 - 25 25 20 20 10 QQQ IWY XMMO WTV XMVM . QQQ has the highest portfolio correlation at 0.92, while XMVM has the lowest at 0.77.

0.77

0.83

0.89

0.91

0.92

Asset Correlations Table

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

	XMVM	WTV	XMMO	IWY	QQQ
XMVM	1.00	0.89	0.75	0.54	0.54
WTV	0.89	1.00	0.76	0.62	0.62
XMMO	0.75	0.76	1.00	0.72	0.73
IWY	0.54	0.62	0.72	1.00	0.98
QQQ	0.54	0.62	0.73	0.98	1.00

The correlation results are calculated based on daily price changes starting from Dec 15, 2017

Diversification Analysis

Find what *Broad Cap - 257.87 - 25 25 20 20 10 QQQ IWY XMMO WTV XMVM is missing

See which holdings overlap, where *Broad Cap - 257.87 - 25 25 20 20 10 QQQ IWY XMMO WTV XMVM is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification