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Portfolio 9 Dec 24
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Portfolio 9 Dec 24

Last updated Apr 21, 2025

Asset Allocation

PTF 7%MAGS 7%ESPO 7%FCLD 7%FNGS 7%KCE 7%IAI 7%AIRR 7%WUGI 7%FBCG 7%XMMO 7%SPMO 7%QUBT 1%RCAT 1%APP 1%QBTS 1%RGTI 1%SMR 1%RKLB 1%SOUN 1%IONQ 1%QQH 7%EquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorTarget Weight
AIRR
First Trust RBA American Industrial Renaissance ETF		Building & Construction
7%
APP
AppLovin Corporation		Technology
1%
ESPO
VanEck Vectors Video Gaming and eSports ETF		Large Cap Growth Equities, Technology Equities, Gaming
7%
FBCG
Fidelity Blue Chip Growth ETF		Large Cap Growth Equities, Actively Managed
7%
FCLD
Fidelity Cloud Computing ETF		Technology Equities, Cloud Computing
7%
FNGS
MicroSectors FANG+ ETN		Large Cap Growth Equities
7%
IAI
iShares U.S. Broker-Dealers & Securities Exchanges ETF		Financials Equities
7%
IONQ
IonQ, Inc.		Technology
1%
KCE
SPDR S&P Capital Markets ETF		Financials Equities
7%
MAGS
Roundhill Magnificent Seven ETF		Technology Equities
7%
PTF
Invesco DWA Technology Momentum ETF		Technology Equities
7%
QBTS
DPCM Capital Inc		Technology
1%
QQH
HCM Defender 100 Index ETF		Technology Equities
7%
QUBT
Quantum Computing, Inc.		Technology
1%
RCAT
Red Cat Holdings, Inc.		Technology
1%
RGTI
Rigetti Computing Inc		Technology
1%
RKLB
Rocket Lab USA, Inc.		Industrials
1%
SMR
Nuscale Power Corp		Industrials
1%
SOUN
SoundHound AI Inc		Technology
1%
SPMO
7%
WUGI
7%
XMMO
7%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Portfolio 9 Dec 24, 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.

50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
103.85%
28.57%
Portfolio 9 Dec 24
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 11, 2023, corresponding to the inception date of MAGS

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-10.18%-6.79%-9.92%6.35%14.12%9.63%
Portfolio 9 Dec 24-25.22%-10.00%13.18%48.06%N/AN/A
Portfolio components:
PTF
Invesco DWA Technology Momentum ETF		-24.07%-11.38%-16.59%7.77%17.83%14.82%
MAGS
Roundhill Magnificent Seven ETF		-21.94%-10.21%-9.66%17.14%N/AN/A
ESPO
VanEck Vectors Video Gaming and eSports ETF		6.21%-1.30%20.68%53.22%17.81%N/A
FCLD
Fidelity Cloud Computing ETF		-18.58%-10.98%-11.95%-2.02%N/AN/A
FNGS
MicroSectors FANG+ ETN		-16.16%-7.36%-6.37%19.84%27.01%N/A
KCE
SPDR S&P Capital Markets ETF		-14.64%-8.71%-12.94%13.24%22.18%11.14%
IAI
iShares U.S. Broker-Dealers & Securities Exchanges ETF		-8.01%-6.96%-4.00%20.45%21.20%13.79%
AIRR
First Trust RBA American Industrial Renaissance ETF		-12.67%-3.37%-12.81%8.69%28.08%13.88%
WUGI
-16.25%-12.32%-13.66%12.46%N/AN/A
FBCG
Fidelity Blue Chip Growth ETF		-19.24%-10.11%-14.97%4.63%N/AN/A
XMMO
-11.00%-4.38%-11.85%3.39%N/AN/A
SPMO
-6.93%-6.15%-5.81%18.63%N/AN/A
QQH
HCM Defender 100 Index ETF		-18.59%-9.10%-14.28%6.70%17.77%N/A
QUBT
Quantum Computing, Inc.		-61.27%-13.26%596.74%793.01%31.65%N/A
RCAT
Red Cat Holdings, Inc.		-60.08%-5.35%62.86%358.04%42.11%N/A
APP
AppLovin Corporation		-26.44%-24.14%64.04%256.62%N/AN/A
QBTS
DPCM Capital Inc		-23.57%-23.21%448.72%303.77%N/AN/A
RGTI
Rigetti Computing Inc		-45.48%-8.27%649.55%656.36%N/AN/A
SMR
Nuscale Power Corp		-18.52%-19.42%-19.77%201.24%N/AN/A
RKLB
Rocket Lab USA, Inc.		-22.50%4.22%82.61%456.06%N/AN/A
SOUN
SoundHound AI Inc		-60.58%-20.69%42.18%120.28%N/AN/A
IONQ
IonQ, Inc.		-38.38%15.63%93.53%263.05%N/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of Portfolio 9 Dec 24, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-3.01%-12.33%-7.25%-5.18%-25.22%
20241.05%13.42%2.95%-5.14%6.29%4.11%1.41%1.61%4.83%4.67%31.64%15.98%113.78%
2023-0.67%9.21%9.64%6.97%-4.42%-6.56%-5.76%11.40%6.89%27.51%

Expense Ratio

Portfolio 9 Dec 24 has an expense ratio of 0.48%, 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.

QQH
HCM Defender 100 Index ETF
Expense ratio chart for QQH: current value is 1.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQH: 1.14%
AIRR
First Trust RBA American Industrial Renaissance ETF
Expense ratio chart for AIRR: current value is 0.70%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AIRR: 0.70%
PTF
Invesco DWA Technology Momentum ETF
Expense ratio chart for PTF: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PTF: 0.60%
FBCG
Fidelity Blue Chip Growth ETF
Expense ratio chart for FBCG: current value is 0.59%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FBCG: 0.59%
FNGS
MicroSectors FANG+ ETN
Expense ratio chart for FNGS: current value is 0.58%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FNGS: 0.58%
ESPO
VanEck Vectors Video Gaming and eSports ETF
Expense ratio chart for ESPO: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ESPO: 0.55%
IAI
iShares U.S. Broker-Dealers & Securities Exchanges ETF
Expense ratio chart for IAI: current value is 0.41%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IAI: 0.41%
FCLD
Fidelity Cloud Computing ETF
Expense ratio chart for FCLD: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FCLD: 0.39%
KCE
SPDR S&P Capital Markets ETF
Expense ratio chart for KCE: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
KCE: 0.35%
MAGS
Roundhill Magnificent Seven ETF
Expense ratio chart for MAGS: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MAGS: 0.29%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 97, Portfolio 9 Dec 24 is among the top 3% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Portfolio 9 Dec 24 is 9797
Overall Rank
The Sharpe Ratio Rank of Portfolio 9 Dec 24 is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of Portfolio 9 Dec 24 is 9696
Sortino Ratio Rank
The Omega Ratio Rank of Portfolio 9 Dec 24 is 9797
Omega Ratio Rank
The Calmar Ratio Rank of Portfolio 9 Dec 24 is 9797
Calmar Ratio Rank
The Martin Ratio Rank of Portfolio 9 Dec 24 is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Sharpe ratio
The chart of Sharpe ratio for Portfolio, currently valued at 1.05, compared to the broader market-4.00-2.000.002.00
Portfolio: 1.05
^GSPC: 0.24
The chart of Sortino ratio for Portfolio, currently valued at 1.59, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 1.59
^GSPC: 0.47
The chart of Omega ratio for Portfolio, currently valued at 1.22, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.22
^GSPC: 1.07
The chart of Calmar ratio for Portfolio, currently valued at 1.22, compared to the broader market0.002.004.006.00
Portfolio: 1.22
^GSPC: 0.24
The chart of Martin ratio for Portfolio, currently valued at 3.70, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 3.70
^GSPC: 1.08
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
PTF
Invesco DWA Technology Momentum ETF		0.020.311.040.030.08
MAGS
Roundhill Magnificent Seven ETF		0.350.711.090.381.20
ESPO
VanEck Vectors Video Gaming and eSports ETF		2.062.781.352.9710.49
FCLD
Fidelity Cloud Computing ETF		-0.17-0.031.00-0.15-0.56
FNGS
MicroSectors FANG+ ETN		0.410.771.100.491.52
KCE
SPDR S&P Capital Markets ETF		0.550.911.130.532.07
IAI
iShares U.S. Broker-Dealers & Securities Exchanges ETF		0.911.371.200.943.84
AIRR
First Trust RBA American Industrial Renaissance ETF		0.270.591.070.270.81
WUGI
0.150.431.060.170.60
FBCG
Fidelity Blue Chip Growth ETF		0.000.211.030.000.02
XMMO
0.050.241.030.050.17
SPMO
0.560.931.130.682.67
QQH
HCM Defender 100 Index ETF		0.150.361.050.150.41
QUBT
Quantum Computing, Inc.		3.324.101.578.7317.83
RCAT
Red Cat Holdings, Inc.		2.613.051.365.4211.63
APP
AppLovin Corporation		2.503.001.434.0211.91
QBTS
DPCM Capital Inc		1.702.961.373.748.06
RGTI
Rigetti Computing Inc		3.293.661.477.4516.70
SMR
Nuscale Power Corp		1.612.511.283.336.50
RKLB
Rocket Lab USA, Inc.		5.124.511.538.2326.31
SOUN
SoundHound AI Inc		0.801.971.231.322.87
IONQ
IonQ, Inc.		2.012.691.343.629.30

The current Portfolio 9 Dec 24 Sharpe ratio is 2.22. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.22 to 0.77, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Portfolio 9 Dec 24 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
1.05
0.24
Portfolio 9 Dec 24
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Portfolio 9 Dec 24 provided a 0.82% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.82%0.66%0.57%0.63%0.51%0.41%0.45%0.42%0.32%0.44%0.36%0.35%
Portfolio components:
PTF
Invesco DWA Technology Momentum ETF		0.27%0.00%0.07%0.00%0.00%0.00%0.00%0.08%0.04%0.26%0.00%0.68%
MAGS
Roundhill Magnificent Seven ETF		1.04%0.81%0.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ESPO
VanEck Vectors Video Gaming and eSports ETF		0.41%0.44%0.96%0.91%3.37%0.12%0.22%0.04%0.00%0.00%0.00%0.00%
FCLD
Fidelity Cloud Computing ETF		0.13%0.13%0.17%0.26%0.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FNGS
MicroSectors FANG+ ETN		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KCE
SPDR S&P Capital Markets ETF		1.86%1.56%1.82%2.42%1.53%2.20%2.32%2.67%1.95%2.30%2.43%1.59%
IAI
iShares U.S. Broker-Dealers & Securities Exchanges ETF		1.23%1.05%1.80%2.14%1.31%1.55%1.52%1.58%1.37%1.48%1.31%1.13%
AIRR
First Trust RBA American Industrial Renaissance ETF		0.31%0.18%0.23%0.12%0.05%0.10%0.20%0.43%0.30%0.08%0.47%0.37%
WUGI
4.89%4.09%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FBCG
Fidelity Blue Chip Growth ETF		0.15%0.12%0.02%0.00%0.00%0.01%0.00%0.00%0.00%0.00%0.00%0.00%
XMMO
0.56%0.34%0.80%1.43%0.41%0.61%0.60%0.19%0.21%0.22%0.64%1.24%
SPMO
0.58%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%0.00%
QQH
HCM Defender 100 Index ETF		0.29%0.24%0.27%0.00%0.00%0.00%0.21%0.00%0.00%0.00%0.00%0.00%
QUBT
Quantum Computing, 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%
RCAT
Red Cat Holdings, 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%
APP
AppLovin Corporation		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QBTS
DPCM Capital 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%
RGTI
Rigetti Computing 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%
SMR
Nuscale Power Corp		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RKLB
Rocket Lab USA, 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%
SOUN
SoundHound AI 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%
IONQ
IonQ, 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%

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.

-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-31.07%
-14.02%
Portfolio 9 Dec 24
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Portfolio 9 Dec 24. 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 Portfolio 9 Dec 24 was 34.83%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Portfolio 9 Dec 24 drawdown is 20.03%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.83%Jan 7, 202563Apr 8, 2025———
-18.49%Aug 2, 202362Oct 27, 202357Jan 22, 2024119
-13.57%Jul 17, 202414Aug 5, 202432Sep 19, 202446
-8.93%Mar 22, 202420Apr 19, 202417May 14, 202437
-8.11%Dec 18, 20242Dec 19, 20243Dec 24, 20245

Volatility

Volatility Chart

The current Portfolio 9 Dec 24 volatility is 19.43%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
19.43%
13.60%
Portfolio 9 Dec 24
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
RCATQUBTSMRQBTSSOUNAPPRGTIRKLBIONQIAIAIRRKCEMAGSESPOSPMOXMMOFNGSWUGIQQHFCLDFBCGPTF
RCAT1.000.200.200.180.180.140.200.200.210.200.170.220.130.160.140.180.180.120.170.210.150.19
QUBT0.201.000.320.530.400.300.560.360.480.250.280.290.290.370.280.320.340.330.320.400.340.43
SMR0.200.321.000.350.350.290.350.470.400.390.460.410.260.360.390.410.290.320.310.420.360.44
QBTS0.180.530.351.000.410.250.640.420.480.300.320.340.320.380.290.340.350.380.360.390.380.43
SOUN0.180.400.350.411.000.350.450.480.490.400.450.440.350.470.380.450.390.440.420.520.460.53
APP0.140.300.290.250.351.000.340.350.440.360.380.400.530.540.490.450.540.510.530.530.590.58
RGTI0.200.560.350.640.450.341.000.440.610.330.370.370.380.440.330.380.420.450.420.480.430.51
RKLB0.200.360.470.420.480.350.441.000.550.450.520.510.400.460.420.490.440.450.460.560.480.55
IONQ0.210.480.400.480.490.440.610.551.000.380.450.430.420.450.400.430.470.450.440.530.470.58
IAI0.200.250.390.300.400.360.330.450.381.000.730.920.420.530.610.760.450.460.510.600.550.58
AIRR0.170.280.460.320.450.380.370.520.450.731.000.800.420.540.650.860.450.490.530.620.580.66
KCE0.220.290.410.340.440.400.370.510.430.920.801.000.450.600.610.830.490.520.560.660.600.64
MAGS0.130.290.260.320.350.530.380.400.420.420.420.451.000.630.690.520.910.810.900.680.890.70
ESPO0.160.370.360.380.470.540.440.460.450.530.540.600.631.000.590.620.670.730.700.700.750.69
SPMO0.140.280.390.290.380.490.330.420.400.610.650.610.690.591.000.750.710.710.760.650.810.72
XMMO0.180.320.410.340.450.450.380.490.430.760.860.830.520.620.751.000.550.600.630.720.690.74
FNGS0.180.340.290.350.390.540.420.440.470.450.450.490.910.670.710.551.000.870.910.740.900.77
WUGI0.120.330.320.380.440.510.450.450.450.460.490.520.810.730.710.600.871.000.860.780.900.81
QQH0.170.320.310.360.420.530.420.460.440.510.530.560.900.700.760.630.910.861.000.760.930.80
FCLD0.210.400.420.390.520.530.480.560.530.600.620.660.680.700.650.720.740.780.761.000.780.83
FBCG0.150.340.360.380.460.590.430.480.470.550.580.600.890.750.810.690.900.900.930.781.000.83
PTF0.190.430.440.430.530.580.510.550.580.580.660.640.700.690.720.740.770.810.800.830.831.00
The correlation results are calculated based on daily price changes starting from Apr 12, 2023
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DrawdownsExpected ShortfallUlcer IndexValue at RiskClose-to-Close VolatilityParkinson VolatilityGarman Klass VolatilityRogers-Satchell VolatilityYang Zhang Volatility

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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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