ckbestd&g

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

ckbestd&g

Currency in USD · Last updated May 20, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AMZA InfraCap MLP ETF	MLPs, Actively Managed	9.09%
FDL First Trust Morningstar Dividend Leaders Index Fund	Large Cap Value Equities, Dividend	9.09%
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF	Financials Equities	9.09%
IGM iShares Expanded Tech Sector ETF	Technology Equities	9.09%
IYW iShares U.S. Technology ETF	Technology Equities	9.09%
KBWB Invesco KBW Bank ETF	Financials Equities	9.09%
LVHI Legg Mason International Low Volatility High Dividend ETF	Volatility Hedged Equity, Dividend	9.09%
SCHG Schwab U.S. Large-Cap Growth ETF	Large Cap Growth Equities	9.09%
SHLD Global X Defense Tech ETF	Technology Equities	9.09%
SPMO Invesco S&P 500® Momentum ETF	Large Cap Growth Equities	9.09%
VYM Vanguard High Dividend Yield ETF	Dividend, Large Cap Value Equities	9.09%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Sep 13, 2023, corresponding to the inception date of SHLD

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	1.39%	12.89%	1.19%	12.45%	14.95%	10.86%
ckbestd&g	8.79%	13.43%	7.82%	24.17%	N/A	N/A
Portfolio components:
IGM iShares Expanded Tech Sector ETF	1.40%	21.67%	4.47%	17.95%	19.15%	19.71%
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF	9.03%	18.53%	4.99%	32.68%	24.03%	15.53%
FDL First Trust Morningstar Dividend Leaders Index Fund	5.64%	5.29%	2.26%	13.63%	16.49%	10.24%
IYW iShares U.S. Technology ETF	0.26%	21.72%	2.44%	16.08%	21.11%	20.05%
LVHI Legg Mason International Low Volatility High Dividend ETF	8.82%	7.09%	9.14%	13.10%	16.00%	N/A
AMZA InfraCap MLP ETF	4.54%	2.79%	3.51%	16.90%	28.82%	-1.92%
SPMO Invesco S&P 500® Momentum ETF	10.99%	19.25%	12.47%	31.06%	21.78%	N/A
KBWB Invesco KBW Bank ETF	3.49%	18.38%	-1.79%	25.03%	16.89%	8.22%
SHLD Global X Defense Tech ETF	46.81%	8.56%	41.48%	63.80%	N/A	N/A
VYM Vanguard High Dividend Yield ETF	2.73%	7.75%	0.54%	10.36%	14.44%	9.76%
SCHG Schwab U.S. Large-Cap Growth ETF	-0.36%	17.10%	2.58%	17.63%	18.84%	15.85%

*Annualized

Monthly Returns

The table below presents the monthly returns of ckbestd&g, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	4.82%	0.33%	-3.72%	-0.50%	7.98%								8.79%
2024	1.93%	5.63%	4.75%	-3.69%	4.66%	3.00%	2.85%	2.27%	1.11%	0.56%	8.43%	-3.65%	30.84%
2023									-2.63%	-1.81%	9.86%	5.29%	10.59%

Expense Ratio

ckbestd&g 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.

AMZA

InfraCap MLP ETF

SHLD

Global X Defense Tech ETF

IGM

iShares Expanded Tech Sector ETF

FDL

First Trust Morningstar Dividend Leaders Index Fund

IYW

iShares U.S. Technology ETF

IAI

iShares U.S. Broker-Dealers & Securities Exchanges ETF

LVHI

Legg Mason International Low Volatility High Dividend ETF

KBWB

Invesco KBW Bank ETF

SPMO

Invesco S&P 500® Momentum ETF

VYM

Vanguard High Dividend Yield ETF

SCHG

Schwab U.S. Large-Cap Growth ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 83, ckbestd&g is among the top 17% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
IGM iShares Expanded Tech Sector ETF	0.62	1.01	1.14	0.66	2.12
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF	1.34	1.92	1.28	1.44	5.22
FDL First Trust Morningstar Dividend Leaders Index Fund	0.90	1.31	1.18	1.14	3.84
IYW iShares U.S. Technology ETF	0.54	0.91	1.13	0.59	1.85
LVHI Legg Mason International Low Volatility High Dividend ETF	0.96	1.37	1.21	1.14	5.69
AMZA InfraCap MLP ETF	0.66	0.99	1.14	0.92	2.83
SPMO Invesco S&P 500® Momentum ETF	1.26	1.75	1.25	1.50	5.41
KBWB Invesco KBW Bank ETF	0.88	1.35	1.19	0.97	3.11
SHLD Global X Defense Tech ETF	2.93	3.85	1.57	5.89	17.24
VYM Vanguard High Dividend Yield ETF	0.65	1.03	1.14	0.73	2.84
SCHG Schwab U.S. Large-Cap Growth ETF	0.70	1.11	1.15	0.74	2.45

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.

ckbestd&g Sharpe ratios as of May 20, 2025 (values are recalculated daily):

1-Year: 1.26
All Time: 1.86

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 0.56 to 1.06, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of ckbestd&g compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

ckbestd&g provided a 2.27% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	2.27%	2.30%	3.06%	2.76%	2.42%	3.69%	3.66%	5.49%	3.45%	3.04%	2.85%	1.08%
Portfolio components:
IGM iShares Expanded Tech Sector ETF	0.23%	0.22%	0.52%	0.53%	0.16%	0.32%	0.50%	0.57%	0.57%	0.90%	0.79%	0.88%
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF	1.04%	1.05%	1.80%	2.14%	1.31%	1.55%	1.52%	1.58%	1.37%	1.48%	1.31%	1.13%
FDL First Trust Morningstar Dividend Leaders Index Fund	4.79%	4.96%	4.58%	3.57%	4.59%	4.48%	3.75%	3.97%	3.18%	2.94%	3.65%	3.35%
IYW iShares U.S. Technology ETF	0.21%	0.21%	0.53%	0.50%	0.31%	0.56%	0.72%	0.91%	0.82%	1.13%	1.12%	1.13%
LVHI Legg Mason International Low Volatility High Dividend ETF	4.84%	4.95%	8.12%	7.74%	4.13%	3.97%	6.67%	10.67%	1.97%	1.16%	0.00%	0.00%
AMZA InfraCap MLP ETF	7.43%	7.29%	9.40%	7.65%	10.24%	22.13%	19.47%	34.46%	24.16%	18.36%	18.21%	0.00%
SPMO Invesco S&P 500® Momentum ETF	0.48%	0.48%	1.63%	1.66%	0.52%	1.27%	1.39%	1.05%	0.77%	1.94%	0.36%	0.00%
KBWB Invesco KBW Bank ETF	2.37%	2.46%	3.20%	3.05%	2.13%	2.63%	2.38%	2.54%	1.35%	1.53%	1.53%	1.52%
SHLD Global X Defense Tech ETF	0.36%	0.53%	0.26%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VYM Vanguard High Dividend Yield ETF	2.83%	2.74%	3.12%	3.01%	2.76%	3.18%	3.03%	3.40%	2.80%	2.91%	3.22%	2.78%
SCHG Schwab U.S. Large-Cap Growth ETF	0.41%	0.40%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%	1.09%

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 ckbestd&g. 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 ckbestd&g was 17.43%, occurring on Apr 8, 2025. Recovery took 27 trading sessions.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-17.43%	Feb 19, 2025	35	Apr 8, 2025	27	May 16, 2025	62
-8.1%	Jul 17, 2024	14	Aug 5, 2024	19	Aug 30, 2024	33
-7.18%	Sep 15, 2023	31	Oct 27, 2023	12	Nov 14, 2023	43
-5.01%	Dec 9, 2024	9	Dec 19, 2024	19	Jan 21, 2025	28
-4.57%	Apr 1, 2024	15	Apr 19, 2024	15	May 10, 2024	30

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 11 assets, with an effective number of assets of 11.00, 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.

	^GSPC	AMZA	SHLD	FDL	LVHI	KBWB	IYW	IGM	SCHG	IAI	SPMO	VYM	Portfolio
^GSPC	1.00	0.37	0.52	0.48	0.52	0.58	0.90	0.90	0.93	0.73	0.91	0.75	0.93
AMZA	0.37	1.00	0.34	0.51	0.45	0.45	0.22	0.24	0.24	0.44	0.31	0.53	0.56
SHLD	0.52	0.34	1.00	0.40	0.48	0.46	0.37	0.39	0.41	0.54	0.48	0.56	0.63
FDL	0.48	0.51	0.40	1.00	0.61	0.73	0.18	0.20	0.22	0.58	0.29	0.85	0.61
LVHI	0.52	0.45	0.48	0.61	1.00	0.54	0.34	0.35	0.36	0.52	0.41	0.65	0.63
KBWB	0.58	0.45	0.46	0.73	0.54	1.00	0.37	0.39	0.40	0.80	0.47	0.78	0.73
IYW	0.90	0.22	0.37	0.18	0.34	0.37	1.00	0.98	0.97	0.55	0.90	0.47	0.79
IGM	0.90	0.24	0.39	0.20	0.35	0.39	0.98	1.00	0.96	0.57	0.92	0.49	0.81
SCHG	0.93	0.24	0.41	0.22	0.36	0.40	0.97	0.96	1.00	0.60	0.93	0.51	0.82
IAI	0.73	0.44	0.54	0.58	0.52	0.80	0.55	0.57	0.60	1.00	0.65	0.74	0.83
SPMO	0.91	0.31	0.48	0.29	0.41	0.47	0.90	0.92	0.93	0.65	1.00	0.59	0.86
VYM	0.75	0.53	0.56	0.85	0.65	0.78	0.47	0.49	0.51	0.74	0.59	1.00	0.83
Portfolio	0.93	0.56	0.63	0.61	0.63	0.73	0.79	0.81	0.82	0.83	0.86	0.83	1.00

The correlation results are calculated based on daily price changes starting from Sep 14, 2023

Performance Analysis

Risk Analysis

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ckbestd&g

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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