ckbestd&g

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	Momentum, S&P 500	9.09%
VYM Vanguard High Dividend Yield ETF	Dividend	9.09%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ckbestd&g, 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 Sep 13, 2023, corresponding to the inception date of SHLD

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	1.18%	5.05%	1.78%	4.86%	28.88%	18.97%	10.81%	12.85%
Portfolio ckbestd&g	0.65%	5.72%	7.20%	10.73%	40.31%	—	—	—
Portfolio components:
IGM iShares Expanded Tech Sector ETF	1.76%	8.87%	2.85%	5.22%	51.47%	33.60%	15.79%	22.32%
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF	1.40%	8.89%	-1.66%	2.50%	33.28%	26.05%	14.66%	18.65%
FDL First Trust Morningstar Dividend Leaders Index Fund	-0.62%	-0.17%	12.49%	17.67%	28.69%	16.21%	13.20%	11.34%
IYW iShares U.S. Technology ETF	1.97%	7.83%	1.11%	3.71%	47.91%	30.23%	16.60%	22.96%
LVHI Legg Mason International Low Volatility High Dividend ETF	-0.29%	3.55%	12.26%	20.38%	43.98%	21.34%	16.58%	—
AMZA InfraCap MLP ETF	-0.67%	-0.67%	15.60%	20.54%	16.99%	20.36%	22.35%	6.64%
SPMO Invesco S&P 500 Momentum ETF	1.65%	9.32%	6.44%	5.61%	41.62%	32.16%	18.60%	18.63%
KBWB Invesco KBW Bank ETF	-0.08%	13.71%	2.31%	13.53%	55.33%	30.02%	9.38%	12.43%
SHLD Global X Defense Tech ETF	-0.25%	-1.69%	14.72%	9.50%	48.99%	—	—	—
VYM Vanguard High Dividend Yield ETF	-0.05%	3.77%	7.32%	10.33%	28.38%	15.92%	11.49%	11.57%

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

Monthly Returns

Based on dividend-adjusted daily data since Sep 14, 2023, ckbestd&g's average daily return is +0.11%, while the average monthly return is +2.19%. At this rate, an investment would double in approximately 2.7 years.

Historically, 78% of months were positive and 22% were negative. The best month was Nov 2023 with a return of +9.9%, while the worst month was Dec 2024 at -3.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 2 months.

On a daily basis, ckbestd&g closed higher 59% of trading days. The best single day was Apr 9, 2025 with a return of +8.8%, while the worst single day was Apr 4, 2025 at -6.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.91%	0.29%	-2.86%	5.89%									7.20%
2025	4.82%	0.33%	-3.72%	-0.50%	7.36%	6.19%	2.58%	1.92%	3.23%	0.86%	0.02%	1.18%	26.51%
2024	1.93%	5.63%	4.75%	-3.69%	4.66%	3.00%	2.85%	2.27%	1.11%	0.56%	8.43%	-3.73%	30.74%
2023									-2.63%	-1.81%	9.86%	5.26%	10.57%

Benchmark Metrics

ckbestd&g has an annualized alpha of 10.42%, beta of 0.94, and R² of 0.92 versus S&P 500 Index. Calculated based on daily prices since September 14, 2023.

This portfolio captured 119.76% of S&P 500 Index gains but only 63.20% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 10.42% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.94 and R² of 0.92, 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: 10.42%

Beta: 0.94

R²: 0.92

Upside Capture: 119.76%

Downside Capture: 63.20%

Expense Ratio

ckbestd&g has an expense ratio of 0.47%, 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.

Top 10 holdings

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

Return for Risk

Risk / Return Rank

ckbestd&g ranks 89 for risk / return — in the top 89% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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	3.19	2.20	+0.98
Sortino ratio Return per unit of downside risk	4.31	3.07	+1.25
Omega ratio Gain probability vs. loss probability	1.59	1.41	+0.18
Calmar ratio Return relative to maximum drawdown	6.83	3.55	+3.28
Martin ratio Return relative to average drawdown	29.85	16.01	+13.84
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
IGM iShares Expanded Tech Sector ETF	61	2.47	3.21	1.42	3.33	11.66
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF	33	1.70	2.28	1.29	2.30	7.15
FDL First Trust Morningstar Dividend Leaders Index Fund	77	2.44	3.68	1.43	7.57	20.23
IYW iShares U.S. Technology ETF	53	2.32	3.02	1.40	2.93	9.56
LVHI Legg Mason International Low Volatility High Dividend ETF	97	4.63	6.55	1.94	7.90	35.64
AMZA InfraCap MLP ETF	22	0.90	1.34	1.16	1.97	4.97
SPMO Invesco S&P 500 Momentum ETF	64	2.40	3.26	1.44	3.52	13.75
KBWB Invesco KBW Bank ETF	65	2.66	3.32	1.46	3.56	11.79
SHLD Global X Defense Tech ETF	52	2.13	2.85	1.35	3.73	10.82
VYM Vanguard High Dividend Yield ETF	77	2.59	3.70	1.47	4.74	17.64

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.

ckbestd&g Sharpe ratios as of Apr 15, 2026 (values are recalculated daily):

1-Year: 3.19
All Time: 1.97

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 2.99, 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.

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Dividends

Dividend yield

ckbestd&g provided a 2.16% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.16%	2.29%	2.21%	3.02%	2.78%	2.42%	3.69%	3.66%	5.49%	3.58%	3.11%	2.85%
Portfolio components:
IGM iShares Expanded Tech Sector ETF	0.16%	0.17%	0.22%	0.33%	0.66%	0.16%	0.32%	0.50%	0.57%	0.57%	0.90%	0.79%
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF	1.10%	0.95%	1.05%	1.80%	2.14%	1.31%	1.55%	1.52%	1.58%	1.37%	1.49%	1.31%
FDL First Trust Morningstar Dividend Leaders Index Fund	3.70%	4.04%	4.96%	4.58%	3.58%	4.59%	4.48%	3.75%	3.97%	3.18%	2.93%	3.65%
IYW iShares U.S. Technology ETF	0.13%	0.14%	0.21%	0.34%	0.50%	0.31%	0.56%	0.72%	0.92%	0.82%	1.14%	1.12%
LVHI Legg Mason International Low Volatility High Dividend ETF	4.48%	4.92%	3.98%	8.12%	7.74%	4.13%	3.97%	6.67%	10.67%	3.38%	2.02%	0.00%
AMZA InfraCap MLP ETF	8.13%	8.81%	7.29%	9.40%	7.65%	10.24%	22.13%	19.47%	34.46%	24.16%	18.36%	18.21%
SPMO Invesco S&P 500 Momentum ETF	0.80%	0.73%	0.48%	1.63%	1.66%	0.52%	1.27%	1.39%	1.05%	0.77%	1.94%	0.36%
KBWB Invesco KBW Bank ETF	2.10%	2.04%	2.46%	3.20%	3.05%	2.13%	2.62%	2.38%	2.54%	1.35%	1.53%	1.53%
SHLD Global X Defense Tech ETF	0.48%	0.55%	0.53%	0.26%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VYM Vanguard High Dividend Yield ETF	2.29%	2.44%	2.74%	3.12%	3.01%	2.76%	3.18%	3.03%	3.40%	2.80%	2.91%	3.22%

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
-6.54%	Feb 10, 2026	34	Mar 30, 2026	6	Apr 8, 2026	40
-5.05%	Dec 5, 2024	11	Dec 19, 2024	19	Jan 21, 2025	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.

	Benchmark	AMZA	FDL	SHLD	LVHI	KBWB	IYW	IGM	SCHG	IAI	VYM	SPMO	Portfolio
Benchmark	1.00	0.28	0.42	0.47	0.50	0.61	0.89	0.90	0.93	0.72	0.74	0.90	0.93
AMZA	0.28	1.00	0.50	0.26	0.40	0.38	0.15	0.17	0.16	0.35	0.47	0.23	0.48
FDL	0.42	0.50	1.00	0.28	0.59	0.64	0.11	0.13	0.16	0.46	0.81	0.22	0.53
SHLD	0.47	0.26	0.28	1.00	0.38	0.37	0.38	0.39	0.40	0.48	0.47	0.45	0.61
LVHI	0.50	0.40	0.59	0.38	1.00	0.50	0.32	0.33	0.35	0.46	0.64	0.39	0.59
KBWB	0.61	0.38	0.64	0.37	0.50	1.00	0.39	0.42	0.44	0.78	0.77	0.51	0.74
IYW	0.89	0.15	0.11	0.38	0.32	0.39	1.00	0.98	0.96	0.56	0.47	0.89	0.79
IGM	0.90	0.17	0.13	0.39	0.33	0.42	0.98	1.00	0.96	0.59	0.50	0.90	0.81
SCHG	0.93	0.16	0.16	0.40	0.35	0.44	0.96	0.96	1.00	0.62	0.51	0.91	0.82
IAI	0.72	0.35	0.46	0.48	0.46	0.78	0.56	0.59	0.62	1.00	0.70	0.66	0.83
VYM	0.74	0.47	0.81	0.47	0.64	0.77	0.47	0.50	0.51	0.70	1.00	0.60	0.82
SPMO	0.90	0.23	0.22	0.45	0.39	0.51	0.89	0.90	0.91	0.66	0.60	1.00	0.86
Portfolio	0.93	0.48	0.53	0.61	0.59	0.74	0.79	0.81	0.82	0.83	0.82	0.86	1.00

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

ckbestd&g

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