Maximized (PSO Sortino)

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Maximized (PSO Sortino)

Currency in USD · Last updated Jun 2, 2025

Asset Allocation

Position	Category/Sector	Target Weight
ASTS AST SpaceMobile, Inc.	Communication Services	5.89%
CADL Candel Therapeutics, Inc.	Healthcare	10.77%
DOGZ Dogness (International) Corporation	Consumer Defensive	1.94%
FTEL Fitell Corporation Ordinary Shares	Consumer Cyclical	1.88%
JANX Janux Therapeutics, Inc.	Healthcare	20.52%
LASE Laser Photonics Corporation	Industrials	3.48%
LBPH Longboard Pharmaceuticals, Inc.	Healthcare	10.87%
MDIA MediaCo Holding Inc.	Communication Services	6.28%
RZLT Rezolute, Inc.	Healthcare	5.78%
SEZL Sezzle Inc. Common Stock	Financial Services	14.07%
SMMT Summit Therapeutics Inc.	Healthcare	5.97%
TIL Instil Bio, Inc.	Healthcare	8.74%
WGS GeneDx Holdings Corp.	Healthcare	3.81%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Aug 17, 2023, corresponding to the inception date of SEZL

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.92%	4.38%	-1.84%	12.48%	13.71%	10.99%
Maximized (PSO Sortino)	6.12%	20.95%	2.94%	180.74%	N/A	N/A
Portfolio components:
ASTS AST SpaceMobile, Inc.	14.45%	-8.59%	4.01%	191.84%	19.45%	N/A
CADL Candel Therapeutics, Inc.	-35.60%	5.87%	22.32%	-37.19%	N/A	N/A
DOGZ Dogness (International) Corporation	-41.75%	67.83%	-44.20%	139.82%	-5.94%	N/A
FTEL Fitell Corporation Ordinary Shares	-94.74%	-3.36%	-98.37%	-97.03%	N/A	N/A
JANX Janux Therapeutics, Inc.	-53.29%	-23.94%	-37.76%	-53.25%	N/A	N/A
LASE Laser Photonics Corporation	-59.00%	-21.00%	-54.68%	17.33%	N/A	N/A
LBPH Longboard Pharmaceuticals, Inc.	0.00%	0.00%	0.00%	217.86%	N/A	N/A
MDIA MediaCo Holding Inc.	-3.42%	13.39%	-14.65%	2.90%	-25.16%	N/A
RZLT Rezolute, Inc.	-13.78%	5.62%	-17.16%	4.84%	-1.25%	-26.43%
SEZL Sezzle Inc. Common Stock	163.92%	101.90%	76.26%	742.00%	N/A	N/A
SMMT Summit Therapeutics Inc.	-0.67%	-36.47%	-4.14%	104.09%	37.47%	5.11%
TIL Instil Bio, Inc.	55.32%	104.77%	7.51%	177.36%	N/A	N/A
WGS GeneDx Holdings Corp.	-3.55%	10.26%	-4.03%	278.02%	N/A	N/A

*Annualized

Monthly Returns

The table below presents the monthly returns of Maximized (PSO Sortino), 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	-5.55%	0.48%	-18.45%	8.43%	22.09%	3.57%							6.12%
2024	44.15%	68.12%	7.10%	57.90%	23.00%	13.05%	10.54%	21.48%	53.43%	12.60%	9.65%	-8.01%	1,233.74%
2023								-0.37%	-18.79%	-21.46%	4.65%	38.52%	-7.88%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Maximized (PSO Sortino) has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 98, Maximized (PSO Sortino) is among the top 2% 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
ASTS AST SpaceMobile, Inc.	1.68	2.65	1.29	3.10	5.34
CADL Candel Therapeutics, Inc.	-0.29	0.40	1.05	-0.50	-0.96
DOGZ Dogness (International) Corporation	0.94	2.22	1.32	2.23	4.46
FTEL Fitell Corporation Ordinary Shares	-0.47	-0.53	0.92	-0.98	-1.40
JANX Janux Therapeutics, Inc.	-0.66	-0.71	0.92	-0.72	-1.33
LASE Laser Photonics Corporation	0.09	1.75	1.24	0.27	0.37
LBPH Longboard Pharmaceuticals, Inc.	2.98	4.78	1.97	7.02	33.52
MDIA MediaCo Holding Inc.	0.02	1.05	1.13	-0.02	-0.03
RZLT Rezolute, Inc.	0.06	0.67	1.08	0.04	0.08
SEZL Sezzle Inc. Common Stock	5.75	4.52	1.59	12.03	25.82
SMMT Summit Therapeutics Inc.	0.88	5.10	1.70	9.75	15.52
TIL Instil Bio, Inc.	1.04	2.89	1.33	2.09	3.00
WGS GeneDx Holdings Corp.	2.51	2.91	1.41	4.83	14.03

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.

Maximized (PSO Sortino) Sharpe ratios as of Jun 2, 2025 (values are recalculated daily):

1-Year: 3.01
All Time: 4.40

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 0.59 to 1.13, 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 Maximized (PSO Sortino) compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Maximized (PSO Sortino) doesn't pay dividends

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 Maximized (PSO Sortino). 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 Maximized (PSO Sortino) was 40.20%, occurring on Oct 27, 2023. Recovery took 44 trading sessions.

The current Maximized (PSO Sortino) drawdown is 9.80%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-40.2%	Aug 24, 2023	46	Oct 27, 2023	44	Jan 2, 2024	90
-39.48%	Nov 25, 2024	91	Apr 8, 2025	—	—	—
-20.67%	May 16, 2024	7	May 24, 2024	15	Jun 17, 2024	22
-19.41%	Apr 12, 2024	7	Apr 22, 2024	8	May 2, 2024	15
-13.94%	Sep 24, 2024	10	Oct 7, 2024	5	Oct 14, 2024	15

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 13 assets, with an effective number of assets of 9.04, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

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	DOGZ	MDIA	FTEL	LASE	LBPH	RZLT	CADL	TIL	WGS	SEZL	ASTS	JANX	SMMT	Portfolio
^GSPC	1.00	0.06	0.02	0.11	0.22	0.19	0.15	0.24	0.26	0.27	0.38	0.36	0.33	0.30	0.47
DOGZ	0.06	1.00	-0.01	0.07	-0.07	0.08	0.03	-0.01	0.03	0.12	-0.02	0.03	0.09	0.02	0.08
MDIA	0.02	-0.01	1.00	-0.00	0.03	0.06	-0.10	0.04	-0.02	0.07	0.04	0.05	-0.02	0.06	0.21
FTEL	0.11	0.07	-0.00	1.00	-0.00	0.03	0.10	-0.01	0.05	0.04	0.11	0.14	0.01	0.01	0.15
LASE	0.22	-0.07	0.03	-0.00	1.00	0.07	0.02	0.16	0.13	0.15	0.17	0.09	0.10	0.13	0.30
LBPH	0.19	0.08	0.06	0.03	0.07	1.00	0.10	0.12	0.06	0.09	0.07	0.21	0.21	0.16	0.38
RZLT	0.15	0.03	-0.10	0.10	0.02	0.10	1.00	0.13	0.18	0.13	0.15	0.08	0.26	0.17	0.28
CADL	0.24	-0.01	0.04	-0.01	0.16	0.12	0.13	1.00	0.13	0.13	0.13	0.16	0.15	0.19	0.50
TIL	0.26	0.03	-0.02	0.05	0.13	0.06	0.18	0.13	1.00	0.13	0.19	0.18	0.22	0.31	0.41
WGS	0.27	0.12	0.07	0.04	0.15	0.09	0.13	0.13	0.13	1.00	0.21	0.23	0.18	0.21	0.33
SEZL	0.38	-0.02	0.04	0.11	0.17	0.07	0.15	0.13	0.19	0.21	1.00	0.26	0.11	0.15	0.50
ASTS	0.36	0.03	0.05	0.14	0.09	0.21	0.08	0.16	0.18	0.23	0.26	1.00	0.16	0.22	0.39
JANX	0.33	0.09	-0.02	0.01	0.10	0.21	0.26	0.15	0.22	0.18	0.11	0.16	1.00	0.29	0.53
SMMT	0.30	0.02	0.06	0.01	0.13	0.16	0.17	0.19	0.31	0.21	0.15	0.22	0.29	1.00	0.45
Portfolio	0.47	0.08	0.21	0.15	0.30	0.38	0.28	0.50	0.41	0.33	0.50	0.39	0.53	0.45	1.00

The correlation results are calculated based on daily price changes starting from Aug 18, 2023

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

Maximized (PSO Sortino)

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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