Maximized (PSO Sortino)
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% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Maximized (PSO Sortino), 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.
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 | -10.18% | -6.92% | -9.92% | 5.42% | 12.98% | 9.70% |
| Maximized (PSO Sortino) | -12.29% | -7.04% | -12.53% | 80.58% | N/A | N/A |
| Portfolio components: | ||||||
ASTS AST SpaceMobile, Inc. | 10.85% | -8.81% | -16.88% | 992.99% | 18.96% | N/A |
CADL Candel Therapeutics, Inc. | -47.35% | -48.65% | -24.59% | -16.30% | N/A | N/A |
DOGZ Dogness (International) Corporation | -64.34% | -44.55% | -59.45% | 141.73% | -5.93% | N/A |
FTEL Fitell Corporation Ordinary Shares | -92.68% | -12.21% | -96.50% | -91.78% | N/A | N/A |
JANX Janux Therapeutics, Inc. | -44.55% | -3.95% | -40.66% | -39.22% | N/A | N/A |
LASE Laser Photonics Corporation | -52.94% | -23.38% | -56.34% | 20.89% | N/A | N/A |
LBPH Longboard Pharmaceuticals, Inc. | 0.00% | 0.00% | 1.30% | 233.04% | N/A | N/A |
MDIA MediaCo Holding Inc. | 2.19% | -1.27% | -37.37% | -57.17% | -20.02% | N/A |
RZLT Rezolute, Inc. | -43.88% | -17.42% | -43.30% | -16.67% | -8.94% | -31.51% |
SEZL Sezzle Inc. Common Stock | 5.08% | 16.81% | 19.24% | 357.53% | N/A | N/A |
SMMT Summit Therapeutics Inc. | 37.91% | 22.38% | 16.03% | 601.14% | 43.16% | 7.84% |
TIL Instil Bio, Inc. | -19.04% | -22.22% | -58.73% | 48.46% | N/A | N/A |
WGS GeneDx Holdings Corp. | 24.21% | -2.02% | 58.98% | 897.60% | N/A | N/A |
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 | -4.99% | 4.72% | -16.26% | 5.28% | -12.29% | ||||||||
| 2024 | 35.17% | 77.72% | -6.22% | 50.32% | 14.41% | 3.95% | 8.54% | 14.13% | 20.18% | 5.37% | 0.96% | -0.89% | 532.24% |
| 2023 | -0.37% | -18.51% | -19.41% | 3.92% | 28.69% | -12.49% |
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.
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.
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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
ASTS AST SpaceMobile, Inc. | 6.94 | 5.63 | 1.62 | 15.61 | 36.72 |
CADL Candel Therapeutics, Inc. | -0.16 | 0.79 | 1.10 | -0.31 | -0.44 |
DOGZ Dogness (International) Corporation | 0.90 | 2.19 | 1.30 | 1.98 | 4.79 |
FTEL Fitell Corporation Ordinary Shares | -0.43 | 0.35 | 1.05 | -0.92 | -1.49 |
JANX Janux Therapeutics, Inc. | -0.50 | -0.49 | 0.95 | -0.64 | -1.20 |
LASE Laser Photonics Corporation | 0.10 | 1.71 | 1.23 | 0.22 | 0.33 |
LBPH Longboard Pharmaceuticals, Inc. | 2.94 | 4.31 | 1.73 | 6.58 | 25.94 |
MDIA MediaCo Holding Inc. | -0.39 | 0.11 | 1.01 | -0.65 | -0.84 |
RZLT Rezolute, Inc. | -0.24 | 0.20 | 1.02 | -0.33 | -0.76 |
SEZL Sezzle Inc. Common Stock | 2.34 | 3.50 | 1.43 | 5.51 | 12.07 |
SMMT Summit Therapeutics Inc. | 2.01 | 5.67 | 1.72 | 10.82 | 19.15 |
TIL Instil Bio, Inc. | 0.32 | 2.03 | 1.22 | 0.59 | 0.93 |
WGS GeneDx Holdings Corp. | 7.43 | 6.08 | 1.69 | 23.12 | 72.62 |
Dividends
Dividend yield
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.
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 39.55%, occurring on Nov 9, 2023. Recovery took 35 trading sessions.
The current Maximized (PSO Sortino) drawdown is 29.18%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.55% | Aug 24, 2023 | 55 | Nov 9, 2023 | 35 | Jan 2, 2024 | 90 |
| -31.43% | Feb 21, 2025 | 33 | Apr 8, 2025 | — | — | — |
| -19.37% | Sep 16, 2024 | 16 | Oct 7, 2024 | 16 | Oct 29, 2024 | 32 |
| -18.65% | May 16, 2024 | 7 | May 24, 2024 | 27 | Jul 5, 2024 | 34 |
| -17.05% | Dec 13, 2024 | 23 | Jan 17, 2025 | 22 | Feb 20, 2025 | 45 |
Volatility
Volatility Chart
The current Maximized (PSO Sortino) volatility is 16.89%, 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.
Diversification
Asset Correlations Table
| MDIA | FTEL | DOGZ | LASE | CADL | LBPH | RZLT | SEZL | TIL | WGS | JANX | ASTS | SMMT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MDIA | 1.00 | 0.00 | -0.03 | 0.05 | 0.03 | 0.06 | -0.10 | 0.05 | -0.00 | 0.06 | -0.02 | 0.06 | 0.09 |
| FTEL | 0.00 | 1.00 | 0.07 | -0.01 | -0.02 | 0.03 | 0.11 | 0.11 | 0.04 | 0.03 | 0.01 | 0.13 | 0.00 |
| DOGZ | -0.03 | 0.07 | 1.00 | -0.07 | -0.02 | 0.08 | 0.03 | -0.02 | 0.01 | 0.12 | 0.10 | 0.03 | 0.04 |
| LASE | 0.05 | -0.01 | -0.07 | 1.00 | 0.15 | 0.07 | 0.01 | 0.15 | 0.14 | 0.13 | 0.09 | 0.07 | 0.12 |
| CADL | 0.03 | -0.02 | -0.02 | 0.15 | 1.00 | 0.12 | 0.13 | 0.10 | 0.11 | 0.11 | 0.13 | 0.14 | 0.18 |
| LBPH | 0.06 | 0.03 | 0.08 | 0.07 | 0.12 | 1.00 | 0.10 | 0.07 | 0.07 | 0.10 | 0.22 | 0.21 | 0.16 |
| RZLT | -0.10 | 0.11 | 0.03 | 0.01 | 0.13 | 0.10 | 1.00 | 0.15 | 0.16 | 0.12 | 0.26 | 0.10 | 0.15 |
| SEZL | 0.05 | 0.11 | -0.02 | 0.15 | 0.10 | 0.07 | 0.15 | 1.00 | 0.19 | 0.19 | 0.10 | 0.25 | 0.15 |
| TIL | -0.00 | 0.04 | 0.01 | 0.14 | 0.11 | 0.07 | 0.16 | 0.19 | 1.00 | 0.14 | 0.22 | 0.18 | 0.30 |
| WGS | 0.06 | 0.03 | 0.12 | 0.13 | 0.11 | 0.10 | 0.12 | 0.19 | 0.14 | 1.00 | 0.16 | 0.22 | 0.22 |
| JANX | -0.02 | 0.01 | 0.10 | 0.09 | 0.13 | 0.22 | 0.26 | 0.10 | 0.22 | 0.16 | 1.00 | 0.15 | 0.27 |
| ASTS | 0.06 | 0.13 | 0.03 | 0.07 | 0.14 | 0.21 | 0.10 | 0.25 | 0.18 | 0.22 | 0.15 | 1.00 | 0.22 |
| SMMT | 0.09 | 0.00 | 0.04 | 0.12 | 0.18 | 0.16 | 0.15 | 0.15 | 0.30 | 0.22 | 0.27 | 0.22 | 1.00 |