CMILL Strict with Stabilizers

Asset Allocation

Position	Category/Sector	Target Weight
GLDM SPDR Gold MiniShares Trust	Gold, Precious Metals	25%
GE General Electric Company	Industrials	16.67%
CSX CSX Corporation	Industrials	16.67%
YETI YETI Holdings, Inc.	Consumer Cyclical	16.67%
SPMO Invesco S&P 500 Momentum ETF	Momentum, S&P 500	15%
DIVO Amplify CWP Enhanced Dividend Income ETF	Derivative Income	10%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in CMILL Strict with Stabilizers, 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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Returns By Period

Position	1D	1M	6M	YTD	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.42%	2.45%	8.74%	10.66%	21.02%	19.50%	11.63%	13.41%
Portfolio CMILL Strict with Stabilizers	-0.09%	1.90%	12.48%	16.58%	39.75%	30.45%	17.13%	—
Portfolio components:
CSX CSX Corporation	0.12%	4.32%	41.26%	37.17%	46.94%	15.16%	10.68%	20.24%
DIVO Amplify CWP Enhanced Dividend Income ETF	0.41%	1.21%	4.64%	6.95%	16.02%	15.19%	10.61%	—
GE General Electric Company	0.06%	8.10%	12.02%	16.95%	41.37%	60.23%	41.19%	10.02%
GLDM SPDR Gold MiniShares Trust	-0.31%	-2.33%	-8.90%	-4.78%	22.28%	28.47%	17.71%	—
SPMO Invesco S&P 500 Momentum ETF	0.44%	2.26%	28.65%	29.42%	38.22%	41.45%	21.93%	20.98%
YETI YETI Holdings, Inc.	-0.87%	-3.49%	-0.87%	10.73%	52.42%	7.00%	-11.80%	—

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 25, 2018, CMILL Strict with Stabilizers's average daily return is +0.09%, while the average monthly return is +1.82%. At this rate, an investment would double in approximately 3.2 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +15.0%, while the worst month was Mar 2020 at -15.1%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, CMILL Strict with Stabilizers closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +10.6%, while the worst single day was Mar 16, 2020 at -10.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.69%	5.81%	-10.09%	6.25%	7.39%	2.76%	-0.17%						16.58%
2025	6.38%	-0.29%	-1.77%	-1.39%	8.95%	3.52%	5.56%	-0.42%	5.78%	2.20%	4.14%	2.63%	40.75%
2024	-0.70%	5.63%	4.42%	-0.74%	4.61%	-0.70%	4.76%	1.03%	3.58%	-3.36%	5.51%	-5.22%	19.64%
2023	6.68%	-3.51%	5.16%	1.64%	-2.27%	5.18%	3.03%	1.46%	-2.65%	-1.35%	5.98%	6.87%	28.59%
2022	-6.57%	0.32%	1.71%	-9.62%	-1.97%	-7.56%	8.50%	-6.46%	-11.42%	10.57%	13.66%	-2.98%	-14.41%
2021	-2.65%	3.29%	3.34%	5.78%	3.46%	-0.97%	1.45%	1.73%	-6.08%	8.47%	-4.06%	1.55%	15.38%

Benchmark Metrics

CMILL Strict with Stabilizers has an annualized alpha of 9.68%, beta of 0.82, and R2 of 0.68 versus S&P 500 Index. Calculated based on daily prices since October 25, 2018.

This portfolio captured 117.50% of S&P 500 Index gains but only 90.23% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 9.68% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 9.68%

Beta: 0.82

R²: 0.68

Upside Capture: 117.50%

Downside Capture: 90.23%

See how alpha, beta & R² have trended over time →

Expense Ratio

CMILL Strict with Stabilizers has an expense ratio of 0.10%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

DIVO

Amplify CWP Enhanced Dividend Income ETF

SPMO

Invesco S&P 500 Momentum ETF

GLDM

SPDR Gold MiniShares Trust

Return for Risk

Risk / Return Rank

CMILL Strict with Stabilizers ranks 75 for risk / return — better than 75% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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

The table below presents risk-adjusted performance metrics for CMILL Strict with Stabilizers and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.32	1.65	+0.67
Sortino ratioReturn per unit of downside risk	3.19	2.28	+0.91
Omega ratioGain probability vs. loss probability	1.41	1.30	+0.10
Calmar ratioReturn relative to maximum drawdown	2.94	2.28	+0.67
Martin ratioReturn relative to average drawdown	10.99	9.88	+1.11

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
CSX CSX Corporation	92	2.21	3.02	1.39	4.18	11.10
DIVO Amplify CWP Enhanced Dividend Income ETF	66	1.71	2.56	1.30	2.64	9.29
GE General Electric Company	80	1.36	1.90	1.24	2.07	5.59
GLDM SPDR Gold MiniShares Trust	27	0.86	1.22	1.18	0.90	2.24
SPMO Invesco S&P 500 Momentum ETF	69	1.73	2.32	1.32	3.00	10.76
YETI YETI Holdings, Inc.	76	1.16	1.80	1.21	1.63	3.57

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. Learn how to interpret the Sharpe ratio.

The current CMILL Strict with Stabilizers Sharpe ratio is 2.32 as of Jul 12, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.37 to 2.14, 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 CMILL Strict with Stabilizers 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

CMILL Strict with Stabilizers provided a 1.00% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.00%	1.07%	0.90%	0.96%	1.00%	0.78%	0.93%	1.93%	1.74%	1.54%	1.12%	1.00%
Portfolio components:
CSX CSX Corporation	1.09%	1.43%	1.49%	1.27%	1.29%	0.99%	1.15%	1.33%	1.42%	1.42%	2.00%	2.70%
DIVO Amplify CWP Enhanced Dividend Income ETF	6.39%	6.44%	4.70%	4.67%	4.76%	4.79%	4.91%	8.16%	5.27%	3.83%	0.00%	0.00%
GE General Electric Company	0.46%	0.47%	0.67%	0.25%	0.38%	0.34%	0.37%	4.12%	4.89%	4.81%	2.94%	2.95%
GLDM SPDR Gold MiniShares Trust	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SPMO Invesco S&P 500 Momentum ETF	0.68%	0.73%	0.48%	1.63%	1.66%	0.52%	1.27%	1.39%	1.05%	0.77%	1.94%	0.36%
YETI YETI 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%

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 CMILL Strict with Stabilizers. 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 CMILL Strict with Stabilizers was 33.50%, occurring on Sep 30, 2022. Recovery took 302 trading sessions.

The current CMILL Strict with Stabilizers drawdown is 0.76%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-33.50%Sep 2022	10mo 24d	1y 2mo	2y 1moNov 2021 - Dec 2023
COVID crash2020	-32.93%Mar 2020	1mo 15d	3mo 15d	5moFeb 2020 - Jul 2020
Rate-hike selloffLate 2018	-15.50%Dec 2018	1mo 29d	1mo 8d	3mo 7dOct 2018 - Jan 2019
2025 selloff2025	-15.19%Apr 2025	1mo 18d	1mo 7d	2mo 25dFeb 2025 - May 2025
2026 correction2026	-13.68%Mar 2026	27d	1mo 27d	2mo 24dMar 2026 - May 2026

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 6 assets, with an effective number of assets of 5.61, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	1.59	1.56	1.49	1.47

The portfolio has a diversification ratio of 1.47, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

CMILL Strict with Stabilizers correlation to the S&P 500 Index

CMILL Strict with Stabilizers has a 0.68 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.68
Correlation (3Y) Calculated over the trailing 3-year period	0.71
Correlation (5Y) Calculated over the trailing 5-year period	0.76
Correlation (All Time) Calculated using the full available price history since Oct 25, 2018	0.76

Benchmark Correlations

Correlation vs. S&P 500 Index. SPMO has the highest benchmark correlation at 0.86, while GLDM has the lowest at 0.09.

GLDM

0.09

YETI

0.50

0.51

CSX

0.60

DIVO

0.82

SPMO

0.86

Portfolio Correlations

Correlation vs. CMILL Strict with Stabilizers. YETI has the highest portfolio correlation at 0.76, while GLDM has the lowest at 0.28.

GLDM

0.28

0.65

0.66

0.66

0.72

0.76

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	GLDM	GE	YETI	CSX	SPMO	DIVO
GLDM	1.00	0.00	0.05	0.04	0.09	0.10
GE	0.00	1.00	0.29	0.40	0.43	0.49
YETI	0.05	0.29	1.00	0.38	0.40	0.45
CSX	0.04	0.40	0.38	1.00	0.46	0.63
SPMO	0.09	0.43	0.40	0.46	1.00	0.70
DIVO	0.10	0.49	0.45	0.63	0.70	1.00

The correlation results are calculated based on daily price changes starting from Oct 25, 2018

Diversification Analysis

Find what CMILL Strict with Stabilizers is missing

See which holdings overlap, where CMILL Strict with Stabilizers is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification