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Seeking alpha top 5 for 10 yrs 11/19/25
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SPMO 20.00%XLG 20.00%OEF 20.00%IWL 20.00%VOO 20.00%EquityEquity

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Seeking alpha top 5 for 10 yrs 11/19/25, 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 Oct 12, 2015, corresponding to the inception date of SPMO

Returns By Period

As of Apr 2, 2026, the Seeking alpha top 5 for 10 yrs 11/19/25 returned -5.11% Year-To-Date and 15.55% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
Seeking alpha top 5 for 10 yrs 11/19/25
0.07%-3.43%-5.11%-3.32%19.26%21.87%13.97%15.55%
SPMO
Invesco S&P 500 Momentum ETF
0.21%-3.49%-3.57%-4.50%22.96%28.37%17.71%17.43%
XLG
Invesco S&P 500 Top 50 ETF
-0.04%-3.35%-7.21%-4.60%18.96%21.75%13.95%15.73%
OEF
iShares S&P 100 ETF
0.01%-3.61%-6.31%-3.64%18.53%20.77%13.32%15.09%
IWL
iShares Russell Top 200 ETF
0.04%-3.38%-4.92%-2.53%17.80%19.63%12.43%14.89%
VOO
Vanguard S&P 500 ETF
0.11%-3.33%-3.55%-1.41%17.60%18.47%11.96%14.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 13, 2015, Seeking alpha top 5 for 10 yrs 11/19/25's average daily return is +0.06%, while the average monthly return is +1.27%. At this rate, your investment would double in approximately 4.6 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +12.6%, while the worst month was Mar 2020 at -10.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Seeking alpha top 5 for 10 yrs 11/19/25 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +10.1%, while the worst single day was Mar 16, 2020 at -11.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.52%-1.71%-5.01%1.11%-5.11%
20252.90%-1.34%-6.48%-0.11%7.87%5.88%2.81%1.72%4.19%2.75%-0.41%-0.13%20.63%
20242.94%6.80%3.12%-4.15%6.05%5.28%-0.01%2.60%2.12%-0.57%5.86%-1.05%32.38%
20235.06%-2.61%4.69%2.21%0.63%6.12%3.01%-0.49%-4.08%-1.75%9.30%4.49%28.98%
2022-5.28%-3.30%4.04%-9.49%0.11%-7.90%9.10%-4.23%-8.83%8.43%4.67%-5.60%-18.84%
2021-0.62%1.16%3.73%5.48%0.07%3.97%2.52%3.58%-4.76%7.46%-0.76%3.61%27.89%

Benchmark Metrics

Seeking alpha top 5 for 10 yrs 11/19/25 has an annualized alpha of 3.08%, beta of 0.99, and R² of 0.98 versus S&P 500 Index. Calculated based on daily prices since October 13, 2015.

  • This portfolio captured 108.53% of S&P 500 Index gains but only 94.40% of its losses — a favorable profile for investors.
  • This portfolio generated an annualized alpha of 3.08% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • With beta of 0.99 and R² of 0.98, 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
3.08%
Beta
0.99
0.98
Upside Capture
108.53%
Downside Capture
94.40%

Expense Ratio

Seeking alpha top 5 for 10 yrs 11/19/25 has an expense ratio of 0.14%, 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.


Return for Risk

Risk / Return Rank

Seeking alpha top 5 for 10 yrs 11/19/25 ranks 35 for risk / return — below 35% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


Seeking alpha top 5 for 10 yrs 11/19/25 Risk / Return Rank: 3535
Overall Rank
Seeking alpha top 5 for 10 yrs 11/19/25 Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
Seeking alpha top 5 for 10 yrs 11/19/25 Sortino Ratio Rank: 3131
Sortino Ratio Rank
Seeking alpha top 5 for 10 yrs 11/19/25 Omega Ratio Rank: 3434
Omega Ratio Rank
Seeking alpha top 5 for 10 yrs 11/19/25 Calmar Ratio Rank: 4141
Calmar Ratio Rank
Seeking alpha top 5 for 10 yrs 11/19/25 Martin Ratio Rank: 3939
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


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.99

0.88

+0.11

Sortino ratio

Return per unit of downside risk

1.53

1.37

+0.16

Omega ratio

Gain probability vs. loss probability

1.23

1.21

+0.02

Calmar ratio

Return relative to maximum drawdown

1.68

1.39

+0.29

Martin ratio

Return relative to average drawdown

6.86

6.43

+0.43


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

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SPMO
Invesco S&P 500 Momentum ETF
581.011.551.231.916.68
XLG
Invesco S&P 500 Top 50 ETF
510.951.491.221.585.46
OEF
iShares S&P 100 ETF
530.961.501.221.616.30
IWL
iShares Russell Top 200 ETF
540.971.481.221.576.72
VOO
Vanguard S&P 500 ETF
540.981.491.231.537.13

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.

Seeking alpha top 5 for 10 yrs 11/19/25 Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

  • 1-Year: 0.99
  • 5-Year: 0.80
  • 10-Year: 0.86
  • All Time: 0.85

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 1.01 to 1.70, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Seeking alpha top 5 for 10 yrs 11/19/25 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

Seeking alpha top 5 for 10 yrs 11/19/25 provided a 0.94% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio0.94%0.84%0.90%1.31%1.56%0.98%1.36%1.74%1.83%1.58%2.00%1.76%
SPMO
Invesco S&P 500 Momentum ETF
0.88%0.73%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%
XLG
Invesco S&P 500 Top 50 ETF
0.70%0.64%0.72%0.97%1.34%0.94%1.25%1.58%2.00%1.85%2.00%2.09%
OEF
iShares S&P 100 ETF
0.98%0.81%1.03%1.19%1.55%1.06%1.43%1.87%2.09%1.81%2.07%2.11%
IWL
iShares Russell Top 200 ETF
0.95%0.90%1.04%1.30%1.54%1.12%1.30%1.96%1.93%1.69%1.96%2.14%
VOO
Vanguard S&P 500 ETF
1.18%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

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 Seeking alpha top 5 for 10 yrs 11/19/25. 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 Seeking alpha top 5 for 10 yrs 11/19/25 was 31.90%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.

The current Seeking alpha top 5 for 10 yrs 11/19/25 drawdown is 6.72%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.9%Feb 20, 202023Mar 23, 202082Jul 20, 2020105
-24.89%Jan 5, 2022186Sep 30, 2022299Dec 8, 2023485
-20.23%Oct 2, 201858Dec 24, 201881Apr 23, 2019139
-19.6%Feb 20, 202534Apr 8, 202552Jun 24, 202586
-11.48%Nov 4, 201568Feb 11, 201645Apr 18, 2016113

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 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

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

BenchmarkSPMOXLGIWLVOOOEFPortfolio
Benchmark1.000.780.960.981.000.980.98
SPMO0.781.000.780.790.780.780.85
XLG0.960.781.000.970.950.990.98
IWL0.980.790.971.000.980.980.98
VOO1.000.780.950.981.000.980.98
OEF0.980.780.990.980.981.000.98
Portfolio0.980.850.980.980.980.981.00
The correlation results are calculated based on daily price changes starting from Oct 13, 2015