401K 2026-01-09v2 possibility

Asset Allocation

Position	Category/Sector	Target Weight
DYNF BlackRock U.S. Equity Factor Rotation ETF	Large Cap Growth Equities, Actively Managed	13.10%
GLD SPDR Gold Shares	Gold, Precious Metals	11.70%
IGM iShares Expanded Tech Sector ETF	Technology Equities	11.20%
IYW iShares U.S. Technology ETF	Technology Equities	13.10%
QTUM Defiance Quantum ETF	Technology Equities	13.80%
SCHG Schwab U.S. Large-Cap Growth ETF	Large Cap Growth Equities	10.50%
SLVP iShares MSCI Global Silver Miners ETF	Precious Metals	16.70%
VONG Vanguard Russell 1000 Growth ETF	Large Cap Growth Equities	9.90%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 401K 2026-01-09v2 possibility, 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 Mar 21, 2019, corresponding to the inception date of DYNF

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio 401K 2026-01-09v2 possibility	-0.11%	-5.35%	-1.67%	5.16%	47.84%	32.69%	18.06%	—
Portfolio components:
SLVP iShares MSCI Global Silver Miners ETF	-0.81%	-12.94%	7.35%	37.49%	150.62%	48.77%	20.47%	18.15%
QTUM Defiance Quantum ETF	0.61%	-1.94%	0.48%	1.40%	47.52%	34.57%	18.98%	—
DYNF BlackRock U.S. Equity Factor Rotation ETF	0.10%	-2.65%	-3.06%	-0.32%	20.85%	22.75%	13.05%	—
IYW iShares U.S. Technology ETF	0.52%	-1.83%	-7.13%	-6.54%	29.96%	26.25%	15.97%	21.86%
GLD SPDR Gold Shares	-1.92%	-8.27%	8.35%	21.03%	49.02%	32.51%	21.53%	13.97%
IGM iShares Expanded Tech Sector ETF	0.73%	-1.47%	-6.15%	-4.99%	31.65%	29.30%	14.88%	21.24%
SCHG Schwab U.S. Large-Cap Growth ETF	0.03%	-3.86%	-9.70%	-8.38%	16.03%	22.25%	12.77%	17.00%
VONG Vanguard Russell 1000 Growth ETF	-0.01%	-4.03%	-8.98%	-8.58%	17.79%	21.43%	12.55%	16.78%

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

Monthly Returns

Based on dividend-adjusted daily data since Mar 22, 2019, 401K 2026-01-09v2 possibility's average daily return is +0.09%, while the average monthly return is +1.75%. At this rate, your investment would double in approximately 3.3 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +17.7%, while the worst month was Apr 2022 at -10.9%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 401K 2026-01-09v2 possibility closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +10.6%, while the worst single day was Mar 12, 2020 at -9.1%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.03%	3.55%	-10.35%	1.83%									-1.67%
2025	4.36%	-2.18%	-1.32%	1.72%	7.52%	7.85%	1.75%	5.61%	10.99%	3.97%	1.51%	2.28%	52.99%
2024	-0.56%	4.25%	5.90%	-1.13%	7.73%	1.67%	2.04%	0.21%	3.47%	1.54%	3.40%	0.53%	32.75%
2023	9.29%	-3.60%	9.44%	-0.47%	3.55%	3.63%	4.75%	-2.80%	-6.38%	-0.84%	11.63%	4.18%	35.40%
2022	-7.83%	0.09%	3.73%	-10.87%	-2.19%	-8.93%	7.90%	-6.49%	-7.91%	4.07%	8.26%	-5.02%	-24.47%
2021	-0.31%	0.54%	0.20%	4.74%	3.63%	0.15%	1.19%	1.81%	-5.62%	7.49%	0.26%	0.85%	15.37%

Benchmark Metrics

401K 2026-01-09v2 possibility has an annualized alpha of 9.13%, beta of 0.94, and R² of 0.75 versus S&P 500 Index. Calculated based on daily prices since March 22, 2019.

This portfolio captured 120.56% of S&P 500 Index gains but only 87.18% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 9.13% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.94 and R² of 0.75, 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: 9.13%

Beta: 0.94

R²: 0.75

Upside Capture: 120.56%

Downside Capture: 87.18%

Expense Ratio

401K 2026-01-09v2 possibility has an expense ratio of 0.32%, 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.

IGM

iShares Expanded Tech Sector ETF

IYW

iShares U.S. Technology ETF

QTUM

Defiance Quantum ETF

GLD

SPDR Gold Shares

SLVP

iShares MSCI Global Silver Miners ETF

DYNF

BlackRock U.S. Equity Factor Rotation ETF

VONG

Vanguard Russell 1000 Growth ETF

SCHG

Schwab U.S. Large-Cap Growth ETF

Return for Risk

Risk / Return Rank

401K 2026-01-09v2 possibility ranks 84 for risk / return — in the top 84% 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	2.02	0.88	+1.14
Sortino ratio Return per unit of downside risk	2.66	1.37	+1.29
Omega ratio Gain probability vs. loss probability	1.40	1.21	+0.19
Calmar ratio Return relative to maximum drawdown	2.82	1.39	+1.43
Martin ratio Return relative to average drawdown	11.23	6.43	+4.80
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
SLVP iShares MSCI Global Silver Miners ETF	93	2.80	2.85	1.40	4.54	15.07
QTUM Defiance Quantum ETF	82	1.61	2.24	1.30	3.18	11.03
DYNF BlackRock U.S. Equity Factor Rotation ETF	65	1.15	1.70	1.26	1.87	8.80
IYW iShares U.S. Technology ETF	58	1.12	1.72	1.24	1.73	5.51
GLD SPDR Gold Shares	80	1.77	2.19	1.32	2.57	9.28
IGM iShares Expanded Tech Sector ETF	64	1.19	1.80	1.25	1.98	6.61
SCHG Schwab U.S. Large-Cap Growth ETF	35	0.72	1.19	1.17	1.04	3.47
VONG Vanguard Russell 1000 Growth ETF	39	0.80	1.30	1.18	1.15	3.86

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.

401K 2026-01-09v2 possibility Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 2.02
5-Year: 0.88
All Time: 0.99

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 0.98 to 1.66, 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 401K 2026-01-09v2 possibility 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

401K 2026-01-09v2 possibility provided a 0.69% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.69%	0.69%	0.49%	0.60%	0.82%	0.88%	0.89%	0.92%	0.68%	0.54%	0.89%	0.63%
Portfolio components:
SLVP iShares MSCI Global Silver Miners ETF	1.66%	1.78%	1.05%	0.88%	0.63%	1.63%	2.39%	2.03%	1.28%	0.85%	2.32%	0.72%
QTUM Defiance Quantum ETF	1.07%	1.01%	0.61%	0.81%	1.46%	0.48%	0.42%	0.61%	0.21%	0.00%	0.00%	0.00%
DYNF BlackRock U.S. Equity Factor Rotation ETF	1.02%	1.01%	0.65%	1.11%	1.66%	2.89%	1.52%	1.22%	0.00%	0.00%	0.00%	0.00%
IYW iShares U.S. Technology ETF	0.15%	0.14%	0.21%	0.34%	0.50%	0.31%	0.56%	0.72%	0.92%	0.82%	1.14%	1.12%
GLD SPDR Gold Shares	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IGM iShares Expanded Tech Sector ETF	0.17%	0.17%	0.22%	0.33%	0.66%	0.16%	0.32%	0.50%	0.57%	0.57%	0.90%	0.79%
SCHG Schwab U.S. Large-Cap Growth ETF	0.43%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%
VONG Vanguard Russell 1000 Growth ETF	0.50%	0.45%	0.55%	0.71%	0.98%	0.58%	0.77%	1.03%	1.18%	1.19%	1.48%	1.47%

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 401K 2026-01-09v2 possibility. 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 401K 2026-01-09v2 possibility was 33.17%, occurring on Oct 14, 2022. Recovery took 322 trading sessions.

The current 401K 2026-01-09v2 possibility drawdown is 11.84%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-33.17%	Nov 17, 2021	229	Oct 14, 2022	322	Jan 29, 2024	551
-29.56%	Feb 20, 2020	22	Mar 20, 2020	42	May 20, 2020	64
-17.66%	Feb 14, 2025	37	Apr 8, 2025	24	May 13, 2025	61
-17.29%	Jan 29, 2026	42	Mar 30, 2026	—	—	—
-12.88%	Jul 17, 2024	16	Aug 7, 2024	35	Sep 26, 2024	51

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 8 assets, with an effective number of assets of 7.79, 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.

	Benchmark	GLD	SLVP	QTUM	DYNF	IYW	SCHG	IGM	VONG	Portfolio
Benchmark	1.00	0.08	0.27	0.84	0.97	0.89	0.93	0.90	0.94	0.84
GLD	0.08	1.00	0.72	0.12	0.08	0.07	0.07	0.09	0.07	0.42
SLVP	0.27	0.72	1.00	0.30	0.26	0.23	0.24	0.25	0.24	0.64
QTUM	0.84	0.12	0.30	1.00	0.84	0.86	0.83	0.87	0.83	0.84
DYNF	0.97	0.08	0.26	0.84	1.00	0.88	0.92	0.89	0.92	0.83
IYW	0.89	0.07	0.23	0.86	0.88	1.00	0.97	0.99	0.97	0.85
SCHG	0.93	0.07	0.24	0.83	0.92	0.97	1.00	0.97	0.99	0.85
IGM	0.90	0.09	0.25	0.87	0.89	0.99	0.97	1.00	0.97	0.86
VONG	0.94	0.07	0.24	0.83	0.92	0.97	0.99	0.97	1.00	0.85
Portfolio	0.84	0.42	0.64	0.84	0.83	0.85	0.85	0.86	0.85	1.00

The correlation results are calculated based on daily price changes starting from Mar 22, 2019

401K 2026-01-09v2 possibility

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

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