Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FLOT iShares Floating Rate Bond ETF | Corporate Bonds | 10% |
SMH VanEck Semiconductor ETF | Semiconductors, Technology Equities | 30% |
SOXX iShares Semiconductor ETF | Semiconductors, Technology Equities | 30% |
VONG Vanguard Russell 1000 Growth ETF | Large Cap Growth Equities | 30% |
XLK State Street Technology Select Sector SPDR ETF | Technology Equities | 0% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 5 Finger Punch 10 flote, 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 Jun 17, 2011, corresponding to the inception date of FLOT
Returns By Period
As of Apr 4, 2026, the 5 Finger Punch 10 flote returned 3.81% Year-To-Date and 23.61% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -2.33% | -3.84% | -1.98% | 29.73% | 16.86% | 10.37% | 12.29% |
Portfolio 5 Finger Punch 10 flote | 0.13% | 1.44% | 3.81% | 8.92% | 75.52% | 30.54% | 18.25% | 23.61% |
| Portfolio components: | ||||||||
XLK State Street Technology Select Sector SPDR ETF | 0.80% | -0.82% | -5.43% | -4.21% | 49.99% | 22.58% | 15.84% | 21.15% |
SMH VanEck Semiconductor ETF | 0.09% | 3.09% | 8.94% | 16.89% | 117.67% | 44.85% | 26.17% | 31.69% |
FLOT iShares Floating Rate Bond ETF | 0.08% | 0.15% | 0.82% | 1.90% | 6.15% | 5.83% | 4.02% | 2.96% |
VONG Vanguard Russell 1000 Growth ETF | -0.01% | -3.67% | -8.98% | -8.25% | 32.59% | 21.43% | 12.55% | 16.78% |
SOXX iShares Semiconductor ETF | 0.32% | 5.04% | 12.84% | 21.56% | 116.82% | 33.13% | 19.27% | 28.54% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 20, 2011, 5 Finger Punch 10 flote's average daily return is +0.08%, while the average monthly return is +1.66%. At this rate, your investment would double in approximately 3.5 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +14.4%, while the worst month was Jun 2022 at -12.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, 5 Finger Punch 10 flote closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +14.0%, while the worst single day was Mar 16, 2020 at -12.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.70% | -0.15% | -5.35% | 1.98% | 3.81% | ||||||||
| 2025 | 1.17% | -3.71% | -8.10% | -0.22% | 10.23% | 11.98% | 2.44% | 1.19% | 8.55% | 8.44% | -2.39% | 1.16% | 32.85% |
| 2024 | 3.19% | 9.76% | 3.72% | -4.24% | 8.33% | 6.25% | -3.43% | -0.29% | 1.12% | -2.11% | 1.77% | 0.52% | 26.26% |
| 2023 | 12.41% | 0.47% | 7.80% | -3.61% | 10.93% | 5.70% | 4.42% | -2.45% | -5.85% | -3.61% | 12.70% | 8.07% | 54.92% |
| 2022 | -9.31% | -2.39% | 1.32% | -12.63% | 2.97% | -12.76% | 13.51% | -7.11% | -11.00% | 3.10% | 13.05% | -8.34% | -29.43% |
| 2021 | 1.91% | 3.90% | 1.39% | 1.84% | 1.08% | 4.98% | 1.26% | 2.76% | -4.68% | 6.57% | 7.09% | 1.99% | 33.95% |
Benchmark Metrics
5 Finger Punch 10 flote has an annualized alpha of 6.49%, beta of 1.16, and R² of 0.77 versus S&P 500 Index. Calculated based on daily prices since June 20, 2011.
- This portfolio captured 134.93% of S&P 500 Index gains but only 99.19% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 6.49% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 6.49%
- Beta
- 1.16
- R²
- 0.77
- Upside Capture
- 134.93%
- Downside Capture
- 99.19%
Expense Ratio
5 Finger Punch 10 flote has an expense ratio of 0.25%, 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
5 Finger Punch 10 flote 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.80 | 0.88 | +0.91 |
Sortino ratioReturn per unit of downside risk | 2.46 | 1.37 | +1.10 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.21 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 3.76 | 1.39 | +2.37 |
Martin ratioReturn relative to average drawdown | 14.33 | 6.43 | +7.90 |
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 | |
|---|---|---|---|---|---|---|
XLK State Street Technology Select Sector SPDR ETF | 60 | 1.13 | 1.71 | 1.24 | 1.98 | 6.27 |
SMH VanEck Semiconductor ETF | 94 | 2.28 | 2.89 | 1.41 | 5.34 | 18.94 |
FLOT iShares Floating Rate Bond ETF | 91 | 2.12 | 2.66 | 1.96 | 2.88 | 22.40 |
VONG Vanguard Russell 1000 Growth ETF | 38 | 0.80 | 1.30 | 1.18 | 1.15 | 3.86 |
SOXX iShares Semiconductor ETF | 91 | 2.01 | 2.62 | 1.37 | 4.46 | 16.48 |
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Dividends
Dividend yield
5 Finger Punch 10 flote provided a 0.85% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.85% | 0.88% | 1.08% | 1.19% | 1.23% | 0.56% | 0.80% | 1.41% | 1.57% | 1.20% | 1.11% | 1.52% |
| Portfolio components: | ||||||||||||
XLK State Street Technology Select Sector SPDR ETF | 0.56% | 0.54% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% |
SMH VanEck Semiconductor ETF | 0.28% | 0.31% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% |
FLOT iShares Floating Rate Bond ETF | 4.68% | 4.84% | 5.82% | 5.66% | 2.06% | 0.43% | 1.25% | 2.78% | 2.41% | 1.46% | 0.97% | 0.53% |
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% |
SOXX iShares Semiconductor ETF | 0.49% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
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 5 Finger Punch 10 flote. 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 5 Finger Punch 10 flote was 38.04%, occurring on Oct 14, 2022. Recovery took 276 trading sessions.
The current 5 Finger Punch 10 flote drawdown is 6.70%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.04% | Dec 28, 2021 | 202 | Oct 14, 2022 | 276 | Nov 20, 2023 | 478 |
| -30.73% | Feb 20, 2020 | 22 | Mar 20, 2020 | 53 | Jun 5, 2020 | 75 |
| -28.65% | Jul 11, 2024 | 187 | Apr 8, 2025 | 53 | Jun 25, 2025 | 240 |
| -21.11% | Sep 5, 2018 | 77 | Dec 24, 2018 | 59 | Mar 21, 2019 | 136 |
| -18.63% | Jul 8, 2011 | 61 | Oct 3, 2011 | 78 | Jan 25, 2012 | 139 |
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 3.57, 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
| Benchmark | FLOT | VONG | SOXX | SMH | XLK | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.13 | 0.94 | 0.78 | 0.77 | 0.89 | 0.84 |
| FLOT | 0.13 | 1.00 | 0.13 | 0.10 | 0.10 | 0.12 | 0.12 |
| VONG | 0.94 | 0.13 | 1.00 | 0.79 | 0.79 | 0.93 | 0.87 |
| SOXX | 0.78 | 0.10 | 0.79 | 1.00 | 0.98 | 0.85 | 0.98 |
| SMH | 0.77 | 0.10 | 0.79 | 0.98 | 1.00 | 0.85 | 0.99 |
| XLK | 0.89 | 0.12 | 0.93 | 0.85 | 0.85 | 1.00 | 0.90 |
| Portfolio | 0.84 | 0.12 | 0.87 | 0.98 | 0.99 | 0.90 | 1.00 |