OPTIMIZED SIMPLE 6
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
EWG iShares MSCI Germany ETF | Europe Equities | 10% |
QQQ Invesco QQQ | Large Cap Blend Equities | 20% |
RING iShares MSCI Global Gold Miners ETF | Materials | 20% |
SPHQ Invesco S&P 500® Quality ETF | Large Cap Blend Equities | 20% |
VGK Vanguard FTSE Europe ETF | Europe Equities | 10% |
XLF Financial Select Sector SPDR Fund | Financials Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in OPTIMIZED SIMPLE 6, 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 Feb 2, 2012, corresponding to the inception date of RING
Returns By Period
As of May 6, 2025, the OPTIMIZED SIMPLE 6 returned 12.92% Year-To-Date and 13.56% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.93% | 11.36% | -1.09% | 10.19% | 14.74% | 10.35% |
| OPTIMIZED SIMPLE 6 | 12.92% | 14.33% | 12.24% | 27.23% | 17.12% | 13.56% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | -4.81% | 14.97% | 0.29% | 12.27% | 18.10% | 17.12% |
XLF Financial Select Sector SPDR Fund | 2.67% | 11.86% | 7.67% | 23.82% | 20.64% | 14.00% |
RING iShares MSCI Global Gold Miners ETF | 44.97% | 17.17% | 26.45% | 53.77% | 9.56% | 11.16% |
SPHQ Invesco S&P 500® Quality ETF | 0.24% | 11.17% | 2.28% | 14.94% | 16.97% | 12.90% |
VGK Vanguard FTSE Europe ETF | 17.51% | 14.24% | 11.88% | 14.93% | 14.28% | 5.95% |
EWG iShares MSCI Germany ETF | 27.97% | 18.65% | 25.60% | 34.78% | 15.46% | 5.53% |
Monthly Returns
The table below presents the monthly returns of OPTIMIZED SIMPLE 6, 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 | 7.14% | 1.08% | 0.68% | 2.12% | 1.41% | 12.92% | |||||||
| 2024 | -0.76% | 2.72% | 6.36% | -2.00% | 5.51% | 0.84% | 4.17% | 3.47% | 1.55% | -1.18% | 2.81% | -3.48% | 21.35% |
| 2023 | 9.24% | -4.31% | 4.97% | 2.53% | -2.22% | 4.60% | 3.86% | -3.05% | -5.19% | -0.88% | 10.37% | 4.17% | 25.20% |
| 2022 | -4.27% | -1.13% | 3.12% | -9.39% | -0.60% | -11.21% | 4.79% | -5.21% | -7.15% | 6.75% | 10.71% | -3.73% | -18.09% |
| 2021 | -1.42% | 1.28% | 4.40% | 4.85% | 5.01% | -2.05% | 1.76% | 1.22% | -5.06% | 6.19% | -1.61% | 3.32% | 18.68% |
| 2020 | -1.03% | -8.29% | -13.28% | 17.29% | 4.75% | 4.28% | 7.47% | 5.40% | -4.51% | -3.98% | 9.10% | 5.05% | 20.03% |
| 2019 | 8.05% | 2.25% | 0.98% | 3.37% | -5.08% | 9.71% | 0.99% | 1.02% | -0.45% | 4.21% | 1.86% | 4.48% | 35.26% |
| 2018 | 5.65% | -4.99% | -1.90% | 0.50% | 0.75% | -0.87% | 2.17% | -1.04% | -0.39% | -5.31% | 0.52% | -4.28% | -9.29% |
| 2017 | 4.95% | 1.88% | 0.74% | 0.57% | 1.88% | -0.02% | 2.85% | 1.75% | 0.82% | 1.18% | 1.85% | 1.89% | 22.24% |
| 2016 | -2.99% | 7.61% | 6.25% | 6.67% | -2.17% | 2.90% | 5.55% | -2.41% | 5.31% | -2.10% | 0.21% | 2.52% | 29.95% |
| 2015 | 2.35% | 3.71% | -4.40% | 2.90% | 0.00% | -3.42% | -2.00% | -5.27% | -2.92% | 8.15% | -1.24% | -1.04% | -3.93% |
| 2014 | -1.07% | 6.10% | -1.61% | 0.50% | 0.49% | 4.17% | -1.99% | 3.24% | -4.84% | -2.68% | 4.02% | -1.13% | 4.72% |
Expense Ratio
OPTIMIZED SIMPLE 6 has an expense ratio of 0.23%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 92, OPTIMIZED SIMPLE 6 is among the top 8% 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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 0.63 | 1.04 | 1.15 | 0.70 | 2.34 |
XLF Financial Select Sector SPDR Fund | 1.21 | 1.72 | 1.26 | 1.57 | 6.04 |
RING iShares MSCI Global Gold Miners ETF | 1.60 | 2.13 | 1.28 | 1.35 | 5.84 |
SPHQ Invesco S&P 500® Quality ETF | 1.00 | 1.49 | 1.21 | 1.04 | 4.37 |
VGK Vanguard FTSE Europe ETF | 0.96 | 1.43 | 1.19 | 1.20 | 3.37 |
EWG iShares MSCI Germany ETF | 1.82 | 2.61 | 1.34 | 2.41 | 9.54 |
Dividends
Dividend yield
OPTIMIZED SIMPLE 6 provided a 1.32% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.32% | 1.51% | 1.72% | 2.05% | 1.70% | 1.41% | 1.57% | 1.80% | 1.34% | 1.74% | 1.85% | 1.87% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.62% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
XLF Financial Select Sector SPDR Fund | 1.44% | 1.42% | 1.71% | 2.04% | 1.63% | 2.03% | 1.87% | 2.08% | 1.48% | 1.63% | 2.40% | 1.98% |
RING iShares MSCI Global Gold Miners ETF | 0.99% | 1.43% | 2.01% | 2.29% | 2.38% | 0.82% | 0.83% | 0.70% | 0.42% | 1.42% | 0.97% | 0.85% |
SPHQ Invesco S&P 500® Quality ETF | 1.14% | 1.15% | 1.42% | 1.85% | 1.19% | 1.55% | 1.51% | 1.85% | 1.57% | 1.67% | 2.29% | 1.66% |
VGK Vanguard FTSE Europe ETF | 2.98% | 3.61% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% | 4.62% |
EWG iShares MSCI Germany ETF | 1.86% | 2.38% | 2.56% | 3.24% | 2.70% | 2.10% | 2.51% | 2.93% | 2.06% | 2.35% | 1.93% | 2.30% |
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 OPTIMIZED SIMPLE 6. 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 OPTIMIZED SIMPLE 6 was 32.97%, occurring on Mar 23, 2020. Recovery took 74 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.97% | Feb 20, 2020 | 23 | Mar 23, 2020 | 74 | Jul 8, 2020 | 97 |
| -29.97% | Nov 16, 2021 | 217 | Sep 27, 2022 | 309 | Dec 19, 2023 | 526 |
| -19.21% | Jan 29, 2018 | 229 | Dec 24, 2018 | 122 | Jun 20, 2019 | 351 |
| -17.83% | May 15, 2015 | 172 | Jan 20, 2016 | 41 | Mar 18, 2016 | 213 |
| -12.79% | Apr 3, 2012 | 33 | May 18, 2012 | 81 | Sep 13, 2012 | 114 |
Volatility
Volatility Chart
The current OPTIMIZED SIMPLE 6 volatility is 12.35%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 5.56, 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
| ^GSPC | RING | XLF | QQQ | EWG | VGK | SPHQ | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.17 | 0.79 | 0.90 | 0.73 | 0.77 | 0.95 | 0.83 |
| RING | 0.17 | 1.00 | 0.06 | 0.15 | 0.23 | 0.27 | 0.15 | 0.59 |
| XLF | 0.79 | 0.06 | 1.00 | 0.59 | 0.64 | 0.67 | 0.74 | 0.68 |
| QQQ | 0.90 | 0.15 | 0.59 | 1.00 | 0.65 | 0.66 | 0.84 | 0.75 |
| EWG | 0.73 | 0.23 | 0.64 | 0.65 | 1.00 | 0.93 | 0.70 | 0.77 |
| VGK | 0.77 | 0.27 | 0.67 | 0.66 | 0.93 | 1.00 | 0.74 | 0.81 |
| SPHQ | 0.95 | 0.15 | 0.74 | 0.84 | 0.70 | 0.74 | 1.00 | 0.80 |
| Portfolio | 0.83 | 0.59 | 0.68 | 0.75 | 0.77 | 0.81 | 0.80 | 1.00 |