Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ACES ALPS Clean Energy ETF | Alternative Energy Equities | 16.67% |
ARKK ARK Innovation ETF | Actively Managed, Technology Equities | 16.67% |
EPU iShares MSCI Peru ETF | Mid Cap Blend Equities | 16.67% |
FDIS Fidelity MSCI Consumer Discretionary Index ETF | Consumer Discretionary Equities | 16.67% |
SUSA iShares MSCI USA ESG Select ETF | Large Cap Growth Equities | 16.67% |
XLE State Street Energy Select Sector SPDR ETF | Energy Equities | 16.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Kira Fidelity -TOD, 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 29, 2018, corresponding to the inception date of ACES
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -4.18% | -3.84% | -1.98% | 21.98% | 16.86% | 10.37% | 12.29% |
Portfolio Kira Fidelity -TOD | -0.41% | -2.36% | 4.87% | 5.20% | 47.45% | 18.33% | 7.75% | — |
| Portfolio components: | ||||||||
ACES ALPS Clean Energy ETF | -0.56% | 1.71% | 3.24% | -2.29% | 49.02% | -8.90% | -14.84% | — |
ARKK ARK Innovation ETF | 0.23% | -8.50% | -10.87% | -22.37% | 51.95% | 20.43% | -10.47% | 14.27% |
EPU iShares MSCI Peru ETF | -1.33% | -8.02% | 12.73% | 31.43% | 92.18% | 44.41% | 23.70% | 15.94% |
FDIS Fidelity MSCI Consumer Discretionary Index ETF | -1.31% | -6.52% | -8.97% | -8.86% | 14.81% | 13.50% | 4.63% | 12.73% |
SUSA iShares MSCI USA ESG Select ETF | 0.11% | -3.96% | -4.10% | -1.90% | 21.57% | 16.25% | 9.79% | 13.61% |
XLE State Street Energy Select Sector SPDR ETF | 0.47% | 6.14% | 33.39% | 35.30% | 41.00% | 14.70% | 23.16% | 11.36% |
Monthly Returns
Based on dividend-adjusted daily data since Jul 2, 2018, Kira Fidelity -TOD's average daily return is +0.06%, while the average monthly return is +1.22%. At this rate, your investment would double in approximately 4.8 years.
Historically, 56% of months were positive and 44% were negative. The best month was Apr 2020 with a return of +19.6%, while the worst month was Mar 2020 at -20.4%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Kira Fidelity -TOD closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +10.2%, while the worst single day was Mar 16, 2020 at -12.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.20% | 0.79% | -2.90% | -0.05% | 4.87% | ||||||||
| 2025 | 3.30% | -3.95% | -3.50% | -1.23% | 6.81% | 8.30% | 3.16% | 4.77% | 7.42% | 2.76% | -1.96% | 1.35% | 29.69% |
| 2024 | -5.84% | 5.47% | 4.02% | -4.84% | 4.74% | -1.84% | 3.31% | -0.97% | 3.34% | -1.86% | 8.72% | -4.16% | 9.27% |
| 2023 | 12.89% | -4.48% | 1.34% | -2.62% | -0.12% | 7.64% | 7.73% | -5.84% | -5.58% | -8.30% | 10.77% | 9.49% | 21.89% |
| 2022 | -3.92% | 1.29% | 5.22% | -14.25% | 1.76% | -11.97% | 12.48% | -1.36% | -9.02% | 7.17% | 3.87% | -8.85% | -19.42% |
| 2021 | 4.91% | 2.36% | -1.01% | -0.17% | -0.87% | 4.25% | -4.28% | 0.47% | -2.78% | 11.80% | -5.02% | -1.65% | 7.08% |
Benchmark Metrics
Kira Fidelity -TOD has an annualized alpha of 0.41%, beta of 1.09, and R² of 0.79 versus S&P 500 Index. Calculated based on daily prices since July 02, 2018.
- This portfolio captured 116.54% of S&P 500 Index gains and 112.72% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- With beta of 1.09 and R² of 0.79, 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
- 0.41%
- Beta
- 1.09
- R²
- 0.79
- Upside Capture
- 116.54%
- Downside Capture
- 112.72%
Expense Ratio
Kira Fidelity -TOD has an expense ratio of 0.38%, 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.
Return for Risk
Risk / Return Rank
Kira Fidelity -TOD ranks 77 for risk / return — better than 77% 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.67 | 0.88 | +0.79 |
Sortino ratioReturn per unit of downside risk | 2.30 | 1.37 | +0.93 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.21 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.71 | 1.39 | +1.32 |
Martin ratioReturn relative to average drawdown | 12.47 | 6.43 | +6.03 |
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 | |
|---|---|---|---|---|---|---|
ACES ALPS Clean Energy ETF | 63 | 1.25 | 1.82 | 1.22 | 2.58 | 6.34 |
ARKK ARK Innovation ETF | 44 | 0.93 | 1.56 | 1.18 | 1.39 | 3.54 |
EPU iShares MSCI Peru ETF | 95 | 2.94 | 3.30 | 1.48 | 4.18 | 16.86 |
FDIS Fidelity MSCI Consumer Discretionary Index ETF | 20 | 0.30 | 0.63 | 1.08 | 0.61 | 1.96 |
SUSA iShares MSCI USA ESG Select ETF | 46 | 0.89 | 1.37 | 1.20 | 1.39 | 6.14 |
XLE State Street Energy Select Sector SPDR ETF | 53 | 1.19 | 1.58 | 1.23 | 1.60 | 4.21 |
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Dividends
Dividend yield
Kira Fidelity -TOD provided a 1.07% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.07% | 1.21% | 2.01% | 1.99% | 2.14% | 1.69% | 1.92% | 2.37% | 1.93% | 1.67% | 1.05% | 1.71% |
| Portfolio components: | ||||||||||||
ACES ALPS Clean Energy ETF | 0.68% | 0.70% | 1.10% | 1.44% | 1.08% | 0.71% | 0.56% | 1.79% | 0.34% | 0.00% | 0.00% | 0.00% |
ARKK ARK Innovation ETF | 0.00% | 0.00% | 0.00% | 0.70% | 0.00% | 0.55% | 1.64% | 0.38% | 3.14% | 1.32% | 0.00% | 2.27% |
EPU iShares MSCI Peru ETF | 1.45% | 1.63% | 5.78% | 4.17% | 5.56% | 3.13% | 1.91% | 2.67% | 1.53% | 3.30% | 0.85% | 1.90% |
FDIS Fidelity MSCI Consumer Discretionary Index ETF | 0.80% | 0.75% | 0.69% | 0.78% | 1.00% | 0.58% | 0.59% | 1.14% | 1.29% | 1.00% | 1.62% | 1.25% |
SUSA iShares MSCI USA ESG Select ETF | 0.96% | 0.89% | 1.15% | 1.32% | 1.52% | 0.98% | 1.17% | 1.52% | 1.72% | 1.40% | 1.56% | 1.42% |
XLE State Street Energy Select Sector SPDR ETF | 2.52% | 3.28% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 6.72% | 3.54% | 3.03% | 2.26% | 3.39% |
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 Kira Fidelity -TOD. 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 Kira Fidelity -TOD was 40.43%, occurring on Mar 18, 2020. Recovery took 82 trading sessions.
The current Kira Fidelity -TOD drawdown is 4.81%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.43% | Feb 20, 2020 | 20 | Mar 18, 2020 | 82 | Jul 15, 2020 | 102 |
| -28.88% | Nov 2, 2021 | 240 | Oct 14, 2022 | 520 | Nov 8, 2024 | 760 |
| -21.79% | Dec 12, 2024 | 79 | Apr 8, 2025 | 47 | Jun 16, 2025 | 126 |
| -20.26% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -13.4% | Feb 16, 2021 | 130 | Aug 19, 2021 | 51 | Nov 1, 2021 | 181 |
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 6.00, 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
| Benchmark | XLE | EPU | ACES | ARKK | FDIS | SUSA | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.44 | 0.49 | 0.63 | 0.71 | 0.86 | 0.98 | 0.84 |
| XLE | 0.44 | 1.00 | 0.41 | 0.34 | 0.25 | 0.34 | 0.43 | 0.56 |
| EPU | 0.49 | 0.41 | 1.00 | 0.45 | 0.41 | 0.44 | 0.48 | 0.64 |
| ACES | 0.63 | 0.34 | 0.45 | 1.00 | 0.72 | 0.68 | 0.65 | 0.84 |
| ARKK | 0.71 | 0.25 | 0.41 | 0.72 | 1.00 | 0.78 | 0.72 | 0.85 |
| FDIS | 0.86 | 0.34 | 0.44 | 0.68 | 0.78 | 1.00 | 0.85 | 0.85 |
| SUSA | 0.98 | 0.43 | 0.48 | 0.65 | 0.72 | 0.85 | 1.00 | 0.85 |
| Portfolio | 0.84 | 0.56 | 0.64 | 0.84 | 0.85 | 0.85 | 0.85 | 1.00 |