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FTEC & XLK with stabilizers
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FTEC & XLK with stabilizers, 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 26, 2018, corresponding to the inception date of GLDM

Returns By Period


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
FTEC & XLK with stabilizers
-0.02%-3.65%-0.78%2.42%33.17%26.27%17.72%
FTEC
Fidelity MSCI Information Technology Index ETF
0.86%-1.39%-5.31%-5.60%30.19%23.87%15.25%21.45%
XLK
State Street Technology Select Sector SPDR ETF
0.80%-0.98%-5.43%-4.69%30.55%22.58%15.84%21.15%
GLDM
SPDR Gold MiniShares Trust
-1.93%-8.33%8.33%21.17%49.47%32.89%21.86%
SPMO
Invesco S&P 500 Momentum ETF
0.21%-3.49%-3.57%-4.50%22.96%28.37%17.71%17.43%
DIVO
Amplify CWP Enhanced Dividend Income ETF
0.16%-2.94%2.35%5.61%17.36%13.86%11.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 27, 2018, FTEC & XLK with stabilizers's average daily return is +0.08%, while the average monthly return is +1.54%. At this rate, your investment would double in approximately 3.8 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +11.7%, while the worst month was Sep 2022 at -8.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, FTEC & XLK with stabilizers closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +9.9%, while the worst single day was Mar 16, 2020 at -10.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.28%0.97%-6.22%1.45%-0.78%
20252.60%-0.85%-3.00%2.30%7.06%6.44%2.39%1.73%7.52%4.37%-1.19%0.76%33.87%
20241.88%4.54%3.62%-3.16%5.41%5.16%0.16%1.79%3.08%0.35%3.86%-1.19%28.21%
20236.20%-1.98%7.67%0.79%2.75%3.97%2.49%-1.11%-4.83%1.13%8.92%3.94%33.27%
2022-5.25%-1.15%2.79%-7.85%-1.11%-6.84%7.78%-4.35%-8.55%6.48%5.87%-4.10%-16.69%
2021-1.29%-0.82%1.26%4.56%1.39%2.80%2.98%2.53%-4.83%6.21%1.13%3.24%20.41%

Benchmark Metrics

FTEC & XLK with stabilizers has an annualized alpha of 8.13%, beta of 0.86, and R² of 0.86 versus S&P 500 Index. Calculated based on daily prices since June 27, 2018.

  • This portfolio captured 100.04% of S&P 500 Index gains but only 71.67% of its losses — a favorable profile for investors.
  • This portfolio generated an annualized alpha of 8.13% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • With beta of 0.86 and R² of 0.86, 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
8.13%
Beta
0.86
0.86
Upside Capture
100.04%
Downside Capture
71.67%

Expense Ratio

FTEC & XLK with stabilizers 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

FTEC & XLK with stabilizers ranks 79 for risk / return — better than 79% 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.


FTEC & XLK with stabilizers Risk / Return Rank: 7979
Overall Rank
FTEC & XLK with stabilizers Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
FTEC & XLK with stabilizers Sortino Ratio Rank: 8282
Sortino Ratio Rank
FTEC & XLK with stabilizers Omega Ratio Rank: 8383
Omega Ratio Rank
FTEC & XLK with stabilizers Calmar Ratio Rank: 7575
Calmar Ratio Rank
FTEC & XLK with stabilizers Martin Ratio Rank: 7575
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

1.68

0.88

+0.80

Sortino ratio

Return per unit of downside risk

2.40

1.37

+1.03

Omega ratio

Gain probability vs. loss probability

1.36

1.21

+0.15

Calmar ratio

Return relative to maximum drawdown

2.64

1.39

+1.25

Martin ratio

Return relative to average drawdown

10.68

6.43

+4.25


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
FTEC
Fidelity MSCI Information Technology Index ETF
591.101.691.241.925.88
XLK
State Street Technology Select Sector SPDR ETF
611.131.711.241.986.27
GLDM
SPDR Gold MiniShares Trust
811.802.231.332.599.40
SPMO
Invesco S&P 500 Momentum ETF
581.011.551.231.916.68
DIVO
Amplify CWP Enhanced Dividend Income ETF
721.331.941.291.969.17

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.

FTEC & XLK with stabilizers Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

  • 1-Year: 1.68
  • 5-Year: 1.06
  • All Time: 1.06

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 0.99 to 1.67, 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 FTEC & XLK with stabilizers 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

FTEC & XLK with stabilizers provided a 1.03% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio1.03%1.00%0.83%1.09%1.22%0.88%1.12%1.57%1.38%1.08%1.04%0.82%
FTEC
Fidelity MSCI Information Technology Index ETF
0.45%0.43%0.49%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%
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%
GLDM
SPDR Gold MiniShares Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%
DIVO
Amplify CWP Enhanced Dividend Income ETF
6.47%6.44%4.70%4.67%4.76%4.79%4.91%8.16%5.27%3.83%0.00%0.00%

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 FTEC & XLK with stabilizers. 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 FTEC & XLK with stabilizers was 24.52%, occurring on Mar 20, 2020. Recovery took 53 trading sessions.

The current FTEC & XLK with stabilizers drawdown is 8.17%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.52%Feb 20, 202022Mar 20, 202053Jun 5, 202075
-23.72%Dec 28, 2021202Oct 14, 2022167Jun 15, 2023369
-16.94%Feb 20, 202534Apr 8, 202524May 13, 202558
-15.41%Oct 4, 201856Dec 24, 201853Mar 13, 2019109
-12.87%Jan 29, 202642Mar 30, 2026

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 4.55, 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.

BenchmarkGLDMDIVOSPMOXLKFTECPortfolio
Benchmark1.000.070.820.860.900.910.90
GLDM0.071.000.080.080.050.060.29
DIVO0.820.081.000.720.640.630.69
SPMO0.860.080.721.000.830.840.86
XLK0.900.050.640.831.000.990.95
FTEC0.910.060.630.840.991.000.95
Portfolio0.900.290.690.860.950.951.00
The correlation results are calculated based on daily price changes starting from Jun 27, 2018