Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
DIVO Amplify CWP Enhanced Dividend Income ETF | Derivative Income | 10% |
FTEC Fidelity MSCI Information Technology Index ETF | Technology Equities | 25% |
GLDM SPDR Gold MiniShares Trust | Precious Metals, Gold | 25% |
SPMO Invesco S&P 500 Momentum ETF | S&P 500 | 15% |
XLK State Street Technology Select Sector SPDR ETF | Technology Equities | 25% |
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
| 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 FTEC & XLK with stabilizers | -0.02% | -3.65% | -0.78% | 2.42% | 33.17% | 26.27% | 17.72% | — |
| Portfolio components: | ||||||||
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% | — |
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.28% | 0.97% | -6.22% | 1.45% | -0.78% | ||||||||
| 2025 | 2.60% | -0.85% | -3.00% | 2.30% | 7.06% | 6.44% | 2.39% | 1.73% | 7.52% | 4.37% | -1.19% | 0.76% | 33.87% |
| 2024 | 1.88% | 4.54% | 3.62% | -3.16% | 5.41% | 5.16% | 0.16% | 1.79% | 3.08% | 0.35% | 3.86% | -1.19% | 28.21% |
| 2023 | 6.20% | -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
- R²
- 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.68 | 0.88 | +0.80 |
Sortino ratioReturn per unit of downside risk | 2.40 | 1.37 | +1.03 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.21 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.64 | 1.39 | +1.25 |
Martin ratioReturn relative to average drawdown | 10.68 | 6.43 | +4.25 |
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 | |
|---|---|---|---|---|---|---|
FTEC Fidelity MSCI Information Technology Index ETF | 59 | 1.10 | 1.69 | 1.24 | 1.92 | 5.88 |
XLK State Street Technology Select Sector SPDR ETF | 61 | 1.13 | 1.71 | 1.24 | 1.98 | 6.27 |
GLDM SPDR Gold MiniShares Trust | 81 | 1.80 | 2.23 | 1.33 | 2.59 | 9.40 |
SPMO Invesco S&P 500 Momentum ETF | 58 | 1.01 | 1.55 | 1.23 | 1.91 | 6.68 |
DIVO Amplify CWP Enhanced Dividend Income ETF | 72 | 1.33 | 1.94 | 1.29 | 1.96 | 9.17 |
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Dividends
Dividend yield
FTEC & XLK with stabilizers provided a 1.03% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.03% | 1.00% | 0.83% | 1.09% | 1.22% | 0.88% | 1.12% | 1.57% | 1.38% | 1.08% | 1.04% | 0.82% |
| Portfolio components: | ||||||||||||
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, 2020 | 22 | Mar 20, 2020 | 53 | Jun 5, 2020 | 75 |
| -23.72% | Dec 28, 2021 | 202 | Oct 14, 2022 | 167 | Jun 15, 2023 | 369 |
| -16.94% | Feb 20, 2025 | 34 | Apr 8, 2025 | 24 | May 13, 2025 | 58 |
| -15.41% | Oct 4, 2018 | 56 | Dec 24, 2018 | 53 | Mar 13, 2019 | 109 |
| -12.87% | Jan 29, 2026 | 42 | Mar 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
| Benchmark | GLDM | DIVO | SPMO | XLK | FTEC | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.07 | 0.82 | 0.86 | 0.90 | 0.91 | 0.90 |
| GLDM | 0.07 | 1.00 | 0.08 | 0.08 | 0.05 | 0.06 | 0.29 |
| DIVO | 0.82 | 0.08 | 1.00 | 0.72 | 0.64 | 0.63 | 0.69 |
| SPMO | 0.86 | 0.08 | 0.72 | 1.00 | 0.83 | 0.84 | 0.86 |
| XLK | 0.90 | 0.05 | 0.64 | 0.83 | 1.00 | 0.99 | 0.95 |
| FTEC | 0.91 | 0.06 | 0.63 | 0.84 | 0.99 | 1.00 | 0.95 |
| Portfolio | 0.90 | 0.29 | 0.69 | 0.86 | 0.95 | 0.95 | 1.00 |