Lee's Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
EZM WisdomTree U.S. MidCap Earnings Fund	Mid Cap Blend Equities	4%
FBGRX Fidelity Blue Chip Growth Fund	Large Cap Growth Equities	9%
FBIOX Fidelity Select Biotechnology Portfolio	Health & Biotech Equities	4%
FCNTX Fidelity Contrafund Fund	Large Cap Growth Equities	10%
FGRIX Fidelity Growth & Income Portfolio	Large Cap Value Equities	7%
FSAGX Fidelity Select Gold Portfolio	Precious Metals	5%
FSDAX Fidelity Select Defense & Aerospace Portfolio	Industrials Equities	4%
FSELX Fidelity Select Semiconductors Portfolio	Technology Equities	8%
IVV iShares Core S&P 500 ETF	S&P 500	19%
IWB iShares Russell 1000 ETF	Large Cap Blend Equities	3%
IWM iShares Russell 2000 ETF	Small Cap Blend Equities	3%
PIMIX PIMCO Income Fund Institutional Class	Total Bond Market	15%
SCHF Schwab International Equity ETF	Foreign Large Cap Equities	4%
SPMO Invesco S&P 500 Momentum ETF	Momentum, S&P 500	3%
VWO Vanguard FTSE Emerging Markets ETF	Emerging Markets Equities	2%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Lee's Portfolio, 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 Oct 12, 2015, corresponding to the inception date of SPMO

Returns By Period

As of Apr 10, 2026, the Lee's Portfolio returned 3.72% Year-To-Date and 15.39% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.62%	0.64%	-0.30%	1.33%	25.06%	18.43%	10.57%	12.82%
Portfolio Lee's Portfolio	0.19%	0.96%	3.72%	6.96%	39.15%	23.95%	13.48%	15.39%
Portfolio components:
IVV iShares Core S&P 500 ETF	0.59%	0.69%	-0.02%	1.89%	26.59%	20.02%	12.16%	14.70%
PIMIX PIMCO Income Fund Institutional Class	0.65%	-0.19%	0.38%	2.93%	9.68%	7.72%	3.69%	4.86%
FSELX Fidelity Select Semiconductors Portfolio	5.60%	7.50%	19.03%	22.03%	119.82%	54.53%	33.85%	33.93%
FGRIX Fidelity Growth & Income Portfolio	2.11%	1.38%	2.98%	6.37%	31.06%	19.86%	13.62%	14.34%
FCNTX Fidelity Contrafund Fund	3.09%	-0.54%	-0.98%	0.76%	26.49%	26.52%	13.45%	16.68%
FSAGX Fidelity Select Gold Portfolio	2.98%	-5.12%	16.87%	33.90%	115.82%	40.78%	21.88%	14.99%
FSDAX Fidelity Select Defense & Aerospace Portfolio	4.69%	-2.67%	7.04%	9.63%	53.74%	28.02%	16.97%	16.13%
FBIOX Fidelity Select Biotechnology Portfolio	1.52%	0.54%	3.70%	13.22%	58.82%	19.96%	6.00%	10.10%
EZM WisdomTree U.S. MidCap Earnings Fund	0.63%	3.90%	5.22%	8.28%	25.18%	14.21%	7.69%	10.69%
SPMO Invesco S&P 500 Momentum ETF	1.15%	3.38%	3.17%	1.32%	34.73%	31.24%	18.40%	18.28%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 13, 2015, Lee's Portfolio's average daily return is +0.06%, while the average monthly return is +1.23%. At this rate, your investment would double in approximately 4.7 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +12.6%, while the worst month was Mar 2020 at -12.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Lee's Portfolio closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +8.4%, while the worst single day was Mar 16, 2020 at -9.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.20%	1.79%	-5.87%	4.90%									3.72%
2025	3.29%	-0.92%	-3.95%	0.97%	6.34%	6.06%	2.36%	2.88%	4.76%	2.18%	0.78%	1.12%	28.59%
2024	0.99%	5.51%	3.90%	-3.34%	5.38%	2.30%	1.90%	1.86%	1.66%	-0.81%	4.09%	-2.09%	23.06%
2023	7.87%	-2.06%	3.56%	0.57%	1.22%	5.41%	3.50%	-2.11%	-4.56%	-2.78%	8.72%	5.71%	26.82%
2022	-6.16%	-1.17%	2.36%	-9.24%	-0.14%	-8.21%	8.12%	-3.63%	-8.22%	5.88%	7.15%	-4.62%	-18.27%
2021	-0.29%	2.23%	2.46%	3.85%	1.51%	1.84%	0.64%	2.28%	-3.95%	5.02%	-0.18%	2.55%	19.19%

Benchmark Metrics

Lee's Portfolio has an annualized alpha of 3.64%, beta of 0.88, and R² of 0.95 versus S&P 500 Index. Calculated based on daily prices since October 13, 2015.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (97.93%) than losses (85.35%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 3.64% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.88 and R² of 0.95, 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: 3.64%

Beta: 0.88

R²: 0.95

Upside Capture: 97.93%

Downside Capture: 85.35%

Expense Ratio

Lee's Portfolio has an expense ratio of 0.43%, 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.

Top 10 holdings

FBGRX

Fidelity Blue Chip Growth Fund

FSAGX

Fidelity Select Gold Portfolio

FSDAX

Fidelity Select Defense & Aerospace Portfolio

FBIOX

Fidelity Select Biotechnology Portfolio

FSELX

Fidelity Select Semiconductors Portfolio

PIMIX

PIMCO Income Fund Institutional Class

FGRIX

Fidelity Growth & Income Portfolio

FCNTX

Fidelity Contrafund Fund

EZM

WisdomTree U.S. MidCap Earnings Fund

IWM

iShares Russell 2000 ETF

Return for Risk

Risk / Return Rank

Lee's Portfolio ranks 80 for risk / return — better than 80% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	2.91	1.84	+1.07
Sortino ratio Return per unit of downside risk	3.92	2.53	+1.40
Omega ratio Gain probability vs. loss probability	1.54	1.35	+0.19
Calmar ratio Return relative to maximum drawdown	5.03	3.83	+1.20
Martin ratio Return relative to average drawdown	24.01	16.98	+7.03
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
IVV iShares Core S&P 500 ETF	56	1.95	2.67	1.37	4.11	18.31
PIMIX PIMCO Income Fund Institutional Class	58	2.34	3.54	1.46	2.07	8.18
FSELX Fidelity Select Semiconductors Portfolio	96	4.14	4.77	1.65	11.19	42.10
FGRIX Fidelity Growth & Income Portfolio	91	2.89	4.53	1.63	4.74	19.67
FCNTX Fidelity Contrafund Fund	68	2.11	3.29	1.43	3.41	14.08
FSAGX Fidelity Select Gold Portfolio	78	3.11	3.11	1.47	4.37	15.65
FSDAX Fidelity Select Defense & Aerospace Portfolio	90	3.16	4.41	1.56	4.38	17.45
FBIOX Fidelity Select Biotechnology Portfolio	83	2.92	3.70	1.48	5.81	20.77
EZM WisdomTree U.S. MidCap Earnings Fund	44	1.52	2.21	1.28	3.89	12.71
SPMO Invesco S&P 500 Momentum ETF	52	1.96	2.66	1.36	3.81	14.68

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.

Lee's Portfolio Sharpe ratios as of Apr 10, 2026 (values are recalculated daily):

1-Year: 2.91
5-Year: 0.84
10-Year: 0.95
All Time: 0.92

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 1.86 to 2.87, 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 Lee's Portfolio 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

Lee's Portfolio provided a 3.84% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.84%	4.11%	4.12%	3.21%	3.85%	4.97%	4.69%	3.29%	6.25%	3.89%	3.27%	4.83%
Portfolio components:
IVV iShares Core S&P 500 ETF	1.18%	1.17%	1.30%	1.44%	1.66%	1.20%	1.57%	1.85%	2.21%	1.75%	2.01%	2.27%
PIMIX PIMCO Income Fund Institutional Class	5.94%	6.01%	6.27%	6.21%	4.98%	4.02%	4.88%	5.83%	5.66%	5.37%	5.52%	7.88%
FSELX Fidelity Select Semiconductors Portfolio	9.33%	11.11%	7.97%	7.20%	6.69%	6.99%	8.13%	3.36%	26.80%	14.44%	3.82%	15.22%
FGRIX Fidelity Growth & Income Portfolio	9.51%	9.78%	6.80%	3.93%	3.43%	6.02%	3.61%	2.85%	3.39%	1.52%	1.80%	2.08%
FCNTX Fidelity Contrafund Fund	4.71%	5.21%	4.19%	3.78%	11.87%	10.80%	8.01%	4.16%	7.46%	6.08%	3.81%	5.33%
FSAGX Fidelity Select Gold Portfolio	1.86%	2.17%	3.62%	0.99%	0.36%	1.60%	4.40%	0.40%	0.00%	0.22%	3.57%	0.00%
FSDAX Fidelity Select Defense & Aerospace Portfolio	4.19%	4.48%	7.68%	6.47%	8.87%	8.38%	2.11%	2.62%	11.45%	3.57%	4.87%	6.30%
FBIOX Fidelity Select Biotechnology Portfolio	2.38%	2.47%	1.21%	0.45%	0.00%	14.48%	19.46%	8.89%	11.18%	1.41%	3.42%	6.71%
EZM WisdomTree U.S. MidCap Earnings Fund	1.33%	1.39%	1.22%	1.25%	1.57%	1.08%	1.67%	1.34%	1.57%	1.14%	1.55%	1.30%
SPMO Invesco S&P 500 Momentum ETF	0.83%	0.73%	0.48%	1.63%	1.66%	0.52%	1.27%	1.39%	1.05%	0.77%	1.94%	0.36%

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 Lee's Portfolio. 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 Lee's Portfolio was 30.80%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.

The current Lee's Portfolio drawdown is 1.94%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-30.8%	Feb 20, 2020	23	Mar 23, 2020	82	Jul 20, 2020	105
-25.73%	Nov 17, 2021	229	Oct 14, 2022	292	Dec 13, 2023	521
-16.65%	Aug 30, 2018	80	Dec 24, 2018	59	Mar 21, 2019	139
-16.34%	Feb 20, 2025	34	Apr 8, 2025	35	May 29, 2025	69
-12.2%	Dec 2, 2015	49	Feb 11, 2016	42	Apr 13, 2016	91

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 15 assets, with an effective number of assets of 10.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	FSAGX	PIMIX	FBIOX	FSDAX	VWO	SPMO	FSELX	EZM	SCHF	IWM	FBGRX	FCNTX	FGRIX	IVV	IWB	Portfolio
Benchmark	1.00	0.19	0.30	0.59	0.67	0.67	0.78	0.78	0.81	0.80	0.82	0.90	0.92	0.91	1.00	1.00	0.96
FSAGX	0.19	1.00	0.25	0.15	0.16	0.32	0.18	0.16	0.16	0.33	0.19	0.17	0.18	0.18	0.19	0.19	0.32
PIMIX	0.30	0.25	1.00	0.22	0.22	0.33	0.21	0.22	0.28	0.38	0.29	0.27	0.27	0.28	0.30	0.31	0.35
FBIOX	0.59	0.15	0.22	1.00	0.42	0.45	0.47	0.51	0.54	0.51	0.68	0.62	0.58	0.55	0.58	0.60	0.65
FSDAX	0.67	0.16	0.22	0.42	1.00	0.47	0.54	0.49	0.71	0.61	0.70	0.55	0.58	0.73	0.67	0.68	0.68
VWO	0.67	0.32	0.33	0.45	0.47	1.00	0.52	0.61	0.59	0.79	0.61	0.66	0.64	0.66	0.68	0.68	0.74
SPMO	0.78	0.18	0.21	0.47	0.54	0.52	1.00	0.66	0.56	0.61	0.61	0.76	0.80	0.68	0.78	0.78	0.78
FSELX	0.78	0.16	0.22	0.51	0.49	0.61	0.66	1.00	0.63	0.64	0.68	0.84	0.77	0.69	0.77	0.78	0.85
EZM	0.81	0.16	0.28	0.54	0.71	0.59	0.56	0.63	1.00	0.73	0.94	0.66	0.66	0.88	0.81	0.82	0.81
SCHF	0.80	0.33	0.38	0.51	0.61	0.79	0.61	0.64	0.73	1.00	0.73	0.70	0.73	0.81	0.80	0.80	0.83
IWM	0.82	0.19	0.29	0.68	0.70	0.61	0.61	0.68	0.94	0.73	1.00	0.74	0.72	0.85	0.82	0.84	0.86
FBGRX	0.90	0.17	0.27	0.62	0.55	0.66	0.76	0.84	0.66	0.70	0.74	1.00	0.95	0.75	0.89	0.90	0.92
FCNTX	0.92	0.18	0.27	0.58	0.58	0.64	0.80	0.77	0.66	0.73	0.72	0.95	1.00	0.78	0.92	0.92	0.92
FGRIX	0.91	0.18	0.28	0.55	0.73	0.66	0.68	0.69	0.88	0.81	0.85	0.75	0.78	1.00	0.91	0.91	0.88
IVV	1.00	0.19	0.30	0.58	0.67	0.68	0.78	0.77	0.81	0.80	0.82	0.89	0.92	0.91	1.00	1.00	0.96
IWB	1.00	0.19	0.31	0.60	0.68	0.68	0.78	0.78	0.82	0.80	0.84	0.90	0.92	0.91	1.00	1.00	0.96
Portfolio	0.96	0.32	0.35	0.65	0.68	0.74	0.78	0.85	0.81	0.83	0.86	0.92	0.92	0.88	0.96	0.96	1.00

The correlation results are calculated based on daily price changes starting from Oct 13, 2015

Lee's Portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Top 10 holdings

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table