14+2 (70% Stocks SP500 + 25% RWM ProShares Short Russell2000 + 5% BTC)

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	5%
AMZN Amazon.com, Inc	Consumer Cyclical	5%
BTC-USD Bitcoin		5%
GOOGL Alphabet Inc Class A	Communication Services	5%
JNJ Johnson & Johnson	Healthcare	5%
JPM JPMorgan Chase & Co.	Financial Services	5%
LLY Eli Lilly and Company	Healthcare	5%
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne	Consumer Cyclical	5%
MCD McDonald's Corporation	Consumer Cyclical	5%
MSFT Microsoft Corporation	Technology	5%
NVDA NVIDIA Corporation	Technology	5%
RWM ProShares Short Russell2000	Inverse Equities	25%
TSLA Tesla, Inc.	Consumer Cyclical	5%
V Visa Inc.	Financial Services	5%
WMT Walmart Inc.	Consumer Defensive	5%
XOM Exxon Mobil Corporation	Energy	5%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 14+2 (70% Stocks SP500 + 25% RWM ProShares Short Russell2000 + 5% BTC), 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 month.

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The earliest data available for this chart is Jul 20, 2012, corresponding to the inception date of BTC-USD

Returns By Period

As of Apr 4, 2026, the 14+2 (70% Stocks SP500 + 25% RWM ProShares Short Russell2000 + 5% BTC) returned -4.77% Year-To-Date and 20.52% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.63%	-3.84%	-1.98%	29.73%	16.86%	10.37%	12.29%
Portfolio 14+2 (70% Stocks SP500 + 25% RWM ProShares Short Russell2000 + 5% BTC)	0.02%	-1.63%	-4.77%	-0.76%	16.11%	18.63%	15.91%	20.52%
Portfolio components:
JNJ Johnson & Johnson	-0.44%	1.42%	18.06%	30.35%	63.02%	19.22%	11.44%	11.41%
AAPL Apple Inc	0.11%	-1.68%	-5.78%	-0.62%	36.45%	16.04%	16.39%	26.10%
GOOGL Alphabet Inc Class A	-0.54%	-1.63%	-5.44%	20.71%	103.84%	41.91%	22.87%	22.80%
AMZN Amazon.com, Inc	-0.38%	-4.19%	-9.12%	-4.44%	22.67%	27.00%	5.83%	21.61%
V Visa Inc.	0.77%	-5.94%	-14.05%	-13.67%	-3.22%	10.35%	7.55%	15.28%
MSFT Microsoft Corporation	1.11%	-9.06%	-22.60%	-27.51%	4.58%	10.00%	9.94%	22.58%
JPM JPMorgan Chase & Co.	-0.26%	0.36%	-8.16%	-4.08%	42.10%	34.44%	16.83%	20.51%
MCD McDonald's Corporation	-0.05%	-6.20%	1.06%	3.23%	4.71%	5.27%	8.85%	11.85%
TSLA Tesla, Inc.	-5.42%	-11.09%	-19.82%	-16.11%	50.60%	22.79%	10.33%	36.16%
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne	-0.32%	-7.26%	-27.87%	-15.45%	-2.93%	-14.55%	-2.62%	14.95%

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

Monthly Returns

Based on dividend-adjusted daily data since Jul 21, 2012, 14+2 (70% Stocks SP500 + 25% RWM ProShares Short Russell2000 + 5% BTC)'s average daily return is +0.06%, while the average monthly return is +1.69%. At this rate, your investment would double in approximately 3.4 years.

Historically, 70% of months were positive and 30% were negative. The best month was Nov 2013 with a return of +24.9%, while the worst month was Jun 2022 at -5.0%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.

On a daily basis, 14+2 (70% Stocks SP500 + 25% RWM ProShares Short Russell2000 + 5% BTC) closed higher 56% of trading days. The best single day was Nov 18, 2013 with a return of +5.4%, while the worst single day was Mar 12, 2020 at -4.7%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-1.68%	-1.21%	-1.57%	-0.38%									-4.77%
2025	2.42%	0.00%	-3.06%	1.21%	2.79%	0.62%	2.37%	0.47%	3.57%	3.01%	1.10%	0.91%	16.35%
2024	2.82%	5.91%	1.40%	-0.32%	2.96%	2.95%	-1.73%	2.59%	1.85%	0.39%	3.65%	3.10%	28.51%
2023	7.37%	0.34%	7.32%	2.98%	3.60%	4.46%	0.08%	1.43%	-1.39%	1.61%	4.30%	-0.01%	36.71%
2022	-0.46%	-1.79%	4.45%	-4.47%	-1.31%	-5.02%	6.64%	-4.25%	-2.99%	3.41%	2.13%	-4.70%	-8.83%
2021	1.32%	1.73%	1.94%	4.18%	-1.39%	2.91%	3.22%	2.10%	-1.96%	8.16%	1.04%	0.39%	25.93%

Benchmark Metrics

14+2 (70% Stocks SP500 + 25% RWM ProShares Short Russell2000 + 5% BTC) has an annualized alpha of 14.43%, beta of 0.44, and R² of 0.54 versus S&P 500 Index. Calculated based on daily prices since July 21, 2012.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (84.73%) than losses (27.96%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 14.43% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
Beta of 0.44 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 14.43%

Beta: 0.44

R²: 0.54

Upside Capture: 84.73%

Downside Capture: 27.96%

Expense Ratio

14+2 (70% Stocks SP500 + 25% RWM ProShares Short Russell2000 + 5% BTC) has an expense ratio of 0.24%, 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.

RWM

ProShares Short Russell2000

Return for Risk

Risk / Return Rank

14+2 (70% Stocks SP500 + 25% RWM ProShares Short Russell2000 + 5% BTC) ranks 43 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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	1.91	0.88	+1.03
Sortino ratio Return per unit of downside risk	3.06	1.37	+1.70
Omega ratio Gain probability vs. loss probability	1.36	1.21	+0.16
Calmar ratio Return relative to maximum drawdown	0.85	1.39	-0.54
Martin ratio Return relative to average drawdown	2.56	6.43	-3.88
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
JNJ Johnson & Johnson	97	3.51	4.77	1.64	7.48	25.03
AAPL Apple Inc	55	0.47	0.92	1.13	0.66	2.04
GOOGL Alphabet Inc Class A	94	2.91	3.87	1.48	4.37	16.63
AMZN Amazon.com, Inc	46	0.20	0.55	1.07	0.42	1.00
V Visa Inc.	16	-0.53	-0.59	0.92	-0.61	-1.33
MSFT Microsoft Corporation	34	-0.06	0.11	1.01	-0.05	-0.12
JPM JPMorgan Chase & Co.	66	0.89	1.28	1.18	1.51	4.05
MCD McDonald's Corporation	37	0.05	0.19	1.02	0.02	0.04
TSLA Tesla, Inc.	59	0.50	1.10	1.13	1.25	3.01
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne	25	-0.32	-0.24	0.97	-0.32	-0.84

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.

14+2 (70% Stocks SP500 + 25% RWM ProShares Short Russell2000 + 5% BTC) Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 1.91
5-Year: 1.60
10-Year: 1.96
All Time: 2.10

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 1.69, 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 14+2 (70% Stocks SP500 + 25% RWM ProShares Short Russell2000 + 5% BTC) 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

14+2 (70% Stocks SP500 + 25% RWM ProShares Short Russell2000 + 5% BTC) provided a 1.66% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.66%	1.76%	2.36%	2.05%	0.99%	0.90%	1.21%	1.42%	1.39%	1.10%	1.32%	1.83%
Portfolio components:
JNJ Johnson & Johnson	2.14%	2.48%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%
AAPL Apple Inc	0.41%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
GOOGL Alphabet Inc Class A	0.28%	0.27%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AMZN Amazon.com, Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
V Visa Inc.	0.84%	0.70%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%
MSFT Microsoft Corporation	0.93%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
JPM JPMorgan Chase & Co.	1.49%	1.72%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%
MCD McDonald's Corporation	2.36%	2.35%	2.34%	2.10%	2.15%	1.96%	2.35%	2.39%	2.36%	2.23%	2.97%	2.91%
TSLA Tesla, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne	2.66%	1.92%	2.14%	1.65%	1.78%	0.99%	1.64%	1.49%	2.21%	2.67%	4.16%	12.95%

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 14+2 (70% Stocks SP500 + 25% RWM ProShares Short Russell2000 + 5% BTC). 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 14+2 (70% Stocks SP500 + 25% RWM ProShares Short Russell2000 + 5% BTC) was 12.95%, occurring on Oct 11, 2022. Recovery took 161 trading sessions.

The current 14+2 (70% Stocks SP500 + 25% RWM ProShares Short Russell2000 + 5% BTC) drawdown is 4.98%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-12.95%	Mar 31, 2022	195	Oct 11, 2022	161	Mar 21, 2023	356
-12.46%	Feb 20, 2020	33	Mar 23, 2020	52	May 14, 2020	85
-9.15%	Oct 2, 2018	85	Dec 25, 2018	98	Apr 2, 2019	183
-8.7%	Feb 20, 2025	48	Apr 8, 2025	63	Jun 10, 2025	111
-7.91%	Jan 30, 2018	63	Apr 2, 2018	113	Jul 24, 2018	176

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 16 assets, with an effective number of assets of 10.00, 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

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

	Benchmark	BTC-USD	WMT	XOM	LLY	JNJ	TSLA	MCD	LVMUY	JPM	NVDA	AAPL	AMZN	V	GOOGL	MSFT	RWM	Portfolio
Benchmark	1.00	0.15	0.39	0.45	0.41	0.42	0.46	0.45	0.54	0.65	0.61	0.63	0.64	0.67	0.68	0.71	-0.82	0.67
BTC-USD	0.15	1.00	0.04	0.03	0.03	0.02	0.10	0.04	0.10	0.07	0.11	0.08	0.09	0.07	0.10	0.09	-0.14	0.50
WMT	0.39	0.04	1.00	0.18	0.22	0.30	0.13	0.32	0.18	0.22	0.16	0.21	0.22	0.27	0.22	0.25	-0.24	0.32
XOM	0.45	0.03	0.18	1.00	0.17	0.24	0.12	0.21	0.24	0.41	0.16	0.20	0.18	0.28	0.21	0.20	-0.42	0.22
LLY	0.41	0.03	0.22	0.17	1.00	0.41	0.12	0.23	0.18	0.23	0.21	0.21	0.23	0.27	0.25	0.27	-0.27	0.34
JNJ	0.42	0.02	0.30	0.24	0.41	1.00	0.07	0.35	0.24	0.28	0.11	0.19	0.17	0.34	0.24	0.23	-0.27	0.29
TSLA	0.46	0.10	0.13	0.12	0.12	0.07	1.00	0.13	0.24	0.22	0.36	0.33	0.35	0.24	0.33	0.32	-0.39	0.47
MCD	0.45	0.04	0.32	0.21	0.23	0.35	0.13	1.00	0.29	0.28	0.17	0.25	0.24	0.37	0.26	0.30	-0.31	0.32
LVMUY	0.54	0.10	0.18	0.24	0.18	0.24	0.24	0.29	1.00	0.34	0.31	0.33	0.36	0.38	0.36	0.37	-0.44	0.42
JPM	0.65	0.07	0.22	0.41	0.23	0.28	0.22	0.28	0.34	1.00	0.30	0.30	0.29	0.43	0.34	0.33	-0.56	0.34
NVDA	0.61	0.11	0.16	0.16	0.21	0.11	0.36	0.17	0.31	0.30	1.00	0.42	0.47	0.35	0.44	0.51	-0.44	0.52
AAPL	0.63	0.08	0.21	0.20	0.21	0.19	0.33	0.25	0.33	0.30	0.42	1.00	0.44	0.39	0.47	0.49	-0.42	0.51
AMZN	0.64	0.09	0.22	0.18	0.23	0.17	0.35	0.24	0.36	0.29	0.47	0.44	1.00	0.42	0.59	0.54	-0.45	0.55
V	0.67	0.07	0.27	0.28	0.27	0.34	0.24	0.37	0.38	0.43	0.35	0.39	0.42	1.00	0.45	0.48	-0.48	0.47
GOOGL	0.68	0.10	0.22	0.21	0.25	0.24	0.33	0.26	0.36	0.34	0.44	0.47	0.59	0.45	1.00	0.56	-0.46	0.56
MSFT	0.71	0.09	0.25	0.20	0.27	0.23	0.32	0.30	0.37	0.33	0.51	0.49	0.54	0.48	0.56	1.00	-0.44	0.57
RWM	-0.82	-0.14	-0.24	-0.42	-0.27	-0.27	-0.39	-0.31	-0.44	-0.56	-0.44	-0.42	-0.45	-0.48	-0.46	-0.44	1.00	-0.33
Portfolio	0.67	0.50	0.32	0.22	0.34	0.29	0.47	0.32	0.42	0.34	0.52	0.51	0.55	0.47	0.56	0.57	-0.33	1.00

The correlation results are calculated based on daily price changes starting from Jul 21, 2012

14+2 (70% Stocks SP500 + 25% RWM ProShares Short Russell2000 + 5% BTC)

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

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