CLOZ 11.11% CGDV 11.11% QDVO 11.11% GPIQ 11.11% VOO 11.11% CGGR 11.11% JIVE 11.11% LVHI 11.11%

Asset Allocation

Position	Category/Sector	Target Weight
CLOZ Panagram BBB-B CLO ETF	CLO	11.11%
CGDV Capital Group Dividend Value ETF	Large Cap Value Equities, Dividend	11.11%
QDVO Amplify CWP Growth & Income ETF	Derivative Income	11.11%
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF	Nasdaq-100, Dividend	11.11%
DIVO Amplify CWP Enhanced Dividend Income ETF	Derivative Income	11.11%
VOO Vanguard S&P 500 ETF	S&P 500	11.11%
CGGR Capital Group Growth ETF	Large Cap Growth Equities	11.11%
JIVE Jpmorgan International Value ETF	Foreign Large Cap Equities	11.11%
LVHI Franklin International Low Volatility High Dividend Index ETF	Volatility Hedged Equity, Dividend	11.11%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in CLOZ 11.11% CGDV 11.11% QDVO 11.11% GPIQ 11.11% VOO 11.11% CGGR 11.11% JIVE 11.11% LVHI 11.11%, 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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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio CLOZ 11.11% CGDV 11.11% QDVO 11.11% GPIQ 11.11% VOO 11.11% CGGR 11.11% JIVE 11.11% LVHI 11.11%	0.45%	0.25%	8.89%	9.66%	24.56%	—	—	—
Portfolio components:
CGDV Capital Group Dividend Value ETF	0.13%	1.46%	10.15%	10.88%	27.58%	24.27%	—	—
CGGR Capital Group Growth ETF	1.08%	-1.04%	2.92%	3.25%	17.62%	24.07%	—	—
CLOZ Panagram BBB-B CLO ETF	0.04%	0.39%	2.44%	2.91%	6.07%	10.45%	—	—
DIVO Amplify CWP Enhanced Dividend Income ETF	-0.30%	1.64%	5.28%	5.66%	17.72%	15.15%	10.72%	—
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF	1.46%	0.97%	14.88%	14.06%	33.04%	—	—	—
JIVE Jpmorgan International Value ETF	0.47%	-1.11%	13.36%	17.43%	38.20%	—	—	—
LVHI Franklin International Low Volatility High Dividend Index ETF	0.37%	0.77%	11.45%	13.55%	29.27%	20.97%	15.67%	—
QDVO Amplify CWP Growth & Income ETF	0.40%	-0.87%	7.53%	7.16%	23.86%	—	—	—
VOO Vanguard S&P 500 ETF	0.25%	0.24%	8.72%	8.77%	24.91%	21.45%	13.49%	15.35%

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

Monthly Returns

Based on dividend-adjusted daily data since Aug 23, 2024, CLOZ 11.11% CGDV 11.11% QDVO 11.11% GPIQ 11.11% VOO 11.11% CGGR 11.11% JIVE 11.11% LVHI 11.11%'s average daily return is +0.08%, while the average monthly return is +1.53%. At this rate, an investment would double in approximately 3.8 years.

Historically, 74% of months were positive and 26% were negative. The best month was Apr 2026 with a return of +7.5%, while the worst month was Mar 2026 at -4.2%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 2 months.

On a daily basis, CLOZ 11.11% CGDV 11.11% QDVO 11.11% GPIQ 11.11% VOO 11.11% CGGR 11.11% JIVE 11.11% LVHI 11.11% closed higher 60% of trading days. The best single day was Apr 9, 2025 with a return of +7.8%, while the worst single day was Apr 4, 2025 at -5.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.47%	0.90%	-4.17%	7.47%	4.16%	-1.82%							8.89%
2025	3.30%	-0.48%	-3.04%	0.14%	5.79%	4.18%	2.00%	2.29%	2.67%	2.04%	1.23%	0.73%	22.60%
2024								1.40%	2.12%	-0.85%	4.47%	-1.69%	5.45%

Benchmark Metrics

CLOZ 11.11% CGDV 11.11% QDVO 11.11% GPIQ 11.11% VOO 11.11% CGGR 11.11% JIVE 11.11% LVHI 11.11% has an annualized alpha of 6.63%, beta of 0.79, and R2 of 0.97 versus S&P 500 Index. Calculated based on daily prices since August 23, 2024.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (90.27%) than losses (55.36%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 6.63% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 6.63%

Beta: 0.79

R²: 0.97

Upside Capture: 90.27%

Downside Capture: 55.36%

Expense Ratio

CLOZ 11.11% CGDV 11.11% QDVO 11.11% GPIQ 11.11% VOO 11.11% CGGR 11.11% JIVE 11.11% LVHI 11.11% has an expense ratio of 0.40%, 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.

QDVO

Amplify CWP Growth & Income ETF

DIVO

Amplify CWP Enhanced Dividend Income ETF

JIVE

Jpmorgan International Value ETF

CLOZ

Panagram BBB-B CLO ETF

LVHI

Franklin International Low Volatility High Dividend Index ETF

CGGR

Capital Group Growth ETF

CGDV

Capital Group Dividend Value ETF

GPIQ

Goldman Sachs Nasdaq-100 Core Premium Income ETF

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

CLOZ 11.11% CGDV 11.11% QDVO 11.11% GPIQ 11.11% VOO 11.11% CGGR 11.11% JIVE 11.11% LVHI 11.11% ranks 68 for risk / return — better than 68% 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

The table below presents risk-adjusted performance metrics for CLOZ 11.11% CGDV 11.11% QDVO 11.11% GPIQ 11.11% VOO 11.11% CGGR 11.11% JIVE 11.11% LVHI 11.11% and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.46	1.94	+0.53
Sortino ratioReturn per unit of downside risk	3.36	2.63	+0.74
Omega ratioGain probability vs. loss probability	1.46	1.35	+0.11
Calmar ratioReturn relative to maximum drawdown	3.41	2.59	+0.82
Martin ratioReturn relative to average drawdown	15.87	11.84	+4.03
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
CGDV Capital Group Dividend Value ETF	76	2.34	3.20	1.44	2.84	13.37
CGGR Capital Group Growth ETF	30	1.06	1.49	1.20	1.17	4.29
CLOZ Panagram BBB-B CLO ETF	53	1.77	2.26	1.45	1.56	5.19
DIVO Amplify CWP Enhanced Dividend Income ETF	66	1.96	2.91	1.34	2.99	10.79
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF	79	2.36	3.06	1.43	3.49	15.21
JIVE Jpmorgan International Value ETF	83	2.60	3.40	1.46	3.63	13.97
LVHI Franklin International Low Volatility High Dividend Index ETF	92	3.10	4.24	1.58	4.84	19.99
QDVO Amplify CWP Growth & Income ETF	60	1.93	2.63	1.34	2.35	9.49
VOO Vanguard S&P 500 ETF	69	2.08	2.80	1.38	2.81	12.97

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.

CLOZ 11.11% CGDV 11.11% QDVO 11.11% GPIQ 11.11% VOO 11.11% CGGR 11.11% JIVE 11.11% LVHI 11.11% Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 2.46
All Time: 1.60

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 1.62 to 2.51, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of CLOZ 11.11% CGDV 11.11% QDVO 11.11% GPIQ 11.11% VOO 11.11% CGGR 11.11% JIVE 11.11% LVHI 11.11% 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

CLOZ 11.11% CGDV 11.11% QDVO 11.11% GPIQ 11.11% VOO 11.11% CGGR 11.11% JIVE 11.11% LVHI 11.11% provided a 4.82% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	4.82%	4.90%	3.93%	3.07%	1.76%	1.13%	1.16%	1.86%	2.00%	1.00%	0.45%	0.23%
Portfolio components:
CGDV Capital Group Dividend Value ETF	1.19%	1.29%	1.60%	1.65%	1.36%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CGGR Capital Group Growth ETF	0.09%	0.10%	0.33%	0.40%	0.33%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CLOZ Panagram BBB-B CLO ETF	7.40%	7.63%	9.09%	8.81%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DIVO Amplify CWP Enhanced Dividend Income ETF	6.43%	6.44%	4.70%	4.67%	4.76%	4.79%	4.91%	8.16%	5.27%	3.83%	0.00%	0.00%
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF	9.60%	9.81%	9.18%	1.74%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JIVE Jpmorgan International Value ETF	2.54%	2.88%	2.48%	0.74%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LVHI Franklin International Low Volatility High Dividend Index ETF	4.79%	4.92%	3.98%	8.12%	7.74%	4.13%	3.97%	6.67%	10.67%	3.38%	2.02%	0.00%
QDVO Amplify CWP Growth & Income ETF	10.34%	9.92%	2.79%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VOO Vanguard S&P 500 ETF	1.05%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%

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 CLOZ 11.11% CGDV 11.11% QDVO 11.11% GPIQ 11.11% VOO 11.11% CGGR 11.11% JIVE 11.11% LVHI 11.11%. 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 CLOZ 11.11% CGDV 11.11% QDVO 11.11% GPIQ 11.11% VOO 11.11% CGGR 11.11% JIVE 11.11% LVHI 11.11% was 14.35%, occurring on Apr 8, 2025. Recovery took 27 trading sessions.

The current CLOZ 11.11% CGDV 11.11% QDVO 11.11% GPIQ 11.11% VOO 11.11% CGGR 11.11% JIVE 11.11% LVHI 11.11% drawdown is 2.60%.

Related event	Drawdown	Fall	Recovery	Underwater
2025 selloff2025	-14.35%Apr 2025	1mo 18d	1mo 8d	2mo 26dFeb 2025 - May 2025
2026 pullback2026	-7.24%Mar 2026	1mo 2d	15d	1mo 17dFeb 2026 - Apr 2026
2025 pullback2025	-3.61%Nov 2025	7d	8d	15dNov 2025 - Nov 2025
2024 pullback2024	-3.28%Sep 2024	3d	10d	13dSep 2024 - Sep 2024
2025 pullback2025	-2.93%Jan 2025	29d	11d	1mo 10dDec 2024 - Jan 2025

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 9 assets, with an effective number of assets of 9.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	All Time
Diversification Ratio	1.15	1.11

The portfolio has a diversification ratio of 1.11, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

CLOZ 11.11% CGDV 11.11% QDVO 11.11% GPIQ 11.11% VOO 11.11% CGGR 11.11% JIVE 11.11% LVHI 11.11% correlation to the S&P 500 Index

CLOZ 11.11% CGDV 11.11% QDVO 11.11% GPIQ 11.11% VOO 11.11% CGGR 11.11% JIVE 11.11% LVHI 11.11% has a 0.97 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.97
Correlation (All Time) Calculated using the full available price history since Aug 23, 2024	0.97

Benchmark Correlations

Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while CLOZ has the lowest at 0.35.

0.35

0.47

0.61

0.75

0.89

0.90

0.93

0.94

1.00

Portfolio Correlations

Correlation vs. CLOZ 11.11% CGDV 11.11% QDVO 11.11% GPIQ 11.11% VOO 11.11% CGGR 11.11% JIVE 11.11% LVHI 11.11%. VOO has the highest portfolio correlation at 0.97, while CLOZ has the lowest at 0.36.

0.36

0.59

0.74

0.77

0.87

0.91

0.91

0.92

0.97

Asset Correlations Table

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

	CLOZ	LVHI	JIVE	DIVO	QDVO	GPIQ	CGGR	CGDV	VOO
CLOZ	1.00	0.19	0.24	0.31	0.30	0.32	0.30	0.34	0.36
LVHI	0.19	1.00	0.72	0.61	0.31	0.36	0.36	0.56	0.47
JIVE	0.24	0.72	1.00	0.59	0.49	0.55	0.56	0.65	0.62
DIVO	0.31	0.61	0.59	1.00	0.55	0.57	0.61	0.80	0.75
QDVO	0.30	0.31	0.49	0.55	1.00	0.91	0.90	0.75	0.88
GPIQ	0.32	0.36	0.55	0.57	0.91	1.00	0.94	0.78	0.94
CGGR	0.30	0.36	0.56	0.61	0.90	0.94	1.00	0.80	0.93
CGDV	0.34	0.56	0.65	0.80	0.75	0.78	0.80	1.00	0.90
VOO	0.36	0.47	0.62	0.75	0.88	0.94	0.93	0.90	1.00

The correlation results are calculated based on daily price changes starting from Aug 23, 2024

Diversification Analysis

Find what CLOZ 11.11% CGDV 11.11% QDVO 11.11% GPIQ 11.11% VOO 11.11% CGGR 11.11% JIVE 11.11% LVHI 11.11% is missing

See which holdings overlap, where CLOZ 11.11% CGDV 11.11% QDVO 11.11% GPIQ 11.11% VOO 11.11% CGGR 11.11% JIVE 11.11% LVHI 11.11% is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification