WOWEE!!! PORTFOLIO - RAFI INSPIRED RESEARCH ASSOC.

Asset Allocation

Position	Category/Sector	Target Weight
PWLIX PIMCO RAE Worldwide Long/Short PLUS Fund	Long-Short	50%
SPXL Direxion Daily S&P 500 Bull 3X ETF	Leveraged Equities, S&P 500	50%

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 WOWEE!!! PORTFOLIO - RAFI INSPIRED RESEARCH ASSOC., 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 year.

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Returns By Period

As of Jun 9, 2026, the WOWEE!!! PORTFOLIO - RAFI INSPIRED RESEARCH ASSOC. returned 10.35% Year-To-Date and 19.77% of annualized return in the last 10 years.

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 WOWEE!!! PORTFOLIO - RAFI INSPIRED RESEARCH ASSOC.	0.40%	0.10%	10.35%	10.00%	31.63%	27.30%	17.38%	19.77%
Portfolio components:
PWLIX PIMCO RAE Worldwide Long/Short PLUS Fund	0.95%	0.68%	0.68%	0.68%	1.30%	5.00%	4.55%	4.60%
SPXL Direxion Daily S&P 500 Bull 3X ETF	0.75%	-0.39%	20.19%	19.28%	68.17%	49.02%	22.10%	29.42%

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

Monthly Returns

Based on dividend-adjusted daily data since Dec 8, 2014, WOWEE!!! PORTFOLIO - RAFI INSPIRED RESEARCH ASSOC.'s average daily return is +0.08%, while the average monthly return is +1.57%. At this rate, an investment would double in approximately 3.7 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +19.3%, while the worst month was Mar 2020 at -28.0%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 4 months.

On a daily basis, WOWEE!!! PORTFOLIO - RAFI INSPIRED RESEARCH ASSOC. closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +9.8%, while the worst single day was Mar 16, 2020 at -15.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.16%	1.13%	-7.21%	11.32%	6.15%	-3.54%							10.35%
2025	4.59%	-0.76%	-7.80%	-4.85%	6.83%	6.46%	2.80%	4.33%	4.29%	2.11%	1.07%	-1.04%	18.32%
2024	3.79%	7.50%	5.98%	-8.08%	7.97%	5.17%	3.47%	3.72%	3.10%	-2.79%	11.08%	-9.01%	34.17%
2023	8.71%	-4.97%	5.06%	3.76%	-1.90%	11.49%	5.43%	-3.59%	-8.53%	-4.59%	15.64%	8.34%	36.88%
2022	-6.97%	-5.24%	5.09%	-10.21%	-0.41%	-10.98%	8.64%	-5.84%	-11.38%	10.64%	5.83%	-5.56%	-26.07%
2021	-2.26%	4.10%	10.03%	8.91%	1.77%	3.66%	4.35%	5.86%	-8.52%	12.28%	-2.37%	10.51%	57.46%

Benchmark Metrics

WOWEE!!! PORTFOLIO - RAFI INSPIRED RESEARCH ASSOC. has an annualized alpha of 1.23%, beta of 1.41, and R2 of 0.94 versus S&P 500 Index. Calculated based on daily prices since December 08, 2014.

This portfolio captured 185.31% of S&P 500 Index gains and 151.47% of its losses - amplifying both gains and losses, but participating more in upside than downside.

Alpha: 1.23%

Beta: 1.41

R²: 0.94

Upside Capture: 185.31%

Downside Capture: 151.47%

Expense Ratio

WOWEE!!! PORTFOLIO - RAFI INSPIRED RESEARCH ASSOC. has a high expense ratio of 1.02%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

PWLIX

PIMCO RAE Worldwide Long/Short PLUS Fund

SPXL

Direxion Daily S&P 500 Bull 3X ETF

Return for Risk

Risk / Return Rank

WOWEE!!! PORTFOLIO - RAFI INSPIRED RESEARCH ASSOC. ranks 37 for risk / return — below 37% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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 WOWEE!!! PORTFOLIO - RAFI INSPIRED RESEARCH ASSOC. and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.79	1.94	-0.14
Sortino ratioReturn per unit of downside risk	2.34	2.63	-0.29
Omega ratioGain probability vs. loss probability	1.31	1.35	-0.04
Calmar ratioReturn relative to maximum drawdown	2.85	2.59	+0.27
Martin ratioReturn relative to average drawdown	11.69	11.84	-0.16
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
PWLIX PIMCO RAE Worldwide Long/Short PLUS Fund	4	0.14	0.26	1.03	0.12	0.35
SPXL Direxion Daily S&P 500 Bull 3X ETF	59	1.89	2.34	1.31	2.56	10.74

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.

WOWEE!!! PORTFOLIO - RAFI INSPIRED RESEARCH ASSOC. Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 1.79
5-Year: 0.75
10-Year: 0.77
All Time: 0.66

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 1.59 to 2.46, 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 WOWEE!!! PORTFOLIO - RAFI INSPIRED RESEARCH ASSOC. 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

WOWEE!!! PORTFOLIO - RAFI INSPIRED RESEARCH ASSOC. provided a 3.58% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.58%	3.67%	2.74%	3.25%	7.54%	6.05%	3.77%	3.82%	0.70%	7.35%	2.08%	1.81%
Portfolio components:
PWLIX PIMCO RAE Worldwide Long/Short PLUS Fund	6.60%	6.65%	4.75%	5.51%	14.75%	11.99%	7.31%	6.79%	0.39%	10.82%	4.16%	3.61%
SPXL Direxion Daily S&P 500 Bull 3X ETF	0.56%	0.69%	0.74%	0.98%	0.32%	0.11%	0.22%	0.84%	1.02%	3.88%	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 WOWEE!!! PORTFOLIO - RAFI INSPIRED RESEARCH ASSOC.. 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 WOWEE!!! PORTFOLIO - RAFI INSPIRED RESEARCH ASSOC. was 53.30%, occurring on Mar 23, 2020. Recovery took 245 trading sessions.

The current WOWEE!!! PORTFOLIO - RAFI INSPIRED RESEARCH ASSOC. drawdown is 4.12%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-53.30%Mar 2020	1mo 2d	11mo 24d	1y 21dFeb 2020 - Mar 2021
Bear market2022	-34.03%Oct 2022	9mo 10d	1y 2mo	1y 11moJan 2022 - Dec 2023
Rate-hike selloffLate 2018	-29.96%Dec 2018	3mo 1d	4mo	7mo 1dSep 2018 - Apr 2019
2025 selloff2025	-28.25%Apr 2025	4mo	4mo 7d	8mo 7dDec 2024 - Aug 2025
2016 bear market2016	-25.39%Feb 2016	8mo 25d	5mo 2d	1y 1moMay 2015 - Jul 2016

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 2 assets, with an effective number of assets of 2.00, 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	3Y	5Y	10Y	All Time
Diversification Ratio	1.26	1.19	1.16	1.09	1.09

The portfolio has a diversification ratio of 1.09, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

WOWEE!!! PORTFOLIO - RAFI INSPIRED RESEARCH ASSOC. correlation to the S&P 500 Index

WOWEE!!! PORTFOLIO - RAFI INSPIRED RESEARCH ASSOC. has a 0.96 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	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (5Y) Calculated over the trailing 5-year period	0.97
Correlation (10Y) Calculated over the trailing 10-year period	0.98
Correlation (All Time) Calculated using the full available price history since Dec 8, 2014	0.98

Benchmark Correlations

Correlation vs. S&P 500 Index. SPXL has the highest benchmark correlation at 1.00, while PWLIX has the lowest at 0.23.

PWLIX

0.23

SPXL

1.00

Portfolio Correlations

Correlation vs. WOWEE!!! PORTFOLIO - RAFI INSPIRED RESEARCH ASSOC.. SPXL has the highest portfolio correlation at 0.98, while PWLIX has the lowest at 0.39.

PWLIX

0.39

SPXL

0.98

Asset Correlations Table

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

	PWLIX	SPXL
PWLIX	1.00	0.24
SPXL	0.24	1.00

The correlation results are calculated based on daily price changes starting from Dec 8, 2014

Diversification Analysis

Find what WOWEE!!! PORTFOLIO - RAFI INSPIRED RESEARCH ASSOC. is missing

See which holdings overlap, where WOWEE!!! PORTFOLIO - RAFI INSPIRED RESEARCH ASSOC. is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification