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WOWEE!!! PORTFOLIO - RAFI INSPIRED RESEARCH ASSOC.
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


PWLIX 50.00%SPXL 50.00%EquityEquity

S&P 500 Index

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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The earliest data available for this chart is Dec 8, 2014, corresponding to the inception date of PWLIX

Returns By Period

As of Apr 2, 2026, the WOWEE!!! PORTFOLIO - RAFI INSPIRED RESEARCH ASSOC. returned -2.75% Year-To-Date and 18.71% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
WOWEE!!! PORTFOLIO - RAFI INSPIRED RESEARCH ASSOC.
0.11%-5.29%-2.75%-0.90%19.03%24.48%16.73%18.71%
PWLIX
PIMCO RAE Worldwide Long/Short PLUS Fund
-1.12%-0.13%8.15%8.74%5.44%7.63%6.96%5.70%
SPXL
Direxion Daily S&P 500 Bull 3X Shares
0.24%-11.17%-13.85%-11.42%32.41%38.15%17.57%25.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 9, 2014, WOWEE!!! PORTFOLIO - RAFI INSPIRED RESEARCH ASSOC.'s average daily return is +0.07%, while the average monthly return is +1.50%. At this rate, your investment would double in approximately 3.9 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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.16%1.13%-7.21%0.46%-2.75%
20254.59%-0.76%-7.80%-4.85%6.83%6.46%2.80%4.33%4.29%2.11%1.07%-1.04%18.32%
20243.79%7.50%5.98%-8.08%7.97%5.17%3.47%3.72%3.10%-2.79%11.08%-9.01%34.17%
20238.71%-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 1.59%, beta of 1.41, and R² of 0.94 versus S&P 500 Index. Calculated based on daily prices since December 09, 2014.

  • This portfolio captured 187.85% of S&P 500 Index gains and 151.64% of its losses — amplifying both gains and losses, but participating more in upside than downside.

Alpha
1.59%
Beta
1.41
0.94
Upside Capture
187.85%
Downside Capture
151.64%

Expense Ratio

WOWEE!!! PORTFOLIO - RAFI INSPIRED RESEARCH ASSOC. has a high expense ratio of 1.11%, 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.


Return for Risk

Risk / Return Rank

WOWEE!!! PORTFOLIO - RAFI INSPIRED RESEARCH ASSOC. ranks 20 for risk / return — in the bottom 20% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


WOWEE!!! PORTFOLIO - RAFI INSPIRED RESEARCH ASSOC. Risk / Return Rank: 2020
Overall Rank
WOWEE!!! PORTFOLIO - RAFI INSPIRED RESEARCH ASSOC. Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
WOWEE!!! PORTFOLIO - RAFI INSPIRED RESEARCH ASSOC. Sortino Ratio Rank: 1717
Sortino Ratio Rank
WOWEE!!! PORTFOLIO - RAFI INSPIRED RESEARCH ASSOC. Omega Ratio Rank: 1818
Omega Ratio Rank
WOWEE!!! PORTFOLIO - RAFI INSPIRED RESEARCH ASSOC. Calmar Ratio Rank: 1919
Calmar Ratio Rank
WOWEE!!! PORTFOLIO - RAFI INSPIRED RESEARCH ASSOC. Martin Ratio Rank: 2424
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


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.88

-0.08

Sortino ratio

Return per unit of downside risk

1.20

1.37

-0.16

Omega ratio

Gain probability vs. loss probability

1.17

1.21

-0.03

Calmar ratio

Return relative to maximum drawdown

1.14

1.39

-0.25

Martin ratio

Return relative to average drawdown

4.90

6.43

-1.53


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
PWLIX
PIMCO RAE Worldwide Long/Short PLUS Fund
150.560.831.110.981.88
SPXL
Direxion Daily S&P 500 Bull 3X Shares
350.601.171.181.044.10

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 Apr 2, 2026 (values are recalculated daily):

  • 1-Year: 0.80
  • 5-Year: 0.72
  • 10-Year: 0.73
  • All Time: 0.62

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 1.00 to 1.68, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

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 3.46% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio3.46%3.67%2.74%3.25%7.54%6.05%3.77%3.82%0.70%7.35%2.08%1.81%
PWLIX
PIMCO RAE Worldwide Long/Short PLUS Fund
6.14%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 Shares
0.78%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 6.96%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.3%Feb 20, 202023Mar 23, 2020245Mar 12, 2021268
-34.03%Jan 5, 2022194Oct 12, 2022303Dec 27, 2023497
-29.96%Sep 24, 201864Dec 24, 201881Apr 23, 2019145
-28.25%Dec 9, 202482Apr 8, 202587Aug 13, 2025169
-25.39%May 22, 2015183Feb 11, 2016104Jul 12, 2016287

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. 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

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

BenchmarkPWLIXSPXLPortfolio
Benchmark1.000.251.000.98
PWLIX0.251.000.250.40
SPXL1.000.251.000.98
Portfolio0.980.400.981.00
The correlation results are calculated based on daily price changes starting from Dec 9, 2014