dennis

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

dennis

Currency in USD · Last updated May 21, 2025

5/15 am

Asset Allocation

Position	Category/Sector	Target Weight
BGLD FT Cboe Vest Gold Strategy Quarterly Buffer ETF	Precious Metals, Actively Managed, Gold	10.20%
DWX SPDR S&P International Dividend ETF	Foreign Large Cap Equities, Dividend	5.10%
DYNF BlackRock U.S. Equity Factor Rotation ETF	Large Cap Growth Equities, Actively Managed	4.70%
FDD First Trust STOXX European Select Dividend Index Fund	Europe Equities, Dividend	10.40%
GURU Global X Guru Index ETF	Large Cap Blend Equities	4.80%
IBIT iShares Bitcoin Trust	Blockchain	5.10%
IETC iShares Evolved U.S. Technology ETF	Technology Equities, Actively Managed	10.70%
INFL Horizon Kinetics Inflation Beneficiaries ETF	Global Equities, Actively Managed	9.80%
IVVB iShares Large Cap Deep Buffer ETF	Options Trading	5.20%
JPIE JPMorgan Income ETF	Multisector Bonds	5.10%
LVHI Legg Mason International Low Volatility High Dividend ETF	Volatility Hedged Equity, Dividend	5.20%
PPA Invesco Aerospace & Defense ETF	Industrials Equities, Aerospace & Defense	4.60%
SHLD Global X Defense Tech ETF	Technology Equities	10.50%
SPHQ Invesco S&P 500® Quality ETF	Large Cap Blend Equities	5.10%
TPMN Timothy Plan Market Neutral ETF	Large Cap Blend Equities	3.50%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Jan 11, 2024, corresponding to the inception date of IBIT

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	1.00%	12.45%	0.40%	11.91%	15.04%	10.82%
dennis	15.67%	9.69%	14.63%	28.35%	N/A	N/A
Portfolio components:
JPIE JPMorgan Income ETF	2.47%	0.83%	3.23%	7.28%	N/A	N/A
BGLD FT Cboe Vest Gold Strategy Quarterly Buffer ETF	16.41%	0.55%	16.54%	31.00%	N/A	N/A
INFL Horizon Kinetics Inflation Beneficiaries ETF	12.41%	5.49%	5.76%	29.99%	N/A	N/A
IBIT iShares Bitcoin Trust	14.82%	26.21%	15.58%	52.39%	N/A	N/A
FDD First Trust STOXX European Select Dividend Index Fund	35.99%	10.52%	34.62%	28.84%	16.91%	6.27%
TPMN Timothy Plan Market Neutral ETF	3.59%	0.81%	3.48%	5.48%	N/A	N/A
PPA Invesco Aerospace & Defense ETF	15.43%	14.32%	12.76%	26.11%	20.84%	14.78%
LVHI Legg Mason International Low Volatility High Dividend ETF	9.34%	7.61%	9.88%	14.05%	16.32%	N/A
IETC iShares Evolved U.S. Technology ETF	2.40%	21.83%	7.14%	23.29%	20.64%	N/A
DYNF BlackRock U.S. Equity Factor Rotation ETF	2.15%	13.59%	1.29%	16.50%	18.07%	N/A
SPHQ Invesco S&P 500® Quality ETF	5.62%	12.03%	5.65%	16.27%	17.32%	13.38%
IVVB iShares Large Cap Deep Buffer ETF	-0.52%	6.75%	-0.68%	9.86%	N/A	N/A
GURU Global X Guru Index ETF	3.94%	12.98%	2.09%	19.14%	10.37%	7.29%
DWX SPDR S&P International Dividend ETF	19.03%	3.06%	15.64%	20.41%	10.15%	3.70%
SHLD Global X Defense Tech ETF	47.15%	8.82%	40.59%	62.96%	N/A	N/A

*Annualized

Monthly Returns

The table below presents the monthly returns of dennis , with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	3.88%	0.71%	0.96%	3.67%	5.64%								15.67%
2024	-0.29%	5.34%	4.60%	-2.53%	4.20%	-0.09%	4.32%	2.05%	2.07%	0.48%	5.43%	-2.67%	24.90%

Expense Ratio

dennis has an expense ratio of 0.52%, 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.

BGLD

FT Cboe Vest Gold Strategy Quarterly Buffer ETF

INFL

Horizon Kinetics Inflation Beneficiaries ETF

GURU

Global X Guru Index ETF

TPMN

Timothy Plan Market Neutral ETF

PPA

Invesco Aerospace & Defense ETF

FDD

First Trust STOXX European Select Dividend Index Fund

IVVB

iShares Large Cap Deep Buffer ETF

SHLD

Global X Defense Tech ETF

DWX

SPDR S&P International Dividend ETF

JPIE

JPMorgan Income ETF

LVHI

Legg Mason International Low Volatility High Dividend ETF

DYNF

BlackRock U.S. Equity Factor Rotation ETF

IBIT

iShares Bitcoin Trust

IETC

iShares Evolved U.S. Technology ETF

SPHQ

Invesco S&P 500® Quality ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 96, dennis is among the top 4% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
JPIE JPMorgan Income ETF	3.05	4.21	1.77	4.27	19.55
BGLD FT Cboe Vest Gold Strategy Quarterly Buffer ETF	2.88	3.80	1.54	6.04	25.47
INFL Horizon Kinetics Inflation Beneficiaries ETF	1.50	2.10	1.30	2.04	6.46
IBIT iShares Bitcoin Trust	0.99	1.84	1.22	2.27	4.95
FDD First Trust STOXX European Select Dividend Index Fund	1.54	2.11	1.31	2.28	6.76
TPMN Timothy Plan Market Neutral ETF	1.16	1.90	1.22	2.22	6.14
PPA Invesco Aerospace & Defense ETF	1.26	1.86	1.26	1.78	6.27
LVHI Legg Mason International Low Volatility High Dividend ETF	1.03	1.40	1.22	1.16	5.83
IETC iShares Evolved U.S. Technology ETF	0.84	1.32	1.18	0.95	3.20
DYNF BlackRock U.S. Equity Factor Rotation ETF	0.84	1.29	1.19	0.91	3.35
SPHQ Invesco S&P 500® Quality ETF	0.94	1.44	1.21	1.01	4.14
IVVB iShares Large Cap Deep Buffer ETF	0.82	1.21	1.17	0.76	2.74
GURU Global X Guru Index ETF	0.92	1.38	1.20	0.93	3.42
DWX SPDR S&P International Dividend ETF	1.69	2.30	1.33	1.93	4.68
SHLD Global X Defense Tech ETF	2.89	3.84	1.57	5.88	17.20

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.

dennis Sharpe ratios as of May 21, 2025 (values are recalculated daily):

1-Year: 2.00
All Time: 2.40

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 0.54 to 1.03, 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 dennis compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

dennis provided a 4.11% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	4.11%	4.74%	3.46%	2.02%	1.31%	1.19%	1.34%	1.64%	0.72%	1.01%	0.95%	0.92%
Portfolio components:
JPIE JPMorgan Income ETF	5.94%	6.11%	5.70%	4.49%	0.63%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BGLD FT Cboe Vest Gold Strategy Quarterly Buffer ETF	21.51%	25.04%	10.49%	0.40%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
INFL Horizon Kinetics Inflation Beneficiaries ETF	1.61%	1.78%	1.60%	1.65%	0.91%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IBIT iShares Bitcoin Trust	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FDD First Trust STOXX European Select Dividend Index Fund	5.83%	7.65%	6.85%	6.07%	3.44%	4.00%	4.70%	5.05%	2.77%	4.88%	4.36%	4.31%
TPMN Timothy Plan Market Neutral ETF	4.10%	4.14%	8.57%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PPA Invesco Aerospace & Defense ETF	0.48%	0.61%	0.67%	0.83%	0.59%	0.88%	0.95%	0.90%	0.67%	1.70%	1.41%	0.62%
LVHI Legg Mason International Low Volatility High Dividend ETF	4.81%	4.95%	8.12%	7.74%	4.13%	3.97%	6.67%	10.67%	1.97%	1.16%	0.00%	0.00%
IETC iShares Evolved U.S. Technology ETF	0.49%	0.52%	0.79%	0.92%	0.73%	0.48%	0.79%	1.27%	0.00%	0.00%	0.00%	0.00%
DYNF BlackRock U.S. Equity Factor Rotation ETF	0.89%	0.66%	1.11%	1.65%	5.24%	1.52%	1.22%	0.00%	0.00%	0.00%	0.00%	0.00%
SPHQ Invesco S&P 500® Quality ETF	1.09%	1.15%	1.43%	1.85%	1.19%	1.56%	1.50%	1.86%	1.57%	1.68%	2.29%	1.66%
IVVB iShares Large Cap Deep Buffer ETF	0.88%	0.87%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GURU Global X Guru Index ETF	0.16%	0.17%	0.57%	0.22%	0.09%	2.75%	0.35%	0.54%	0.54%	0.22%	0.47%	1.06%
DWX SPDR S&P International Dividend ETF	3.76%	4.31%	4.12%	4.68%	3.89%	3.84%	4.40%	5.06%	3.85%	5.26%	5.81%	6.02%
SHLD Global X Defense Tech ETF	0.36%	0.53%	0.26%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	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 dennis . 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 dennis was 9.59%, occurring on Apr 8, 2025. Recovery took 11 trading sessions.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-9.59%	Mar 26, 2025	10	Apr 8, 2025	11	Apr 24, 2025	21
-5.48%	Jul 17, 2024	14	Aug 5, 2024	9	Aug 16, 2024	23
-3.71%	Dec 9, 2024	9	Dec 19, 2024	19	Jan 21, 2025	28
-3.37%	Apr 9, 2024	7	Apr 17, 2024	19	May 14, 2024	26
-3.28%	Aug 26, 2024	9	Sep 6, 2024	6	Sep 16, 2024	15

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 12.99, 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.

	^GSPC	TPMN	BGLD	JPIE	IBIT	DWX	SHLD	FDD	LVHI	INFL	PPA	IETC	SPHQ	DYNF	IVVB	GURU	Portfolio
^GSPC	1.00	-0.07	0.17	0.29	0.36	0.32	0.49	0.43	0.49	0.56	0.67	0.89	0.92	0.97	0.96	0.88	0.83
TPMN	-0.07	1.00	0.11	0.03	0.06	0.19	0.01	0.25	0.13	0.18	-0.07	-0.04	-0.08	-0.07	-0.07	-0.07	0.09
BGLD	0.17	0.11	1.00	0.23	0.12	0.28	0.23	0.25	0.22	0.39	0.17	0.15	0.17	0.16	0.17	0.25	0.36
JPIE	0.29	0.03	0.23	1.00	0.08	0.49	0.21	0.35	0.33	0.33	0.22	0.18	0.27	0.25	0.27	0.34	0.32
IBIT	0.36	0.06	0.12	0.08	1.00	0.19	0.24	0.28	0.20	0.33	0.30	0.32	0.32	0.34	0.37	0.38	0.61
DWX	0.32	0.19	0.28	0.49	0.19	1.00	0.43	0.74	0.65	0.51	0.32	0.15	0.33	0.27	0.31	0.38	0.52
SHLD	0.49	0.01	0.23	0.21	0.24	0.43	1.00	0.45	0.45	0.45	0.75	0.41	0.46	0.45	0.44	0.52	0.67
FDD	0.43	0.25	0.25	0.35	0.28	0.74	0.45	1.00	0.75	0.55	0.37	0.31	0.40	0.40	0.44	0.47	0.65
LVHI	0.49	0.13	0.22	0.33	0.20	0.65	0.45	0.75	1.00	0.55	0.46	0.32	0.47	0.45	0.47	0.53	0.62
INFL	0.56	0.18	0.39	0.33	0.33	0.51	0.45	0.55	0.55	1.00	0.54	0.42	0.51	0.53	0.54	0.63	0.73
PPA	0.67	-0.07	0.17	0.22	0.30	0.32	0.75	0.37	0.46	0.54	1.00	0.56	0.65	0.63	0.62	0.70	0.74
IETC	0.89	-0.04	0.15	0.18	0.32	0.15	0.41	0.31	0.32	0.42	0.56	1.00	0.83	0.90	0.87	0.76	0.74
SPHQ	0.92	-0.08	0.17	0.27	0.32	0.33	0.46	0.40	0.47	0.51	0.65	0.83	1.00	0.90	0.89	0.82	0.78
DYNF	0.97	-0.07	0.16	0.25	0.34	0.27	0.45	0.40	0.45	0.53	0.63	0.90	0.90	1.00	0.94	0.84	0.80
IVVB	0.96	-0.07	0.17	0.27	0.37	0.31	0.44	0.44	0.47	0.54	0.62	0.87	0.89	0.94	1.00	0.85	0.81
GURU	0.88	-0.07	0.25	0.34	0.38	0.38	0.52	0.47	0.53	0.63	0.70	0.76	0.82	0.84	0.85	1.00	0.84
Portfolio	0.83	0.09	0.36	0.32	0.61	0.52	0.67	0.65	0.62	0.73	0.74	0.74	0.78	0.80	0.81	0.84	1.00

The correlation results are calculated based on daily price changes starting from Jan 12, 2024

Performance Analysis

Risk Analysis

Optimization

Factor Model

dennis

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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