Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2025 5 etfs , 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 Oct 31, 2014, corresponding to the inception date of ARKG
Returns By Period
As of Apr 4, 2026, the 2025 5 etfs returned -0.38% Year-To-Date and 14.80% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -4.18% | -3.84% | -1.98% | 21.98% | 16.86% | 10.37% | 12.29% |
Portfolio 2025 5 etfs | 0.33% | -2.99% | -0.38% | 0.88% | 28.46% | 15.33% | 7.38% | 14.80% |
| Portfolio components: | ||||||||
QQQ Invesco QQQ ETF | 0.11% | -4.10% | -4.65% | -2.77% | 30.43% | 22.97% | 13.18% | 19.05% |
MTUM iShares MSCI USA Momentum Factor ETF | 0.25% | -1.85% | -1.69% | -2.96% | 27.10% | 21.22% | 9.74% | 14.17% |
INDA iShares MSCI India ETF | -0.13% | -7.20% | -13.69% | -11.06% | -8.85% | 6.03% | 3.41% | 6.86% |
ARKG ARK Genomic Revolution Multi-Sector ETF | 1.00% | -7.29% | -5.56% | -8.92% | 38.60% | -2.76% | -21.01% | 4.74% |
GUNR FlexShares Morningstar Global Upstream Natural Resources Index Fund | 0.51% | 2.76% | 21.34% | 27.75% | 50.82% | 12.20% | 12.51% | 12.32% |
Monthly Returns
Based on dividend-adjusted daily data since Nov 3, 2014, 2025 5 etfs 's average daily return is +0.06%, while the average monthly return is +1.10%. At this rate, your investment would double in approximately 5.3 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +16.5%, while the worst month was Mar 2020 at -12.9%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 4 months.
On a daily basis, 2025 5 etfs closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.3%, while the worst single day was Mar 16, 2020 at -12.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.01% | 1.12% | -5.70% | 1.42% | -0.38% | ||||||||
| 2025 | 4.32% | -3.05% | -4.53% | 2.00% | 4.98% | 5.98% | -0.18% | 2.23% | 5.09% | 3.37% | 0.09% | -0.82% | 20.57% |
| 2024 | -1.17% | 5.59% | 1.30% | -4.51% | 4.41% | 2.53% | 1.22% | 0.87% | 1.83% | -2.96% | 4.45% | -3.50% | 9.89% |
| 2023 | 6.89% | -4.69% | 3.12% | 0.84% | 1.53% | 6.30% | 4.94% | -3.94% | -4.80% | -4.53% | 9.80% | 6.79% | 22.83% |
| 2022 | -6.27% | -1.43% | 3.63% | -10.83% | -0.49% | -8.76% | 8.45% | -1.82% | -7.80% | 7.04% | 5.08% | -6.20% | -19.70% |
| 2021 | 1.64% | 0.76% | 0.50% | 3.63% | 0.53% | 3.31% | -0.21% | 3.38% | -4.06% | 5.57% | -2.97% | 1.81% | 14.33% |
Benchmark Metrics
2025 5 etfs has an annualized alpha of 1.53%, beta of 1.03, and R² of 0.87 versus S&P 500 Index. Calculated based on daily prices since November 03, 2014.
- This portfolio captured 108.29% of S&P 500 Index gains and 101.03% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- With beta of 1.03 and R² of 0.87, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.53%
- Beta
- 1.03
- R²
- 0.87
- Upside Capture
- 108.29%
- Downside Capture
- 101.03%
Expense Ratio
2025 5 etfs has an expense ratio of 0.39%, 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.
Return for Risk
Risk / Return Rank
2025 5 etfs ranks 51 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 0.88 | +0.30 |
Sortino ratioReturn per unit of downside risk | 1.77 | 1.37 | +0.41 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.21 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.14 | 1.39 | +0.75 |
Martin ratioReturn relative to average drawdown | 8.90 | 6.43 | +2.46 |
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 | |
|---|---|---|---|---|---|---|
QQQ Invesco QQQ ETF | 58 | 1.04 | 1.62 | 1.23 | 1.93 | 7.00 |
MTUM iShares MSCI USA Momentum Factor ETF | 50 | 0.89 | 1.36 | 1.20 | 1.78 | 6.63 |
INDA iShares MSCI India ETF | 2 | -0.62 | -0.80 | 0.91 | -0.46 | -1.49 |
ARKG ARK Genomic Revolution Multi-Sector ETF | 35 | 0.70 | 1.29 | 1.15 | 1.29 | 3.43 |
GUNR FlexShares Morningstar Global Upstream Natural Resources Index Fund | 94 | 2.48 | 3.06 | 1.48 | 3.49 | 19.55 |
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Dividends
Dividend yield
2025 5 etfs provided a 0.74% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.74% | 0.88% | 1.11% | 1.19% | 1.42% | 2.02% | 1.06% | 1.79% | 1.45% | 1.22% | 1.09% | 1.60% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ ETF | 0.48% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
MTUM iShares MSCI USA Momentum Factor ETF | 0.80% | 0.91% | 0.75% | 1.35% | 1.80% | 0.55% | 0.83% | 1.48% | 1.27% | 1.02% | 1.43% | 1.12% |
INDA iShares MSCI India ETF | 0.00% | 0.00% | 0.76% | 0.16% | 0.00% | 6.44% | 0.27% | 0.99% | 0.94% | 1.09% | 0.90% | 1.19% |
ARKG ARK Genomic Revolution Multi-Sector ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.62% | 0.85% | 3.14% | 0.82% | 1.34% | 0.00% | 0.00% |
GUNR FlexShares Morningstar Global Upstream Natural Resources Index Fund | 2.20% | 2.81% | 3.39% | 3.55% | 4.12% | 3.61% | 2.79% | 3.25% | 3.27% | 2.00% | 1.73% | 4.50% |
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 2025 5 etfs . 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 2025 5 etfs was 33.24%, occurring on Mar 23, 2020. Recovery took 55 trading sessions.
The current 2025 5 etfs drawdown is 5.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.24% | Feb 20, 2020 | 23 | Mar 23, 2020 | 55 | Jun 10, 2020 | 78 |
| -27.02% | Nov 9, 2021 | 235 | Oct 14, 2022 | 345 | Mar 1, 2024 | 580 |
| -21.22% | Aug 30, 2018 | 80 | Dec 24, 2018 | 70 | Apr 5, 2019 | 150 |
| -20.73% | Mar 3, 2015 | 240 | Feb 11, 2016 | 128 | Aug 15, 2016 | 368 |
| -20.17% | Feb 20, 2025 | 34 | Apr 8, 2025 | 54 | Jun 26, 2025 | 88 |
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 5 assets, with an effective number of assets of 4.65, 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
| Benchmark | INDA | GUNR | ARKG | MTUM | QQQ | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.53 | 0.63 | 0.59 | 0.86 | 0.91 | 0.90 |
| INDA | 0.53 | 1.00 | 0.48 | 0.34 | 0.47 | 0.48 | 0.62 |
| GUNR | 0.63 | 0.48 | 1.00 | 0.37 | 0.50 | 0.47 | 0.67 |
| ARKG | 0.59 | 0.34 | 0.37 | 1.00 | 0.56 | 0.62 | 0.79 |
| MTUM | 0.86 | 0.47 | 0.50 | 0.56 | 1.00 | 0.85 | 0.86 |
| QQQ | 0.91 | 0.48 | 0.47 | 0.62 | 0.85 | 1.00 | 0.89 |
| Portfolio | 0.90 | 0.62 | 0.67 | 0.79 | 0.86 | 0.89 | 1.00 |