Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Very steady growth etfs and a few stocks, high Sortino ratios, 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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The earliest data available for this chart is Sep 8, 2022, corresponding to the inception date of IDVO
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio Very steady growth etfs and a few stocks, high Sortino ratios | 0.23% | -2.41% | 5.40% | 7.74% | 29.38% | 27.23% | — | — |
| Portfolio components: | ||||||||
AIRR First Trust RBA American Industrial Renaissance ETF | -0.26% | -3.57% | 14.87% | 16.32% | 60.35% | 33.36% | 22.66% | 20.74% |
QQQ Invesco QQQ ETF | 0.11% | -2.64% | -4.65% | -3.18% | 23.45% | 22.97% | 13.18% | 19.05% |
LVHI Legg Mason International Low Volatility High Dividend ETF | 0.29% | 1.26% | 11.30% | 20.02% | 33.29% | 21.51% | 16.36% | — |
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF | -0.49% | -2.14% | 3.24% | 8.66% | 29.25% | 17.28% | 10.11% | 11.27% |
AVDV Avantis International Small Cap Value ETF | -0.97% | -4.17% | 7.34% | 14.94% | 49.48% | 23.93% | 13.58% | — |
IDVO Amplify International Enhanced Dividend Income ETF | -0.15% | 0.21% | 8.23% | 12.75% | 36.62% | 21.50% | — | — |
EUFN iShares MSCI Europe Financials ETF | -0.76% | -0.23% | -4.91% | 4.27% | 27.32% | 29.45% | 17.91% | 11.82% |
MFG Mizuho Financial Group, Inc. | -2.63% | -0.73% | 11.48% | 26.51% | 52.10% | 45.35% | 27.47% | 14.08% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | -1.24% | -10.19% | 2.45% | 14.49% | 59.03% | 43.74% | — | — |
ESPO VanEck Vectors Video Gaming and eSports ETF | -0.73% | -0.65% | -12.86% | -24.87% | 2.86% | 20.27% | 6.63% | — |
Monthly Returns
Based on dividend-adjusted daily data since Sep 9, 2022, Very steady growth etfs and a few stocks, high Sortino ratios's average daily return is +0.10%, while the average monthly return is +1.97%. At this rate, your investment would double in approximately 3.0 years.
Historically, 73% of months were positive and 27% were negative. The best month was Nov 2022 with a return of +8.1%, while the worst month was Sep 2022 at -8.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Very steady growth etfs and a few stocks, high Sortino ratios closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +7.9%, while the worst single day was Apr 4, 2025 at -6.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.81% | 4.23% | -5.64% | 1.29% | 5.40% | ||||||||
| 2025 | 5.44% | 1.95% | -1.68% | 2.05% | 4.89% | 3.25% | 2.17% | 4.09% | 3.53% | -1.25% | 2.66% | 0.60% | 31.16% |
| 2024 | 1.01% | 5.10% | 4.60% | -2.39% | 4.48% | 0.25% | 4.55% | 2.44% | 2.38% | 0.05% | 7.64% | -3.54% | 29.34% |
| 2023 | 5.81% | -0.14% | 1.11% | 0.76% | -2.30% | 6.03% | 4.39% | -1.73% | -2.33% | -1.11% | 7.06% | 4.67% | 23.80% |
| 2022 | -8.52% | 8.00% | 8.07% | -3.10% | 3.46% |
Benchmark Metrics
Very steady growth etfs and a few stocks, high Sortino ratios has an annualized alpha of 13.14%, beta of 0.78, and R² of 0.82 versus S&P 500 Index. Calculated based on daily prices since September 09, 2022.
- This portfolio captured 105.54% of S&P 500 Index gains but only 48.62% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 13.14% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 13.14%
- Beta
- 0.78
- R²
- 0.82
- Upside Capture
- 105.54%
- Downside Capture
- 48.62%
Expense Ratio
Very steady growth etfs and a few stocks, high Sortino ratios has an expense ratio of 0.22%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Top 10 holdings
Return for Risk
Risk / Return Rank
Very steady growth etfs and a few stocks, high Sortino ratios ranks 83 for risk / return — in the top 83% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.83 | 0.88 | +0.95 |
Sortino ratioReturn per unit of downside risk | 2.52 | 1.37 | +1.15 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.21 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.63 | 1.39 | +1.24 |
Martin ratioReturn relative to average drawdown | 12.47 | 6.43 | +6.04 |
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 | |
|---|---|---|---|---|---|---|
AIRR First Trust RBA American Industrial Renaissance ETF | 92 | 2.15 | 2.84 | 1.37 | 4.91 | 17.07 |
QQQ Invesco QQQ ETF | 59 | 1.04 | 1.62 | 1.23 | 1.93 | 7.00 |
LVHI Legg Mason International Low Volatility High Dividend ETF | 94 | 2.52 | 3.22 | 1.56 | 3.14 | 15.92 |
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF | 89 | 2.03 | 2.77 | 1.43 | 2.97 | 11.79 |
AVDV Avantis International Small Cap Value ETF | 95 | 2.69 | 3.38 | 1.55 | 3.76 | 15.42 |
IDVO Amplify International Enhanced Dividend Income ETF | 88 | 1.99 | 2.61 | 1.40 | 2.92 | 12.55 |
EUFN iShares MSCI Europe Financials ETF | 63 | 1.23 | 1.76 | 1.24 | 1.92 | 6.59 |
MFG Mizuho Financial Group, Inc. | 78 | 1.48 | 1.90 | 1.29 | 2.10 | 6.27 |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 83 | 1.84 | 2.36 | 1.35 | 2.68 | 10.22 |
ESPO VanEck Vectors Video Gaming and eSports ETF | 14 | 0.13 | 0.34 | 1.04 | 0.15 | 0.36 |
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Dividends
Dividend yield
Very steady growth etfs and a few stocks, high Sortino ratios provided a 2.89% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.89% | 2.92% | 3.14% | 3.23% | 4.01% | 1.92% | 1.59% | 1.98% | 2.31% | 1.48% | 1.69% | 1.54% |
| Portfolio components: | ||||||||||||
AIRR First Trust RBA American Industrial Renaissance ETF | 0.15% | 0.19% | 0.18% | 0.23% | 0.12% | 0.05% | 0.10% | 0.20% | 0.43% | 0.30% | 0.08% | 0.47% |
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% |
LVHI Legg Mason International Low Volatility High Dividend ETF | 4.52% | 4.92% | 3.98% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.67% | 3.38% | 2.02% | 0.00% |
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF | 3.15% | 3.25% | 3.26% | 2.98% | 26.91% | 2.90% | 1.46% | 4.66% | 6.15% | 2.52% | 2.57% | 1.75% |
AVDV Avantis International Small Cap Value ETF | 2.97% | 3.05% | 4.31% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% |
IDVO Amplify International Enhanced Dividend Income ETF | 5.48% | 5.42% | 6.14% | 5.72% | 1.96% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EUFN iShares MSCI Europe Financials ETF | 3.76% | 3.57% | 5.36% | 5.00% | 4.24% | 4.15% | 1.38% | 4.55% | 6.48% | 3.04% | 4.03% | 3.65% |
MFG Mizuho Financial Group, Inc. | 1.14% | 2.68% | 3.20% | 3.73% | 4.34% | 2.76% | 2.71% | 0.00% | 0.00% | 1.86% | 3.77% | 3.10% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 4.22% | 4.32% | 7.14% | 2.22% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ESPO VanEck Vectors Video Gaming and eSports ETF | 1.43% | 1.24% | 0.44% | 0.96% | 0.91% | 3.36% | 0.12% | 0.22% | 0.04% | 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 Very steady growth etfs and a few stocks, high Sortino ratios. 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 Very steady growth etfs and a few stocks, high Sortino ratios was 13.77%, occurring on Apr 8, 2025. Recovery took 20 trading sessions.
The current Very steady growth etfs and a few stocks, high Sortino ratios drawdown is 4.56%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -13.77% | Feb 20, 2025 | 34 | Apr 8, 2025 | 20 | May 7, 2025 | 54 |
| -10.79% | Sep 13, 2022 | 14 | Sep 30, 2022 | 29 | Nov 10, 2022 | 43 |
| -8.51% | Feb 27, 2026 | 16 | Mar 20, 2026 | — | — | — |
| -6.67% | Jul 17, 2024 | 14 | Aug 5, 2024 | 9 | Aug 16, 2024 | 23 |
| -6.62% | Aug 1, 2023 | 63 | Oct 27, 2023 | 12 | Nov 14, 2023 | 75 |
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 21 assets, with an effective number of assets of 21.00, 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
| Benchmark | WRB | WMT | WEC | ATO | MFG | SNEX | MAIN | LIN | GDE | ESPO | PH | LVHI | SPMO | JEPQ | EUFN | QQQ | AIRR | AUSF | AVDV | IDVO | HSCZ | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.20 | 0.31 | 0.20 | 0.25 | 0.36 | 0.45 | 0.51 | 0.49 | 0.62 | 0.71 | 0.67 | 0.55 | 0.84 | 0.93 | 0.62 | 0.94 | 0.73 | 0.70 | 0.65 | 0.72 | 0.72 | 0.86 |
| WRB | 0.20 | 1.00 | 0.24 | 0.37 | 0.39 | 0.14 | 0.22 | 0.24 | 0.36 | 0.11 | 0.06 | 0.24 | 0.34 | 0.21 | 0.06 | 0.26 | 0.05 | 0.24 | 0.44 | 0.20 | 0.17 | 0.22 | 0.37 |
| WMT | 0.31 | 0.24 | 1.00 | 0.30 | 0.32 | 0.08 | 0.12 | 0.16 | 0.31 | 0.23 | 0.20 | 0.23 | 0.23 | 0.29 | 0.25 | 0.17 | 0.25 | 0.21 | 0.32 | 0.19 | 0.20 | 0.22 | 0.36 |
| WEC | 0.20 | 0.37 | 0.30 | 1.00 | 0.76 | 0.09 | 0.16 | 0.21 | 0.34 | 0.22 | 0.09 | 0.15 | 0.32 | 0.11 | 0.06 | 0.22 | 0.06 | 0.19 | 0.39 | 0.24 | 0.18 | 0.20 | 0.37 |
| ATO | 0.25 | 0.39 | 0.32 | 0.76 | 1.00 | 0.10 | 0.21 | 0.24 | 0.36 | 0.22 | 0.12 | 0.22 | 0.35 | 0.17 | 0.12 | 0.23 | 0.11 | 0.27 | 0.44 | 0.27 | 0.21 | 0.25 | 0.42 |
| MFG | 0.36 | 0.14 | 0.08 | 0.09 | 0.10 | 1.00 | 0.27 | 0.22 | 0.17 | 0.31 | 0.34 | 0.31 | 0.42 | 0.33 | 0.32 | 0.45 | 0.31 | 0.35 | 0.33 | 0.52 | 0.48 | 0.44 | 0.52 |
| SNEX | 0.45 | 0.22 | 0.12 | 0.16 | 0.21 | 0.27 | 1.00 | 0.34 | 0.32 | 0.27 | 0.33 | 0.47 | 0.41 | 0.43 | 0.36 | 0.44 | 0.36 | 0.53 | 0.50 | 0.45 | 0.46 | 0.45 | 0.61 |
| MAIN | 0.51 | 0.24 | 0.16 | 0.21 | 0.24 | 0.22 | 0.34 | 1.00 | 0.31 | 0.30 | 0.43 | 0.42 | 0.42 | 0.42 | 0.43 | 0.41 | 0.43 | 0.46 | 0.49 | 0.40 | 0.43 | 0.44 | 0.58 |
| LIN | 0.49 | 0.36 | 0.31 | 0.34 | 0.36 | 0.17 | 0.32 | 0.31 | 1.00 | 0.35 | 0.32 | 0.39 | 0.42 | 0.38 | 0.38 | 0.39 | 0.38 | 0.42 | 0.57 | 0.42 | 0.42 | 0.42 | 0.58 |
| GDE | 0.62 | 0.11 | 0.23 | 0.22 | 0.22 | 0.31 | 0.27 | 0.30 | 0.35 | 1.00 | 0.54 | 0.38 | 0.41 | 0.51 | 0.58 | 0.49 | 0.59 | 0.48 | 0.45 | 0.65 | 0.61 | 0.50 | 0.65 |
| ESPO | 0.71 | 0.06 | 0.20 | 0.09 | 0.12 | 0.34 | 0.33 | 0.43 | 0.32 | 0.54 | 1.00 | 0.47 | 0.44 | 0.56 | 0.71 | 0.57 | 0.73 | 0.54 | 0.47 | 0.63 | 0.68 | 0.63 | 0.69 |
| PH | 0.67 | 0.24 | 0.23 | 0.15 | 0.22 | 0.31 | 0.47 | 0.42 | 0.39 | 0.38 | 0.47 | 1.00 | 0.48 | 0.60 | 0.55 | 0.47 | 0.55 | 0.76 | 0.62 | 0.52 | 0.56 | 0.59 | 0.73 |
| LVHI | 0.55 | 0.34 | 0.23 | 0.32 | 0.35 | 0.42 | 0.41 | 0.42 | 0.42 | 0.41 | 0.44 | 0.48 | 1.00 | 0.45 | 0.43 | 0.73 | 0.43 | 0.53 | 0.63 | 0.72 | 0.67 | 0.76 | 0.72 |
| SPMO | 0.84 | 0.21 | 0.29 | 0.11 | 0.17 | 0.33 | 0.43 | 0.42 | 0.38 | 0.51 | 0.56 | 0.60 | 0.45 | 1.00 | 0.78 | 0.51 | 0.78 | 0.67 | 0.58 | 0.54 | 0.65 | 0.59 | 0.75 |
| JEPQ | 0.93 | 0.06 | 0.25 | 0.06 | 0.12 | 0.32 | 0.36 | 0.43 | 0.38 | 0.58 | 0.71 | 0.55 | 0.43 | 0.78 | 1.00 | 0.53 | 0.97 | 0.61 | 0.51 | 0.56 | 0.65 | 0.64 | 0.73 |
| EUFN | 0.62 | 0.26 | 0.17 | 0.22 | 0.23 | 0.45 | 0.44 | 0.41 | 0.39 | 0.49 | 0.57 | 0.47 | 0.73 | 0.51 | 0.53 | 1.00 | 0.53 | 0.55 | 0.59 | 0.78 | 0.76 | 0.72 | 0.75 |
| QQQ | 0.94 | 0.05 | 0.25 | 0.06 | 0.11 | 0.31 | 0.36 | 0.43 | 0.38 | 0.59 | 0.73 | 0.55 | 0.43 | 0.78 | 0.97 | 0.53 | 1.00 | 0.62 | 0.51 | 0.57 | 0.65 | 0.64 | 0.73 |
| AIRR | 0.73 | 0.24 | 0.21 | 0.19 | 0.27 | 0.35 | 0.53 | 0.46 | 0.42 | 0.48 | 0.54 | 0.76 | 0.53 | 0.67 | 0.61 | 0.55 | 0.62 | 1.00 | 0.69 | 0.61 | 0.64 | 0.67 | 0.81 |
| AUSF | 0.70 | 0.44 | 0.32 | 0.39 | 0.44 | 0.33 | 0.50 | 0.49 | 0.57 | 0.45 | 0.47 | 0.62 | 0.63 | 0.58 | 0.51 | 0.59 | 0.51 | 0.69 | 1.00 | 0.62 | 0.58 | 0.63 | 0.80 |
| AVDV | 0.65 | 0.20 | 0.19 | 0.24 | 0.27 | 0.52 | 0.45 | 0.40 | 0.42 | 0.65 | 0.63 | 0.52 | 0.72 | 0.54 | 0.56 | 0.78 | 0.57 | 0.61 | 0.62 | 1.00 | 0.82 | 0.83 | 0.81 |
| IDVO | 0.72 | 0.17 | 0.20 | 0.18 | 0.21 | 0.48 | 0.46 | 0.43 | 0.42 | 0.61 | 0.68 | 0.56 | 0.67 | 0.65 | 0.65 | 0.76 | 0.65 | 0.64 | 0.58 | 0.82 | 1.00 | 0.72 | 0.82 |
| HSCZ | 0.72 | 0.22 | 0.22 | 0.20 | 0.25 | 0.44 | 0.45 | 0.44 | 0.42 | 0.50 | 0.63 | 0.59 | 0.76 | 0.59 | 0.64 | 0.72 | 0.64 | 0.67 | 0.63 | 0.83 | 0.72 | 1.00 | 0.81 |
| Portfolio | 0.86 | 0.37 | 0.36 | 0.37 | 0.42 | 0.52 | 0.61 | 0.58 | 0.58 | 0.65 | 0.69 | 0.73 | 0.72 | 0.75 | 0.73 | 0.75 | 0.73 | 0.81 | 0.80 | 0.81 | 0.82 | 0.81 | 1.00 |