Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AESI Atlas Energy Solutions Inc | Energy | 6.67% |
AG First Majestic Silver Corp. | Basic Materials | 6.67% |
AMKR Amkor Technology, Inc. | Technology | 6.67% |
ATS ATS Corporation | Industrials | 6.67% |
AUGO Aura Minerals Inc. Common Shares | Basic Materials | 6.67% |
CHRS Coherus BioSciences, Inc. | Healthcare | 6.67% |
CIFR Cipher Mining Inc. | Financial Services | 6.67% |
CP Canadian Pacific Railway Limited | Industrials | 6.67% |
ET Energy Transfer LP | Energy | 6.67% |
MFG Mizuho Financial Group, Inc. | Financial Services | 6.67% |
MIMI Mint Incorporation Ltd | Industrials | 6.67% |
MLEC Moolec Science SA Ordinary Shares | Healthcare | 6.67% |
MLECW Moolec Science SA Warrant | Healthcare | 6.67% |
SNDK Sandisk Corp | Technology | 6.67% |
TPH Tri Pointe Homes, Inc. | Consumer Cyclical | 6.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in WsZMoMV-PM(ETF)%(20+)ShPe(8+), 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 Jul 16, 2025, corresponding to the inception date of AUGO
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 WsZMoMV-PM(ETF)%(20+)ShPe(8+) | 0.05% | -3.51% | 50.60% | 68.22% | — | — | — | — |
| Portfolio components: | ||||||||
TPH Tri Pointe Homes, Inc. | 0.43% | 0.84% | 48.55% | 36.82% | 44.02% | 22.14% | 17.10% | 15.09% |
MFG Mizuho Financial Group, Inc. | -2.63% | -0.73% | 11.48% | 26.51% | 52.10% | 45.35% | 27.47% | 14.08% |
AUGO Aura Minerals Inc. Common Shares | 0.34% | 4.95% | 75.30% | 143.79% | — | — | — | — |
MIMI Mint Incorporation Ltd | 0.15% | -17.72% | -12.23% | -96.62% | -93.38% | — | — | — |
MLEC Moolec Science SA Ordinary Shares | 10.67% | -24.95% | 81.98% | -51.21% | -92.36% | -77.56% | — | — |
MLECW Moolec Science SA Warrant | -4.94% | -8.09% | 331.03% | 138.10% | 85.19% | -35.42% | — | — |
AESI Atlas Energy Solutions Inc | -0.41% | 22.60% | 28.98% | 7.81% | -31.27% | -7.92% | — | — |
CHRS Coherus BioSciences, Inc. | -0.57% | 4.85% | 21.83% | 4.22% | 90.05% | -38.62% | -34.68% | -22.48% |
ET Energy Transfer LP | -0.47% | 0.37% | 16.95% | 16.27% | 7.94% | 23.57% | 29.01% | 20.87% |
CIFR Cipher Mining Inc. | 1.42% | -12.85% | -13.14% | -7.17% | 383.77% | 74.81% | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Jul 17, 2025, WsZMoMV-PM(ETF)%(20+)ShPe(8+)'s average daily return is +0.49%, while the average monthly return is +9.70%. At this rate, your investment would double in approximately 0.6 years.
Historically, 80% of months were positive and 20% were negative. The best month was Feb 2026 with a return of +48.6%, while the worst month was Mar 2026 at -23.9%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 1 months.
On a daily basis, WsZMoMV-PM(ETF)%(20+)ShPe(8+) closed higher 54% of trading days. The best single day was Feb 13, 2026 with a return of +13.6%, while the worst single day was Mar 2, 2026 at -12.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 29.85% | 48.60% | -23.89% | 2.56% | 50.60% | ||||||||
| 2025 | 1.60% | 0.24% | 23.74% | 14.52% | 1.75% | -1.92% | 44.03% |
Benchmark Metrics
WsZMoMV-PM(ETF)%(20+)ShPe(8+) has an annualized alpha of 186.25%, beta of 2.28, and R² of 0.27 versus S&P 500 Index. Calculated based on daily prices since July 17, 2025.
- This portfolio captured 1027.51% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -235.55%) — a profile typical of hedging or uncorrelated assets.
- R² of 0.27 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 186.25%
- Beta
- 2.28
- R²
- 0.27
- Upside Capture
- 1,027.51%
- Downside Capture
- -235.55%
Expense Ratio
WsZMoMV-PM(ETF)%(20+)ShPe(8+) has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Return / Risk — by metrics
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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 | |
|---|---|---|---|---|---|---|
TPH Tri Pointe Homes, Inc. | 77 | 1.03 | 2.08 | 1.27 | 2.58 | 5.45 |
MFG Mizuho Financial Group, Inc. | 78 | 1.48 | 1.90 | 1.29 | 2.10 | 6.27 |
AUGO Aura Minerals Inc. Common Shares | — | — | — | — | — | — |
MIMI Mint Incorporation Ltd | 9 | -0.57 | -1.18 | 0.84 | -0.96 | -1.48 |
MLEC Moolec Science SA Ordinary Shares | 12 | -0.47 | -1.08 | 0.88 | -0.94 | -1.20 |
MLECW Moolec Science SA Warrant | 76 | 0.27 | 3.16 | 1.42 | 2.23 | 3.86 |
AESI Atlas Energy Solutions Inc | 21 | -0.50 | -0.39 | 0.95 | -0.56 | -0.87 |
CHRS Coherus BioSciences, Inc. | 75 | 1.03 | 1.80 | 1.22 | 2.90 | 5.17 |
ET Energy Transfer LP | 49 | 0.34 | 0.63 | 1.09 | 0.53 | 1.46 |
CIFR Cipher Mining Inc. | 94 | 3.50 | 3.37 | 1.39 | 8.20 | 17.55 |
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Dividends
Dividend yield
WsZMoMV-PM(ETF)%(20+)ShPe(8+) provided a 1.04% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.04% | 1.47% | 1.20% | 1.25% | 0.93% | 0.79% | 1.40% | 0.70% | 0.69% | 0.63% | 0.71% | 0.77% |
| Portfolio components: | ||||||||||||
TPH Tri Pointe Homes, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
AUGO Aura Minerals Inc. Common Shares | 1.68% | 1.61% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MIMI Mint Incorporation Ltd | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MLEC Moolec Science SA Ordinary Shares | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MLECW Moolec Science SA Warrant | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AESI Atlas Energy Solutions Inc | 4.12% | 7.96% | 4.33% | 4.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CHRS Coherus BioSciences, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ET Energy Transfer LP | 7.00% | 7.97% | 6.51% | 8.95% | 7.33% | 7.41% | 17.27% | 9.51% | 9.24% | 6.66% | 5.90% | 7.42% |
CIFR Cipher Mining Inc. | 0.00% | 0.00% | 0.00% | 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 WsZMoMV-PM(ETF)%(20+)ShPe(8+). 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 WsZMoMV-PM(ETF)%(20+)ShPe(8+) was 29.01%, occurring on Mar 30, 2026. The portfolio has not yet recovered.
The current WsZMoMV-PM(ETF)%(20+)ShPe(8+) drawdown is 25.20%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.01% | Feb 27, 2026 | 22 | Mar 30, 2026 | — | — | — |
| -16.41% | Nov 4, 2025 | 13 | Nov 20, 2025 | 13 | Dec 10, 2025 | 26 |
| -9.18% | Dec 12, 2025 | 4 | Dec 17, 2025 | 11 | Jan 5, 2026 | 15 |
| -8.28% | Jan 29, 2026 | 6 | Feb 5, 2026 | 2 | Feb 9, 2026 | 8 |
| -6.96% | Oct 16, 2025 | 5 | Oct 22, 2025 | 2 | Oct 24, 2025 | 7 |
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 15.00, 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 | MLEC | ET | MIMI | MLECW | TPH | AESI | CP | CHRS | SNDK | AUGO | MFG | AG | CIFR | AMKR | ATS | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.04 | 0.04 | 0.20 | 0.08 | 0.23 | 0.17 | 0.36 | 0.38 | 0.46 | 0.31 | 0.46 | 0.37 | 0.38 | 0.59 | 0.54 | 0.60 |
| MLEC | 0.04 | 1.00 | 0.02 | 0.03 | 0.28 | 0.05 | 0.14 | -0.13 | -0.05 | -0.00 | 0.01 | -0.06 | -0.06 | -0.11 | 0.04 | 0.02 | 0.26 |
| ET | 0.04 | 0.02 | 1.00 | 0.12 | 0.06 | 0.03 | 0.34 | 0.10 | 0.03 | 0.08 | 0.05 | 0.07 | 0.01 | 0.07 | 0.06 | 0.09 | 0.14 |
| MIMI | 0.20 | 0.03 | 0.12 | 1.00 | 0.07 | -0.04 | 0.02 | 0.01 | 0.04 | 0.02 | 0.05 | 0.16 | 0.08 | 0.20 | 0.14 | 0.05 | 0.31 |
| MLECW | 0.08 | 0.28 | 0.06 | 0.07 | 1.00 | 0.09 | 0.07 | 0.02 | -0.02 | -0.09 | 0.11 | 0.06 | 0.06 | 0.02 | 0.03 | 0.03 | 0.45 |
| TPH | 0.23 | 0.05 | 0.03 | -0.04 | 0.09 | 1.00 | 0.16 | 0.39 | 0.20 | 0.13 | 0.09 | 0.14 | 0.06 | -0.08 | 0.16 | 0.28 | 0.16 |
| AESI | 0.17 | 0.14 | 0.34 | 0.02 | 0.07 | 0.16 | 1.00 | 0.05 | 0.14 | 0.13 | 0.06 | 0.17 | 0.10 | 0.19 | 0.23 | 0.20 | 0.29 |
| CP | 0.36 | -0.13 | 0.10 | 0.01 | 0.02 | 0.39 | 0.05 | 1.00 | 0.20 | 0.14 | 0.17 | 0.23 | 0.28 | 0.17 | 0.17 | 0.38 | 0.23 |
| CHRS | 0.38 | -0.05 | 0.03 | 0.04 | -0.02 | 0.20 | 0.14 | 0.20 | 1.00 | 0.11 | 0.14 | 0.24 | 0.23 | 0.29 | 0.27 | 0.32 | 0.38 |
| SNDK | 0.46 | -0.00 | 0.08 | 0.02 | -0.09 | 0.13 | 0.13 | 0.14 | 0.11 | 1.00 | 0.24 | 0.21 | 0.21 | 0.25 | 0.44 | 0.30 | 0.50 |
| AUGO | 0.31 | 0.01 | 0.05 | 0.05 | 0.11 | 0.09 | 0.06 | 0.17 | 0.14 | 0.24 | 1.00 | 0.26 | 0.62 | 0.33 | 0.23 | 0.21 | 0.49 |
| MFG | 0.46 | -0.06 | 0.07 | 0.16 | 0.06 | 0.14 | 0.17 | 0.23 | 0.24 | 0.21 | 0.26 | 1.00 | 0.37 | 0.19 | 0.27 | 0.34 | 0.33 |
| AG | 0.37 | -0.06 | 0.01 | 0.08 | 0.06 | 0.06 | 0.10 | 0.28 | 0.23 | 0.21 | 0.62 | 0.37 | 1.00 | 0.25 | 0.26 | 0.23 | 0.46 |
| CIFR | 0.38 | -0.11 | 0.07 | 0.20 | 0.02 | -0.08 | 0.19 | 0.17 | 0.29 | 0.25 | 0.33 | 0.19 | 0.25 | 1.00 | 0.30 | 0.36 | 0.53 |
| AMKR | 0.59 | 0.04 | 0.06 | 0.14 | 0.03 | 0.16 | 0.23 | 0.17 | 0.27 | 0.44 | 0.23 | 0.27 | 0.26 | 0.30 | 1.00 | 0.32 | 0.48 |
| ATS | 0.54 | 0.02 | 0.09 | 0.05 | 0.03 | 0.28 | 0.20 | 0.38 | 0.32 | 0.30 | 0.21 | 0.34 | 0.23 | 0.36 | 0.32 | 1.00 | 0.41 |
| Portfolio | 0.60 | 0.26 | 0.14 | 0.31 | 0.45 | 0.16 | 0.29 | 0.23 | 0.38 | 0.50 | 0.49 | 0.33 | 0.46 | 0.53 | 0.48 | 0.41 | 1.00 |