Very steady growth, low volatility stocks and etfs, high Sortino ratios

Asset Allocation

Position	Category/Sector	Target Weight
SNEX StoneX Group Inc.	Financial Services	6.67%
WMT Walmart Inc.	Consumer Defensive	6.67%
ATO Atmos Energy Corporation	Utilities	6.67%
AIRR First Trust RBA American Industrial Renaissance ETF	Building & Construction	6.67%
LIN Linde plc	Basic Materials	6.67%
WRB W. R. Berkley Corporation	Financial Services	6.67%
WEC WEC Energy Group, Inc.	Utilities	6.67%
QQQ Invesco QQQ ETF	Nasdaq-100	6.67%
PH Parker-Hannifin Corporation	Industrials	6.67%
LVHI Franklin International Low Volatility High Dividend Index ETF	Volatility Hedged Equity, Dividend	6.67%
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF	Foreign Small & Mid Cap Equities	6.67%
AVDV Avantis International Small Cap Value ETF	Foreign Small & Mid Cap Equities	6.67%
IDVO Amplify CWP International Enhanced Dividend Income ETF	Derivative Income, Dividend, Foreign Large Cap Equities	6.67%
EUFN iShares MSCI Europe Financials ETF	Financials Equities	6.67%
MFG Mizuho Financial Group, Inc.	Financial Services	6.67%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Very steady growth, low volatility stocks and etfs, 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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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	0.31%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio Very steady growth, low volatility stocks and etfs, high Sortino ratios	0.82%	3.57%	19.13%	19.47%	38.53%	30.40%	—	—
Portfolio components:
AIRR First Trust RBA American Industrial Renaissance ETF	0.83%	-1.26%	31.74%	28.77%	67.12%	35.29%	25.46%	22.05%
ATO Atmos Energy Corporation	1.03%	-5.50%	2.53%	2.08%	13.57%	15.86%	13.58%	10.94%
AVDV Avantis International Small Cap Value ETF	0.89%	-1.99%	14.99%	17.18%	41.91%	26.72%	13.63%	—
EUFN iShares MSCI Europe Financials ETF	1.20%	3.43%	4.75%	9.10%	28.57%	32.04%	18.43%	13.48%
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF	0.71%	0.48%	10.99%	13.18%	29.11%	18.32%	10.94%	12.35%
IDVO Amplify CWP International Enhanced Dividend Income ETF	0.52%	0.18%	14.60%	15.00%	35.61%	22.78%	—	—
LIN Linde plc	1.58%	3.78%	23.59%	26.61%	13.87%	13.38%	13.98%	—
LVHI Franklin International Low Volatility High Dividend Index ETF	0.49%	0.84%	13.78%	14.96%	32.13%	21.52%	15.97%	—
MFG Mizuho Financial Group, Inc.	1.68%	9.26%	32.24%	31.34%	78.46%	51.80%	30.84%	15.72%
PH Parker-Hannifin Corporation	0.12%	4.72%	3.21%	2.52%	39.33%	36.33%	26.12%	25.12%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 8, 2022, Very steady growth, low volatility stocks and etfs, high Sortino ratios's average daily return is +0.10%, while the average monthly return is +2.14%. At this rate, an investment would double in approximately 2.7 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2022 with a return of +8.8%, while the worst month was Sep 2022 at -7.4%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Very steady growth, low volatility stocks and etfs, high Sortino ratios closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +7.4%, 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	6.67%	6.43%	-5.48%	7.45%	-0.09%	3.41%							19.13%
2025	5.61%	2.67%	-0.93%	2.35%	4.31%	2.39%	2.08%	4.24%	3.32%	-1.10%	3.28%	0.62%	32.69%
2024	0.37%	4.89%	4.57%	-2.47%	4.46%	-1.04%	5.68%	2.66%	1.96%	-0.24%	7.87%	-4.62%	26.02%
2023	5.64%	0.54%	-0.26%	0.52%	-2.95%	6.59%	4.45%	-1.56%	-1.87%	-1.09%	6.00%	4.40%	21.64%
2022									-7.38%	8.27%	8.83%	-2.89%	5.98%

Benchmark Metrics

Very steady growth, low volatility stocks and etfs, high Sortino ratios has an annualized alpha of 13.79%, beta of 0.74, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since September 08, 2022.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (92.69%) than losses (29.73%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 13.79% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 13.79%

Beta: 0.74

R²: 0.72

Upside Capture: 92.69%

Downside Capture: 29.73%

See how alpha, beta & R² have trended over time →

Expense Ratio

Very steady growth, low volatility stocks and etfs, high Sortino ratios has an expense ratio of 0.21%, 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.

AIRR

First Trust RBA American Industrial Renaissance ETF

IDVO

Amplify CWP International Enhanced Dividend Income ETF

EUFN

iShares MSCI Europe Financials ETF

HSCZ

iShares Currency Hedged MSCI EAFE Small Cap ETF

LVHI

Franklin International Low Volatility High Dividend Index ETF

AVDV

Avantis International Small Cap Value ETF

QQQ

Invesco QQQ ETF

Return for Risk

Risk / Return Rank

Very steady growth, low volatility stocks and etfs, high Sortino ratios ranks 90 for risk / return — in the top 90% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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

The table below presents risk-adjusted performance metrics for Very steady growth, low volatility stocks and etfs, high Sortino ratios and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	3.13	1.86	+1.27
Sortino ratioReturn per unit of downside risk	4.35	2.53	+1.82
Omega ratioGain probability vs. loss probability	1.56	1.34	+0.22
Calmar ratioReturn relative to maximum drawdown	4.11	2.53	+1.58
Martin ratioReturn relative to average drawdown	17.84	11.37	+6.47

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

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AIRR First Trust RBA American Industrial Renaissance ETF	85	2.50	3.22	1.40	5.01	18.33
ATO Atmos Energy Corporation	64	0.81	1.20	1.15	1.00	2.99
AVDV Avantis International Small Cap Value ETF	80	2.53	3.36	1.46	3.12	12.44
EUFN iShares MSCI Europe Financials ETF	40	1.31	1.92	1.23	1.79	6.24
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF	79	2.45	3.44	1.45	2.95	12.57
IDVO Amplify CWP International Enhanced Dividend Income ETF	73	2.09	2.81	1.38	3.30	12.60
LIN Linde plc	60	0.74	1.16	1.13	0.67	1.89
LVHI Franklin International Low Volatility High Dividend Index ETF	93	3.31	4.54	1.63	5.23	21.61
MFG Mizuho Financial Group, Inc.	89	2.51	3.18	1.40	3.11	8.25
PH Parker-Hannifin Corporation	78	1.47	2.17	1.26	1.90	5.64

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. Learn how to interpret the Sharpe ratio.

The current Very steady growth, low volatility stocks and etfs, high Sortino ratios Sharpe ratio is 3.13 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 Very steady growth, low volatility stocks and etfs, high Sortino ratios 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

Very steady growth, low volatility stocks and etfs, high Sortino ratios provided a 2.21% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.21%	2.32%	2.57%	2.85%	4.05%	1.90%	1.47%	1.95%	2.50%	1.52%	1.75%	1.53%
Portfolio components:
AIRR First Trust RBA American Industrial Renaissance ETF	0.13%	0.19%	0.18%	0.23%	0.12%	0.05%	0.10%	0.20%	0.43%	0.30%	0.08%	0.47%
ATO Atmos Energy Corporation	2.28%	2.15%	2.36%	2.61%	2.48%	2.44%	2.46%	1.92%	2.14%	2.14%	2.31%	2.52%
AVDV Avantis International Small Cap Value ETF	4.11%	3.05%	4.31%	3.29%	3.17%	2.39%	1.67%	0.36%	0.00%	0.00%	0.00%	0.00%
EUFN iShares MSCI Europe Financials ETF	3.41%	3.57%	5.36%	5.00%	4.24%	4.15%	1.38%	4.55%	6.48%	3.04%	4.03%	3.65%
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF	2.93%	3.25%	3.26%	2.98%	26.91%	2.90%	1.46%	4.66%	6.15%	2.52%	2.57%	1.75%
IDVO Amplify CWP International Enhanced Dividend Income ETF	5.46%	5.42%	6.14%	5.72%	1.96%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LIN Linde plc	1.18%	1.41%	1.33%	1.24%	1.43%	1.22%	1.46%	1.64%	0.53%	0.00%	0.00%	0.00%
LVHI Franklin International Low Volatility High Dividend Index ETF	4.69%	4.92%	3.98%	8.12%	7.74%	4.13%	3.97%	6.67%	10.67%	3.38%	2.02%	0.00%
MFG Mizuho Financial Group, Inc.	0.96%	2.68%	3.20%	3.73%	4.34%	2.76%	2.71%	0.00%	0.00%	1.86%	3.77%	3.10%
PH Parker-Hannifin Corporation	0.82%	0.80%	1.00%	1.25%	1.73%	1.25%	1.29%	1.65%	1.97%	1.32%	1.80%	2.60%

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, low volatility stocks and etfs, 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, low volatility stocks and etfs, high Sortino ratios was 12.35%, occurring on Apr 8, 2025. Recovery took 14 trading sessions.

Related event	Drawdown	Fall	Recovery	Underwater
2025 selloff2025	-12.35%Apr 2025	1mo 18d	21d	2mo 9dFeb 2025 - Apr 2025
Bear market2022	-10.11%Sep 2022	17d	1mo 11d	1mo 28dSep 2022 - Nov 2022
2026 pullback2026	-9.06%Mar 2026	21d	24d	1mo 15dFeb 2026 - Apr 2026
2023 pullback2023	-7.17%Mar 2023	11d	2mo 28d	3mo 9dMar 2023 - Jun 2023
2024 pullback2024	-6.50%Aug 2024	4d	14d	18dAug 2024 - Aug 2024

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. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	All Time
Diversification Ratio	1.74	1.57	1.53

The portfolio has a diversification ratio of 1.53, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Very steady growth, low volatility stocks and etfs, high Sortino ratios correlation to the S&P 500 Index

Very steady growth, low volatility stocks and etfs, high Sortino ratios has a 0.70 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.70
Correlation (3Y) Calculated over the trailing 3-year period	0.74
Correlation (All Time) Calculated using the full available price history since Sep 8, 2022	0.78

Benchmark Correlations

Correlation vs. S&P 500 Index. QQQ has the highest benchmark correlation at 0.94, while WEC has the lowest at 0.18.

0.18

0.18

0.23

0.28

0.36

0.44

0.47

0.55

0.63

0.64

0.66

0.72

0.72

0.73

0.94

Portfolio Correlations

Correlation vs. Very steady growth, low volatility stocks and etfs, high Sortino ratios. AIRR has the highest portfolio correlation at 0.80, while WMT has the lowest at 0.36.

0.36

0.41

0.41

0.46

0.55

0.58

0.63

0.64

0.72

0.74

0.75

0.78

0.79

0.79

0.80

Asset Correlations Table

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

	WMT	WRB	WEC	ATO	MFG	SNEX	LIN	QQQ	PH	EUFN	AIRR	LVHI	IDVO	AVDV	HSCZ
WMT	1.00	0.24	0.30	0.32	0.07	0.12	0.29	0.22	0.22	0.15	0.20	0.23	0.18	0.17	0.20
WRB	0.24	1.00	0.37	0.40	0.13	0.22	0.35	0.03	0.23	0.24	0.22	0.33	0.16	0.18	0.21
WEC	0.30	0.37	1.00	0.76	0.09	0.16	0.34	0.03	0.15	0.20	0.19	0.32	0.17	0.22	0.19
ATO	0.32	0.40	0.76	1.00	0.09	0.20	0.36	0.09	0.22	0.22	0.26	0.35	0.20	0.25	0.24
MFG	0.07	0.13	0.09	0.09	1.00	0.25	0.17	0.32	0.32	0.45	0.35	0.43	0.49	0.52	0.45
SNEX	0.12	0.22	0.16	0.20	0.25	1.00	0.31	0.35	0.45	0.43	0.52	0.39	0.45	0.44	0.44
LIN	0.29	0.35	0.34	0.36	0.17	0.31	1.00	0.36	0.39	0.38	0.41	0.42	0.41	0.41	0.41
QQQ	0.22	0.03	0.03	0.09	0.32	0.35	0.36	1.00	0.53	0.53	0.62	0.42	0.65	0.57	0.64
PH	0.22	0.23	0.15	0.22	0.32	0.45	0.39	0.53	1.00	0.46	0.75	0.48	0.55	0.51	0.58
EUFN	0.15	0.24	0.20	0.22	0.45	0.43	0.38	0.53	0.46	1.00	0.55	0.72	0.77	0.79	0.73
AIRR	0.20	0.22	0.19	0.26	0.35	0.52	0.41	0.62	0.75	0.55	1.00	0.53	0.65	0.61	0.67
LVHI	0.23	0.33	0.32	0.35	0.43	0.39	0.42	0.42	0.48	0.72	0.53	1.00	0.67	0.72	0.76
IDVO	0.18	0.16	0.17	0.20	0.49	0.45	0.41	0.65	0.55	0.77	0.65	0.67	1.00	0.82	0.72
AVDV	0.17	0.18	0.22	0.25	0.52	0.44	0.41	0.57	0.51	0.79	0.61	0.72	0.82	1.00	0.83
HSCZ	0.20	0.21	0.19	0.24	0.45	0.44	0.41	0.64	0.58	0.73	0.67	0.76	0.72	0.83	1.00

The correlation results are calculated based on daily price changes starting from Sep 8, 2022

Diversification Analysis

Find what Very steady growth, low volatility stocks and etfs, high Sortino ratios is missing

See which holdings overlap, where Very steady growth, low volatility stocks and etfs, high Sortino ratios is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification