Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in TKBETFS-11-2-2025, 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.
Loading graphics...
The earliest data available for this chart is Jan 30, 2024, corresponding to the inception date of QQQI
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 TKBETFS-11-2-2025 | 0.04% | -0.93% | 1.55% | 5.03% | 18.77% | — | — | — |
| Portfolio components: | ||||||||
FTEC Fidelity MSCI Information Technology Index ETF | 0.86% | -1.39% | -5.31% | -5.60% | 30.19% | 23.87% | 15.25% | 21.45% |
IDV iShares International Select Dividend ETF | 0.30% | 0.77% | 8.93% | 19.54% | 44.88% | 22.73% | 12.82% | 10.28% |
QQQI NEOS Nasdaq-100 High Income ETF | 0.14% | -2.23% | -3.32% | -1.12% | 20.78% | — | — | — |
USHY iShares Broad USD High Yield Corporate Bond ETF | 0.19% | -0.24% | 0.14% | 1.28% | 7.26% | 8.52% | 4.25% | — |
VYMI Vanguard International High Dividend Yield ETF | -0.11% | -0.87% | 6.26% | 13.90% | 33.42% | 20.17% | 12.59% | 10.36% |
SCYB Schwab High Yield Bond ETF | 0.23% | -0.36% | 0.13% | 1.18% | 7.00% | — | — | — |
VXUS Vanguard Total International Stock ETF | -0.68% | -2.51% | 2.81% | 6.58% | 28.04% | 15.41% | 7.43% | 9.01% |
JAAA Janus Henderson AAA CLO ETF | 0.10% | 0.36% | 0.83% | 2.14% | 5.03% | 6.79% | 4.59% | — |
BNDX Vanguard Total International Bond ETF | -0.10% | -1.55% | -0.08% | 0.10% | 2.63% | 3.79% | 0.18% | 1.74% |
BSCW Invesco BulletShares 2032 Corporate Bond ETF | 0.20% | -1.18% | 0.03% | 0.76% | 5.93% | 5.02% | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Jan 31, 2024, TKBETFS-11-2-2025's average daily return is +0.05%, while the average monthly return is +1.05%. At this rate, your investment would double in approximately 5.5 years.
Historically, 79% of months were positive and 21% were negative. The best month was May 2024 with a return of +3.4%, while the worst month was Mar 2026 at -3.5%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 1 months.
On a daily basis, TKBETFS-11-2-2025 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +5.0%, while the worst single day was Apr 4, 2025 at -3.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.48% | 2.12% | -3.53% | 0.59% | 1.55% | ||||||||
| 2025 | 1.98% | 1.11% | -0.57% | 1.51% | 3.27% | 2.97% | 0.51% | 2.38% | 1.95% | 1.57% | 0.74% | 1.46% | 20.52% |
| 2024 | -0.40% | 1.26% | 2.04% | -1.91% | 3.36% | 0.36% | 1.84% | 1.89% | 1.82% | -2.14% | 1.65% | -1.01% | 8.92% |
Benchmark Metrics
TKBETFS-11-2-2025 has an annualized alpha of 6.71%, beta of 0.49, and R² of 0.79 versus S&P 500 Index. Calculated based on daily prices since January 31, 2024.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (57.08%) than losses (16.83%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 6.71% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.49 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 6.71%
- Beta
- 0.49
- R²
- 0.79
- Upside Capture
- 57.08%
- Downside Capture
- 16.83%
Expense Ratio
TKBETFS-11-2-2025 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
TKBETFS-11-2-2025 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 | 1.84 | 0.88 | +0.96 |
Sortino ratioReturn per unit of downside risk | 2.63 | 1.37 | +1.26 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.21 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 2.59 | 1.39 | +1.21 |
Martin ratioReturn relative to average drawdown | 12.12 | 6.43 | +5.68 |
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 | |
|---|---|---|---|---|---|---|
FTEC Fidelity MSCI Information Technology Index ETF | 59 | 1.10 | 1.69 | 1.24 | 1.92 | 5.88 |
IDV iShares International Select Dividend ETF | 96 | 2.89 | 3.59 | 1.59 | 4.17 | 18.36 |
QQQI NEOS Nasdaq-100 High Income ETF | 62 | 1.06 | 1.64 | 1.25 | 1.88 | 8.37 |
USHY iShares Broad USD High Yield Corporate Bond ETF | 72 | 1.32 | 1.94 | 1.31 | 1.91 | 9.61 |
VYMI Vanguard International High Dividend Yield ETF | 90 | 2.11 | 2.79 | 1.44 | 3.04 | 12.35 |
SCYB Schwab High Yield Bond ETF | 68 | 1.24 | 1.82 | 1.29 | 1.72 | 9.00 |
VXUS Vanguard Total International Stock ETF | 80 | 1.63 | 2.25 | 1.33 | 2.52 | 9.49 |
JAAA Janus Henderson AAA CLO ETF | 96 | 2.79 | 3.59 | 1.91 | 3.45 | 24.03 |
BNDX Vanguard Total International Bond ETF | 34 | 0.82 | 1.15 | 1.15 | 0.89 | 3.55 |
BSCW Invesco BulletShares 2032 Corporate Bond ETF | 64 | 1.28 | 1.76 | 1.24 | 2.04 | 7.34 |
Loading graphics...
Dividends
Dividend yield
TKBETFS-11-2-2025 provided a 5.76% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.76% | 5.69% | 6.04% | 4.73% | 4.24% | 2.92% | 2.66% | 2.50% | 2.77% | 1.84% | 1.97% | 1.26% |
| Portfolio components: | ||||||||||||
FTEC Fidelity MSCI Information Technology Index ETF | 0.45% | 0.43% | 0.49% | 0.77% | 0.93% | 0.63% | 0.83% | 1.03% | 1.20% | 0.96% | 1.25% | 1.27% |
IDV iShares International Select Dividend ETF | 4.59% | 4.94% | 6.46% | 6.51% | 7.33% | 5.78% | 5.47% | 5.15% | 5.93% | 4.52% | 4.69% | 5.08% |
QQQI NEOS Nasdaq-100 High Income ETF | 14.88% | 13.82% | 12.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USHY iShares Broad USD High Yield Corporate Bond ETF | 6.93% | 6.79% | 6.89% | 6.63% | 6.08% | 5.07% | 5.30% | 5.92% | 6.30% | 0.73% | 0.00% | 0.00% |
VYMI Vanguard International High Dividend Yield ETF | 3.61% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% |
SCYB Schwab High Yield Bond ETF | 7.05% | 6.99% | 7.06% | 3.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 2.95% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
JAAA Janus Henderson AAA CLO ETF | 5.14% | 5.30% | 6.35% | 6.11% | 2.74% | 1.21% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BNDX Vanguard Total International Bond ETF | 4.47% | 4.39% | 4.18% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% |
BSCW Invesco BulletShares 2032 Corporate Bond ETF | 4.83% | 4.81% | 5.06% | 4.80% | 1.12% | 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.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the TKBETFS-11-2-2025. 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 TKBETFS-11-2-2025 was 8.30%, occurring on Apr 8, 2025. Recovery took 14 trading sessions.
The current TKBETFS-11-2-2025 drawdown is 3.42%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -8.3% | Mar 26, 2025 | 10 | Apr 8, 2025 | 14 | Apr 29, 2025 | 24 |
| -5.88% | Feb 26, 2026 | 22 | Mar 27, 2026 | — | — | — |
| -4.22% | Jul 15, 2024 | 16 | Aug 5, 2024 | 10 | Aug 19, 2024 | 26 |
| -3.02% | Mar 28, 2024 | 16 | Apr 19, 2024 | 11 | May 6, 2024 | 27 |
| -2.78% | Nov 13, 2025 | 6 | Nov 20, 2025 | 7 | Dec 2, 2025 | 13 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 17 assets, with an effective number of assets of 14.35, 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 | JAAA | BNDX | BSCS | FTEC | BSCT | BSCU | BSCV | XYLD | BSCW | QQQI | IDV | JEPQ | VYMI | DIVI | VXUS | SCYB | USHY | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.23 | 0.19 | 0.18 | 0.90 | 0.21 | 0.23 | 0.24 | 0.86 | 0.26 | 0.94 | 0.49 | 0.94 | 0.59 | 0.67 | 0.72 | 0.65 | 0.69 | 0.84 |
| JAAA | 0.23 | 1.00 | 0.05 | 0.02 | 0.16 | 0.05 | 0.04 | 0.04 | 0.21 | 0.06 | 0.19 | 0.14 | 0.20 | 0.17 | 0.17 | 0.17 | 0.25 | 0.24 | 0.20 |
| BNDX | 0.19 | 0.05 | 1.00 | 0.66 | 0.09 | 0.71 | 0.72 | 0.72 | 0.15 | 0.74 | 0.13 | 0.26 | 0.13 | 0.28 | 0.29 | 0.28 | 0.43 | 0.44 | 0.33 |
| BSCS | 0.18 | 0.02 | 0.66 | 1.00 | 0.09 | 0.94 | 0.93 | 0.91 | 0.12 | 0.88 | 0.11 | 0.35 | 0.11 | 0.33 | 0.32 | 0.30 | 0.53 | 0.54 | 0.36 |
| FTEC | 0.90 | 0.16 | 0.09 | 0.09 | 1.00 | 0.11 | 0.13 | 0.14 | 0.77 | 0.15 | 0.94 | 0.35 | 0.94 | 0.45 | 0.53 | 0.61 | 0.52 | 0.56 | 0.74 |
| BSCT | 0.21 | 0.05 | 0.71 | 0.94 | 0.11 | 1.00 | 0.96 | 0.94 | 0.14 | 0.93 | 0.13 | 0.37 | 0.13 | 0.35 | 0.35 | 0.33 | 0.58 | 0.58 | 0.40 |
| BSCU | 0.23 | 0.04 | 0.72 | 0.93 | 0.13 | 0.96 | 1.00 | 0.96 | 0.17 | 0.94 | 0.16 | 0.37 | 0.16 | 0.37 | 0.38 | 0.35 | 0.59 | 0.60 | 0.42 |
| BSCV | 0.24 | 0.04 | 0.72 | 0.91 | 0.14 | 0.94 | 0.96 | 1.00 | 0.19 | 0.96 | 0.17 | 0.37 | 0.17 | 0.36 | 0.36 | 0.35 | 0.60 | 0.60 | 0.42 |
| XYLD | 0.86 | 0.21 | 0.15 | 0.12 | 0.77 | 0.14 | 0.17 | 0.19 | 1.00 | 0.20 | 0.83 | 0.44 | 0.84 | 0.55 | 0.60 | 0.64 | 0.57 | 0.60 | 0.75 |
| BSCW | 0.26 | 0.06 | 0.74 | 0.88 | 0.15 | 0.93 | 0.94 | 0.96 | 0.20 | 1.00 | 0.19 | 0.40 | 0.19 | 0.39 | 0.39 | 0.37 | 0.62 | 0.63 | 0.44 |
| QQQI | 0.94 | 0.19 | 0.13 | 0.11 | 0.94 | 0.13 | 0.16 | 0.17 | 0.83 | 0.19 | 1.00 | 0.40 | 0.98 | 0.50 | 0.59 | 0.66 | 0.56 | 0.59 | 0.79 |
| IDV | 0.49 | 0.14 | 0.26 | 0.35 | 0.35 | 0.37 | 0.37 | 0.37 | 0.44 | 0.40 | 0.40 | 1.00 | 0.40 | 0.91 | 0.85 | 0.82 | 0.55 | 0.57 | 0.81 |
| JEPQ | 0.94 | 0.20 | 0.13 | 0.11 | 0.94 | 0.13 | 0.16 | 0.17 | 0.84 | 0.19 | 0.98 | 0.40 | 1.00 | 0.51 | 0.60 | 0.67 | 0.56 | 0.59 | 0.79 |
| VYMI | 0.59 | 0.17 | 0.28 | 0.33 | 0.45 | 0.35 | 0.37 | 0.36 | 0.55 | 0.39 | 0.50 | 0.91 | 0.51 | 1.00 | 0.94 | 0.94 | 0.62 | 0.63 | 0.89 |
| DIVI | 0.67 | 0.17 | 0.29 | 0.32 | 0.53 | 0.35 | 0.38 | 0.36 | 0.60 | 0.39 | 0.59 | 0.85 | 0.60 | 0.94 | 1.00 | 0.95 | 0.65 | 0.66 | 0.91 |
| VXUS | 0.72 | 0.17 | 0.28 | 0.30 | 0.61 | 0.33 | 0.35 | 0.35 | 0.64 | 0.37 | 0.66 | 0.82 | 0.67 | 0.94 | 0.95 | 1.00 | 0.66 | 0.67 | 0.95 |
| SCYB | 0.65 | 0.25 | 0.43 | 0.53 | 0.52 | 0.58 | 0.59 | 0.60 | 0.57 | 0.62 | 0.56 | 0.55 | 0.56 | 0.62 | 0.65 | 0.66 | 1.00 | 0.93 | 0.75 |
| USHY | 0.69 | 0.24 | 0.44 | 0.54 | 0.56 | 0.58 | 0.60 | 0.60 | 0.60 | 0.63 | 0.59 | 0.57 | 0.59 | 0.63 | 0.66 | 0.67 | 0.93 | 1.00 | 0.77 |
| Portfolio | 0.84 | 0.20 | 0.33 | 0.36 | 0.74 | 0.40 | 0.42 | 0.42 | 0.75 | 0.44 | 0.79 | 0.81 | 0.79 | 0.89 | 0.91 | 0.95 | 0.75 | 0.77 | 1.00 |