Market Dominator

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Market Dominator

Currency in USD · Last updated Jun 2, 2025

Updated monthly.

Asset Allocation

Position	Category/Sector	Target Weight
GOOG Alphabet Inc	Communication Services	10%
HALO Halozyme Therapeutics, Inc.	Healthcare	10%
IAK iShares U.S. Insurance ETF	Financials Equities	10%
IWY iShares Russell Top 200 Growth ETF	Large Cap Growth Equities	10%
MA Mastercard Inc	Financial Services	10%
MEDP Medpace Holdings, Inc.	Healthcare	10%
NVDA NVIDIA Corporation	Technology	10%
PDD Pinduoduo Inc.	Consumer Cyclical	10%
SCHG Schwab U.S. Large-Cap Growth ETF	Large Cap Growth Equities	10%
XLG Invesco S&P 500® Top 50 ETF	Large Cap Growth Equities	10%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Jul 26, 2018, corresponding to the inception date of PDD

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.51%	3.96%	-2.00%	12.02%	14.19%	10.85%
Market Dominator	3.20%	2.29%	2.67%	10.71%	29.46%	N/A
Portfolio components:
IWY iShares Russell Top 200 Growth ETF	-1.33%	5.52%	-0.42%	16.37%	18.64%	17.04%
SCHG Schwab U.S. Large-Cap Growth ETF	-1.01%	5.59%	-1.47%	17.22%	18.23%	15.84%
XLG Invesco S&P 500® Top 50 ETF	-1.25%	4.90%	-1.37%	14.67%	17.64%	14.70%
IAK iShares U.S. Insurance ETF	8.36%	1.57%	0.94%	18.63%	22.69%	12.70%
NVDA NVIDIA Corporation	0.63%	18.02%	-2.51%	23.29%	72.51%	74.01%
PDD Pinduoduo Inc.	-0.49%	-12.99%	-2.50%	-35.57%	7.61%	N/A
GOOG Alphabet Inc	-9.13%	4.25%	0.15%	-0.17%	19.44%	20.48%
MA Mastercard Inc	11.55%	4.69%	10.55%	31.76%	14.89%	20.91%
MEDP Medpace Holdings, Inc.	-11.24%	-3.35%	-13.86%	-23.67%	26.01%	N/A
HALO Halozyme Therapeutics, Inc.	17.28%	-8.37%	15.39%	26.60%	18.23%	12.04%

*Annualized

Monthly Returns

The table below presents the monthly returns of Market Dominator, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	4.95%	-1.28%	-3.74%	-1.10%	4.62%								3.20%
2024	1.91%	11.16%	3.93%	-2.16%	9.19%	4.60%	-0.66%	0.02%	2.59%	-1.80%	2.39%	0.06%	34.95%
2023	9.71%	-2.48%	2.95%	-0.23%	5.75%	7.63%	8.91%	2.89%	-5.71%	-2.46%	14.21%	3.39%	52.19%
2022	-6.49%	-4.48%	2.96%	-10.26%	3.87%	-3.05%	7.63%	-4.61%	-8.76%	10.57%	11.22%	-5.14%	-9.17%
2021	-1.25%	5.70%	-1.41%	8.70%	-2.38%	6.05%	-1.49%	4.16%	-4.29%	7.54%	-2.54%	2.57%	22.27%
2020	2.26%	-2.35%	-10.73%	15.55%	12.65%	7.38%	8.41%	9.93%	-7.19%	0.65%	19.33%	8.28%	79.21%
2019	12.24%	1.99%	1.30%	1.58%	-7.82%	9.00%	5.31%	4.12%	0.53%	4.02%	4.72%	2.72%	45.99%
2018							-0.03%	2.44%	2.86%	-13.77%	3.64%	-8.90%	-14.23%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Market Dominator has an expense ratio of 0.09%, 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.

IAK

iShares U.S. Insurance ETF

IWY

iShares Russell Top 200 Growth ETF

XLG

Invesco S&P 500® Top 50 ETF

SCHG

Schwab U.S. Large-Cap Growth ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Market Dominator is 22, meaning it’s performing worse than 78% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
IWY iShares Russell Top 200 Growth ETF	0.67	0.96	1.13	0.63	1.99
SCHG Schwab U.S. Large-Cap Growth ETF	0.68	0.98	1.13	0.63	2.07
XLG Invesco S&P 500® Top 50 ETF	0.69	0.97	1.14	0.64	2.16
IAK iShares U.S. Insurance ETF	1.03	1.51	1.21	1.85	5.00
NVDA NVIDIA Corporation	0.38	0.84	1.11	0.51	1.24
PDD Pinduoduo Inc.	-0.63	-0.56	0.92	-0.63	-1.39
GOOG Alphabet Inc	0.00	0.11	1.01	-0.08	-0.17
MA Mastercard Inc	1.58	2.07	1.30	1.93	8.31
MEDP Medpace Holdings, Inc.	-0.54	-0.53	0.92	-0.62	-0.98
HALO Halozyme Therapeutics, Inc.	0.58	1.07	1.19	0.89	2.15

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.

Market Dominator Sharpe ratios as of Jun 2, 2025 (values are recalculated daily):

1-Year: 0.49
5-Year: 1.26
All Time: 1.08

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.59 to 1.13, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Market Dominator compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Market Dominator provided a 0.42% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.42%	0.39%	0.41%	0.51%	0.47%	0.51%	0.60%	0.79%	0.66%	0.74%	0.84%	0.83%
Portfolio components:
IWY iShares Russell Top 200 Growth ETF	0.42%	0.42%	0.68%	0.88%	0.50%	0.71%	1.06%	1.32%	1.26%	1.51%	1.58%	1.44%
SCHG Schwab U.S. Large-Cap Growth ETF	0.41%	0.40%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%	1.09%
XLG Invesco S&P 500® Top 50 ETF	0.73%	0.72%	0.97%	1.34%	0.94%	1.25%	1.58%	2.00%	1.85%	2.00%	2.09%	1.97%
IAK iShares U.S. Insurance ETF	1.65%	1.49%	1.44%	1.69%	2.26%	2.07%	1.84%	2.33%	1.62%	1.68%	1.62%	1.57%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
PDD Pinduoduo 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%
GOOG Alphabet Inc	0.46%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MA Mastercard Inc	0.48%	0.50%	0.53%	0.56%	0.49%	0.45%	0.44%	0.53%	0.58%	0.74%	0.66%	0.51%
MEDP Medpace Holdings, 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%
HALO Halozyme Therapeutics, 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 Market Dominator. 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 Market Dominator was 31.20%, occurring on Mar 23, 2020. Recovery took 43 trading sessions.

The current Market Dominator drawdown is 4.29%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-31.2%	Feb 20, 2020	23	Mar 23, 2020	43	May 22, 2020	66
-26.67%	Nov 17, 2021	122	May 12, 2022	257	May 22, 2023	379
-25%	Oct 2, 2018	58	Dec 24, 2018	149	Jul 30, 2019	207
-17.97%	Feb 19, 2025	35	Apr 8, 2025	—	—	—
-12.78%	Sep 3, 2020	15	Sep 24, 2020	29	Nov 4, 2020	44

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 10 assets, with an effective number of assets of 10.00, 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

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

	^GSPC	PDD	HALO	IAK	MEDP	MA	NVDA	GOOG	IWY	XLG	SCHG	Portfolio
^GSPC	1.00	0.35	0.44	0.62	0.58	0.70	0.68	0.72	0.93	0.96	0.94	0.87
PDD	0.35	1.00	0.20	0.14	0.23	0.29	0.33	0.33	0.37	0.36	0.38	0.59
HALO	0.44	0.20	1.00	0.30	0.41	0.31	0.31	0.28	0.39	0.39	0.41	0.55
IAK	0.62	0.14	0.30	1.00	0.35	0.52	0.24	0.31	0.42	0.49	0.43	0.46
MEDP	0.58	0.23	0.41	0.35	1.00	0.41	0.41	0.41	0.54	0.53	0.56	0.65
MA	0.70	0.29	0.31	0.52	0.41	1.00	0.44	0.52	0.65	0.66	0.65	0.65
NVDA	0.68	0.33	0.31	0.24	0.41	0.44	1.00	0.57	0.77	0.73	0.77	0.76
GOOG	0.72	0.33	0.28	0.31	0.41	0.52	0.57	1.00	0.79	0.79	0.78	0.73
IWY	0.93	0.37	0.39	0.42	0.54	0.65	0.77	0.79	1.00	0.98	0.99	0.88
XLG	0.96	0.36	0.39	0.49	0.53	0.66	0.73	0.79	0.98	1.00	0.97	0.87
SCHG	0.94	0.38	0.41	0.43	0.56	0.65	0.77	0.78	0.99	0.97	1.00	0.89
Portfolio	0.87	0.59	0.55	0.46	0.65	0.65	0.76	0.73	0.88	0.87	0.89	1.00

The correlation results are calculated based on daily price changes starting from Jul 27, 2018

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

Market Dominator

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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