HIGH RETURN YAY

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

HIGH RETURN YAY

Currency in USD · Last updated May 28, 2025

Asset Allocation

Position	Category/Sector	Target Weight
BIL SPDR Barclays 1-3 Month T-Bill ETF	Government Bonds	-230%
BTAL AGFiQ US Market Neutral Anti-Beta Fund	Long-Short	80%
BTC-USD Bitcoin		20%
COST Costco Wholesale Corporation	Consumer Defensive	25%
GLD SPDR Gold Trust	Precious Metals, Gold	100%
NVDA NVIDIA Corporation	Technology	10%
PGR The Progressive Corporation	Financial Services	20%
PPLT Aberdeen Standard Physical Platinum Shares ETF	Precious Metals	-20%
SLV iShares Silver Trust	Precious Metals	-10%
SVARX Spectrum Low Volatility Fund	Nontraditional Bonds	40%
UUP Invesco DB US Dollar Index Bullish Fund	Currency	40%
WMT Walmart Inc.	Consumer Defensive	25%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Dec 16, 2013, corresponding to the inception date of SVARX

Returns By Period

As of May 28, 2025, the HIGH RETURN YAY returned 32.48% Year-To-Date and 64.61% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.12%	6.51%	-1.84%	10.98%	14.10%	10.82%
HIGH RETURN YAY	32.28%	1.02%	27.76%	88.74%	56.43%	64.63%
Portfolio components:
BTAL AGFiQ US Market Neutral Anti-Beta Fund	3.68%	-4.10%	4.64%	3.98%	-3.28%	1.16%
BIL SPDR Barclays 1-3 Month T-Bill ETF	1.67%	0.33%	2.10%	4.73%	2.60%	1.79%
UUP Invesco DB US Dollar Index Bullish Fund	-6.15%	1.43%	-3.49%	0.82%	3.09%	2.30%
SVARX Spectrum Low Volatility Fund	1.31%	0.55%	0.08%	3.41%	4.59%	5.40%
GLD SPDR Gold Trust	25.47%	-1.70%	24.77%	39.24%	13.27%	10.29%
BTC-USD Bitcoin	16.66%	14.76%	13.58%	59.59%	63.12%	85.15%
COST Costco Wholesale Corporation	10.84%	3.67%	5.62%	25.24%	28.96%	23.81%
WMT Walmart Inc.	8.18%	2.37%	6.62%	51.04%	20.35%	16.90%
PGR The Progressive Corporation	17.96%	2.76%	5.92%	37.88%	31.58%	29.17%
SLV iShares Silver Trust	13.86%	-0.70%	9.22%	2.53%	12.47%	6.49%
NVDA NVIDIA Corporation	0.40%	23.99%	-0.38%	18.40%	72.44%	73.82%
PPLT Aberdeen Standard Physical Platinum Shares ETF	19.11%	9.23%	16.19%	1.69%	4.58%	-0.84%

*Annualized

Monthly Returns

The table below presents the monthly returns of HIGH RETURN YAY, 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	8.16%	9.05%	3.98%	8.50%	-0.60%								32.28%
2024	14.67%	14.78%	12.04%	1.80%	7.87%	4.60%	4.09%	11.88%	3.13%	6.56%	10.59%	-4.14%	129.85%
2023	17.89%	-2.15%	15.08%	0.31%	-2.64%	2.31%	-3.44%	2.20%	2.79%	18.69%	1.76%	0.09%	62.66%
2022	-5.75%	2.13%	13.93%	-0.67%	-9.85%	0.01%	2.20%	-5.75%	-7.79%	5.94%	5.78%	-5.99%	-8.09%
2021	-2.52%	-11.42%	16.55%	5.53%	0.29%	0.25%	10.01%	7.61%	-6.11%	14.17%	4.86%	3.23%	46.66%
2020	19.08%	-2.64%	5.42%	15.54%	6.92%	0.63%	20.03%	1.30%	-1.55%	2.10%	-4.33%	19.33%	112.00%
2019	3.10%	5.33%	6.64%	7.55%	19.96%	18.27%	1.49%	12.55%	-4.37%	1.66%	-5.87%	-0.91%	83.04%
2018	-3.51%	-3.83%	-0.71%	7.28%	-5.11%	-1.53%	5.13%	5.96%	-1.29%	3.52%	-9.01%	-0.72%	-5.03%
2017	1.25%	12.13%	0.33%	10.54%	25.99%	-3.00%	8.01%	15.66%	-3.75%	14.58%	20.77%	14.21%	192.43%
2016	9.69%	12.43%	0.34%	-2.42%	8.12%	20.54%	-3.66%	-2.71%	-0.25%	3.07%	-5.29%	12.54%	61.65%
2015	4.17%	-2.70%	-0.83%	-7.30%	0.37%	-2.96%	6.51%	-2.08%	6.26%	5.65%	4.15%	6.39%	17.74%
2014	0.58%	-0.43%	-3.15%	4.35%	4.91%	2.80%	-3.93%	-0.06%	-2.78%	0.16%	12.05%	0.17%	14.54%

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

Expense Ratio

HIGH RETURN YAY has a high expense ratio of 2.83%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

SVARX

Spectrum Low Volatility Fund

BTAL

AGFiQ US Market Neutral Anti-Beta Fund

UUP

Invesco DB US Dollar Index Bullish Fund

PPLT

Aberdeen Standard Physical Platinum Shares ETF

SLV

iShares Silver Trust

GLD

SPDR Gold Trust

BIL

SPDR Barclays 1-3 Month T-Bill ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 98, HIGH RETURN YAY is among the top 2% of 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
BTAL AGFiQ US Market Neutral Anti-Beta Fund	0.20	0.11	1.01	0.15	-0.13
BIL SPDR Barclays 1-3 Month T-Bill ETF	16.89	231.09	133.55	57.31	4,510.95
UUP Invesco DB US Dollar Index Bullish Fund	0.11	0.58	1.07	0.04	0.83
SVARX Spectrum Low Volatility Fund	1.30	-0.49	0.93	1.34	-0.63
GLD SPDR Gold Trust	2.19	3.17	1.40	2.05	12.96
BTC-USD Bitcoin	1.20	3.11	1.33	2.42	11.47
COST Costco Wholesale Corporation	1.15	1.34	1.18	0.33	3.05
WMT Walmart Inc.	2.13	1.98	1.26	0.58	4.56
PGR The Progressive Corporation	1.54	0.89	1.13	0.28	2.49
SLV iShares Silver Trust	0.09	0.92	1.12	0.21	1.63
NVDA NVIDIA Corporation	0.31	1.04	1.14	0.24	1.82
PPLT Aberdeen Standard Physical Platinum Shares ETF	0.08	1.31	1.15	0.10	2.17

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.

HIGH RETURN YAY Sharpe ratios as of May 28, 2025 (values are recalculated daily):

1-Year: 3.64
5-Year: 2.32
10-Year: 2.53
All Time: 2.19

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 0.55 to 1.08, 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 HIGH RETURN YAY 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

HIGH RETURN YAY provided a -2.29% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	-2.29%	-2.79%	-1.36%	-1.29%	4.11%	2.86%	0.24%	-0.86%	3.22%	5.01%	3.57%	3.20%
Portfolio components:
BTAL AGFiQ US Market Neutral Anti-Beta Fund	3.37%	3.49%	6.14%	1.00%	0.00%	0.00%	0.88%	0.39%	0.00%	0.00%	0.00%	0.00%
BIL SPDR Barclays 1-3 Month T-Bill ETF	4.68%	5.03%	4.92%	1.35%	0.00%	0.30%	2.05%	1.66%	0.68%	0.07%	0.00%	0.00%
UUP Invesco DB US Dollar Index Bullish Fund	4.77%	4.48%	6.45%	0.89%	0.00%	0.00%	2.03%	1.08%	0.10%	0.00%	0.00%	0.00%
SVARX Spectrum Low Volatility Fund	7.91%	9.35%	3.35%	0.00%	5.85%	4.46%	4.91%	2.41%	6.90%	9.07%	3.02%	2.82%
GLD SPDR Gold Trust	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BTC-USD Bitcoin	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
COST Costco Wholesale Corporation	0.47%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%	0.97%
WMT Walmart Inc.	0.91%	0.92%	1.45%	1.58%	1.52%	1.50%	1.78%	2.23%	2.07%	2.87%	3.17%	2.22%
PGR The Progressive Corporation	1.77%	0.48%	0.25%	0.31%	6.23%	2.68%	3.89%	1.86%	1.21%	2.50%	2.16%	5.53%
SLV iShares Silver Trust	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NVDA NVIDIA Corporation	0.03%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
PPLT Aberdeen Standard Physical Platinum Shares ETF	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 HIGH RETURN YAY. 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 HIGH RETURN YAY was 25.73%, occurring on Feb 5, 2018. Recovery took 442 trading sessions.

The current HIGH RETURN YAY drawdown is 3.96%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-25.73%	Dec 17, 2017	51	Feb 5, 2018	442	Apr 23, 2019	493
-24.95%	Apr 8, 2022	191	Oct 15, 2022	153	Mar 17, 2023	344
-18.74%	Jan 9, 2021	55	Mar 4, 2021	39	Apr 12, 2021	94
-17.77%	Nov 7, 2020	21	Nov 27, 2020	29	Dec 26, 2020	50
-17.01%	Jan 27, 2015	133	Jun 8, 2015	147	Nov 2, 2015	280

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 12 assets, with an effective number of assets of 0.13, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

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	BIL	BTC-USD	PGR	UUP	SVARX	WMT	BTAL	GLD	NVDA	PPLT	SLV	COST	Portfolio
^GSPC	1.00	0.00	0.16	0.45	-0.12	0.41	0.41	-0.51	-0.01	0.63	0.22	0.15	0.56	0.14
BIL	0.00	1.00	0.01	0.03	0.02	0.04	0.05	0.01	0.05	0.02	-0.00	0.02	0.05	0.04
BTC-USD	0.16	0.01	1.00	0.02	-0.08	0.06	0.06	-0.11	0.07	0.12	0.09	0.10	0.08	0.58
PGR	0.45	0.03	0.02	1.00	0.01	0.11	0.29	-0.09	-0.04	0.18	0.04	0.01	0.29	0.23
UUP	-0.12	0.02	-0.08	0.01	1.00	-0.19	-0.02	0.07	-0.43	-0.05	-0.37	-0.41	-0.04	-0.05
SVARX	0.41	0.04	0.06	0.11	-0.19	1.00	0.09	-0.27	0.14	0.23	0.21	0.18	0.19	0.05
WMT	0.41	0.05	0.06	0.29	-0.02	0.09	1.00	-0.06	0.01	0.19	0.08	0.05	0.54	0.33
BTAL	-0.51	0.01	-0.11	-0.09	0.07	-0.27	-0.06	1.00	0.03	-0.33	-0.16	-0.09	-0.14	0.30
GLD	-0.01	0.05	0.07	-0.04	-0.43	0.14	0.01	0.03	1.00	0.00	0.53	0.73	0.01	0.32
NVDA	0.63	0.02	0.12	0.18	-0.05	0.23	0.19	-0.33	0.00	1.00	0.12	0.08	0.33	0.16
PPLT	0.22	-0.00	0.09	0.04	-0.37	0.21	0.08	-0.16	0.53	0.12	1.00	0.59	0.07	0.07
SLV	0.15	0.02	0.10	0.01	-0.41	0.18	0.05	-0.09	0.73	0.08	0.59	1.00	0.06	0.19
COST	0.56	0.05	0.08	0.29	-0.04	0.19	0.54	-0.14	0.01	0.33	0.07	0.06	1.00	0.33
Portfolio	0.14	0.04	0.58	0.23	-0.05	0.05	0.33	0.30	0.32	0.16	0.07	0.19	0.33	1.00

The correlation results are calculated based on daily price changes starting from Dec 17, 2013

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

HIGH RETURN YAY

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

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