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HIGH RETURN YAY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500

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.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
0.12%6.51%-1.84%10.98%14.10%10.82%
HIGH RETURN YAY32.28%1.02%27.76%88.74%56.43%64.63%
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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20258.16%9.05%3.98%8.50%-0.60%32.28%
202414.67%14.78%12.04%1.80%7.87%4.60%4.09%11.88%3.13%6.56%10.59%-4.14%129.85%
202317.89%-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%
202019.08%-2.64%5.42%15.54%6.92%0.63%20.03%1.30%-1.55%2.10%-4.33%19.33%112.00%
20193.10%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%
20171.25%12.13%0.33%10.54%25.99%-3.00%8.01%15.66%-3.75%14.58%20.77%14.21%192.43%
20169.69%12.43%0.34%-2.42%8.12%20.54%-3.66%-2.71%-0.25%3.07%-5.29%12.54%61.65%
20154.17%-2.70%-0.83%-7.30%0.37%-2.96%6.51%-2.08%6.26%5.65%4.15%6.39%17.74%
20140.58%-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.


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.


The Risk-Adjusted Performance Rank of HIGH RETURN YAY is 9898
Overall Rank
The Sharpe Ratio Rank of HIGH RETURN YAY is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of HIGH RETURN YAY is 9898
Sortino Ratio Rank
The Omega Ratio Rank of HIGH RETURN YAY is 9797
Omega Ratio Rank
The Calmar Ratio Rank of HIGH RETURN YAY is 9797
Calmar Ratio Rank
The Martin Ratio Rank of HIGH RETURN YAY is 9999
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 ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BTAL
AGFiQ US Market Neutral Anti-Beta Fund
0.200.111.010.15-0.13
BIL
SPDR Barclays 1-3 Month T-Bill ETF
16.89231.09133.5557.314,510.95
UUP
Invesco DB US Dollar Index Bullish Fund
0.110.581.070.040.83
SVARX
Spectrum Low Volatility Fund
1.30-0.490.931.34-0.63
GLD
SPDR Gold Trust
2.193.171.402.0512.96
BTC-USD
Bitcoin
1.203.111.332.4211.47
COST
Costco Wholesale Corporation
1.151.341.180.333.05
WMT
Walmart Inc.
2.131.981.260.584.56
PGR
The Progressive Corporation
1.540.891.130.282.49
SLV
iShares Silver Trust
0.090.921.120.211.63
NVDA
NVIDIA Corporation
0.311.041.140.241.82
PPLT
Aberdeen Standard Physical Platinum Shares ETF
0.081.311.150.102.17

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.


TTM20242023202220212020201920182017201620152014
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%
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, 201751Feb 5, 2018442Apr 23, 2019493
-24.95%Apr 8, 2022191Oct 15, 2022153Mar 17, 2023344
-18.74%Jan 9, 202155Mar 4, 202139Apr 12, 202194
-17.77%Nov 7, 202021Nov 27, 202029Dec 26, 202050
-17.01%Jan 27, 2015133Jun 8, 2015147Nov 2, 2015280
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.

^GSPCBILBTC-USDPGRUUPSVARXWMTBTALGLDNVDAPPLTSLVCOSTPortfolio
^GSPC1.000.000.160.45-0.120.410.41-0.51-0.010.630.220.150.560.14
BIL0.001.000.010.030.020.040.050.010.050.02-0.000.020.050.04
BTC-USD0.160.011.000.02-0.080.060.06-0.110.070.120.090.100.080.58
PGR0.450.030.021.000.010.110.29-0.09-0.040.180.040.010.290.23
UUP-0.120.02-0.080.011.00-0.19-0.020.07-0.43-0.05-0.37-0.41-0.04-0.05
SVARX0.410.040.060.11-0.191.000.09-0.270.140.230.210.180.190.05
WMT0.410.050.060.29-0.020.091.00-0.060.010.190.080.050.540.33
BTAL-0.510.01-0.11-0.090.07-0.27-0.061.000.03-0.33-0.16-0.09-0.140.30
GLD-0.010.050.07-0.04-0.430.140.010.031.000.000.530.730.010.32
NVDA0.630.020.120.18-0.050.230.19-0.330.001.000.120.080.330.16
PPLT0.22-0.000.090.04-0.370.210.08-0.160.530.121.000.590.070.07
SLV0.150.020.100.01-0.410.180.05-0.090.730.080.591.000.060.19
COST0.560.050.080.29-0.040.190.54-0.140.010.330.070.061.000.33
Portfolio0.140.040.580.23-0.050.050.330.300.320.160.070.190.331.00
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