Sector ETF Portfolio

Our Sector ETF Portfolio has consistently delivered compounded returns that surpass the benchmark (SPY Buy & Hold). The strategy’s ability to capitalize on sector momentum results in compounding returns that outperform the benchmark over time. This portfolio showcases resilience during periods of market stress while maintaining a steady growth rate, providing investors with robust risk-adjusted returns.

The drawdown analysis underscores the portfolio’s superior capital preservation. While the benchmark exhibits sharper and more prolonged declines during market downturns, our Sector ETF portfolio maintains shallower drawdowns, highlighting its risk-mitigation capabilities. This performance underscores the strategy’s efficacy in safeguarding capital, particularly during volatile market conditions.

The Sector Trend Portfolio achieves an impressive total return of 835%, outperforming the benchmark’s 625%. With an annualized volatility of 12.17%, the portfolio manages to deliver a higher return while maintaining similar levels of risk. The strategy’s maximum drawdown is notably smaller (-17.79% vs. -55.19%), emphasizing its reliability during turbulent market cycles.

The portfolio boasts strong performance ratios, including a Sharpe Ratio of 0.99 and a Sortino Ratio of 1.38, surpassing the benchmark’s 0.62 and 0.80, respectively. These metrics reflect the strategy’s ability to deliver superior risk-adjusted returns. With a Calmar Ratio of 0.67, the portfolio maintains a balance between growth and risk management.

The Sector ETF Portfolio consistently generates positive returns, with an average yearly expected return of 11.92%. The strategy’s ability to capture upside potential is highlighted by its best yearly return of 33.99%, while limiting downside exposure with a worst yearly return of -11.30%, a marked improvement over the benchmark’s -37.47%.

The Yearly Returns Analysis reveals the portfolio’s outperformance in most market environments. Notably, during years of high market volatility, the strategy demonstrates its resilience, maintaining positive returns even when the benchmark struggles. This consistent annual outperformance is a testament to the strategy’s robust design.

The Monthly Active Returns heatmap highlights the portfolio’s ability to generate alpha across diverse market conditions. With frequent positive months, the strategy showcases its adaptability and consistent performance, providing investors with steady returns throughout the year.

As of the current year, our Sector ETF Portfolio has delivered a solid year-to-date performance of 0.17, trailing slightly behind the benchmark’s 0.28. Despite short-term fluctuations, the portfolio maintains its disciplined approach, poised to deliver strong results as the market stabilizes.