Optimized Risk-Reward Growth

The chart shows the growth of an initial investment of $10,000 in Optimized Risk-Reward Growth, 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.

Based on dividend-adjusted daily data since Jan 28, 2022, Optimized Risk-Reward Growth's average daily return is +0.17%, while the average monthly return is +5.43%. At this rate, your investment would double in approximately 1.1 years.

Historically, 60% of months were positive and 40% were negative. The best month was Dec 2024 with a return of +63.6%, while the worst month was Apr 2022 at -20.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Optimized Risk-Reward Growth closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +17.0%, while the worst single day was May 9, 2022 at -10.5%.

Optimized Risk-Reward Growth has an annualized alpha of 49.56%, beta of 1.92, and R² of 0.56 versus S&P 500 Index. Calculated based on daily prices since January 28, 2022.

• This portfolio captured 324.17% of S&P 500 Index gains but only 80.56% of its losses — a favorable profile for investors.
• This portfolio generated an annualized alpha of 49.56% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• Beta of 1.92 means this portfolio moves significantly more than S&P 500 Index — expect amplified gains in rallies and amplified losses in downturns.

Optimized Risk-Reward Growth has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Optimized Risk-Reward Growth ranks 53 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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.

Optimized Risk-Reward Growth Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 2.42
• All Time: 1.52

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 0.99 to 1.69, 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 Optimized Risk-Reward Growth compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Optimized Risk-Reward Growth provided a 0.11% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the Optimized Risk-Reward Growth. 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 Optimized Risk-Reward Growth was 55.29%, occurring on Dec 28, 2022. Recovery took 201 trading sessions.

The current Optimized Risk-Reward Growth drawdown is 28.01%.

The chart below shows the rolling one-month volatility.