Per chance

The chart shows the growth of an initial investment of $10,000 in Per chance, 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 Feb 3, 2023, Per chance's average daily return is +0.12%, while the average monthly return is +2.52%. At this rate, an investment would double in approximately 2.3 years.

Historically, 71% of months were positive and 29% were negative. The best month was Apr 2026 with a return of +14.0%, while the worst month was Mar 2026 at -8.7%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Per chance closed higher 56% of trading days. The best single day was Feb 22, 2023 with a return of +15.6%, while the worst single day was Feb 23, 2023 at -20.0%.

Per chance has an annualized alpha of 20.97%, beta of 0.64, and R2 of 0.17 versus S&P 500 Index. Calculated based on daily prices since February 03, 2023.

• This portfolio captured 131.91% of S&P 500 Index gains but only 70.35% of its losses - a favorable profile for investors.
• Beta of 0.64 may look defensive, but with R2 of 0.17 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R2 of 0.17 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Per chance has an expense ratio of 0.10%, 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.

Per chance ranks 26 for risk / return — below 26% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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.

The current Per chance Sharpe ratio is 1.57 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

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

Per chance provided a 0.12% 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 Per chance. 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 Per chance was 24.16%, occurring on Mar 15, 2023. Recovery took 239 trading sessions.

The current Per chance drawdown is 7.89%.

The chart below shows the rolling one-month volatility.