Funds

The chart shows the growth of an initial investment of $10,000 in Funds, 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.

As of Apr 3, 2026, the Funds returned -4.83% Year-To-Date and 15.19% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jul 6, 1993, Funds's average daily return is +0.09%, while the average monthly return is +1.85%. At this rate, your investment would double in approximately 3.2 years.

Historically, 61% of months were positive and 39% were negative. The best month was Jan 1994 with a return of +361.5%, while the worst month was Aug 1998 at -17.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, Funds closed higher 55% of trading days. The best single day was Jan 3, 1994 with a return of +345.6%, while the worst single day was Mar 16, 2020 at -12.1%.

Funds has an annualized alpha of 12.48%, beta of 1.07, and R² of 0.10 versus S&P 500 Index. Calculated based on daily prices since July 06, 1993.

• This portfolio captured 141.21% of S&P 500 Index gains and 108.90% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• R² of 0.10 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.

Funds has an expense ratio of 0.02%, 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.

Funds ranks 33 for risk / return — below 33% 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.

Funds Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 1.01
• 5-Year: 0.57
• 10-Year: 0.77
• All Time: 0.24

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 0.97 to 1.66, 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 Funds compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Funds provided a 0.76% 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 Funds. 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 Funds was 68.26%, occurring on Oct 9, 2002. Recovery took 2781 trading sessions.

The current Funds drawdown is 7.05%.

The chart below shows the rolling one-month volatility.