EO‑PROTECTION‑V1

The chart shows the growth of an initial investment of $10,000 in EO‑PROTECTION‑V1, 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 May 11, 2021, EO‑PROTECTION‑V1's average daily return is -0.01%, while the average monthly return is -0.17%.

Historically, 46% of months were positive and 54% were negative. The best month was Apr 2022 with a return of +10.9%, while the worst month was Nov 2023 at -9.5%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 5 months.

On a daily basis, EO‑PROTECTION‑V1 closed higher 47% of trading days. The best single day was Aug 5, 2024 with a return of +9.0%, while the worst single day was Aug 6, 2024 at -5.3%.

EO‑PROTECTION‑V1 has an annualized alpha of 6.83%, beta of -0.67, and R2 of 0.53 versus S&P 500 Index. Calculated based on daily prices since May 11, 2021.

• This portfolio tended to rise when S&P 500 Index fell (downside capture of -131.00%), but participation in market rallies was also limited (-43.66%) - a profile typical of counter-cyclical assets.
• This portfolio generated an annualized alpha of 6.83% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• Beta of -0.67 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

EO‑PROTECTION‑V1 has an expense ratio of 0.74%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

EO‑PROTECTION‑V1 ranks 4 for risk / return — in the bottom 4% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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. Learn how to interpret the Sharpe ratio.

The current EO‑PROTECTION‑V1 Sharpe ratio is -0.27 as of Jul 21, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.20 to 1.99, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of EO‑PROTECTION‑V1 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

EO‑PROTECTION‑V1 provided a 4.15% 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 EO‑PROTECTION‑V1. 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 EO‑PROTECTION‑V1 was 28.12%, occurring on Dec 29, 2025. The portfolio has not yet recovered.

The current EO‑PROTECTION‑V1 drawdown is 25.30%.

The chart below shows the rolling one-month volatility.