AB test 09/02

The chart shows the growth of an initial investment of €10,000 in AB test 09/02, 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 AB test 09/02 returned 7.51% Year-To-Date and 27.25% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jun 13, 2007, AB test 09/02's average daily return is +0.07%, while the average monthly return is +1.55%. At this rate, your investment would double in approximately 3.8 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +11.9%, while the worst month was Jan 2008 at -12.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, AB test 09/02 closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +9.2%, while the worst single day was Mar 16, 2020 at -8.9%.

AB test 09/02 has an annualized alpha of 11.44%, beta of 0.77, and R² of 0.77 versus S&P 500 Index. Calculated based on daily prices since June 13, 2007.

• This portfolio captured 108.19% of S&P 500 Index gains but only 57.30% of its losses — a favorable profile for investors.
• This portfolio generated an annualized alpha of 11.44% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

AB test 09/02 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.

AB test 09/02 ranks 97 for risk / return — in the top 97% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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.

AB test 09/02 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 2.53
• 5-Year: 1.93
• 10-Year: 1.62
• All Time: 1.06

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 1.00 to 1.68, 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 AB test 09/02 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

AB test 09/02 provided a 1.42% 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 AB test 09/02. 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 AB test 09/02 was 44.36%, occurring on Nov 20, 2008. Recovery took 379 trading sessions.

The current AB test 09/02 drawdown is 3.54%.

The chart below shows the rolling one-month volatility.