AB test 15/05

The chart shows the growth of an initial investment of €10,000 in AB test 15/05, 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 31, 2022, AB test 15/05's average daily return is +0.10%, while the average monthly return is +2.05%. At this rate, an investment would double in approximately 2.8 years.

Historically, 69% of months were positive and 31% were negative. The best month was Jul 2022 with a return of +11.0%, while the worst month was Dec 2022 at -6.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, AB test 15/05 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +6.3%, while the worst single day was Apr 3, 2025 at -4.6%.

AB test 15/05 has an annualized alpha of 16.49%, beta of 0.79, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since January 31, 2022.

• This portfolio captured 116.77% of S&P 500 Index gains but only 42.41% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 16.49% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

AB test 15/05 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 15/05 ranks 98 for risk / return — in the top 98% 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.

The current AB test 15/05 Sharpe ratio is 4.29 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 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 15/05 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

AB test 15/05 provided a 1.28% 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 15/05. 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 15/05 was 15.00%, occurring on Apr 8, 2025. Recovery took 69 trading sessions.

The current AB test 15/05 drawdown is 0.49%.

The chart below shows the rolling one-month volatility.