NEW DESERT BUTTERFLY 3

The chart shows the growth of an initial investment of $10,000 in NEW DESERT BUTTERFLY 3, 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 Sep 30, 2021, NEW DESERT BUTTERFLY 3's average daily return is +0.03%, while the average monthly return is +0.61%. At this rate, an investment would double in approximately 9.5 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2022 with a return of +5.5%, while the worst month was Sep 2022 at -5.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, NEW DESERT BUTTERFLY 3 closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +2.9%, while the worst single day was Jan 30, 2026 at -2.6%.

NEW DESERT BUTTERFLY 3 has an annualized alpha of 3.88%, beta of 0.28, and R2 of 0.36 versus S&P 500 Index. Calculated based on daily prices since September 30, 2021.

• This portfolio participated in 40.66% of S&P 500 Index downside but only 40.19% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.28 may look defensive, but with R2 of 0.36 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 0.36 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

NEW DESERT BUTTERFLY 3 has an expense ratio of 0.17%, 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.

NEW DESERT BUTTERFLY 3 ranks 46 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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 NEW DESERT BUTTERFLY 3 Sharpe ratio is 2.00 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 1.54 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 NEW DESERT BUTTERFLY 3 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

NEW DESERT BUTTERFLY 3 provided a 3.19% 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 NEW DESERT BUTTERFLY 3. 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 NEW DESERT BUTTERFLY 3 was 15.08%, occurring on Sep 27, 2022. Recovery took 372 trading sessions.

The current NEW DESERT BUTTERFLY 3 drawdown is 4.07%.

The chart below shows the rolling one-month volatility.