Special

The chart shows the growth of an initial investment of $10,000 in Special, 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, Special's average daily return is +0.06%, while the average monthly return is +1.26%. At this rate, an investment would double in approximately 4.6 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2026 with a return of +10.2%, while the worst month was Apr 2022 at -9.0%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Special closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +8.3%, while the worst single day was Apr 3, 2025 at -4.9%.

Special has an annualized alpha of 3.80%, beta of 0.91, and R2 of 0.87 versus S&P 500 Index. Calculated based on daily prices since January 31, 2022.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (97.97%) than losses (85.13%) - typical of diversified or defensive assets.
• This portfolio generated an annualized alpha of 3.80% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• With beta of 0.91 and R2 of 0.87, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Special has an expense ratio of 0.47%, 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.

Special ranks 58 for risk / return — above 58% of Portfolios peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.

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 Special Sharpe ratio is 1.49 as of Jul 31, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.12 to 1.93, 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 Special compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Special provided a 3.09% 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 Special. 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 Special was 23.78%, occurring on Oct 14, 2022. Recovery took 189 trading sessions.

The current Special drawdown is 5.22%.

The chart below shows the rolling one-month volatility.