270526

The chart shows the growth of an initial investment of $10,000 in 270526, 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 Apr 12, 2021, 270526's average daily return is +0.06%, while the average monthly return is +1.15%. At this rate, an investment would double in approximately 5.1 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2026 with a return of +11.7%, while the worst month was Sep 2022 at -9.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 270526 closed higher 55% of trading days. The best single day was Nov 16, 2023 with a return of +8.6%, while the worst single day was Nov 17, 2023 at -7.7%.

270526 has an annualized alpha of 6.94%, beta of 0.53, and R2 of 0.30 versus S&P 500 Index. Calculated based on daily prices since April 12, 2021.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (83.17%) than losses (77.00%) - typical of diversified or defensive assets.
• Beta of 0.53 may look defensive, but with R2 of 0.30 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 0.30 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

270526 has an expense ratio of 0.18%, 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.

270526 ranks 90 for risk / return — in the top 90% 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 table below presents risk-adjusted performance metrics for 270526 and compares them with S&P 500 Index.

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.

270526 Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

• 1-Year: 3.05
• 5-Year: 0.82
• All Time: 0.84

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 1.59 to 2.46, 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 270526 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

270526 provided a 0.48% 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 270526. 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 270526 was 26.51%, occurring on Oct 11, 2022. Recovery took 278 trading sessions.

The current 270526 drawdown is 4.47%.

The chart below shows the rolling one-month volatility.