ETFDIVERSE10yrHOLD

The chart shows the growth of an initial investment of $10,000 in ETFDIVERSE10yrHOLD, 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 week.

As of Apr 4, 2026, the ETFDIVERSE10yrHOLD returned -5.70% Year-To-Date and 30.14% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jul 21, 2012, ETFDIVERSE10yrHOLD's average daily return is +0.09%, while the average monthly return is +2.79%. At this rate, your investment would double in approximately 2.1 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2013 with a return of +54.9%, while the worst month was Jun 2022 at -15.2%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, ETFDIVERSE10yrHOLD closed higher 54% of trading days. The best single day was Nov 18, 2013 with a return of +10.5%, while the worst single day was Mar 12, 2020 at -15.5%.

ETFDIVERSE10yrHOLD has an annualized alpha of 17.54%, beta of 1.00, and R² of 0.58 versus S&P 500 Index. Calculated based on daily prices since July 21, 2012.

• This portfolio captured 172.41% of S&P 500 Index gains but only 92.56% of its losses — a favorable profile for investors.
• This portfolio generated an annualized alpha of 17.54% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• With beta of 1.00 and R² of 0.58, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

ETFDIVERSE10yrHOLD has an expense ratio of 0.08%, 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.

ETFDIVERSE10yrHOLD ranks 19 for risk / return — in the bottom 19% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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.

ETFDIVERSE10yrHOLD Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 1.32
• 5-Year: 0.58
• 10-Year: 1.29
• All Time: 1.52

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 0.99 to 1.69, 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 ETFDIVERSE10yrHOLD compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

ETFDIVERSE10yrHOLD provided a 1.00% 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 ETFDIVERSE10yrHOLD. 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 ETFDIVERSE10yrHOLD was 38.46%, occurring on Oct 15, 2022. Recovery took 425 trading sessions.

The current ETFDIVERSE10yrHOLD drawdown is 10.88%.

The chart below shows the rolling one-month volatility.