帮你投50

The chart shows the growth of an initial investment of $10,000 in 帮你投50, 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.

As of Apr 11, 2026, the 帮你投50 returned 0.24% Year-To-Date and 6.78% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Apr 1, 2011, 帮你投50's average daily return is +0.03%, while the average monthly return is +0.65%. At this rate, your investment would double in approximately 8.9 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2022 with a return of +10.2%, while the worst month was Sep 2022 at -9.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, 帮你投50 closed higher 55% of trading days. The best single day was Nov 10, 2022 with a return of +4.8%, while the worst single day was Mar 18, 2020 at -5.2%.

帮你投50 has an annualized alpha of 3.40%, beta of 0.36, and R² of 0.39 versus S&P 500 Index. Calculated based on daily prices since April 01, 2011.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (47.13%) than losses (45.37%) — typical of diversified or defensive assets.
• Beta of 0.36 may look defensive, but with R² of 0.39 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 0.39 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

帮你投50 has an expense ratio of 0.20%, 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.

帮你投50 ranks 33 for risk / return — below 33% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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.

帮你投50 Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

• 1-Year: 2.08
• 5-Year: 0.19
• 10-Year: 0.62
• All Time: 0.75

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 2.14 to 3.05, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of 帮你投50 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

帮你投50 provided a 2.77% 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 帮你投50. 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 帮你投50 was 32.27%, occurring on Oct 24, 2022. Recovery took 725 trading sessions.

The current 帮你投50 drawdown is 3.19%.

The chart below shows the rolling one-month volatility.