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.

Based on dividend-adjusted daily data since Jan 31, 2022, 帮你投50's average daily return is +0.01%, while the average monthly return is +0.23%. At this rate, an investment would double in approximately 25.1 years.

Historically, 56% of months were positive and 44% were negative. The best month was Nov 2022 with a return of +9.9%, while the worst month was Sep 2022 at -9.2%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 5 months.

On a daily basis, 帮你投50 closed higher 53% of trading days. The best single day was Nov 10, 2022 with a return of +4.7%, while the worst single day was Jun 13, 2022 at -3.4%.

帮你投50 has an annualized alpha of -4.17%, beta of 0.52, and R2 of 0.53 versus S&P 500 Index. Calculated based on daily prices since January 31, 2022.

• This portfolio participated in 86.58% of S&P 500 Index downside but only 51.27% of its upside - more exposed to losses than it benefited from rallies.
• This portfolio had an annualized alpha of -4.17% versus S&P 500 Index - delivering less than market exposure alone would predict.
• Beta of 0.52 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

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 18 for risk / return — in the bottom 18% 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 table below presents risk-adjusted performance metrics for 帮你投50 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.

帮你投50 Sharpe ratios as of Jun 10, 2026 (values are recalculated daily):

• 1-Year: 1.28
• All Time: 0.15

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 1.54 to 2.39, 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 2.80% 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 28.35%, occurring on Oct 24, 2022. Recovery took 691 trading sessions.

The current 帮你投50 drawdown is 2.33%.

The chart below shows the rolling one-month volatility.