Aunt Di Retirement

The chart shows the growth of an initial investment of $10,000 in Aunt Di Retirement , 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 Aunt Di Retirement returned 0.12% Year-To-Date and 12.75% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jun 29, 2005, Aunt Di Retirement 's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, an investment would double in approximately 6.2 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +12.9%, while the worst month was Sep 2008 at -19.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Aunt Di Retirement closed higher 56% of trading days. The best single day was Oct 13, 2008 with a return of +16.1%, while the worst single day was Mar 12, 2020 at -14.1%.

Aunt Di Retirement has an annualized alpha of 2.91%, beta of 0.90, and R² of 0.77 versus S&P 500 Index. Calculated based on daily prices since June 29, 2005.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (97.57%) than losses (88.75%) — typical of diversified or defensive assets.
• This portfolio generated an annualized alpha of 2.91% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• With beta of 0.90 and R² of 0.77, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Aunt Di Retirement has an expense ratio of 0.02%, 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.

Aunt Di Retirement ranks 42 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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.

Aunt Di Retirement Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

• 1-Year: 2.04
• 5-Year: 0.54
• 10-Year: 0.66
• All Time: 0.54

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 Aunt Di Retirement compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Aunt Di Retirement provided a 6.06% 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 Aunt Di Retirement . 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 Aunt Di Retirement was 50.70%, occurring on Nov 20, 2008. Recovery took 267 trading sessions.

The current Aunt Di Retirement drawdown is 2.75%.

The chart below shows the rolling one-month volatility.