All The Things

The chart shows the growth of an initial investment of $10,000 in All The Things, 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 Nov 23, 2019, All The Things's average daily return is +0.08%, while the average monthly return is +2.39%. At this rate, your investment would double in approximately 2.4 years.

Historically, 63% of months were positive and 37% were negative. The best month was Jul 2020 with a return of +36.2%, while the worst month was Sep 2020 at -27.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, All The Things closed higher 37% of trading days. The best single day was Aug 3, 2020 with a return of +17.1%, while the worst single day was Aug 4, 2020 at -10.6%.

All The Things has an annualized alpha of 19.90%, beta of 0.72, and R² of 0.23 versus S&P 500 Index. Calculated based on daily prices since November 23, 2019.

• This portfolio captured 151.11% of S&P 500 Index gains but only 98.53% of its losses — a favorable profile for investors.
• R² of 0.23 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.

All The Things has an expense ratio of 0.21%, 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.

All The Things ranks 51 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.

All The Things Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 1.79
• 5-Year: 0.74
• All Time: 0.86

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 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 All The Things compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

All The Things provided a 1.39% 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 All The Things. 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 All The Things was 47.15%, occurring on Oct 14, 2022. Recovery took 511 trading sessions.

The current All The Things drawdown is 16.12%.

The chart below shows the rolling one-month volatility.