SPHQ

The chart shows the growth of an initial investment of $10,000 in SPHQ, 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 Jun 6, 2026, the SPHQ returned 13.62% Year-To-Date and 14.79% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Dec 7, 2005, SPHQ's average daily return is +0.05%, while the average monthly return is +0.90%. At this rate, an investment would double in approximately 6.4 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +12.3%, while the worst month was Oct 2008 at -17.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, SPHQ closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +12.9%, while the worst single day was Mar 16, 2020 at -10.3%.

SPHQ has an annualized alpha of 1.79%, beta of 0.91, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since December 07, 2005.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (96.22%) than losses (92.12%) - typical of diversified or defensive assets.
• With beta of 0.91 and R2 of 0.84, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

SPHQ has an expense ratio of 0.15%, 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.

SPHQ ranks 26 for risk / return — below 26% 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 table below presents risk-adjusted performance metrics for SPHQ 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.

SPHQ Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

• 1-Year: 1.68
• 5-Year: 0.86
• 10-Year: 0.83
• All Time: 0.53

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 1.65 to 2.53, 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 SPHQ compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

SPHQ provided a 1.06% dividend yield over the last twelve months.

The table below shows the monthly dividends paid by this portfolio.

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 SPHQ. 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 SPHQ was 57.83%, occurring on Nov 20, 2008. Recovery took 1124 trading sessions.

The current SPHQ drawdown is 2.19%.

The chart below shows the rolling one-month volatility.