Top 10 Sharpe Ratio based

The chart shows the growth of an initial investment of $10,000 in Top 10 Sharpe Ratio based, 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, 2024, Top 10 Sharpe Ratio based's average daily return is +0.08%, while the average monthly return is +1.44%. At this rate, your investment would double in approximately 4.0 years.

Historically, 57% of months were positive and 43% were negative. The best month was May 2025 with a return of +10.5%, while the worst month was Mar 2025 at -10.1%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Top 10 Sharpe Ratio based closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +14.7%, while the worst single day was Apr 4, 2025 at -8.4%.

Top 10 Sharpe Ratio based has an annualized alpha of -2.98%, beta of 1.59, and R² of 0.96 versus S&P 500 Index. Calculated based on daily prices since January 31, 2024.

• This portfolio captured 149.73% of S&P 500 Index gains and 143.37% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• This portfolio had an annualized alpha of -2.98% versus S&P 500 Index — delivering less than market exposure alone would predict.
• Beta of 1.59 means this portfolio moves significantly more than S&P 500 Index — expect amplified gains in rallies and amplified losses in downturns.

Top 10 Sharpe Ratio based has an expense ratio of 0.45%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Top 10 Sharpe Ratio based ranks 25 for risk / return — below 25% 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.

Top 10 Sharpe Ratio based Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 0.86
• All Time: 0.71

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 1.01 to 1.70, 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 Top 10 Sharpe Ratio based compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Top 10 Sharpe Ratio based provided a 4.63% 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 Top 10 Sharpe Ratio based. 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 Top 10 Sharpe Ratio based was 29.15%, occurring on Apr 8, 2025. Recovery took 59 trading sessions.

The current Top 10 Sharpe Ratio based drawdown is 11.44%.

The chart below shows the rolling one-month volatility.