defense

The chart shows the growth of an initial investment of $10,000 in defense, 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 30, 2022, defense's average daily return is +0.12%, while the average monthly return is +2.46%. At this rate, your investment would double in approximately 2.4 years.

Historically, 71% of months were positive and 29% were negative. The best month was Jun 2023 with a return of +18.5%, while the worst month was Dec 2024 at -8.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, defense closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +7.4%, while the worst single day was Apr 4, 2025 at -6.3%.

defense has an annualized alpha of 20.68%, beta of 0.74, and R² of 0.29 versus S&P 500 Index. Calculated based on daily prices since November 30, 2022.

• This portfolio captured 123.24% of S&P 500 Index gains but only 32.68% of its losses — a favorable profile for investors.
• R² of 0.29 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.

defense has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

defense ranks 79 for risk / return — better than 79% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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.

defense Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 1.94
• All Time: 1.61

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

defense provided a 1.15% 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 defense. 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 defense was 15.45%, occurring on Apr 4, 2025. Recovery took 28 trading sessions.

The current defense drawdown is 11.05%.

The chart below shows the rolling one-month volatility.