Chris portfolio

The chart shows the growth of an initial investment of $10,000 in Chris portfolio, 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 4, 2026, the Chris portfolio returned 3.51% Year-To-Date and 29.69% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jul 22, 2012, Chris portfolio's average daily return is +0.08%, while the average monthly return is +2.53%. At this rate, your investment would double in approximately 2.3 years.

Historically, 70% of months were positive and 30% were negative. The best month was Nov 2013 with a return of +64.3%, while the worst month was Dec 2013 at -17.8%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Chris portfolio closed higher 55% of trading days. The best single day was Nov 18, 2013 with a return of +12.9%, while the worst single day was Mar 12, 2020 at -12.9%.

Chris portfolio has an annualized alpha of 17.23%, beta of 0.89, and R² of 0.53 versus S&P 500 Index. Calculated based on daily prices since July 22, 2012.

• This portfolio captured 160.06% of S&P 500 Index gains but only 87.16% of its losses — a favorable profile for investors.
• This portfolio generated an annualized alpha of 17.23% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• With beta of 0.89 and R² of 0.53, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Chris portfolio has an expense ratio of 0.33%, 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.

Chris portfolio ranks 71 for risk / return — better than 71% 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.

Chris portfolio Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 2.52
• 5-Year: 1.11
• 10-Year: 1.47
• All Time: 1.46

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

Chris portfolio provided a 0.88% 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 Chris portfolio. 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 Chris portfolio was 34.34%, occurring on Mar 22, 2020. Recovery took 78 trading sessions.

The current Chris portfolio drawdown is 8.40%.

The chart below shows the rolling one-month volatility.