2j4a0n16k

The chart shows the growth of an initial investment of $10,000 in 2j4a0n16k, 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 13, 2026, the 2j4a0n16k returned 7.94% Year-To-Date and 10.42% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Oct 24, 2012, 2j4a0n16k's average daily return is +0.03%, while the average monthly return is +0.84%. At this rate, an investment would double in approximately 6.9 years.

Historically, 72% of months were positive and 28% were negative. The best month was Apr 2020 with a return of +8.7%, while the worst month was Mar 2020 at -9.0%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 2j4a0n16k closed higher 39% of trading days. The best single day was Mar 13, 2020 with a return of +6.1%, while the worst single day was Mar 12, 2020 at -7.5%.

2j4a0n16k has an annualized alpha of 1.41%, beta of 0.64, and R2 of 0.97 versus S&P 500 Index. Calculated based on daily prices since October 24, 2012.

• This portfolio participated in 71.67% of S&P 500 Index downside but only 68.43% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.64 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

2j4a0n16k has an expense ratio of 0.03%, 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.

2j4a0n16k ranks 68 for risk / return — better than 68% 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. Learn how to interpret the Sharpe ratio.

The current 2j4a0n16k Sharpe ratio is 2.26 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.56 to 2.44, 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 2j4a0n16k compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

2j4a0n16k provided a 2.21% 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 2j4a0n16k. 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 2j4a0n16k was 23.80%, occurring on Mar 23, 2020. Recovery took 133 trading sessions.

The current 2j4a0n16k drawdown is 1.17%.

The chart below shows the rolling one-month volatility.