3.2 Three 32s -REV ALL(1st + PE-over100PE) (Reb 3m)

The chart shows the growth of an initial investment of $10,000 in 3.2 Three 32s -REV ALL(1st + PE-over100PE) (Reb 3m), 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 year.

As of Apr 11, 2026, the 3.2 Three 32s -REV ALL(1st + PE-over100PE) (Reb 3m) returned -0.23% Year-To-Date and 34.57% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Oct 10, 2014, 3.2 Three 32s -REV ALL(1st + PE-over100PE) (Reb 3m)'s average daily return is +0.12%, while the average monthly return is +2.52%. At this rate, an investment would double in approximately 2.3 years.

Historically, 71% of months were positive and 29% were negative. The best month was Nov 2020 with a return of +16.5%, while the worst month was Mar 2020 at -15.5%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 3.2 Three 32s -REV ALL(1st + PE-over100PE) (Reb 3m) closed higher 57% of trading days. The best single day was Mar 24, 2020 with a return of +11.4%, while the worst single day was Mar 16, 2020 at -11.4%.

3.2 Three 32s -REV ALL(1st + PE-over100PE) (Reb 3m) has an annualized alpha of 19.58%, beta of 1.01, and R² of 0.71 versus S&P 500 Index. Calculated based on daily prices since October 10, 2014.

• This portfolio captured 152.54% of S&P 500 Index gains but only 60.86% of its losses — a favorable profile for investors.
• This portfolio generated an annualized alpha of 19.58% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• With beta of 1.01 and R² of 0.71, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

3.2 Three 32s -REV ALL(1st + PE-over100PE) (Reb 3m) 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.

3.2 Three 32s -REV ALL(1st + PE-over100PE) (Reb 3m) ranks 5 for risk / return — in the bottom 5% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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.

3.2 Three 32s -REV ALL(1st + PE-over100PE) (Reb 3m) Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

• 1-Year: 0.32
• 5-Year: 1.44
• 10-Year: 1.58
• All Time: 1.53

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 2.14 to 3.05, 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 3.2 Three 32s -REV ALL(1st + PE-over100PE) (Reb 3m) compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

3.2 Three 32s -REV ALL(1st + PE-over100PE) (Reb 3m) 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 3.2 Three 32s -REV ALL(1st + PE-over100PE) (Reb 3m). 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 3.2 Three 32s -REV ALL(1st + PE-over100PE) (Reb 3m) was 39.35%, occurring on Mar 18, 2020. Recovery took 56 trading sessions.

The current 3.2 Three 32s -REV ALL(1st + PE-over100PE) (Reb 3m) drawdown is 9.02%.

The chart below shows the rolling one-month volatility.