Elite Five Fund

The chart shows the growth of an initial investment of $10,000 in Elite Five Fund, 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 never rebalanced.

As of Apr 4, 2026, the Elite Five Fund returned -9.53% Year-To-Date and 46.68% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jun 30, 2010, Elite Five Fund's average daily return is +0.16%, while the average monthly return is +3.34%. At this rate, your investment would double in approximately 1.8 years.

Historically, 59% of months were positive and 41% were negative. The best month was Aug 2020 with a return of +46.3%, while the worst month was Dec 2022 at -25.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Elite Five Fund closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +19.5%, while the worst single day was Mar 16, 2020 at -17.0%.

Elite Five Fund has an annualized alpha of 23.24%, beta of 1.50, and R² of 0.48 versus S&P 500 Index. Calculated based on daily prices since June 30, 2010.

• This portfolio captured 225.04% of S&P 500 Index gains and 102.04% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• R² of 0.48 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Elite Five Fund 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.

Elite Five Fund ranks 38 for risk / return — below 38% 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.

Elite Five Fund Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 1.74
• 5-Year: 0.78
• 10-Year: 1.13
• All Time: 1.09

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

Elite Five Fund provided a 0.27% 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 Elite Five Fund. 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 Elite Five Fund was 63.06%, occurring on Jan 3, 2023. Recovery took 134 trading sessions.

The current Elite Five Fund drawdown is 17.47%.

The chart below shows the rolling one-month volatility.