2026Feb01-1

The chart shows the growth of an initial investment of $10,000 in 2026Feb01-1, 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 Jun 26, 2025, 2026Feb01-1's average daily return is +0.14%, while the average monthly return is +2.77%. At this rate, an investment would double in approximately 2.1 years.

Historically, 85% of months were positive and 15% were negative. The best month was Apr 2026 with a return of +10.5%, while the worst month was Mar 2026 at -5.0%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 1 months.

On a daily basis, 2026Feb01-1 closed higher 59% of trading days. The best single day was Jun 11, 2026 with a return of +2.9%, while the worst single day was Jun 5, 2026 at -3.8%.

2026Feb01-1 has an annualized alpha of 19.36%, beta of 0.90, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since June 26, 2025.

• This portfolio captured 125.50% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -15.59%) - a profile typical of hedging or uncorrelated assets.
• This portfolio generated an annualized alpha of 19.36% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• With beta of 0.90 and R2 of 0.70, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

2026Feb01-1 has an expense ratio of 0.37%, 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.

There isn't enough data available to calculate the Sharpe ratio for 2026Feb01-1. This metric is based on the past 12 months of trading data. Please check back later for updated information.

2026Feb01-1 provided a 1.63% 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 2026Feb01-1. 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 2026Feb01-1 was 7.70%, occurring on Mar 30, 2026. Recovery took 9 trading sessions.

The current 2026Feb01-1 drawdown is 1.73%.

The chart below shows the rolling one-month volatility.