Stable K2

The chart shows the growth of an initial investment of $10,000 in Stable K2, 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.

Based on dividend-adjusted daily data since Jan 21, 2019, Stable K2's average daily return is +0.02%, while the average monthly return is +0.48%. At this rate, your investment would double in approximately 12.1 years.

Historically, 55% of months were positive and 45% were negative. The best month was Aug 2019 with a return of +5.8%, while the worst month was Sep 2022 at -6.8%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Stable K2 closed higher 55% of trading days. The best single day was Mar 20, 2020 with a return of +4.0%, while the worst single day was Mar 18, 2020 at -4.3%.

Stable K2 has an annualized alpha of 5.17%, beta of 0.06, and R² of 0.01 versus S&P 500 Index. Calculated based on daily prices since January 21, 2019.

• This portfolio participated in 33.41% of S&P 500 Index downside but only 29.57% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.06 may look defensive, but with R² of 0.01 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R² of 0.01 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Stable K2 has an expense ratio of 0.31%, 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.

Stable K2 ranks 81 for risk / return — in the top 81% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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.

Stable K2 Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 1.69
• 5-Year: 0.46
• All Time: 0.58

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 1.01 to 1.70, 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 Stable K2 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Stable K2 provided a 3.23% 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 Stable K2. 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 Stable K2 was 22.61%, occurring on Oct 6, 2023. Recovery took 514 trading sessions.

The current Stable K2 drawdown is 2.61%.

The chart below shows the rolling one-month volatility.