Finance

The chart shows the growth of an initial investment of $10,000 in Finance, 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 Apr 2, 2026, the Finance returned -11.64% Year-To-Date and 17.38% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Mar 20, 2008, Finance's average daily return is +0.07%, while the average monthly return is +1.24%. At this rate, your investment would double in approximately 4.7 years.

Historically, 59% of months were positive and 41% were negative. The best month was Apr 2009 with a return of +22.7%, while the worst month was Mar 2020 at -25.4%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Finance closed higher 52% of trading days. The best single day was Nov 24, 2008 with a return of +19.2%, while the worst single day was Dec 1, 2008 at -16.5%.

Finance has an annualized alpha of 1.72%, beta of 1.39, and R² of 0.72 versus S&P 500 Index. Calculated based on daily prices since March 20, 2008.

• This portfolio captured 135.88% of S&P 500 Index gains and 119.73% of its losses — amplifying both gains and losses, but participating more in upside than downside.

Finance 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.

Finance ranks 22 for risk / return — below 22% 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.

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

• 1-Year: 0.85
• 5-Year: 0.71
• 10-Year: 0.67
• All Time: 0.38

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

Finance provided a 1.77% 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 Finance. 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 Finance was 66.03%, occurring on Mar 6, 2009. Recovery took 913 trading sessions.

The current Finance drawdown is 14.97%.

The chart below shows the rolling one-month volatility.