Dec. 30, 2025

The chart shows the growth of an initial investment of $10,000 in Dec. 30, 2025, 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 5, 2025, Dec. 30, 2025's average daily return is +0.08%, while the average monthly return is +1.37%. At this rate, your investment would double in approximately 4.2 years.

Historically, 45% of months were positive and 55% were negative. The best month was Jun 2025 with a return of +11.4%, while the worst month was Nov 2025 at -6.7%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Dec. 30, 2025 closed higher 55% of trading days. The best single day was Feb 6, 2026 with a return of +6.5%, while the worst single day was Feb 5, 2026 at -7.8%.

Dec. 30, 2025 has an annualized alpha of 0.14%, beta of 1.26, and R² of 0.26 versus S&P 500 Index. Calculated based on daily prices since June 05, 2025.

• This portfolio participated in 156.77% of S&P 500 Index downside but only 129.98% of its upside — more exposed to losses than it benefited from rallies.
• R² of 0.26 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.

Dec. 30, 2025 has an expense ratio of 0.29%, 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 Dec. 30, 2025. This metric is based on the past 12 months of trading data. Please check back later for updated information.

Dec. 30, 2025 provided a 0.03% 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 Dec. 30, 2025. 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 Dec. 30, 2025 was 21.63%, occurring on Feb 5, 2026. The portfolio has not yet recovered.

The current Dec. 30, 2025 drawdown is 15.97%.

The chart below shows the rolling one-month volatility.