3F

The chart shows the growth of an initial investment of $10,000 in 3F, 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 Apr 23, 2021, 3F's average daily return is +0.01%, while the average monthly return is +0.05%. At this rate, an investment would double in approximately 115.6 years.

Historically, 57% of months were positive and 43% were negative. The best month was Nov 2023 with a return of +23.7%, while the worst month was Jan 2022 at -29.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, 3F closed higher 50% of trading days. The best single day was Nov 27, 2025 with a return of +22.1%, while the worst single day was Jan 24, 2022 at -12.5%.

3F has an annualized alpha of -11.08%, beta of 0.74, and R2 of 0.09 versus S&P 500 Index. Calculated based on daily prices since April 23, 2021.

• This portfolio participated in 147.97% of S&P 500 Index downside but only 62.97% of its upside - more exposed to losses than it benefited from rallies.
• R2 of 0.09 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.

3F 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.

3F ranks 37 for risk / return — below 37% 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 table below presents risk-adjusted performance metrics for 3F and compares them with S&P 500 Index.

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.

3F Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

• 1-Year: 1.55
• 5-Year: -0.26
• All Time: -0.16

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 1.60 to 2.46, 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 3F compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

3F provided a 2.35% dividend yield over the last twelve months.

The table below shows the monthly dividends paid by this portfolio.

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 3F. 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 3F was 76.43%, occurring on Jan 14, 2025. The portfolio has not yet recovered.

The current 3F drawdown is 51.11%.

The chart below shows the rolling one-month volatility.