Top Grabbers HRP Sortino optimized

The chart shows the growth of an initial investment of $10,000 in Top Grabbers HRP Sortino optimized , 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 Oct 26, 2022, Top Grabbers HRP Sortino optimized 's average daily return is +0.23%, while the average monthly return is +5.07%. At this rate, an investment would double in approximately 1.2 years.

Historically, 69% of months were positive and 31% were negative. The best month was Jan 2026 with a return of +34.0%, while the worst month was Aug 2023 at -12.1%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Top Grabbers HRP Sortino optimized closed higher 57% of trading days. The best single day was Dec 19, 2025 with a return of +8.0%, while the worst single day was Jun 5, 2026 at -8.1%.

Top Grabbers HRP Sortino optimized has an annualized alpha of 46.03%, beta of 1.14, and R2 of 0.39 versus S&P 500 Index. Calculated based on daily prices since October 26, 2022.

• This portfolio captured 305.49% of S&P 500 Index gains but only 98.90% of its losses - a favorable profile for investors.
• R2 of 0.39 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Top Grabbers HRP Sortino optimized has an expense ratio of 0.06%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Top Grabbers HRP Sortino optimized ranks 99 for risk / return — in the top 99% 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 table below presents risk-adjusted performance metrics for Top Grabbers HRP Sortino optimized 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.

Top Grabbers HRP Sortino optimized Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

• 1-Year: 7.11
• All Time: 2.61

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 1.64 to 2.53, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Top Grabbers HRP Sortino optimized compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Top Grabbers HRP Sortino optimized provided a 12.95% 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 Top Grabbers HRP Sortino optimized . 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 Top Grabbers HRP Sortino optimized was 28.09%, occurring on Oct 27, 2023. Recovery took 231 trading sessions.

The current Top Grabbers HRP Sortino optimized drawdown is 10.52%.

The chart below shows the rolling one-month volatility.