High Beta - R60

The chart shows the growth of an initial investment of $10,000 in High Beta - R60, 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 Sep 23, 2016, High Beta - R60's average daily return is +0.11%, while the average monthly return is +2.23%. At this rate, your investment would double in approximately 2.6 years.

Historically, 69% of months were positive and 31% were negative. The best month was Feb 2024 with a return of +13.5%, while the worst month was Mar 2025 at -12.5%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.

On a daily basis, High Beta - R60 closed higher 55% of trading days. The best single day was Aug 8, 2023 with a return of +9.8%, while the worst single day was Mar 16, 2020 at -10.4%.

High Beta - R60 has an annualized alpha of 17.49%, beta of 0.86, and R² of 0.48 versus S&P 500 Index. Calculated based on daily prices since September 23, 2016.

• This portfolio captured 127.29% of S&P 500 Index gains but only 59.54% of its losses — a favorable profile for investors.
• R² of 0.48 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

High Beta - R60 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.

High Beta - R60 ranks 5 for risk / return — in the bottom 5% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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.

High Beta - R60 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 0.02
• 5-Year: 1.36
• All Time: 1.26

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 1.00 to 1.68, 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 High Beta - R60 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

High Beta - R60 provided a 1.78% 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 High Beta - R60. 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 High Beta - R60 was 32.71%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current High Beta - R60 drawdown is 23.87%.

The chart below shows the rolling one-month volatility.