moritz optimized final2

The chart shows the growth of an initial investment of €10,000 in moritz optimized final2, 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 Aug 23, 2017, moritz optimized final2's average daily return is +0.02%, while the average monthly return is +0.48%. At this rate, your investment would double in approximately 12.1 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +9.7%, while the worst month was Dec 2025 at -28.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, moritz optimized final2 closed higher 42% of trading days. The best single day was Mar 24, 2020 with a return of +5.3%, while the worst single day was Dec 11, 2025 at -28.9%.

moritz optimized final2 has an annualized alpha of -1.62%, beta of 0.55, and R² of 0.36 versus S&P 500 Index. Calculated based on daily prices since August 23, 2017.

• This portfolio participated in 94.08% of S&P 500 Index downside but only 62.98% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.55 may look defensive, but with R² of 0.36 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R² of 0.36 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

moritz optimized final2 has an expense ratio of 0.26%, 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.

moritz optimized final2 ranks 1 for risk / return — in the bottom 1% 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.

moritz optimized final2 Sharpe ratios as of Apr 10, 2026 (values are recalculated daily):

• 1-Year: -0.72
• 5-Year: -0.27
• All Time: 0.24

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 1.86 to 2.86, 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 moritz optimized final2 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

moritz optimized final2 provided a 14.25% 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 moritz optimized final2. 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 moritz optimized final2 was 42.81%, occurring on Dec 17, 2025. The portfolio has not yet recovered.

The current moritz optimized final2 drawdown is 39.12%.

The chart below shows the rolling one-month volatility.