Champ vs Challegner

The chart shows the growth of an initial investment of $10,000 in Champ vs Challegner, 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 week.

As of Jun 13, 2026, the Champ vs Challegner returned 28.03% Year-To-Date and 38.81% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Apr 3, 2014, Champ vs Challegner's average daily return is +0.13%, while the average monthly return is +2.78%. At this rate, an investment would double in approximately 2.1 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2026 with a return of +22.0%, while the worst month was Apr 2022 at -17.7%. The longest winning streak lasted 20 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Champ vs Challegner closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +13.4%, while the worst single day was Mar 16, 2020 at -12.0%.

Champ vs Challegner has an annualized alpha of 19.02%, beta of 1.29, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since April 03, 2014.

• This portfolio captured 209.35% of S&P 500 Index gains and 105.20% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 19.02% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Champ vs Challegner 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.

Champ vs Challegner ranks 91 for risk / return — in the top 91% 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 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.

The current Champ vs Challegner Sharpe ratio is 3.20 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 Champ vs Challegner compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Champ vs Challegner provided a 0.32% 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 Champ vs Challegner. 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 Champ vs Challegner was 44.51%, occurring on Oct 14, 2022. Recovery took 188 trading sessions.

The current Champ vs Challegner drawdown is 2.79%.

The chart below shows the rolling one-month volatility.