Testest

The chart shows the growth of an initial investment of €10,000 in Testest, 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 year.

Based on dividend-adjusted daily data since Jun 24, 2022, Testest's average daily return is +0.06%, while the average monthly return is +1.25%. At this rate, an investment would double in approximately 4.6 years.

Historically, 66% of months were positive and 34% were negative. The best month was May 2026 with a return of +8.9%, while the worst month was Jul 2026 at -6.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Testest closed higher 55% of trading days. The best single day was Mar 25, 2026 with a return of +2.6%, while the worst single day was Apr 3, 2025 at -2.9%.

Testest has an annualized alpha of 11.12%, beta of 0.25, and R2 of 0.16 versus S&P 500 Index. Calculated based on daily prices since June 24, 2022.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (59.97%) than losses (32.02%) - typical of diversified or defensive assets.
• Beta of 0.25 may look defensive, but with R2 of 0.16 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 0.16 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.

Testest has an expense ratio of 0.21%, 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.

Testest ranks 71 for risk / return — better than 71% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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. Learn how to interpret the Sharpe ratio.

The current Testest Sharpe ratio is 2.00 as of Jul 21, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.20 to 1.99, 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 Testest compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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 Testest. 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 Testest was 10.28%, occurring on Jul 17, 2026. The portfolio has not yet recovered.

The current Testest drawdown is 10.26%.

The chart below shows the rolling one-month volatility.