DAD

The chart shows the growth of an initial investment of $10,000 in DAD, 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 Mar 1, 2024, DAD's average daily return is +0.20%, while the average monthly return is +4.21%. At this rate, your investment would double in approximately 1.4 years.

Historically, 65% of months were positive and 35% were negative. The best month was May 2024 with a return of +33.8%, while the worst month was Nov 2025 at -7.0%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 2 months.

On a daily basis, DAD closed higher 55% of trading days. The best single day was May 29, 2024 with a return of +14.8%, while the worst single day was Apr 4, 2025 at -5.1%.

DAD has an annualized alpha of 44.83%, beta of 0.95, and R² of 0.30 versus S&P 500 Index. Calculated based on daily prices since March 01, 2024.

• This portfolio captured 273.80% of S&P 500 Index gains but only 53.17% of its losses — a favorable profile for investors.
• R² of 0.30 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

DAD has an expense ratio of 0.38%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

DAD ranks 73 for risk / return — better than 73% 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.

DAD Sharpe ratios as of Apr 9, 2026 (values are recalculated daily):

• 1-Year: 2.96
• All Time: 2.17

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 2.14 to 2.98, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

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

DAD provided a 11.37% 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 DAD. 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 DAD was 16.40%, occurring on Apr 8, 2025. Recovery took 39 trading sessions.

The current DAD drawdown is 4.73%.

The chart below shows the rolling one-month volatility.