ALL-W

The chart shows the growth of an initial investment of $10,000 in ALL-W, 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.

As of Apr 11, 2026, the ALL-W returned 7.32% Year-To-Date and 6.35% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jan 30, 2009, ALL-W's average daily return is +0.02%, while the average monthly return is +0.48%. At this rate, an investment would double in approximately 12.1 years.

Historically, 58% of months were positive and 42% were negative. The best month was May 2009 with a return of +8.9%, while the worst month was Mar 2020 at -8.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, ALL-W closed higher 53% of trading days. The best single day was Nov 10, 2022 with a return of +3.5%, while the worst single day was Mar 12, 2020 at -4.6%.

ALL-W has an annualized alpha of 1.51%, beta of 0.31, and R² of 0.39 versus S&P 500 Index. Calculated based on daily prices since January 30, 2009.

• This portfolio participated in 47.69% of S&P 500 Index downside but only 38.36% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.31 may look defensive, but with R² of 0.39 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 0.39 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

ALL-W has an expense ratio of 0.35%, 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.

ALL-W ranks 82 for risk / return — in the top 82% 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.

ALL-W Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

• 1-Year: 2.86
• 5-Year: 0.73
• 10-Year: 0.74
• All Time: 0.63

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 3.05, 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 ALL-W compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

ALL-W provided a 1.46% 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 ALL-W. 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 ALL-W was 20.88%, occurring on Jan 20, 2016. Recovery took 501 trading sessions.

The current ALL-W drawdown is 0.56%.

The chart below shows the rolling one-month volatility.