GWM 50|25|25 a/o 8/10/25

The chart shows the growth of an initial investment of $10,000 in GWM 50|25|25 a/o 8/10/25, 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 6, 2024, GWM 50|25|25 a/o 8/10/25's average daily return is +0.09%, while the average monthly return is +2.52%. At this rate, an investment would double in approximately 2.3 years.

Historically, 80% of months were positive and 20% were negative. The best month was Apr 2026 with a return of +10.4%, while the worst month was Mar 2026 at -5.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 2 months.

On a daily basis, GWM 50|25|25 a/o 8/10/25 closed higher 39% of trading days. The best single day was Apr 9, 2025 with a return of +7.2%, while the worst single day was Jan 27, 2025 at -4.6%.

GWM 50|25|25 a/o 8/10/25 has an annualized alpha of 16.18%, beta of 0.94, and R2 of 0.76 versus S&P 500 Index. Calculated based on daily prices since June 06, 2024.

• This portfolio captured 131.86% of S&P 500 Index gains but only 30.17% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 16.18% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• With beta of 0.94 and R2 of 0.76, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

GWM 50|25|25 a/o 8/10/25 has an expense ratio of 0.05%, 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.

GWM 50|25|25 a/o 8/10/25 ranks 61 for risk / return — better than 61% 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 GWM 50|25|25 a/o 8/10/25 Sharpe ratio is 2.11 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 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 GWM 50|25|25 a/o 8/10/25 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

GWM 50|25|25 a/o 8/10/25 provided a 1.68% 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 GWM 50|25|25 a/o 8/10/25. 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 GWM 50|25|25 a/o 8/10/25 was 15.75%, occurring on Apr 8, 2025. Recovery took 35 trading sessions.

The current GWM 50|25|25 a/o 8/10/25 drawdown is 1.31%.

The chart below shows the rolling one-month volatility.