Momentum 60/40 portfolio

The chart shows the growth of an initial investment of $10,000 in Momentum 60/40 portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

As of Apr 3, 2026, the Momentum 60/40 portfolio returned -2.66% Year-To-Date and 9.95% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Mar 31, 2011, Momentum 60/40 portfolio's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, your investment would double in approximately 7.1 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +9.2%, while the worst month was Mar 2020 at -9.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Momentum 60/40 portfolio closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +7.2%, while the worst single day was Mar 16, 2020 at -8.4%.

Momentum 60/40 portfolio has an annualized alpha of 1.47%, beta of 0.71, and R² of 0.98 versus S&P 500 Index. Calculated based on daily prices since March 31, 2011.

• This portfolio participated in 74.76% of S&P 500 Index downside but only 74.51% of its upside — more exposed to losses than it benefited from rallies.

Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Momentum 60/40 portfolio ranks 31 for risk / return — below 31% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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.

Momentum 60/40 portfolio Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 1.01
• 5-Year: 0.69
• 10-Year: 0.76
• All Time: 0.79

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 0.98 to 1.66, 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 Momentum 60/40 portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Momentum 60/40 portfolio provided a 1.34% dividend yield over the last twelve months.

The table below shows the monthly dividends paid by this portfolio.

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 Momentum 60/40 portfolio. 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 Momentum 60/40 portfolio was 25.62%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.

The current Momentum 60/40 portfolio drawdown is 4.14%.

The chart below shows the rolling one-month volatility.