BOND + SOXS

The chart shows the growth of an initial investment of $10,000 in BOND + SOXS, 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 2, 2026, the BOND + SOXS returned -22.58% Year-To-Date and -41.04% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Mar 12, 2010, BOND + SOXS's average daily return is -0.14%, while the average monthly return is -3.17%.

Historically, 31% of months were positive and 69% were negative. The best month was Jun 2022 with a return of +30.1%, while the worst month was May 2023 at -22.5%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 18 months.

On a daily basis, BOND + SOXS closed higher 46% of trading days. The best single day was Mar 16, 2020 with a return of +23.6%, while the worst single day was Apr 9, 2025 at -34.2%.

BOND + SOXS has an annualized alpha of -10.40%, beta of -1.93, and R² of 0.64 versus S&P 500 Index. Calculated based on daily prices since March 12, 2010.

• This portfolio tended to rise when S&P 500 Index fell (downside capture of -134.68%), but participation in market rallies was also limited (-123.42%) — a profile typical of counter-cyclical assets.
• This portfolio had an annualized alpha of -10.40% versus S&P 500 Index — delivering less than market exposure alone would predict.
• Beta of -1.93 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

BOND + SOXS has an expense ratio of 0.79%, 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.

BOND + SOXS ranks 1 for risk / return — in the bottom 1% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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.

BOND + SOXS Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: -1.16
• 5-Year: -0.71
• 10-Year: -0.89
• All Time: -0.85

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 1.00 to 1.69, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

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

BOND + SOXS provided a 7.60% 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 BOND + SOXS. 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 BOND + SOXS was 99.92%, occurring on Feb 25, 2026. The portfolio has not yet recovered.

The current BOND + SOXS drawdown is 99.92%.

The chart below shows the rolling one-month volatility.