25s

The chart shows the growth of an initial investment of $10,000 in 25s, 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 Jun 13, 2026, the 25s returned 6.72% Year-To-Date and 10.69% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Dec 3, 2010, 25s's average daily return is +0.03%, while the average monthly return is +0.71%. At this rate, an investment would double in approximately 8.2 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +8.3%, while the worst month was Sep 2011 at -8.4%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.

On a daily basis, 25s closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +5.2%, while the worst single day was Mar 16, 2020 at -5.9%.

25s has an annualized alpha of 2.41%, beta of 0.47, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since December 03, 2010.

• This portfolio participated in 53.76% of S&P 500 Index downside but only 53.07% of its upside - more exposed to losses than it benefited from rallies.
• This portfolio generated an annualized alpha of 2.41% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• Beta of 0.47 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

25s has an expense ratio of 0.24%, 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.

25s ranks 41 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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 25s Sharpe ratio is 1.99 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 1.56 to 2.44, 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 25s compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

25s provided a 2.43% 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 25s. 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 25s was 19.94%, occurring on Mar 20, 2020. Recovery took 54 trading sessions.

The current 25s drawdown is 2.97%.

The chart below shows the rolling one-month volatility.