All weather + REIT

The chart shows the growth of an initial investment of $10,000 in All weather + REIT, 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 4, 2026, the All weather + REIT returned 0.23% Year-To-Date and 5.53% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Feb 7, 2006, All weather + REIT's average daily return is +0.03%, while the average monthly return is +0.59%. At this rate, your investment would double in approximately 9.8 years.

Historically, 64% of months were positive and 36% were negative. The best month was Dec 2008 with a return of +9.5%, while the worst month was Oct 2008 at -10.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, All weather + REIT closed higher 55% of trading days. The best single day was Nov 10, 2022 with a return of +4.4%, while the worst single day was Mar 18, 2020 at -4.9%.

All weather + REIT has an annualized alpha of 4.67%, beta of 0.25, and R² of 0.30 versus S&P 500 Index. Calculated based on daily prices since February 07, 2006.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (40.70%) than losses (32.08%) — typical of diversified or defensive assets.
• Beta of 0.25 may look defensive, but with R² of 0.30 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 0.30 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 weather + REIT has an expense ratio of 0.13%, 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.

All weather + REIT ranks 24 for risk / return — below 24% 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.

All weather + REIT Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 0.97
• 5-Year: 0.25
• 10-Year: 0.59
• All Time: 0.78

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 0.99 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 All weather + REIT compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

All weather + REIT provided a 3.02% 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 weather + REIT. 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 weather + REIT was 27.20%, occurring on Oct 20, 2022. Recovery took 724 trading sessions.

The current All weather + REIT drawdown is 4.32%.

The chart below shows the rolling one-month volatility.