Fisher Recommended ETF Strategy

The chart shows the growth of an initial investment of $10,000 in Fisher Recommended ETF Strategy, 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 Fisher Recommended ETF Strategy returned 10.18% Year-To-Date and 14.51% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Nov 3, 2009, Fisher Recommended ETF Strategy's average daily return is +0.06%, while the average monthly return is +1.13%. At this rate, an investment would double in approximately 5.1 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +12.1%, while the worst month was Mar 2020 at -13.3%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Fisher Recommended ETF Strategy closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +9.3%, while the worst single day was Mar 16, 2020 at -11.7%.

Fisher Recommended ETF Strategy has an annualized alpha of 0.90%, beta of 0.98, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since November 03, 2009.

• With beta of 0.98 and R2 of 0.98, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Fisher Recommended ETF Strategy has an expense ratio of 0.04%, 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.

Fisher Recommended ETF Strategy ranks 51 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 Fisher Recommended ETF Strategy Sharpe ratio is 1.96 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 Fisher Recommended ETF Strategy compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Fisher Recommended ETF Strategy provided a 1.41% 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 Fisher Recommended ETF Strategy. 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 Fisher Recommended ETF Strategy was 34.17%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current Fisher Recommended ETF Strategy drawdown is 2.10%.

The chart below shows the rolling one-month volatility.