20230810_2

The chart shows the growth of an initial investment of $10,000 in 20230810_2, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

The table below presents the monthly returns of 20230810_2, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

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

The current rank of 20230810_2 is 70, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.

20230810_2 Sharpe ratios as of May 9, 2025 (values are recalculated daily):

• 1-Year: 1.33

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 0.44 to 0.96, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of 20230810_2 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

20230810_2 provided a 0.47% 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 20230810_2. 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 20230810_2 was 72,895.81%, occurring on Feb 13, 2025. The portfolio has not yet recovered.

The current 20230810_2 drawdown is 68,473.99%.

The current 20230810_2 volatility is 8.28%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.