Green Portfolio

The chart shows the growth of an initial investment of $10,000 in Green Portfolio, 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.

Based on dividend-adjusted daily data since May 19, 2021, Green Portfolio's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, your investment would double in approximately 6.0 years.

Historically, 52% of months were positive and 48% were negative. The best month was Jul 2022 with a return of +24.7%, while the worst month was Oct 2023 at -17.7%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Green Portfolio closed higher 49% of trading days. The best single day was Apr 9, 2025 with a return of +12.0%, while the worst single day was May 9, 2022 at -7.1%.

Green Portfolio has an annualized alpha of -3.36%, beta of 1.42, and R² of 0.46 versus S&P 500 Index. Calculated based on daily prices since May 19, 2021.

• This portfolio participated in 152.85% of S&P 500 Index downside but only 152.08% of its upside — more exposed to losses than it benefited from rallies.
• R² of 0.46 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Green Portfolio 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.

Green Portfolio ranks 81 for risk / return — in the top 81% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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.

Green Portfolio Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 1.67
• All Time: 0.17

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 1.70, 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 Green Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Green Portfolio provided a 0.87% 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 Green Portfolio. 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 Green Portfolio was 55.77%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Green Portfolio drawdown is 11.05%.

The chart below shows the rolling one-month volatility.