BANKS

The chart shows the growth of an initial investment of $10,000 in BANKS, 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 3, 2026, the BANKS returned -6.23% Year-To-Date and 17.40% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since May 30, 1986, BANKS's average daily return is +0.06%, while the average monthly return is +1.18%. At this rate, your investment would double in approximately 4.9 years.

Historically, 57% of months were positive and 43% were negative. The best month was Mar 2009 with a return of +39.7%, while the worst month was Jan 2009 at -39.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 7 months.

On a daily basis, BANKS closed higher 52% of trading days. The best single day was Nov 24, 2008 with a return of +30.1%, while the worst single day was Oct 19, 1987 at -23.2%.

BANKS has an annualized alpha of 1.31%, beta of 1.40, and R² of 0.54 versus S&P 500 Index. Calculated based on daily prices since May 30, 1986.

• This portfolio captured 150.67% of S&P 500 Index gains and 137.08% of its losses — amplifying both gains and losses, but participating more in upside than downside.

BANKS has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

BANKS ranks 48 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.

BANKS Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 1.32
• 5-Year: 0.52
• 10-Year: 0.60
• All Time: 0.27

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 0.98 to 1.66, 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 BANKS compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

BANKS provided a 2.08% 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 BANKS. 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 BANKS was 90.41%, occurring on Mar 6, 2009. Recovery took 2712 trading sessions.

The current BANKS drawdown is 10.23%.

The chart below shows the rolling one-month volatility.