#3: Value/Small cap/Growth Stocks

The chart shows the growth of an initial investment of $10,000 in #3: Value/Small cap/Growth Stocks, 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 year.

As of Jun 9, 2026, the #3: Value/Small cap/Growth Stocks returned -1.50% Year-To-Date and 34.82% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since May 21, 2015, #3: Value/Small cap/Growth Stocks's average daily return is +0.13%, while the average monthly return is +2.61%. At this rate, an investment would double in approximately 2.2 years.

Historically, 73% of months were positive and 27% were negative. The best month was Apr 2020 with a return of +18.7%, while the worst month was Apr 2022 at -13.6%. The longest winning streak lasted 16 consecutive months, and the longest losing streak was 3 months.

On a daily basis, #3: Value/Small cap/Growth Stocks closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +9.7%, while the worst single day was Mar 16, 2020 at -12.8%.

#3: Value/Small cap/Growth Stocks has an annualized alpha of 19.18%, beta of 1.12, and R2 of 0.75 versus S&P 500 Index. Calculated based on daily prices since May 21, 2015.

• This portfolio captured 172.84% of S&P 500 Index gains but only 80.93% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 19.18% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• With beta of 1.12 and R2 of 0.75, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

#3: Value/Small cap/Growth Stocks 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.

#3: Value/Small cap/Growth Stocks ranks 13 for risk / return — in the bottom 13% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

The table below presents risk-adjusted performance metrics for #3: Value/Small cap/Growth Stocks and compares them with S&P 500 Index.

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.

#3: Value/Small cap/Growth Stocks Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

• 1-Year: 1.10
• 5-Year: 1.15
• 10-Year: 1.48
• All Time: 1.47

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 1.59 to 2.46, 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 #3: Value/Small cap/Growth Stocks compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

#3: Value/Small cap/Growth Stocks provided a 0.85% 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 #3: Value/Small cap/Growth Stocks. 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 #3: Value/Small cap/Growth Stocks was 37.69%, occurring on Sep 26, 2022. Recovery took 168 trading sessions.

The current #3: Value/Small cap/Growth Stocks drawdown is 4.99%.

The chart below shows the rolling one-month volatility.