TEST

The chart shows the growth of an initial investment of $10,000 in TEST, 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 never rebalanced.

Based on dividend-adjusted daily data since Sep 13, 2023, TEST's average daily return is +0.12%, while the average monthly return is +2.41%. At this rate, an investment would double in approximately 2.4 years.

Historically, 85% of months were positive and 15% were negative. The best month was Sep 2025 with a return of +7.4%, while the worst month was Mar 2026 at -7.5%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 1 months.

On a daily basis, TEST closed higher 60% of trading days. The best single day was Apr 9, 2025 with a return of +7.8%, while the worst single day was Apr 4, 2025 at -5.3%.

TEST has an annualized alpha of 15.72%, beta of 0.79, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since September 13, 2023.

• This portfolio captured 109.90% of S&P 500 Index gains but only 30.47% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 15.72% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

TEST has an expense ratio of 0.17%, 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.

TEST ranks 35 for risk / return — below 35% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The table below presents risk-adjusted performance metrics for TEST 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.

TEST Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

• 1-Year: 1.87
• All Time: 2.33

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 1.59 to 2.46, 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 TEST compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

TEST provided a 0.58% 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 TEST. 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 TEST was 12.26%, occurring on Mar 30, 2026. Recovery took 28 trading sessions.

The current TEST drawdown is 3.49%.

The chart below shows the rolling one-month volatility.