charlote

The chart shows the growth of an initial investment of $10,000 in charlote, 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 7, 2026, the charlote returned -7.60% Year-To-Date and 47.19% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Apr 4, 2014, charlote's average daily return is +0.16%, while the average monthly return is +3.25%. At this rate, your investment would double in approximately 1.8 years.

Historically, 66% of months were positive and 34% were negative. The best month was May 2023 with a return of +21.8%, while the worst month was Oct 2018 at -20.4%. The longest winning streak lasted 20 consecutive months, and the longest losing streak was 4 months.

On a daily basis, charlote closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +15.2%, while the worst single day was Mar 16, 2020 at -14.2%.

charlote has an annualized alpha of 25.29%, beta of 1.44, and R² of 0.60 versus S&P 500 Index. Calculated based on daily prices since April 04, 2014.

• This portfolio captured 256.71% of S&P 500 Index gains and 113.78% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 25.29% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

charlote 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.

charlote ranks 80 for risk / return — better than 80% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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.

charlote Sharpe ratios as of Apr 7, 2026 (values are recalculated daily):

• 1-Year: 2.63
• 5-Year: 0.94
• 10-Year: 1.40
• All Time: 1.27

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 1.63 to 2.54, 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 charlote compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

charlote provided a 0.31% 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 charlote. 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 charlote was 51.66%, occurring on Oct 14, 2022. Recovery took 166 trading sessions.

The current charlote drawdown is 14.63%.

The chart below shows the rolling one-month volatility.