Geo 3 = Les volatile insmed

The chart shows the growth of an initial investment of $10,000 in Geo 3 = Les volatile insmed, 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 Jun 13, 2026, the Geo 3 = Les volatile insmed returned 13.91% Year-To-Date and 20.86% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jan 2, 2015, Geo 3 = Les volatile insmed's average daily return is +0.08%, while the average monthly return is +1.60%. At this rate, an investment would double in approximately 3.6 years.

Historically, 58% of months were positive and 42% were negative. The best month was Apr 2020 with a return of +19.4%, while the worst month was Mar 2020 at -16.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Geo 3 = Les volatile insmed closed higher 54% of trading days. The best single day was May 28, 2024 with a return of +14.0%, while the worst single day was Mar 12, 2020 at -9.8%.

Geo 3 = Les volatile insmed has an annualized alpha of 10.02%, beta of 0.75, and R2 of 0.46 versus S&P 500 Index. Calculated based on daily prices since January 02, 2015.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (99.50%) than losses (65.81%) - typical of diversified or defensive assets.
• 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.

Geo 3 = Les volatile insmed has a high expense ratio of 0.94%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Geo 3 = Les volatile insmed ranks 75 for risk / return — better than 75% 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.

The current Geo 3 = Les volatile insmed Sharpe ratio is 2.53 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 Geo 3 = Les volatile insmed compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Geo 3 = Les volatile insmed provided a 8.31% 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 Geo 3 = Les volatile insmed. 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 Geo 3 = Les volatile insmed was 35.66%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.

The current Geo 3 = Les volatile insmed drawdown is 3.77%.

The chart below shows the rolling one-month volatility.