**Elite (Top Selection)

The chart shows the growth of an initial investment of $10,000 in **Elite (Top Selection), 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 Jul 12, 2026, the Elite (Top Selection) returned 45.73% Year-To-Date and 36.21%** of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jun 6, 2014, Elite (Top Selection)'s average daily return is +0.13%, while the average monthly return is +2.73%. At this rate, an investment would double in approximately 2.1 years**.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +15.6%, while the worst month was Oct 2018 at -11.3%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Elite (Top Selection) closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +10.1%, while the worst single day was Mar 16, 2020 at -10.9%**.

**Elite (Top Selection) has an annualized alpha of 21.18%, beta of 1.12, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since June 06, 2014.

• This portfolio captured 171.21% of S&P 500 Index gains but only 67.57% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 21.18% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• With beta of 1.12 and R2 of 0.67, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

**Elite (Top Selection) 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.

Elite (Top Selection) ranks 97 for risk / return — in the top 97% of Portfolios** on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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. Learn how to interpret the Sharpe ratio.

The current **Elite (Top Selection) Sharpe ratio is 3.57 as of Jul 12, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.37 to 2.14, 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 **Elite (Top Selection) compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

**Elite (Top Selection) provided a 0.16% 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 **Elite (Top Selection). 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 **Elite (Top Selection) was 27.42%, occurring on Mar 16, 2020. Recovery took 31 trading sessions.

The current Elite (Top Selection) drawdown is 2.60%**.

The chart below shows the rolling one-month volatility.