Portfolio II_09_0I

The chart shows the growth of an initial investment of $10,000 in Portfolio II_09_0I, 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.

Based on dividend-adjusted daily data since May 28, 2019, Portfolio II_09_0I's average daily return is +0.13%, while the average monthly return is +2.62%. At this rate, your investment would double in approximately 2.2 years.

Historically, 67% of months were positive and 33% were negative. The best month was Jan 2023 with a return of +20.7%, while the worst month was Apr 2022 at -18.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Portfolio II_09_0I closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +11.1%, while the worst single day was Mar 16, 2020 at -10.3%.

Portfolio II_09_0I has an annualized alpha of 18.30%, beta of 1.10, and R² of 0.67 versus S&P 500 Index. Calculated based on daily prices since May 28, 2019.

• This portfolio captured 159.81% of S&P 500 Index gains but only 83.68% of its losses — a favorable profile for investors.
• This portfolio generated an annualized alpha of 18.30% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• With beta of 1.10 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.

Portfolio II_09_0I has an expense ratio of 0.03%, 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.

Portfolio II_09_0I ranks 50 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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.

Portfolio II_09_0I Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 1.19
• 5-Year: 1.07
• All Time: 1.24

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 1.01 to 1.70, 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 Portfolio II_09_0I compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Portfolio II_09_0I provided a 0.56% 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 Portfolio II_09_0I. 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 Portfolio II_09_0I was 37.82%, occurring on Dec 28, 2022. Recovery took 102 trading sessions.

The current Portfolio II_09_0I drawdown is 7.44%.

The chart below shows the rolling one-month volatility.