scion asset managment

The chart shows the growth of an initial investment of $10,000 in scion asset managment, 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 Oct 1, 2021, scion asset managment's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, your investment would double in approximately 7.3 years.

Historically, 45% of months were positive and 55% were negative. The best month was Jan 2023 with a return of +22.4%, while the worst month was Sep 2022 at -15.1%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 9 months.

On a daily basis, scion asset managment closed higher 49% of trading days. The best single day was Mar 16, 2022 with a return of +18.4%, while the worst single day was Jun 13, 2022 at -8.2%.

scion asset managment has an annualized alpha of -2.77%, beta of 1.28, and R² of 0.35 versus S&P 500 Index. Calculated based on daily prices since October 01, 2021.

• This portfolio participated in 116.99% of S&P 500 Index downside but only 94.62% of its upside — more exposed to losses than it benefited from rallies.
• R² of 0.35 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

scion asset managment 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.

scion asset managment ranks 3 for risk / return — in the bottom 3% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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.

scion asset managment Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: -0.29
• All Time: 0.11

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 0.98 to 1.66, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of scion asset managment compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

scion asset managment provided a 1.25% 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 scion asset managment. 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 scion asset managment was 59.34%, occurring on Nov 9, 2022. Recovery took 522 trading sessions.

The current scion asset managment drawdown is 26.67%.

The chart below shows the rolling one-month volatility.