3 POWL+

The chart shows the growth of an initial investment of $10,000 in 3 POWL+, 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 month.

As of Jun 13, 2026, the 3 POWL+ returned 103.97% Year-To-Date and 33.38% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Sep 26, 2013, 3 POWL+'s average daily return is +0.13%, while the average monthly return is +2.83%. At this rate, an investment would double in approximately 2.1 years.

Historically, 56% of months were positive and 44% were negative. The best month was Nov 2024 with a return of +59.1%, while the worst month was Mar 2020 at -26.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, 3 POWL+ closed higher 51% of trading days. The best single day was Aug 4, 2023 with a return of +21.7%, while the worst single day was Mar 9, 2020 at -16.4%.

3 POWL+ has an annualized alpha of 18.56%, beta of 1.22, and R2 of 0.28 versus S&P 500 Index. Calculated based on daily prices since September 26, 2013.

• This portfolio captured 186.66% of S&P 500 Index gains and 116.40% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• R2 of 0.28 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

3 POWL+ 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.

3 POWL+ ranks 93 for risk / return — in the top 93% 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.

The current 3 POWL+ Sharpe ratio is 3.48 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 3 POWL+ compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

3 POWL+ provided a 3.25% 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 3 POWL+. 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 3 POWL+ was 67.37%, occurring on Mar 18, 2020. Recovery took 832 trading sessions.

The current 3 POWL+ drawdown is 10.21%.

The chart below shows the rolling one-month volatility.