test1

The chart shows the growth of an initial investment of €10,000 in test1, 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 Sep 22, 2020, test1's average daily return is +0.11%, while the average monthly return is +2.41%. At this rate, an investment would double in approximately 2.4 years.

Historically, 56% of months were positive and 44% were negative. The best month was Jun 2025 with a return of +22.5%, while the worst month was Jun 2024 at -11.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, test1 closed higher 54% of trading days. The best single day was Nov 9, 2020 with a return of +10.4%, while the worst single day was Apr 18, 2024 at -7.2%.

test1 has an annualized alpha of 26.90%, beta of 0.18, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since September 22, 2020.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (86.81%) than losses (4.62%) - typical of diversified or defensive assets.
• Beta of 0.18 may look defensive, but with R2 of 0.02 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R2 of 0.02 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.

test1 has an expense ratio of 0.02%, 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.

test1 ranks 22 for risk / return — below 22% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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 test1 Sharpe ratio is 1.04 as of Jul 21, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.20 to 1.99, 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 test1 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

test1 provided a 0.24% 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 test1. 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 test1 was 17.25%, occurring on Nov 6, 2025. Recovery took 41 trading sessions.

The current test1 drawdown is 7.68%.

The chart below shows the rolling one-month volatility.