025-14 березня 2

The chart shows the growth of an initial investment of $10,000 in 025-14 березня 2, 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 Aug 9, 2022, 025-14 березня 2's average daily return is +0.26%, while the average monthly return is +5.63%. At this rate, your investment would double in approximately 1.1 years.

Historically, 64% of months were positive and 36% were negative. The best month was Dec 2024 with a return of +50.7%, while the worst month was Nov 2025 at -14.4%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 025-14 березня 2 closed higher 53% of trading days. The best single day was Oct 24, 2024 with a return of +13.8%, while the worst single day was Dec 19, 2024 at -11.7%.

Portfolio has an annualized alpha of 60.87%, beta of 1.33, and R² of 0.36 versus S&P 500 Index. Calculated based on daily prices since August 09, 2022.

• This portfolio captured 273.12% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -10.33%) — a profile typical of hedging or uncorrelated assets.
• R² of 0.36 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

025-14 березня 2 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.

025-14 березня 2 ranks 29 for risk / return — below 29% 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.

025-14 березня 2 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 1.17
• All Time: 2.26

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 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 025-14 березня 2 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

025-14 березня 2 provided a 1.14% 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 025-14 березня 2. 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 025-14 березня 2 was 38.41%, occurring on Mar 30, 2026. The portfolio has not yet recovered.

The current 025-14 березня 2 drawdown is 34.94%.

The chart below shows the rolling one-month volatility.