John@Chika

The chart shows the growth of an initial investment of $10,000 in John@Chika, 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 never rebalanced.

Based on dividend-adjusted daily data since Jun 27, 2018, John@Chika's average daily return is +0.09%, while the average monthly return is +1.85%. At this rate, your investment would double in approximately 3.2 years.

Historically, 64% of months were positive and 36% were negative. The best month was Sep 2025 with a return of +16.8%, while the worst month was Mar 2020 at -16.5%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.

On a daily basis, John@Chika closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +8.9%, while the worst single day was Jan 30, 2026 at -9.7%.

John@Chika has an annualized alpha of 14.73%, beta of 0.66, and R² of 0.33 versus S&P 500 Index. Calculated based on daily prices since June 27, 2018.

• This portfolio captured 100.88% of S&P 500 Index gains but only 60.73% of its losses — a favorable profile for investors.
• Beta of 0.66 may look defensive, but with R² of 0.33 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 0.33 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

John@Chika has an expense ratio of 0.16%, 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.

John@Chika ranks 72 for risk / return — better than 72% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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.

John@Chika Sharpe ratios as of Apr 7, 2026 (values are recalculated daily):

• 1-Year: 2.66
• 5-Year: 1.09
• All Time: 0.98

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 1.55 to 2.52, 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 John@Chika compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

John@Chika provided a 1.28% 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 John@Chika. 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 John@Chika was 32.87%, occurring on Mar 20, 2020. Recovery took 74 trading sessions.

The current John@Chika drawdown is 19.34%.

The chart below shows the rolling one-month volatility.