2026-01-17 500 OPT

The chart shows the growth of an initial investment of $10,000 in 2026-01-17 500 OPT, 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 May 3, 2024, 2026-01-17 500 OPT's average daily return is +0.23%, while the average monthly return is +5.08%. At this rate, an investment would double in approximately 1.2 years.

Historically, 69% of months were positive and 31% were negative. The best month was Dec 2025 with a return of +25.7%, while the worst month was Mar 2026 at -18.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 2026-01-17 500 OPT closed higher 57% of trading days. The best single day was Feb 3, 2026 with a return of +7.4%, while the worst single day was Jan 30, 2026 at -14.0%.

2026-01-17 500 OPT has an annualized alpha of 48.64%, beta of 0.91, and R2 of 0.17 versus S&P 500 Index. Calculated based on daily prices since May 03, 2024.

• This portfolio captured 208.01% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -46.36%) - a profile typical of hedging or uncorrelated assets.
• R2 of 0.17 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.

2026-01-17 500 OPT has an expense ratio of 0.37%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

2026-01-17 500 OPT ranks 68 for risk / return — better than 68% 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. Learn how to interpret the Sharpe ratio.

The current 2026-01-17 500 OPT Sharpe ratio is 2.55 as of Jul 1, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.38 to 2.25, 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 2026-01-17 500 OPT compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

2026-01-17 500 OPT provided a 1.18% 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 2026-01-17 500 OPT. 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 2026-01-17 500 OPT was 30.12%, occurring on Jun 24, 2026. The portfolio has not yet recovered.

The current 2026-01-17 500 OPT drawdown is 28.55%.

The chart below shows the rolling one-month volatility.