15x

The chart shows the growth of an initial investment of $10,000 in 15x, 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.

As of Jun 13, 2026, the 15x returned 16.84% Year-To-Date and 34.04% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Sep 28, 2012, 15x's average daily return is +0.09%, while the average monthly return is +2.67%. At this rate, an investment would double in approximately 2.2 years.

Historically, 70% of months were positive and 30% were negative. The best month was Nov 2013 with a return of +42.2%, while the worst month was Dec 2013 at -11.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 2 months.

On a daily basis, 15x closed higher 56% of trading days. The best single day was Nov 18, 2013 with a return of +8.4%, while the worst single day was Mar 12, 2020 at -11.1%.

15x has an annualized alpha of 20.05%, beta of 0.90, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since September 28, 2012.

• This portfolio captured 164.32% of S&P 500 Index gains but only 75.33% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 20.05% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• With beta of 0.90 and R2 of 0.67, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

15x has an expense ratio of 0.03%, 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.

15x ranks 88 for risk / return — in the top 88% 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 15x Sharpe ratio is 3.13 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 1.54 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 15x compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

15x provided a 0.82% 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 15x. 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 15x was 29.34%, occurring on Oct 15, 2022. Recovery took 202 trading sessions.

The current 15x drawdown is 2.69%.

The chart below shows the rolling one-month volatility.