BIG4

The chart shows the growth of an initial investment of $10,000 in BIG4, 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 6 months.

As of Apr 16, 2026, the BIG4 returned -0.55% Year-To-Date and 39.36% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Aug 20, 2004, BIG4's average daily return is +0.13%, while the average monthly return is +2.61%. At this rate, an investment would double in approximately 2.2 years.

Historically, 66% of months were positive and 34% were negative. The best month was Oct 2004 with a return of +22.0%, while the worst month was Jan 2008 at -21.6%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, BIG4 closed higher 56% of trading days. The best single day was Oct 13, 2008 with a return of +16.4%, while the worst single day was Mar 16, 2020 at -14.6%.

BIG4 has an annualized alpha of 21.46%, beta of 1.18, and R² of 0.65 versus S&P 500 Index. Calculated based on daily prices since August 20, 2004.

• This portfolio captured 215.65% of S&P 500 Index gains and 104.46% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 21.46% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

BIG4 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.

BIG4 ranks 63 for risk / return — better than 63% 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.

BIG4 Sharpe ratios as of Apr 16, 2026 (values are recalculated daily):

• 1-Year: 3.01
• 5-Year: 1.12
• 10-Year: 1.38
• All Time: 1.16

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 2.19 to 3.00, 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 BIG4 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

BIG4 provided a 0.38% 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 BIG4. 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 BIG4 was 65.79%, occurring on Nov 20, 2008. Recovery took 539 trading sessions.

The current BIG4 drawdown is 1.84%.

The chart below shows the rolling one-month volatility.