S&P 500/Nasdaq 100 Risk-Managed Total Return

The chart shows the growth of an initial investment of $10,000 in S&P 500/Nasdaq 100 Risk-Managed Total Return, 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 31, 2022, S&P 500/Nasdaq 100 Risk-Managed Total Return's average daily return is +0.06%, while the average monthly return is +1.14%. At this rate, your investment would double in approximately 5.1 years.

Historically, 69% of months were positive and 31% were negative. The best month was Nov 2023 with a return of +7.9%, while the worst month was Sep 2022 at -8.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, S&P 500/Nasdaq 100 Risk-Managed Total Return closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.5%, while the worst single day was Apr 4, 2025 at -5.8%.

S&P 500/Nasdaq 100 Risk-Managed Total Return has an annualized alpha of 0.52%, beta of 0.92, and R² of 0.98 versus S&P 500 Index. Calculated based on daily prices since August 31, 2022.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (89.67%) than losses (88.93%) — typical of diversified or defensive assets.
• With beta of 0.92 and R² of 0.98, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

S&P 500/Nasdaq 100 Risk-Managed Total Return has an expense ratio of 0.38%, 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.

S&P 500/Nasdaq 100 Risk-Managed Total Return ranks 32 for risk / return — below 32% 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.

S&P 500/Nasdaq 100 Risk-Managed Total Return Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 0.95
• All Time: 0.96

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 1.00 to 1.70, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of S&P 500/Nasdaq 100 Risk-Managed Total Return compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

S&P 500/Nasdaq 100 Risk-Managed Total Return provided a 7.34% 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 S&P 500/Nasdaq 100 Risk-Managed Total Return. 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 S&P 500/Nasdaq 100 Risk-Managed Total Return was 18.35%, occurring on Apr 8, 2025. Recovery took 57 trading sessions.

The current S&P 500/Nasdaq 100 Risk-Managed Total Return drawdown is 4.52%.

The chart below shows the rolling one-month volatility.