end 2025 portfolio incomplete

The chart shows the growth of an initial investment of $10,000 in end 2025 portfolio incomplete, 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 Feb 8, 2023, end 2025 portfolio incomplete's average daily return is +0.04%, while the average monthly return is +1.28%. At this rate, an investment would double in approximately 4.5 years.

Historically, 73% of months were positive and 27% were negative. The best month was Apr 2026 with a return of +5.7%, while the worst month was Mar 2026 at -6.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, end 2025 portfolio incomplete closed higher 53% of trading days. The best single day was Sep 13, 2023 with a return of +3.6%, while the worst single day was Apr 4, 2025 at -2.9%.

end 2025 portfolio incomplete has an annualized alpha of 6.16%, beta of 0.45, and R2 of 0.47 versus S&P 500 Index. Calculated based on daily prices since February 08, 2023.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (57.55%) than losses (40.95%) - typical of diversified or defensive assets.
• Beta of 0.45 may look defensive, but with R2 of 0.47 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 0.47 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

end 2025 portfolio incomplete has an expense ratio of 0.09%, 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.

end 2025 portfolio incomplete ranks 9 for risk / return — in the bottom 9% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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 end 2025 portfolio incomplete Sharpe ratio is 0.64 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 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 end 2025 portfolio incomplete compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

end 2025 portfolio incomplete provided a 0.65% 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 end 2025 portfolio incomplete. 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 end 2025 portfolio incomplete was 10.46%, occurring on Mar 30, 2026. The portfolio has not yet recovered.

The current end 2025 portfolio incomplete drawdown is 5.51%.

The chart below shows the rolling one-month volatility.