JANNUARY

The chart shows the growth of an initial investment of $10,000 in JANNUARY, 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 Apr 3, 2026, the JANNUARY returned 18.37% Year-To-Date and 8.85% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Feb 22, 2000, JANNUARY's average daily return is +0.04%, while the average monthly return is +0.81%. At this rate, your investment would double in approximately 7.2 years.

Historically, 57% of months were positive and 43% were negative. The best month was Nov 2002 with a return of +56.8%, while the worst month was Jun 2002 at -25.1%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 7 months.

On a daily basis, JANNUARY closed higher 52% of trading days. The best single day was Jul 11, 2003 with a return of +13.5%, while the worst single day was Apr 1, 2002 at -15.8%.

JANNUARY has an annualized alpha of 2.41%, beta of 0.94, and R² of 0.43 versus S&P 500 Index. Calculated based on daily prices since February 22, 2000.

• This portfolio captured 127.73% of S&P 500 Index gains and 122.04% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• R² of 0.43 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

JANNUARY 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.

JANNUARY ranks 57 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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.

JANNUARY Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 1.53
• 5-Year: 0.64
• 10-Year: 0.42
• All Time: 0.23

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 0.98 to 1.66, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of JANNUARY compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

JANNUARY provided a 2.42% 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 JANNUARY. 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 JANNUARY was 81.88%, occurring on Oct 9, 2002. Recovery took 698 trading sessions.

The current JANNUARY drawdown is 4.41%.

The chart below shows the rolling one-month volatility.