EQ_2026_5_18

The chart shows the growth of an initial investment of $10,000 in EQ_2026_5_18, 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 Sep 5, 2024, EQ_2026_5_18's average daily return is +0.11%, while the average monthly return is +2.18%. At this rate, an investment would double in approximately 2.7 years.

Historically, 61% of months were positive and 39% were negative. The best month was Jan 2026 with a return of +12.8%, while the worst month was Dec 2024 at -5.5%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, EQ_2026_5_18 closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +7.6%, while the worst single day was Apr 4, 2025 at -6.7%.

EQ_2026_5_18 has an annualized alpha of 16.63%, beta of 0.64, and R2 of 0.33 versus S&P 500 Index. Calculated based on daily prices since September 05, 2024.

• This portfolio captured 115.70% of S&P 500 Index gains but only 55.37% of its losses - a favorable profile for investors.
• Beta of 0.64 may look defensive, but with R2 of 0.33 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 0.33 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

EQ_2026_5_18 has an expense ratio of 0.35%, 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.

EQ_2026_5_18 ranks 93 for risk / return — in the top 93% 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. Learn how to interpret the Sharpe ratio.

The current EQ_2026_5_18 Sharpe ratio is 3.05 as of Jul 12, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.37 to 2.14, 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 EQ_2026_5_18 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

EQ_2026_5_18 provided a 3.82% 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 EQ_2026_5_18. 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 EQ_2026_5_18 was 21.53%, occurring on Apr 8, 2025. Recovery took 61 trading sessions.

The current EQ_2026_5_18 drawdown is 5.46%.

The chart below shows the rolling one-month volatility.