Maximized (Min Var)

The chart shows the growth of an initial investment of $10,000 in Maximized (Min Var), 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 18, 2023, Maximized (Min Var)'s average daily return is +0.49%, while the average monthly return is +11.03%. At this rate, an investment would double in approximately 0.6 years.

Historically, 73% of months were positive and 27% were negative. The best month was Nov 2024 with a return of +87.2%, while the worst month was Sep 2023 at -17.8%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Maximized (Min Var) closed higher 57% of trading days. The best single day was Dec 26, 2024 with a return of +15.0%, while the worst single day was Dec 19, 2024 at -13.9%.

Maximized (Min Var) has an annualized alpha of 151.36%, beta of 1.71, and R² of 0.27 versus S&P 500 Index. Calculated based on daily prices since August 18, 2023.

• This portfolio captured 658.78% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -112.43%) — a profile typical of hedging or uncorrelated assets.
• R² of 0.27 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Maximized (Min Var) 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.

Maximized (Min Var) ranks 11 for risk / return — in the bottom 11% 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.

Maximized (Min Var) Sharpe ratios as of Apr 15, 2026 (values are recalculated daily):

• 1-Year: 1.29
• All Time: 4.12

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 2.14 to 2.99, 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 Maximized (Min Var) compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Maximized (Min Var) provided a 0.12% 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 Maximized (Min Var). 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 Maximized (Min Var) was 38.19%, occurring on Mar 30, 2026. The portfolio has not yet recovered.

The current Maximized (Min Var) drawdown is 28.55%.

The chart below shows the rolling one-month volatility.