defense comp

The chart shows the growth of an initial investment of €10,000 in defense comp, 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 Jul 7, 2025, defense comp's average daily return is +0.12%, while the average monthly return is +2.40%. At this rate, an investment would double in approximately 2.4 years.

Historically, 67% of months were positive and 33% were negative. The best month was Jan 2026 with a return of +13.3%, while the worst month was Nov 2025 at -7.6%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 2 months.

On a daily basis, defense comp closed higher 55% of trading days. The best single day was Apr 1, 2026 with a return of +5.3%, while the worst single day was Oct 17, 2025 at -3.6%.

defense comp has an annualized alpha of 14.11%, beta of 0.67, and R2 of 0.14 versus S&P 500 Index. Calculated based on daily prices since July 07, 2025.

• This portfolio participated in 145.29% of S&P 500 Index downside but only 142.98% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.67 may look defensive, but with R2 of 0.14 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 0.14 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.

defense comp has an expense ratio of 0.45%, 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.

There isn't enough data available to calculate the Sharpe ratio for defense comp. This metric is based on the past 12 months of trading data. Please check back later for updated information.

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 defense comp. 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 defense comp was 13.70%, occurring on Nov 21, 2025. Recovery took 28 trading sessions.

The current defense comp drawdown is 7.17%.

The chart below shows the rolling one-month volatility.