CANSLIM OPTIMIZED

The chart shows the growth of an initial investment of $10,000 in CANSLIM OPTIMIZED, 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 Apr 15, 2021, CANSLIM OPTIMIZED's average daily return is +0.20%, while the average monthly return is +4.17%. At this rate, your investment would double in approximately 1.4 years.

Historically, 56% of months were positive and 44% were negative. The best month was Apr 2021 with a return of +58.8%, while the worst month was Apr 2022 at -25.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, CANSLIM OPTIMIZED closed higher 51% of trading days. The best single day was May 3, 2021 with a return of +46.2%, while the worst single day was May 10, 2021 at -16.1%.

CANSLIM OPTIMIZED has an annualized alpha of 50.73%, beta of 0.94, and R² of 0.10 versus S&P 500 Index. Calculated based on daily prices since April 15, 2021.

• This portfolio captured 383.74% of S&P 500 Index gains and 151.42% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• R² of 0.10 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.

CANSLIM OPTIMIZED has an expense ratio of 0.12%, 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.

CANSLIM OPTIMIZED ranks 95 for risk / return — in the top 95% 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.

CANSLIM OPTIMIZED Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 3.05
• All Time: 0.98

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 1.01 to 1.70, 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 CANSLIM OPTIMIZED compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

CANSLIM OPTIMIZED provided a 0.51% 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 CANSLIM OPTIMIZED. 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 CANSLIM OPTIMIZED was 51.14%, occurring on Jul 14, 2022. Recovery took 225 trading sessions.

The current CANSLIM OPTIMIZED drawdown is 19.30%.

The chart below shows the rolling one-month volatility.