Entavgo

The chart shows the growth of an initial investment of $10,000 in Entavgo, 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 Jun 13, 2026, the Entavgo returned 65.81% Year-To-Date and 45.91% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Aug 6, 2009, Entavgo's average daily return is +0.13%, while the average monthly return is +2.65%. At this rate, an investment would double in approximately 2.2 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2026 with a return of +27.5%, while the worst month was Mar 2020 at -18.5%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.

On a daily basis, Entavgo closed higher 55% of trading days. The best single day was May 5, 2026 with a return of +18.0%, while the worst single day was Jan 27, 2025 at -18.9%.

Entavgo has an annualized alpha of 16.50%, beta of 1.31, and R2 of 0.53 versus S&P 500 Index. Calculated based on daily prices since August 06, 2009.

• This portfolio captured 174.70% of S&P 500 Index gains but only 90.56% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 16.50% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Entavgo 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.

Entavgo ranks 76 for risk / return — better than 76% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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.

The current Entavgo Sharpe ratio is 2.51 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 Entavgo compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Entavgo provided a 0.58% 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 Entavgo. 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 Entavgo was 43.27%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.

The current Entavgo drawdown is 12.57%.

The chart below shows the rolling one-month volatility.