Test PAC

The chart shows the growth of an initial investment of $10,000 in Test PAC, 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 never rebalanced.

As of Apr 3, 2026, the Test PAC returned -1.09% Year-To-Date and 20.07% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jun 10, 2014, Test PAC's average daily return is +0.07%, while the average monthly return is +1.44%. At this rate, your investment would double in approximately 4.0 years.

Historically, 63% of months were positive and 37% were negative. The best month was May 2025 with a return of +14.2%, while the worst month was Sep 2022 at -9.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Test PAC closed higher 55% of trading days. The best single day was Apr 1, 2026 with a return of +13.4%, while the worst single day was Mar 12, 2020 at -9.8%.

Test PAC has an annualized alpha of 9.77%, beta of 0.62, and R² of 0.31 versus S&P 500 Index. Calculated based on daily prices since June 10, 2014.

• This portfolio captured 103.26% of S&P 500 Index gains but only 78.97% of its losses — a favorable profile for investors.
• Beta of 0.62 may look defensive, but with R² of 0.31 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 0.31 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Test PAC has an expense ratio of 0.20%, 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.

Test PAC ranks 29 for risk / return — below 29% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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.

Test PAC Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 0.85
• 5-Year: 0.92
• 10-Year: 1.00
• All Time: 0.88

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 0.98 to 1.66, 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 Test PAC compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Test PAC provided a 0.55% 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 Test PAC. 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 Test PAC was 31.75%, occurring on Mar 23, 2020. Recovery took 65 trading sessions.

The current Test PAC drawdown is 8.78%.

The chart below shows the rolling one-month volatility.