GANAM Capitalization-Weighted

The chart shows the growth of an initial investment of $10,000 in GANAM Capitalization-Weighted, 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 Jul 14, 2026, the GANAM Capitalization-Weighted returned 3.54% Year-To-Date and 34.05% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Aug 19, 2004, GANAM Capitalization-Weighted's average daily return is +0.12%, while the average monthly return is +2.48%. 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 Apr 2026 with a return of +16.6%, while the worst month was Jan 2008 at -20.2%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.

On a daily basis, GANAM Capitalization-Weighted closed higher 56% of trading days. The best single day was Oct 13, 2008 with a return of +15.3%, while the worst single day was Mar 16, 2020 at -13.0%.

GANAM Capitalization-Weighted has an annualized alpha of 19.85%, beta of 1.15, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since August 19, 2004.

• This portfolio captured 202.07% of S&P 500 Index gains and 100.45% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 19.85% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• With beta of 1.15 and R2 of 0.69, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

GANAM Capitalization-Weighted 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.

GANAM Capitalization-Weighted ranks 20 for risk / return — below 20% 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. Learn how to interpret the Sharpe ratio.

The current GANAM Capitalization-Weighted Sharpe ratio is 1.29 as of Jul 14, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.32 to 2.10, 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 GANAM Capitalization-Weighted compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

GANAM Capitalization-Weighted provided a 0.39% 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 GANAM Capitalization-Weighted. 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 GANAM Capitalization-Weighted was 62.90%, occurring on Nov 20, 2008. Recovery took 350 trading sessions.

The current GANAM Capitalization-Weighted drawdown is 6.45%.

The chart below shows the rolling one-month volatility.