Chris Roth

The chart shows the growth of an initial investment of $10,000 in Chris Roth, 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 May 26, 2021, Chris Roth's average daily return is +0.02%, while the average monthly return is +0.35%. At this rate, an investment would double in approximately 16.5 years.

Historically, 60% of months were positive and 40% were negative. The best month was Jul 2022 with a return of +4.4%, while the worst month was Sep 2022 at -5.2%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Chris Roth closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +2.4%, while the worst single day was Apr 4, 2025 at -2.6%.

Chris Roth has an annualized alpha of 0.83%, beta of 0.30, and R² of 0.69 versus S&P 500 Index. Calculated based on daily prices since May 26, 2021.

• This portfolio participated in 39.18% of S&P 500 Index downside but only 31.16% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.30 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Chris Roth 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.

Chris Roth ranks 31 for risk / return — below 31% 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.

Chris Roth Sharpe ratios as of Apr 15, 2026 (values are recalculated daily):

• 1-Year: 1.95
• All Time: 0.70

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 2.14 to 2.99, 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 Chris Roth compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Chris Roth provided a 5.39% 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 Chris Roth. 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 Chris Roth was 10.11%, occurring on Sep 30, 2022. Recovery took 206 trading sessions.

The current Chris Roth drawdown is 0.63%.

The chart below shows the rolling one-month volatility.