GDE proxy - SSO + UGL

The chart shows the growth of an initial investment of $10,000 in GDE proxy - SSO + UGL, 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 month.

As of Apr 2, 2026, the GDE proxy - SSO + UGL returned 4.47% Year-To-Date and 23.42% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Dec 4, 2008, GDE proxy - SSO + UGL's average daily return is +0.09%, while the average monthly return is +1.86%. At this rate, your investment would double in approximately 3.1 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2009 with a return of +19.7%, while the worst month was Sep 2011 at -17.7%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 4 months.

On a daily basis, GDE proxy - SSO + UGL closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +14.5%, while the worst single day was Mar 12, 2020 at -13.0%.

GDE proxy - SSO + UGL has an annualized alpha of 9.80%, beta of 1.01, and R² of 0.53 versus S&P 500 Index. Calculated based on daily prices since December 04, 2008.

• This portfolio captured 130.22% of S&P 500 Index gains but only 91.42% of its losses — a favorable profile for investors.
• This portfolio generated an annualized alpha of 9.80% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• With beta of 1.01 and R² of 0.53, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

GDE proxy - SSO + UGL has an expense ratio of 0.91%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

GDE proxy - SSO + UGL ranks 78 for risk / return — better than 78% 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.

GDE proxy - SSO + UGL Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 1.89
• 5-Year: 1.08
• 10-Year: 0.96
• All Time: 0.87

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 1.00 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 GDE proxy - SSO + UGL compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

GDE proxy - SSO + UGL provided a 0.40% 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 GDE proxy - SSO + UGL. 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 GDE proxy - SSO + UGL was 38.26%, occurring on Mar 20, 2020. Recovery took 79 trading sessions.

The current GDE proxy - SSO + UGL drawdown is 18.79%.

The chart below shows the rolling one-month volatility.