LARGE Cap Value USA sector

The chart shows the growth of an initial investment of $10,000 in LARGE Cap Value USA sector, 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 Dec 8, 2022, LARGE Cap Value USA sector's average daily return is +0.06%, while the average monthly return is +1.19%. At this rate, your investment would double in approximately 4.9 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2023 with a return of +8.0%, while the worst month was Dec 2024 at -6.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, LARGE Cap Value USA sector closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +7.3%, while the worst single day was Apr 4, 2025 at -5.9%.

LARGE Cap Value USA sector has an annualized alpha of 1.02%, beta of 0.77, and R² of 0.77 versus S&P 500 Index. Calculated based on daily prices since December 08, 2022.

• This portfolio participated in 92.62% of S&P 500 Index downside but only 84.09% of its upside — more exposed to losses than it benefited from rallies.

LARGE Cap Value USA sector has an expense ratio of 0.12%, 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.

LARGE Cap Value USA sector ranks 59 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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.

LARGE Cap Value USA sector Sharpe ratios as of Apr 10, 2026 (values are recalculated daily):

• 1-Year: 2.34
• All Time: 1.12

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 1.86 to 2.86, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of LARGE Cap Value USA sector compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

LARGE Cap Value USA sector provided a 1.70% 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 LARGE Cap Value USA sector. 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 LARGE Cap Value USA sector was 16.46%, occurring on Apr 8, 2025. Recovery took 72 trading sessions.

The current LARGE Cap Value USA sector drawdown is 1.04%.

The chart below shows the rolling one-month volatility.