New

The chart shows the growth of an initial investment of $10,000 in New, 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 Jun 13, 2026, the New returned 8.73% Year-To-Date and 8.87% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Nov 18, 2004, New's average daily return is +0.03%, while the average monthly return is +0.66%. At this rate, an investment would double in approximately 8.8 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2020 with a return of +11.7%, while the worst month was Oct 2008 at -10.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, New closed higher 54% of trading days. The best single day was Nov 21, 2008 with a return of +4.6%, while the worst single day was Dec 1, 2008 at -4.5%.

New has an annualized alpha of 4.89%, beta of 0.32, and R2 of 0.30 versus S&P 500 Index. Calculated based on daily prices since November 18, 2004.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (37.62%) than losses (21.58%) - typical of diversified or defensive assets.
• Beta of 0.32 may look defensive, but with R2 of 0.30 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 0.30 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

New 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.

New ranks 50 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. Learn how to interpret the Sharpe ratio.

The current New Sharpe ratio is 1.92 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 New compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

New provided a 2.25% 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 New. 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 New was 23.63%, occurring on Oct 27, 2008. Recovery took 368 trading sessions.

The current New drawdown is 5.91%.

The chart below shows the rolling one-month volatility.