20250503

The chart shows the growth of an initial investment of $10,000 in 20250503, 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 Jun 30, 2021, 20250503's average daily return is +0.04%, while the average monthly return is +1.30%. At this rate, your investment would double in approximately 4.5 years.

Historically, 61% of months were positive and 39% were negative. The best month was Oct 2021 with a return of +11.0%, while the worst month was Jun 2022 at -10.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 20250503 closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +9.7%, while the worst single day was Apr 4, 2025 at -6.4%.

20250503 has an annualized alpha of 4.44%, beta of 1.00, and R² of 0.89 versus S&P 500 Index. Calculated based on daily prices since June 30, 2021.

• This portfolio captured 118.40% of S&P 500 Index gains but only 99.12% of its losses — a favorable profile for investors.
• This portfolio generated an annualized alpha of 4.44% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• With beta of 1.00 and R² of 0.89, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

20250503 has an expense ratio of 0.25%, 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.

20250503 ranks 25 for risk / return — below 25% 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.

20250503 Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 1.64
• All Time: 0.85

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 0.99 to 1.69, 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 20250503 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

20250503 provided a 0.89% 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 20250503. 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 20250503 was 29.83%, occurring on Oct 2, 2022. Recovery took 437 trading sessions.

The current 20250503 drawdown is 7.58%.

The chart below shows the rolling one-month volatility.