윤재원

The chart shows the growth of an initial investment of $10,000 in 윤재원, 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 윤재원 returned 1.34% Year-To-Date and 27.70% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jan 10, 2003, 윤재원's average daily return is +0.09%, while the average monthly return is +1.82%. At this rate, an investment would double in approximately 3.2 years.

Historically, 67% of months were positive and 33% were negative. The best month was May 2003 with a return of +17.6%, while the worst month was Oct 2008 at -15.7%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.

On a daily basis, 윤재원 closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +16.2%, while the worst single day was Oct 15, 2008 at -11.5%.

윤재원 has an annualized alpha of 12.96%, beta of 0.97, and R2 of 0.73 versus S&P 500 Index. Calculated based on daily prices since January 10, 2003.

• This portfolio captured 136.19% of S&P 500 Index gains but only 75.80% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 12.96% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• With beta of 0.97 and R2 of 0.73, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

윤재원 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

윤재원 ranks 18 for risk / return — in the bottom 18% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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.

The current 윤재원 Sharpe ratio is 1.20 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 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 윤재원 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

윤재원 provided a 1.12% 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 윤재원. 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 윤재원 was 55.99%, occurring on Nov 20, 2008. Recovery took 537 trading sessions.

The current 윤재원 drawdown is 3.39%.

The chart below shows the rolling one-month volatility.