Icen

The chart shows the growth of an initial investment of $10,000 in Icen , 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 year.

As of Jun 6, 2026, the Icen returned -12.35% Year-To-Date and 11.72% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Nov 17, 2005, Icen 's average daily return is +0.09%, while the average monthly return is +1.61%. At this rate, an investment would double in approximately 3.6 years.

Historically, 57% of months were positive and 43% were negative. The best month was Jan 2006 with a return of +39.8%, while the worst month was Jan 2009 at -30.9%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Icen closed higher 52% of trading days. The best single day was Oct 30, 2008 with a return of +40.8%, while the worst single day was Sep 29, 2008 at -17.7%.

Icen has an annualized alpha of 10.32%, beta of 1.15, and R2 of 0.34 versus S&P 500 Index. Calculated based on daily prices since November 17, 2005.

• This portfolio captured 120.95% of S&P 500 Index gains but only 90.57% of its losses - a favorable profile for investors.
• R2 of 0.34 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Icen 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.

Icen ranks 0 for risk / return — in the bottom 0% 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 table below presents risk-adjusted performance metrics for Icen and compares them with S&P 500 Index.

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.

Icen Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

• 1-Year: -0.92
• 5-Year: 0.29
• 10-Year: 0.53
• All Time: 0.42

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 1.64 to 2.53, 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 Icen compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Icen provided a 1.39% dividend yield over the last twelve months.

The table below shows the monthly dividends paid by this portfolio.

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 Icen . 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 Icen was 73.94%, occurring on Nov 20, 2008. Recovery took 1230 trading sessions.

The current Icen drawdown is 24.24%.

The chart below shows the rolling one-month volatility.