1998

The chart shows the growth of an initial investment of $10,000 in 1998, 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 21, 2018, 1998's average daily return is +0.12%, while the average monthly return is +2.52%. At this rate, an investment would double in approximately 2.3 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2026 with a return of +43.6%, while the worst month was Sep 2022 at -12.7%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 1998 closed higher 54% of trading days. The best single day was Mar 13, 2020 with a return of +14.4%, while the worst single day was Mar 16, 2020 at -13.7%.

1998 has an annualized alpha of 11.77%, beta of 1.18, and R2 of 0.63 versus S&P 500 Index. Calculated based on daily prices since December 21, 2018.

• This portfolio captured 144.88% of S&P 500 Index gains but only 93.72% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 11.77% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

1998 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.

1998 ranks 98 for risk / return — in the top 98% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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 1998 Sharpe ratio is 4.91 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 1.54 to 2.41, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of 1998 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

1998 provided a 0.71% 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 1998. 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 1998 was 40.18%, occurring on Oct 11, 2022. Recovery took 228 trading sessions.

The current 1998 drawdown is 3.07%.

The chart below shows the rolling one-month volatility.