Zoro

The chart shows the growth of an initial investment of €10,000 in Zoro, 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 6 months.

Based on dividend-adjusted daily data since Oct 28, 2019, Zoro's average daily return is +0.06%, while the average monthly return is +1.16%. At this rate, an investment would double in approximately 5.0 years.

Historically, 56% of months were positive and 44% were negative. The best month was Jul 2022 with a return of +11.1%, while the worst month was Sep 2022 at -10.1%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 6 months.

On a daily basis, Zoro closed higher 54% of trading days. The best single day was Mar 13, 2020 with a return of +9.1%, while the worst single day was Mar 16, 2020 at -12.0%.

Zoro has an annualized alpha of 2.21%, beta of 0.82, and R2 of 0.65 versus S&P 500 Index. Calculated based on daily prices since October 28, 2019.

• This portfolio participated in 93.75% of S&P 500 Index downside but only 92.49% of its upside - more exposed to losses than it benefited from rallies.
• This portfolio generated an annualized alpha of 2.21% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Zoro 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.

Zoro ranks 4 for risk / return — in the bottom 4% 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. Learn how to interpret the Sharpe ratio.

The current Zoro Sharpe ratio is -0.33 as of Jul 21, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.20 to 1.99, 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 Zoro compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Zoro provided a 1.87% 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 Zoro. 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 Zoro was 31.92%, occurring on Mar 16, 2020. Recovery took 69 trading sessions.

The current Zoro drawdown is 15.51%.

The chart below shows the rolling one-month volatility.