05012026 - short positions

The chart shows the growth of an initial investment of $10,000 in 05012026 - short positions, 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 Mar 28, 2025, 05012026 - short positions's average daily return is +0.45%, while the average monthly return is +9.01%. At this rate, an investment would double in approximately 0.7 years.

Historically, 63% of months were positive and 38% were negative. The best month was May 2025 with a return of +38.5%, while the worst month was Nov 2025 at -15.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, 05012026 - short positions closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +12.4%, while the worst single day was Jun 5, 2026 at -9.6%.

05012026 - short positions has an annualized alpha of 93.40%, beta of 2.08, and R2 of 0.43 versus S&P 500 Index. Calculated based on daily prices since March 28, 2025.

• This portfolio captured 834.45% of S&P 500 Index gains and 210.88% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• R2 of 0.43 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

05012026 - short positions 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.

05012026 - short positions ranks 33 for risk / return — below 33% 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 table below presents risk-adjusted performance metrics for 05012026 - short positions 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.

05012026 - short positions Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

• 1-Year: 1.98
• All Time: 3.05

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 1.59 to 2.46, 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 05012026 - short positions compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

05012026 - short positions provided a 0.17% 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 05012026 - short positions. 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 05012026 - short positions was 41.23%, occurring on Mar 30, 2026. The portfolio has not yet recovered.

The current 05012026 - short positions drawdown is 10.98%.

The chart below shows the rolling one-month volatility.