aggressive growth v2

The chart shows the growth of an initial investment of $10,000 in aggressive growth v2, 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 19, 2026, the aggressive growth v2 returned 17.99% Year-To-Date and 14.30% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Feb 5, 2014, aggressive growth v2's average daily return is +0.05%, while the average monthly return is +1.08%. At this rate, an investment would double in approximately 5.4 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +16.2%, while the worst month was Mar 2020 at -19.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, aggressive growth v2 closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +9.0%, while the worst single day was Mar 9, 2020 at -11.8%.

aggressive growth v2 has an annualized alpha of 1.26%, beta of 0.91, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since February 05, 2014.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (91.15%) than losses (89.16%) - typical of diversified or defensive assets.
• With beta of 0.91 and R2 of 0.79, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

aggressive growth v2 has an expense ratio of 0.30%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

aggressive growth v2 ranks 91 for risk / return — in the top 91% 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. Learn how to interpret the Sharpe ratio.

The current aggressive growth v2 Sharpe ratio is 2.95 as of Jun 19, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.62 to 2.50, 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 aggressive growth v2 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

aggressive growth v2 provided a 2.94% 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 aggressive growth v2. 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 aggressive growth v2 was 38.94%, occurring on Mar 18, 2020. Recovery took 174 trading sessions.

The chart below shows the rolling one-month volatility.