Maximised Sharpe Ratio

The chart shows the growth of an initial investment of $10,000 in Maximised Sharpe Ratio, 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 Sep 30, 2020, Maximised Sharpe Ratio's average daily return is +0.17%, while the average monthly return is +3.77%. At this rate, an investment would double in approximately 1.6 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +70.2%, while the worst month was Aug 2022 at -15.0%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Maximised Sharpe Ratio closed higher 54% of trading days. The best single day was Nov 9, 2020 with a return of +13.5%, while the worst single day was Apr 4, 2025 at -8.2%.

Maximised Sharpe Ratio has an annualized alpha of 31.22%, beta of 1.09, and R2 of 0.33 versus S&P 500 Index. Calculated based on daily prices since September 30, 2020.

• This portfolio captured 190.99% of S&P 500 Index gains but only 68.61% of its losses - a favorable profile for investors.
• R2 of 0.33 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Maximised Sharpe Ratio 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.

Maximised Sharpe Ratio ranks 11 for risk / return — in the bottom 11% 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 Maximised Sharpe Ratio Sharpe ratio is 0.76 as of Jun 24, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.49 to 2.37, 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 Maximised Sharpe Ratio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Maximised Sharpe Ratio provided a 0.85% 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 Maximised Sharpe Ratio. 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 Maximised Sharpe Ratio was 46.21%, occurring on Oct 14, 2022. Recovery took 197 trading sessions.

The current Maximised Sharpe Ratio drawdown is 9.28%.

The chart below shows the rolling one-month volatility.