BEST 4 5 YRS

The chart shows the growth of an initial investment of $10,000 in BEST 4 5 YRS, 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 6, 2026, the BEST 4 5 YRS returned 8.30% Year-To-Date and 50.22% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jun 30, 2010, BEST 4 5 YRS's average daily return is +0.17%, while the average monthly return is +3.56%. At this rate, an investment would double in approximately 1.7 years.

Historically, 66% of months were positive and 34% were negative. The best month was Aug 2020 with a return of +33.3%, while the worst month was Apr 2022 at -20.3%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, BEST 4 5 YRS closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +17.3%, while the worst single day was Mar 16, 2020 at -17.2%.

BEST 4 5 YRS has an annualized alpha of 27.10%, beta of 1.42, and R2 of 0.57 versus S&P 500 Index. Calculated based on daily prices since June 30, 2010.

• This portfolio captured 229.95% of S&P 500 Index gains but only 85.14% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 27.10% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

BEST 4 5 YRS 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.

BEST 4 5 YRS ranks 41 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

The table below presents risk-adjusted performance metrics for BEST 4 5 YRS 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.

BEST 4 5 YRS Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

• 1-Year: 2.35
• 5-Year: 1.27
• 10-Year: 1.44
• All Time: 1.45

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 1.64 to 2.53, 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 BEST 4 5 YRS compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

BEST 4 5 YRS provided a 0.26% 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 BEST 4 5 YRS. 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 BEST 4 5 YRS was 45.82%, occurring on Mar 18, 2020. Recovery took 56 trading sessions.

The current BEST 4 5 YRS drawdown is 11.25%.

The chart below shows the rolling one-month volatility.