2023

The chart shows the growth of an initial investment of $10,000 in 2023, 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 week.

As of Jun 13, 2026, the 2023 returned 4.30% Year-To-Date and 23.18% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jun 29, 2010, 2023's average daily return is +0.05%, while the average monthly return is +1.60%. At this rate, an investment would double in approximately 3.6 years.

Historically, 70% of months were positive and 30% were negative. The best month was Jul 2020 with a return of +10.8%, while the worst month was Apr 2022 at -11.1%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.

On a daily basis, 2023 closed higher 39% of trading days. The best single day was Apr 9, 2025 with a return of +8.2%, while the worst single day was Mar 16, 2020 at -9.2%.

2023 has an annualized alpha of 8.76%, beta of 0.82, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since June 29, 2010.

• This portfolio captured 101.82% of S&P 500 Index gains but only 64.03% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 8.76% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

2023 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.

2023 ranks 44 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 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 2023 Sharpe ratio is 1.86 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 2023 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

2023 provided a 0.19% 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 2023. 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 2023 was 27.02%, occurring on Oct 12, 2022. Recovery took 225 trading sessions.

The current 2023 drawdown is 2.37%.

The chart below shows the rolling one-month volatility.