moritz oct 25 v2

The chart shows the growth of an initial investment of €10,000 in moritz oct 25 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.

Based on dividend-adjusted daily data since Feb 25, 2016, moritz oct 25 v2's average daily return is -0.05%, while the average monthly return is -1.48%.

Historically, 66% of months were positive and 34% were negative. The best month was Jun 2023 with a return of +18.6%, while the worst month was Dec 2025 at -132.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, moritz oct 25 v2 closed higher 41% of trading days. The best single day was Jun 15, 2023 with a return of +15.9%, while the worst single day was Dec 11, 2025 at -132.7%.

moritz oct 25 v2 has an annualized alpha of -22.97%, beta of 0.61, and R² of 0.04 versus S&P 500 Index. Calculated based on daily prices since February 25, 2016.

• Beta of 0.61 may look defensive, but with R² of 0.04 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R² of 0.04 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

moritz oct 25 v2 has an expense ratio of 0.21%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

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.

moritz oct 25 v2 Sharpe ratios as of Apr 10, 2026 (values are recalculated daily):

• 1-Year: -0.77

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 1.86 to 2.86, 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 moritz oct 25 v2 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

moritz oct 25 v2 provided a 62.10% 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 moritz oct 25 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 moritz oct 25 v2 was 102.35%, occurring on Dec 17, 2025. The portfolio has not yet recovered.

The current moritz oct 25 v2 drawdown is 102.23%.

The chart below shows the rolling one-month volatility.