Corr

The chart shows the growth of an initial investment of $10,000 in Corr, 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 Aug 1, 2026, the Corr returned 61.54% Year-To-Date and 68.21% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jun 29, 2010, Corr's average daily return is +0.20%, while the average monthly return is +4.02%. At this rate, an investment would double in approximately 1.5 years.

Historically, 63% of months were positive and 37% were negative. The best month was May 2023 with a return of +61.3%, while the worst month was Oct 2018 at -20.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Corr closed higher 54% of trading days. The best single day was Jul 19, 2021 with a return of +23.7%, while the worst single day was Mar 16, 2020 at -18.9%.

Corr has an annualized alpha of 33.12%, beta of 1.53, and R2 of 0.37 versus S&P 500 Index. Calculated based on daily prices since June 29, 2010.

• This portfolio captured 267.76% of S&P 500 Index gains and 104.47% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• R2 of 0.37 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Corr 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.

Corr ranks 22 for risk / return — above 22% of Portfolios peers on PortfoliosLab. Its historical combined result is below the peer median.

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 Corr Sharpe ratio is 0.94 as of Aug 1, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.18 to 2.00, 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 Corr compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Corr provided a 0.05% 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 Corr. 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 Corr was 44.36%, occurring on Mar 18, 2020. Recovery took 52 trading sessions.

The current Corr drawdown is 27.68%.

The chart below shows the rolling one-month volatility.