DCRE

The chart shows the growth of an initial investment of $10,000 in DCRE, 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 Apr 4, 2023, DCRE's average daily return is +0.02%, while the average monthly return is +0.48%. At this rate, an investment would double in approximately 12.1 years.

Historically, 93% of months were positive and 7% were negative. The best month was Nov 2023 with a return of +1.2%, while the worst month was Oct 2024 at -0.6%. The longest winning streak lasted 16 consecutive months, and the longest losing streak was 1 months.

On a daily basis, DCRE closed higher 60% of trading days. The best single day was May 15, 2024 with a return of +0.5%, while the worst single day was Oct 4, 2024 at -0.4%.

DCRE has an annualized alpha of 6.07%, beta of -0.00, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since April 04, 2023.

• This portfolio captured 13.92% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -14.17%) - a profile typical of hedging or uncorrelated assets.
• Beta of -0.00 may look defensive, but with R2 of 0.00 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 0.00 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.

DCRE has an expense ratio of 0.40%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

DCRE ranks 98 for risk / return — above 98% of Portfolios peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.

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 DCRE Sharpe ratio is 3.68 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 is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of DCRE compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

DCRE provided a 4.75% dividend yield over the last twelve months.

The table below shows the monthly dividends paid by this portfolio.

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 DCRE. 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 DCRE was 0.84%, occurring on Oct 30, 2024. Recovery took 19 trading sessions.

The current DCRE drawdown is 0.05%.

The chart below shows the rolling one-month volatility.