Class example_2

The chart shows the growth of an initial investment of $10,000 in Class example_2, 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 Apr 15, 2026, the Class example_2 returned 2.78% Year-To-Date and 6.21% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Apr 12, 2007, Class example_2's average daily return is +0.02%, while the average monthly return is +0.44%. At this rate, an investment would double in approximately 13.2 years.

Historically, 66% of months were positive and 34% were negative. The best month was Jan 2015 with a return of +4.0%, while the worst month was Jun 2013 at -2.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Class example_2 closed higher 56% of trading days. The best single day was Oct 13, 2008 with a return of +2.1%, while the worst single day was Mar 16, 2020 at -2.5%.

Class example_2 has an annualized alpha of 4.45%, beta of 0.09, and R² of 0.20 versus S&P 500 Index. Calculated based on daily prices since April 12, 2007.

• This portfolio captured 16.93% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -1.04%) — a profile typical of hedging or uncorrelated assets.
• Beta of 0.09 may look defensive, but with R² of 0.20 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 0.20 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.

Class example_2 has an expense ratio of 0.47%, 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.

Class example_2 ranks 80 for risk / return — better than 80% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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.

Class example_2 Sharpe ratios as of Apr 15, 2026 (values are recalculated daily):

• 1-Year: 3.10
• 5-Year: 1.61
• 10-Year: 1.51
• All Time: 1.29

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 2.14 to 2.98, 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 Class example_2 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Class example_2 provided a 3.13% 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 Class example_2. 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 Class example_2 was 5.58%, occurring on Dec 28, 2022. Recovery took 103 trading sessions.

The current Class example_2 drawdown is 1.11%.

The chart below shows the rolling one-month volatility.