CMILL Strict

The chart shows the growth of an initial investment of $10,000 in CMILL Strict, 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 3, 2026, the CMILL Strict returned 4.12% Year-To-Date and 12.68% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jan 4, 1977, CMILL Strict's average daily return is +0.07%, while the average monthly return is +1.51%. At this rate, your investment would double in approximately 3.9 years.

Historically, 59% of months were positive and 41% were negative. The best month was Jun 1993 with a return of +39.4%, while the worst month was Oct 1987 at -27.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, CMILL Strict closed higher 50% of trading days. The best single day was Jun 15, 1993 with a return of +22.6%, while the worst single day was Oct 19, 1987 at -14.3%.

CMILL Strict has an annualized alpha of 11.13%, beta of 0.76, and R² of 0.24 versus S&P 500 Index. Calculated based on daily prices since January 04, 1977.

• This portfolio captured 111.69% of S&P 500 Index gains but only 81.29% of its losses — a favorable profile for investors.
• R² of 0.24 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.

CMILL Strict 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.

CMILL Strict ranks 62 for risk / return — better than 62% 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.

CMILL Strict Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 1.32
• 5-Year: 0.83
• 10-Year: 0.56
• All Time: 0.57

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 0.99 to 1.67, 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 CMILL Strict compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

CMILL Strict provided a 1.72% 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 CMILL Strict. 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 CMILL Strict was 75.67%, occurring on Oct 18, 1990. Recovery took 438 trading sessions.

The current CMILL Strict drawdown is 4.98%.

The chart below shows the rolling one-month volatility.