Geo 4 Correlation trial

The chart shows the growth of an initial investment of $10,000 in Geo 4 Correlation trial, 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 Jun 13, 2026, the Geo 4 Correlation trial returned 10.05% Year-To-Date and 13.59% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jan 2, 2015, Geo 4 Correlation trial's average daily return is +0.05%, while the average monthly return is +1.05%. At this rate, an investment would double in approximately 5.5 years.

Historically, 60% of months were positive and 40% were negative. The best month was Jan 2019 with a return of +11.5%, while the worst month was Mar 2020 at -8.3%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Geo 4 Correlation trial closed higher 53% of trading days. The best single day was May 28, 2024 with a return of +7.8%, while the worst single day was Mar 18, 2020 at -6.0%.

Geo 4 Correlation trial has an annualized alpha of 7.72%, beta of 0.40, and R2 of 0.32 versus S&P 500 Index. Calculated based on daily prices since January 02, 2015.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (61.33%) than losses (43.08%) - typical of diversified or defensive assets.
• Beta of 0.40 may look defensive, but with R2 of 0.32 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 0.32 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Geo 4 Correlation trial has an expense ratio of 0.67%, 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.

Geo 4 Correlation trial ranks 74 for risk / return — better than 74% 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.

The current Geo 4 Correlation trial Sharpe ratio is 2.43 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 Geo 4 Correlation trial compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Geo 4 Correlation trial provided a 6.09% 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 Geo 4 Correlation trial. 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 Geo 4 Correlation trial was 26.02%, occurring on Oct 24, 2022. Recovery took 394 trading sessions.

The current Geo 4 Correlation trial drawdown is 3.47%.

The chart below shows the rolling one-month volatility.