The chart shows the growth of an initial investment of $10,000 in Proton, 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 Quarterly
As of Oct 3, 2023, the Proton returned 50.31% Year-To-Date and 18.91% of annualized return in the last 10 years.
Monthly Returns Heatmap
The Proton has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Asset Correlations Table
The Drawdowns chart displays portfolio losses from any high point along the way.
The table below shows the maximum drawdowns of the Proton. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Proton is 72.87%, recorded on Dec 14, 2018. It took 699 trading sessions for the portfolio to recover.
|-72.87%||Dec 17, 2017||363||Dec 14, 2018||699||Nov 12, 2020||1062|
|-64.27%||Nov 9, 2021||378||Nov 21, 2022||—||—||—|
|-41.75%||Apr 14, 2021||98||Jul 20, 2021||87||Oct 15, 2021||185|
|-20.73%||Jan 9, 2021||19||Jan 27, 2021||12||Feb 8, 2021||31|
|-18.49%||Feb 22, 2021||7||Feb 28, 2021||11||Mar 11, 2021||18|
The current Proton volatility is 4.49%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.