Classical UCI 2022

The chart shows the growth of an initial investment of $10,000 in Classical UCI 2022, 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 11, 2026, the Classical UCI 2022 returned -1.35% Year-To-Date and 27.73% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jan 13, 2003, Classical UCI 2022's average daily return is +0.08%, while the average monthly return is +1.56%. At this rate, an investment would double in approximately 3.7 years.

Historically, 70% of months were positive and 30% were negative. The best month was May 2003 with a return of +11.3%, while the worst month was Oct 2008 at -13.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Classical UCI 2022 closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +13.4%, while the worst single day was Mar 12, 2020 at -10.4%.

Classical UCI 2022 has an annualized alpha of 11.21%, beta of 0.85, and R² of 0.75 versus S&P 500 Index. Calculated based on daily prices since January 13, 2003.

• This portfolio captured 116.02% of S&P 500 Index gains but only 66.65% of its losses — a favorable profile for investors.
• This portfolio generated an annualized alpha of 11.21% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Classical UCI 2022 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.

Classical UCI 2022 ranks 31 for risk / return — below 31% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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.

Classical UCI 2022 Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

• 1-Year: 1.97
• 5-Year: 1.29
• 10-Year: 1.49
• All Time: 1.06

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 3.05, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Classical UCI 2022 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Classical UCI 2022 provided a 1.38% 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 Classical UCI 2022. 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 Classical UCI 2022 was 47.55%, occurring on Mar 9, 2009. Recovery took 737 trading sessions.

The current Classical UCI 2022 drawdown is 5.26%.

The chart below shows the rolling one-month volatility.