S&P500 MAD Portfolio Equal Weighted

The chart shows the growth of an initial investment of $10,000 in S&P500 MAD Portfolio Equal Weighted, 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 month.

Based on dividend-adjusted daily data since Feb 24, 2025, S&P500 MAD Portfolio Equal Weighted's average daily return is +0.69%, while the average monthly return is +14.78%. At this rate, an investment would double in approximately 0.4 years.

Historically, 82% of months were positive and 18% were negative. The best month was Apr 2026 with a return of +60.0%, while the worst month was Mar 2025 at -10.5%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.

On a daily basis, S&P500 MAD Portfolio Equal Weighted closed higher 63% of trading days. The best single day was Apr 9, 2025 with a return of +16.9%, while the worst single day was Apr 3, 2025 at -13.1%.

S&P500 MAD Portfolio Equal Weighted has an annualized alpha of 288.74%, beta of 2.15, and R2 of 0.55 versus S&P 500 Index. Calculated based on daily prices since February 24, 2025.

• This portfolio captured 1992.27% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -22.09%) - a profile typical of hedging or uncorrelated assets.
• This portfolio generated an annualized alpha of 288.74% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• Beta of 2.15 means this portfolio moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.

S&P500 MAD Portfolio Equal Weighted 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.

S&P500 MAD Portfolio Equal Weighted ranks 100 for risk / return — in the top 100% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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. Learn how to interpret the Sharpe ratio.

The current S&P500 MAD Portfolio Equal Weighted Sharpe ratio is 13.99 as of Jun 20, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.66 to 2.57, 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 S&P500 MAD Portfolio Equal Weighted compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

S&P500 MAD Portfolio Equal Weighted provided a 0.13% 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 S&P500 MAD Portfolio Equal Weighted. 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 S&P500 MAD Portfolio Equal Weighted was 34.46%, occurring on Apr 8, 2025. Recovery took 42 trading sessions.

The chart below shows the rolling one-month volatility.