option_6

The chart shows the growth of an initial investment of $10,000 in option_6, 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.

Based on dividend-adjusted daily data since Apr 25, 2016, option_6's average daily return is +0.08%, while the average monthly return is +1.66%. At this rate, your investment would double in approximately 3.5 years.

Historically, 69% of months were positive and 31% were negative. The best month was Nov 2023 with a return of +10.3%, while the worst month was Mar 2026 at -8.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, option_6 closed higher 58% of trading days. The best single day was Mar 24, 2020 with a return of +8.9%, while the worst single day was Mar 12, 2020 at -7.8%.

option_6 has an annualized alpha of 15.31%, beta of 0.52, and R² of 0.32 versus S&P 500 Index. Calculated based on daily prices since April 25, 2016.

• This portfolio captured 113.56% of S&P 500 Index gains but only 70.75% of its losses — a favorable profile for investors.
• Beta of 0.52 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.

option_6 has an expense ratio of 0.17%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

option_6 ranks 79 for risk / return — better than 79% 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.

option_6 Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 1.79
• 5-Year: 1.06
• All Time: 1.25

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 1.69, 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 option_6 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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 option_6. 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 option_6 was 28.50%, occurring on Oct 11, 2022. Recovery took 168 trading sessions.

The current option_6 drawdown is 10.07%.

The chart below shows the rolling one-month volatility.