J & lays future

The chart shows the growth of an initial investment of $10,000 in J & lays future , 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 4, 2026, the J & lays future returned -6.89% Year-To-Date and 56.18% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Aug 8, 2015, J & lays future 's average daily return is +0.15%, while the average monthly return is +4.75%. At this rate, your investment would double in approximately 1.2 years.

Historically, 68% of months were positive and 32% were negative. The best month was Feb 2016 with a return of +46.7%, while the worst month was Apr 2022 at -18.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, J & lays future closed higher 55% of trading days. The best single day was Feb 11, 2016 with a return of +14.5%, while the worst single day was Mar 12, 2020 at -16.7%.

J & lays future has an annualized alpha of 39.96%, beta of 1.23, and R² of 0.50 versus S&P 500 Index. Calculated based on daily prices since August 08, 2015.

• This portfolio captured 236.09% of S&P 500 Index gains but only 51.37% of its losses — a favorable profile for investors.
• R² of 0.50 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

J & lays future has an expense ratio of 0.06%, 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.

J & lays future ranks 42 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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.

J & lays future Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 1.88
• 5-Year: 1.10
• 10-Year: 1.80
• All Time: 1.98

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 J & lays future compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

J & lays future provided a 0.45% 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 J & lays future . 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 J & lays future was 47.95%, occurring on Oct 15, 2022. Recovery took 227 trading sessions.

The current J & lays future drawdown is 13.64%.

The chart below shows the rolling one-month volatility.