8 10 25

The chart shows the growth of an initial investment of $10,000 in 8 10 25, 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 Mar 27, 2024, 8 10 25's average daily return is +0.22%, while the average monthly return is +4.50%. At this rate, an investment would double in approximately 1.3 years.

Historically, 79% of months were positive and 21% were negative. The best month was May 2025 with a return of +20.6%, while the worst month was Mar 2026 at -5.6%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 2 months.

On a daily basis, 8 10 25 closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +10.4%, while the worst single day was Jun 5, 2026 at -7.7%.

8 10 25 has an annualized alpha of 40.72%, beta of 1.21, and R2 of 0.49 versus S&P 500 Index. Calculated based on daily prices since March 27, 2024.

• This portfolio captured 214.19% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -28.74%) - a profile typical of hedging or uncorrelated assets.
• R2 of 0.49 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

8 10 25 has an expense ratio of 0.08%, 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.

8 10 25 ranks 78 for risk / return — better than 78% 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.

The current 8 10 25 Sharpe ratio is 2.59 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 8 10 25 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

8 10 25 provided a 1.07% 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 8 10 25. 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 8 10 25 was 18.46%, occurring on Apr 8, 2025. Recovery took 19 trading sessions.

The current 8 10 25 drawdown is 9.99%.

The chart below shows the rolling one-month volatility.