All weather simple - long time series

The chart shows the growth of an initial investment of $10,000 in All weather simple - long time series, 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 Jun 9, 2026, the All weather simple - long time series returned 4.34% Year-To-Date and 9.27% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Apr 11, 2011, All weather simple - long time series's average daily return is +0.03%, while the average monthly return is +0.54%. At this rate, an investment would double in approximately 10.7 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +5.6%, while the worst month was Apr 2011 at -6.1%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.

On a daily basis, All weather simple - long time series closed higher 55% of trading days. The best single day was Nov 16, 2023 with a return of +5.1%, while the worst single day was Apr 12, 2011 at -8.4%.

All weather simple - long time series has an annualized alpha of 3.30%, beta of 0.25, and R2 of 0.29 versus S&P 500 Index. Calculated based on daily prices since April 11, 2011.

• This portfolio participated in 39.42% of S&P 500 Index downside but only 38.29% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.25 may look defensive, but with R2 of 0.29 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 0.29 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

All weather simple - long time series has an expense ratio of 0.25%, 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.

All weather simple - long time series ranks 56 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 table below presents risk-adjusted performance metrics for All weather simple - long time series and compares them with S&P 500 Index.

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.

All weather simple - long time series Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

• 1-Year: 2.21
• 5-Year: 1.18
• 10-Year: 1.19
• All Time: 0.80

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 1.59 to 2.46, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of All weather simple - long time series compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

All weather simple - long time series provided a 1.71% 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 All weather simple - long time series. 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 All weather simple - long time series was 15.99%, occurring on Mar 19, 2020. Recovery took 66 trading sessions.

The current All weather simple - long time series drawdown is 1.62%.

The chart below shows the rolling one-month volatility.