20240921

The chart shows the growth of an initial investment of $10,000 in 20240921, 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 20240921 returned -3.32% Year-To-Date and 10.68% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Feb 6, 2012, 20240921's average daily return is +0.04%, while the average monthly return is +0.85%. At this rate, your investment would double in approximately 6.8 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +10.2%, while the worst month was Mar 2020 at -13.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, 20240921 closed higher 54% of trading days. The best single day was Mar 13, 2020 with a return of +8.2%, while the worst single day was Mar 16, 2020 at -11.7%.

20240921 has an annualized alpha of 0.68%, beta of 0.78, and R² of 0.90 versus S&P 500 Index. Calculated based on daily prices since February 06, 2012.

• This portfolio participated in 81.29% of S&P 500 Index downside but only 78.23% of its upside — more exposed to losses than it benefited from rallies.

20240921 has an expense ratio of 0.27%, 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.

20240921 ranks 18 for risk / return — in the bottom 18% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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.

20240921 Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 0.76
• 5-Year: 0.59
• 10-Year: 0.73
• All Time: 0.73

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 places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of 20240921 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

20240921 provided a 1.72% 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 20240921. 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 20240921 was 30.31%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.

The current 20240921 drawdown is 5.65%.

The chart below shows the rolling one-month volatility.