Ex-China Minerals

The chart shows the growth of an initial investment of $10,000 in Ex-China Minerals, 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 never rebalanced.

Based on dividend-adjusted daily data since Jul 9, 2024, Ex-China Minerals's average daily return is +0.30%, while the average monthly return is +5.70%. At this rate, an investment would double in approximately 1.0 years.

Historically, 67% of months were positive and 33% were negative. The best month was Aug 2025 with a return of +30.3%, while the worst month was Mar 2026 at -14.8%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 2 months.

On a daily basis, Ex-China Minerals closed higher 55% of trading days. The best single day was Oct 13, 2025 with a return of +20.2%, while the worst single day was Oct 15, 2025 at -14.7%.

Ex-China Minerals has an annualized alpha of 78.35%, beta of 1.13, and R2 of 0.12 versus S&P 500 Index. Calculated based on daily prices since July 09, 2024.

• This portfolio captured 422.42% of S&P 500 Index gains but only 93.35% of its losses - a favorable profile for investors.
• R2 of 0.12 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.

Ex-China Minerals has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Ex-China Minerals 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 table below presents risk-adjusted performance metrics for Ex-China Minerals 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.

Ex-China Minerals Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

• 1-Year: 1.58
• All Time: 1.54

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 1.64 to 2.53, 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 Ex-China Minerals compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Ex-China Minerals provided a 0.23% 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 Ex-China Minerals. 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 Ex-China Minerals was 52.45%, occurring on Mar 30, 2026. The portfolio has not yet recovered.

The current Ex-China Minerals drawdown is 46.95%.

The chart below shows the rolling one-month volatility.