171120252

The chart shows the growth of an initial investment of €10,000 in 171120252, 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 Jul 19, 2021, 171120252's average daily return is -0.38%, while the average monthly return is -7.37%.

Historically, 66% of months were positive and 34% were negative. The best month was Jun 2023 with a return of +23.7%, while the worst month was Dec 2025 at -188.9%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 171120252 closed higher 58% of trading days. The best single day was Jun 15, 2023 with a return of +23.5%, while the worst single day was Dec 11, 2025 at -190.0%.

171120252 has an annualized alpha of -63.53%, beta of 0.23, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since July 19, 2021.

• Beta of 0.23 may look defensive, but with R² of 0.00 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 0.00 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.

171120252 has an expense ratio of 0.20%, 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.

There isn't enough data available to calculate the Sharpe ratio for 171120252. This metric is based on the past 12 months of trading data. Please check back later for updated information.

171120252 provided a 90.39% 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 171120252. 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 171120252 was 100.08%, occurring on Mar 2, 2026. The portfolio has not yet recovered.

The current 171120252 drawdown is 100.07%.

The chart below shows the rolling one-month volatility.