MOMO

The chart shows the growth of an initial investment of $10,000 in MOMO, 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 12, 2026, the MOMO returned 17.03% Year-To-Date and 11.43% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jul 28, 2000, MOMO's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, an investment would double in approximately 7.6 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +17.7%, while the worst month was Oct 2008 at -21.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, MOMO closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +10.9%, while the worst single day was Mar 16, 2020 at -12.7%.

MOMO has an annualized alpha of 0.56%, beta of 1.15, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since July 28, 2000.

• This portfolio captured 132.23% of S&P 500 Index gains and 123.43% of its losses - amplifying both gains and losses, but participating more in upside than downside.

MOMO has an expense ratio of 0.24%, 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.

MOMO ranks 32 for risk / return — below 32% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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 MOMO Sharpe ratio is 1.58 as of Jun 12, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.48 to 2.33, 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 MOMO compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

MOMO provided a 0.40% dividend yield over the last twelve months.

The table below shows the monthly dividends paid by this portfolio.

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 MOMO. 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 MOMO was 60.11%, occurring on Oct 9, 2002. Recovery took 1099 trading sessions.

The current MOMO drawdown is 1.30%.

The chart below shows the rolling one-month volatility.