MinMaxDrawdown

The chart shows the growth of an initial investment of $10,000 in MinMaxDrawdown, 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 year.

As of Apr 3, 2026, the MinMaxDrawdown returned -5.69% Year-To-Date and 19.71% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jan 3, 2013, MinMaxDrawdown's average daily return is +0.09%, while the average monthly return is +1.96%. At this rate, your investment would double in approximately 3.0 years.

Historically, 69% of months were positive and 31% were negative. The best month was May 2013 with a return of +49.2%, while the worst month was Oct 2025 at -7.3%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, MinMaxDrawdown closed higher 56% of trading days. The best single day was May 1, 2013 with a return of +34.1%, while the worst single day was Mar 16, 2020 at -9.2%.

MinMaxDrawdown has an annualized alpha of 16.40%, beta of 0.66, and R² of 0.36 versus S&P 500 Index. Calculated based on daily prices since January 03, 2013.

• This portfolio captured 106.93% of S&P 500 Index gains but only 40.09% of its losses — a favorable profile for investors.
• Beta of 0.66 may look defensive, but with R² of 0.36 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 0.36 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

MinMaxDrawdown 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.

MinMaxDrawdown ranks 1 for risk / return — in the bottom 1% 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.

MinMaxDrawdown Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: -0.53
• 5-Year: 1.16
• 10-Year: 1.19
• All Time: 1.32

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 0.97 to 1.66, 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 MinMaxDrawdown compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

MinMaxDrawdown provided a 3.60% 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 MinMaxDrawdown. 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 MinMaxDrawdown was 21.65%, occurring on Mar 23, 2020. Recovery took 78 trading sessions.

The current MinMaxDrawdown drawdown is 11.81%.

The chart below shows the rolling one-month volatility.