Dead dead Portfolio

The chart shows the growth of an initial investment of $10,000 in Dead dead Portfolio, 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 13, 2026, the Dead dead Portfolio returned -4.72% Year-To-Date and 15.29% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Feb 3, 2012, Dead dead Portfolio's average daily return is +0.05%, while the average monthly return is +1.07%. At this rate, an investment would double in approximately 5.4 years.

Historically, 58% of months were positive and 42% were negative. The best month was Apr 2020 with a return of +19.9%, while the worst month was Mar 2020 at -23.8%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Dead dead Portfolio closed higher 52% of trading days. The best single day was Mar 17, 2020 with a return of +10.3%, while the worst single day was Mar 12, 2020 at -14.7%.

Dead dead Portfolio has an annualized alpha of 3.05%, beta of 0.71, and R2 of 0.27 versus S&P 500 Index. Calculated based on daily prices since February 03, 2012.

• This portfolio participated in 81.46% of S&P 500 Index downside but only 77.18% of its upside - more exposed to losses than it benefited from rallies.
• R2 of 0.27 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.

Dead dead Portfolio has an expense ratio of 0.48%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Dead dead Portfolio ranks 24 for risk / return — below 24% 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 Dead dead Portfolio Sharpe ratio is 1.56 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, 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 Dead dead Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Dead dead Portfolio provided a 1.40% 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 Dead dead Portfolio. 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 Dead dead Portfolio was 40.48%, occurring on Mar 19, 2020. Recovery took 85 trading sessions.

The current Dead dead Portfolio drawdown is 16.33%.

The chart below shows the rolling one-month volatility.