ULTIMATE RETURN

The chart shows the growth of an initial investment of $10,000 in ULTIMATE RETURN, 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 Apr 10, 2026, the ULTIMATE RETURN returned -10.90% Year-To-Date and 79.30% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Aug 8, 2015, ULTIMATE RETURN's average daily return is +0.20%, while the average monthly return is +6.38%. At this rate, your investment would double in approximately 0.9 years.

Historically, 70% of months were positive and 30% were negative. The best month was May 2017 with a return of +61.1%, while the worst month was Jun 2022 at -21.2%. The longest winning streak lasted 16 consecutive months, and the longest losing streak was 5 months.

On a daily basis, ULTIMATE RETURN closed higher 55% of trading days. The best single day was Feb 11, 2016 with a return of +17.6%, while the worst single day was Mar 12, 2020 at -22.2%.

ULTIMATE RETURN has an annualized alpha of 59.40%, beta of 1.36, and R² of 0.39 versus S&P 500 Index. Calculated based on daily prices since August 08, 2015.

• This portfolio captured 300.27% of S&P 500 Index gains but only 34.31% of its losses — a favorable profile for investors.
• R² of 0.39 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

ULTIMATE RETURN 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.

ULTIMATE RETURN ranks 6 for risk / return — in the bottom 6% 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.

ULTIMATE RETURN Sharpe ratios as of Apr 10, 2026 (values are recalculated daily):

• 1-Year: 1.18
• 5-Year: 1.00
• 10-Year: 1.98
• All Time: 2.20

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 1.87 to 2.87, 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 ULTIMATE RETURN compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

ULTIMATE RETURN provided a 0.27% 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 ULTIMATE RETURN. 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 ULTIMATE RETURN was 56.06%, occurring on Oct 15, 2022. Recovery took 247 trading sessions.

The current ULTIMATE RETURN drawdown is 22.80%.

The chart below shows the rolling one-month volatility.