Moochi v5

The chart shows the growth of an initial investment of $10,000 in Moochi v5, 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 never rebalanced.

Based on dividend-adjusted daily data since Feb 3, 2022, Moochi v5's average daily return is +0.08%, while the average monthly return is +2.24%. At this rate, your investment would double in approximately 2.6 years.

Historically, 57% of months were positive and 43% were negative. The best month was Feb 2024 with a return of +16.0%, while the worst month was Apr 2022 at -14.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Moochi v5 closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +13.6%, while the worst single day was Jan 27, 2025 at -7.2%.

Moochi v5 has an annualized alpha of 14.50%, beta of 1.34, and R² of 0.72 versus S&P 500 Index. Calculated based on daily prices since February 03, 2022.

• This portfolio captured 163.41% of S&P 500 Index gains but only 91.33% of its losses — a favorable profile for investors.
• This portfolio generated an annualized alpha of 14.50% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Moochi v5 has an expense ratio of 0.03%, 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.

Moochi v5 ranks 35 for risk / return — below 35% 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.

Moochi v5 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 1.33
• All Time: 0.96

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 0.98 to 1.66, 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 Moochi v5 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Moochi v5 provided a 0.66% 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 Moochi v5. 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 Moochi v5 was 36.51%, occurring on Dec 28, 2022. Recovery took 215 trading sessions.

The current Moochi v5 drawdown is 17.54%.

The chart below shows the rolling one-month volatility.