2020-2024

The chart shows the growth of an initial investment of $10,000 in 2020-2024, 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.

Based on dividend-adjusted daily data since Dec 3, 2025, 2020-2024's average daily return is -0.01%, while the average monthly return is -0.25%.

Historically, 40% of months were positive and 60% were negative. The best month was Jan 2026 with a return of +1.9%, while the worst month was Mar 2026 at -2.2%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 2020-2024 closed higher 27% of trading days. The best single day was Feb 6, 2026 with a return of +1.0%, while the worst single day was Mar 19, 2026 at -0.5%.

2020-2024 has an annualized alpha of -1.14%, beta of 0.25, and R² of 0.45 versus S&P 500 Index. Calculated based on daily prices since December 03, 2025.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (69.26%) than losses (53.29%) — typical of diversified or defensive assets.
• Beta of 0.25 may look defensive, but with R² of 0.45 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 0.45 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

2020-2024 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.

There isn't enough data available to calculate the Sharpe ratio for 2020-2024. This metric is based on the past 12 months of trading data. Please check back later for updated information.

2020-2024 provided a 0.25% 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 2020-2024. 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 2020-2024 was 4.08%, occurring on Mar 30, 2026. The portfolio has not yet recovered.

The current 2020-2024 drawdown is 3.68%.

The chart below shows the rolling one-month volatility.