1st Case

The chart shows the growth of an initial investment of $10,000 in 1st Case, 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 1st Case returned -4.07% Year-To-Date and 25.14% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Apr 3, 2014, 1st Case's average daily return is +0.10%, while the average monthly return is +2.13%. At this rate, an investment would double in approximately 2.7 years.

Historically, 65% of months were positive and 35% were negative. The best month was Jan 2018 with a return of +20.1%, while the worst month was Apr 2022 at -23.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, 1st Case closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +10.2%, while the worst single day was Mar 16, 2020 at -9.9%.

1st Case has an annualized alpha of 12.19%, beta of 1.13, and R2 of 0.63 versus S&P 500 Index. Calculated based on daily prices since April 03, 2014.

• This portfolio captured 159.87% of S&P 500 Index gains and 100.70% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 12.19% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• With beta of 1.13 and R2 of 0.63, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

1st Case 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.

1st Case ranks 7 for risk / return — in the bottom 7% 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.

The current 1st Case Sharpe ratio is 0.37 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 1.53 to 2.41, 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 1st Case compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

1st Case provided a 0.30% 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 1st Case. 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 1st Case was 44.95%, occurring on Jun 14, 2022. Recovery took 404 trading sessions.

The current 1st Case drawdown is 8.54%.

The chart below shows the rolling one-month volatility.