January 2026 Portfolio

The chart shows the growth of an initial investment of $10,000 in January 2026 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 year.

Based on dividend-adjusted daily data since Jul 21, 2023, January 2026 Portfolio's average daily return is +0.06%, while the average monthly return is +1.16%. At this rate, your investment would double in approximately 5.0 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2023 with a return of +7.9%, while the worst month was Mar 2026 at -5.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, January 2026 Portfolio closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +6.9%, while the worst single day was Apr 4, 2025 at -5.0%.

January 2026 Portfolio has an annualized alpha of 3.42%, beta of 0.76, and R² of 0.79 versus S&P 500 Index. Calculated based on daily prices since July 21, 2023.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (88.83%) than losses (80.55%) — typical of diversified or defensive assets.
• This portfolio generated an annualized alpha of 3.42% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

January 2026 Portfolio has an expense ratio of 0.22%, 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.

January 2026 Portfolio ranks 79 for risk / return — better than 79% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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.

January 2026 Portfolio Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 1.77
• All Time: 1.15

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 1.00 to 1.70, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of January 2026 Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

January 2026 Portfolio provided a 2.05% 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 January 2026 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 January 2026 Portfolio was 15.30%, occurring on Apr 8, 2025. Recovery took 39 trading sessions.

The current January 2026 Portfolio drawdown is 4.99%.

The chart below shows the rolling one-month volatility.