Actual Brokerage Account

The chart shows the growth of an initial investment of $10,000 in Actual Brokerage Account , 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 3, 2026, the Actual Brokerage Account returned -12.13% Year-To-Date and 56.94% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jun 30, 2010, Actual Brokerage Account 's average daily return is +0.20%, while the average monthly return is +4.13%. At this rate, your investment would double in approximately 1.4 years.

Historically, 60% of months were positive and 40% were negative. The best month was Aug 2020 with a return of +50.7%, while the worst month was Apr 2022 at -24.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Actual Brokerage Account closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +20.0%, while the worst single day was Mar 16, 2020 at -18.1%.

Actual Brokerage Account has an annualized alpha of 34.30%, beta of 1.55, and R² of 0.42 versus S&P 500 Index. Calculated based on daily prices since June 30, 2010.

• This portfolio captured 261.07% of S&P 500 Index gains but only 88.21% of its losses — a favorable profile for investors.
• R² of 0.42 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Actual Brokerage Account 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.

Actual Brokerage Account ranks 37 for risk / return — below 37% 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.

Actual Brokerage Account Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 1.02
• 5-Year: 0.90
• 10-Year: 1.29
• All Time: 1.25

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 Actual Brokerage Account compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Actual Brokerage Account provided a 0.33% 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 Actual Brokerage Account . 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 Actual Brokerage Account was 58.38%, occurring on Jan 3, 2023. Recovery took 111 trading sessions.

The current Actual Brokerage Account drawdown is 17.88%.

The chart below shows the rolling one-month volatility.