Portfolio 2 (Revised): High volatility high growth

The chart shows the growth of an initial investment of $10,000 in Portfolio 2 (Revised): High volatility high growth, 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 May 21, 2020, Portfolio 2 (Revised): High volatility high growth's average daily return is +0.04%, while the average monthly return is +0.78%. At this rate, an investment would double in approximately 7.4 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +8.3%, while the worst month was Sep 2022 at -7.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Portfolio 2 (Revised): High volatility high growth closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +5.1%, while the worst single day was Apr 4, 2025 at -4.4%.

Portfolio 2 (Revised): High volatility high growth has an annualized alpha of 0.97%, beta of 0.52, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since May 21, 2020.

• This portfolio participated in 65.68% of S&P 500 Index downside but only 54.12% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.52 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Portfolio 2 (Revised): High volatility high growth has an expense ratio of 0.37%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Portfolio 2 (Revised): High volatility high growth ranks 15 for risk / return — in the bottom 15% 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 table below presents risk-adjusted performance metrics for Portfolio 2 (Revised): High volatility high growth and compares them with S&P 500 Index.

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.

Portfolio 2 (Revised): High volatility high growth Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

• 1-Year: 1.17
• 5-Year: 0.50
• All Time: 0.89

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 1.59 to 2.46, 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 Portfolio 2 (Revised): High volatility high growth compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Portfolio 2 (Revised): High volatility high growth provided a 6.33% 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 Portfolio 2 (Revised): High volatility high growth. 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 Portfolio 2 (Revised): High volatility high growth was 14.25%, occurring on Oct 12, 2022. Recovery took 303 trading sessions.

The current Portfolio 2 (Revised): High volatility high growth drawdown is 3.08%.

The chart below shows the rolling one-month volatility.