Brit empire by population.2

The chart shows the growth of an initial investment of $10,000 in Brit empire by population.2, 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 Brit empire by population.2 returned -10.16% Year-To-Date and 8.54% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Apr 30, 2012, Brit empire by population.2's average daily return is +0.04%, while the average monthly return is +0.72%. At this rate, your investment would double in approximately 8.1 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2020 with a return of +11.8%, while the worst month was Mar 2020 at -22.4%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Brit empire by population.2 closed higher 54% of trading days. The best single day was Mar 13, 2020 with a return of +11.2%, while the worst single day was Mar 16, 2020 at -14.2%.

Brit empire by population.2 has an annualized alpha of -1.22%, beta of 0.83, and R² of 0.54 versus S&P 500 Index. Calculated based on daily prices since April 30, 2012.

• This portfolio participated in 90.41% of S&P 500 Index downside but only 75.27% of its upside — more exposed to losses than it benefited from rallies.

Brit empire by population.2 has an expense ratio of 0.54%, 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.

Brit empire by population.2 ranks 5 for risk / return — in the bottom 5% 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.

Brit empire by population.2 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: -0.04
• 5-Year: 0.41
• 10-Year: 0.45
• All Time: 0.40

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 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 Brit empire by population.2 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Brit empire by population.2 provided a 0.53% 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 Brit empire by population.2. 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 Brit empire by population.2 was 41.50%, occurring on Mar 23, 2020. Recovery took 164 trading sessions.

The current Brit empire by population.2 drawdown is 10.90%.

The chart below shows the rolling one-month volatility.