Best growth for risk diversed markets and sectors

The chart shows the growth of an initial investment of $10,000 in Best growth for risk diversed markets and sectors, 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 Jun 14, 2019, Best growth for risk diversed markets and sectors's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, your investment would double in approximately 7.2 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +11.5%, while the worst month was Mar 2020 at -10.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Best growth for risk diversed markets and sectors closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +5.9%, while the worst single day was Mar 12, 2020 at -6.8%.

Best growth for risk diversed markets and sectors has an annualized alpha of 1.69%, beta of 0.57, and R² of 0.70 versus S&P 500 Index. Calculated based on daily prices since June 14, 2019.

• This portfolio participated in 75.11% of S&P 500 Index downside but only 66.41% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.57 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Best growth for risk diversed markets and sectors has an expense ratio of 0.27%, 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.

Best growth for risk diversed markets and sectors ranks 89 for risk / return — in the top 89% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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.

Best growth for risk diversed markets and sectors Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 1.88
• 5-Year: 0.56
• All Time: 0.67

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 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 Best growth for risk diversed markets and sectors compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Best growth for risk diversed markets and sectors provided a 2.19% 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 Best growth for risk diversed markets and sectors. 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 Best growth for risk diversed markets and sectors was 25.06%, occurring on Mar 18, 2020. Recovery took 56 trading sessions.

The current Best growth for risk diversed markets and sectors drawdown is 4.55%.

The chart below shows the rolling one-month volatility.