test

The chart shows the growth of an initial investment of $10,000 in test, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

Based on dividend-adjusted daily data since Jul 3, 2023, test's average daily return is 0.00%, while the average monthly return is -0.02%.

Historically, 35% of months were positive and 65% were negative. The best month was Feb 2026 with a return of +20.7%, while the worst month was Jan 2025 at -11.4%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 6 months.

On a daily basis, test closed higher 50% of trading days. The best single day was Dec 9, 2024 with a return of +10.4%, while the worst single day was Dec 11, 2024 at -5.3%.

test has an annualized alpha of -1.89%, beta of 0.10, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since July 03, 2023.

• This portfolio participated in 53.22% of S&P 500 Index downside but only 7.72% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.10 may look defensive, but with R² of 0.00 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R² of 0.00 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

test ranks 20 for risk / return — in the bottom 20% 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.

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

• 1-Year: 1.09
• All Time: -0.13

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

test provided a 2.53% dividend yield over the last twelve months.

The table below shows the monthly dividends paid by this portfolio.

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 test. 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 test was 37.65%, occurring on Feb 4, 2025. Recovery took 253 trading sessions.

The current test drawdown is 13.35%.

The chart below shows the rolling one-month volatility.