2025

The chart shows the growth of an initial investment of $10,000 in 2025, 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 Dec 8, 2023, 2025's average daily return is +0.07%, while the average monthly return is +1.45%. At this rate, your investment would double in approximately 4.0 years.

Historically, 79% of months were positive and 21% were negative. The best month was May 2025 with a return of +5.7%, while the worst month was Mar 2026 at -5.1%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 2 months.

On a daily basis, 2025 closed higher 58% of trading days. The best single day was Apr 10, 2025 with a return of +6.3%, while the worst single day was Apr 4, 2025 at -5.3%.

2025 has an annualized alpha of 12.50%, beta of 0.32, and R² of 0.15 versus S&P 500 Index. Calculated based on daily prices since December 08, 2023.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (83.10%) than losses (62.88%) — typical of diversified or defensive assets.
• Beta of 0.32 may look defensive, but with R² of 0.15 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 0.15 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.

2025 has an expense ratio of 0.29%, 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.

2025 ranks 78 for risk / return — better than 78% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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.

2025 Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 1.35
• All Time: 1.45

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 2025 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

2025 provided a 2.37% 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 2025. 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 2025 was 16.93%, occurring on Apr 9, 2025. Recovery took 37 trading sessions.

The current 2025 drawdown is 3.57%.

The chart below shows the rolling one-month volatility.