Opt3

The chart shows the growth of an initial investment of $10,000 in Opt3, 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 Oct 13, 2020, Opt3's average daily return is +0.09%, while the average monthly return is +1.92%. At this rate, an investment would double in approximately 3.0 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2026 with a return of +19.2%, while the worst month was Apr 2022 at -13.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Opt3 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +13.0%, while the worst single day was Apr 4, 2025 at -6.5%.

Opt3 has an annualized alpha of 3.86%, beta of 1.37, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since October 13, 2020.

• This portfolio captured 145.14% of S&P 500 Index gains and 111.35% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 3.86% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Opt3 has an expense ratio of 0.17%, 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.

Opt3 ranks 81 for risk / return — in the top 81% 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.

The current Opt3 Sharpe ratio is 2.60 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 Opt3 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Opt3 provided a 0.35% 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 Opt3. 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 Opt3 was 37.53%, occurring on Oct 14, 2022. Recovery took 290 trading sessions.

The current Opt3 drawdown is 3.22%.

The chart below shows the rolling one-month volatility.