Aggressive Macro Core

The chart shows the growth of an initial investment of $10,000 in Aggressive Macro Core, 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 Jun 12, 2026, the Aggressive Macro Core returned 17.51% Year-To-Date and 11.70% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Nov 1, 2013, Aggressive Macro Core's average daily return is +0.04%, while the average monthly return is +0.83%. At this rate, an investment would double in approximately 7.0 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +16.5%, while the worst month was Mar 2020 at -21.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Aggressive Macro Core closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +10.2%, while the worst single day was Mar 16, 2020 at -11.8%.

Aggressive Macro Core has an annualized alpha of -1.25%, beta of 0.90, and R2 of 0.76 versus S&P 500 Index. Calculated based on daily prices since November 01, 2013.

• This portfolio participated in 95.82% of S&P 500 Index downside but only 84.37% of its upside - more exposed to losses than it benefited from rallies.
• With beta of 0.90 and R2 of 0.76, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Aggressive Macro Core has an expense ratio of 0.22%, 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.

Aggressive Macro Core ranks 93 for risk / return — in the top 93% 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 Aggressive Macro Core Sharpe ratio is 2.84 as of Jun 12, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.45 to 2.28, 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 Aggressive Macro Core compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Aggressive Macro Core provided a 2.38% 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 Aggressive Macro Core. 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 Aggressive Macro Core was 43.18%, occurring on Mar 23, 2020. Recovery took 199 trading sessions.

The current Aggressive Macro Core drawdown is 1.05%.

The chart below shows the rolling one-month volatility.