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. The portfolio is never rebalanced.

As of Jun 11, 2026, the Test returned 19.21% Year-To-Date and 14.80% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Sep 28, 2010, Test's average daily return is +0.05%, while the average monthly return is +0.92%. At this rate, an investment would double in approximately 6.3 years.

Historically, 56% of months were positive and 44% were negative. The best month was Nov 2020 with a return of +38.0%, while the worst month was Mar 2020 at -16.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 7 months.

On a daily basis, Test closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +20.9%, while the worst single day was Mar 9, 2020 at -17.1%.

Test has an annualized alpha of 1.28%, beta of 0.70, and R2 of 0.22 versus S&P 500 Index. Calculated based on daily prices since September 28, 2010.

• This portfolio participated in 108.95% of S&P 500 Index downside but only 86.46% of its upside - more exposed to losses than it benefited from rallies.
• R2 of 0.22 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.

Test has an expense ratio of 0.45%, 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.

Test ranks 84 for risk / return — in the top 84% 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 Test Sharpe ratio is 2.65 as of Jun 11, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.42 to 2.26, 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 Test compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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 61.70%, occurring on Mar 18, 2020. Recovery took 549 trading sessions.

The current Test drawdown is 10.64%.

The chart below shows the rolling one-month volatility.