失败案例, 2013-6

The chart shows the growth of an initial investment of $10,000 in 失败案例, 2013-6, 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 Apr 4, 2026, the 失败案例, 2013-6 returned 1.80% Year-To-Date and 12.94% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jan 23, 1992, 失败案例, 2013-6's average daily return is +0.09%, while the average monthly return is +1.80%. At this rate, your investment would double in approximately 3.2 years.

Historically, 64% of months were positive and 36% were negative. The best month was Dec 1999 with a return of +42.0%, while the worst month was Aug 1998 at -20.6%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.

On a daily basis, 失败案例, 2013-6 closed higher 53% of trading days. The best single day was May 8, 2002 with a return of +13.4%, while the worst single day was Jul 15, 1996 at -11.9%.

失败案例, 2013-6 has an annualized alpha of 11.74%, beta of 1.17, and R² of 0.58 versus S&P 500 Index. Calculated based on daily prices since January 23, 1992.

• This portfolio captured 157.75% of S&P 500 Index gains and 100.64% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 11.74% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

失败案例, 2013-6 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

失败案例, 2013-6 ranks 39 for risk / return — below 39% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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.

失败案例, 2013-6 Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 1.08
• 5-Year: 0.47
• 10-Year: 0.61
• All Time: 0.73

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 0.99 to 1.69, 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 失败案例, 2013-6 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

失败案例, 2013-6 provided a 3.16% 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 失败案例, 2013-6. 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 失败案例, 2013-6 was 63.24%, occurring on Oct 8, 2002. Recovery took 1008 trading sessions.

The current 失败案例, 2013-6 drawdown is 7.07%.

The chart below shows the rolling one-month volatility.