Xtra Large Cap Momentum

The chart shows the growth of an initial investment of $10,000 in Xtra Large Cap Momentum, 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 month.

Based on dividend-adjusted daily data since Oct 1, 2020, Xtra Large Cap Momentum's average daily return is +0.10%, while the average monthly return is +2.04%. At this rate, an investment would double in approximately 2.9 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +26.5%, while the worst month was Nov 2021 at -7.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, Xtra Large Cap Momentum closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +5.8%, while the worst single day was Apr 4, 2025 at -6.6%.

Xtra Large Cap Momentum has an annualized alpha of 15.26%, beta of 0.70, and R² of 0.53 versus S&P 500 Index. Calculated based on daily prices since October 01, 2020.

• This portfolio captured 101.96% of S&P 500 Index gains but only 46.78% of its losses — a favorable profile for investors.
• This portfolio generated an annualized alpha of 15.26% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Xtra Large Cap Momentum 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.

Xtra Large Cap Momentum ranks 12 for risk / return — in the bottom 12% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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.

Xtra Large Cap Momentum Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

• 1-Year: 1.03
• 5-Year: 1.35
• All Time: 1.58

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 2.14 to 3.05, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Xtra Large Cap Momentum compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Xtra Large Cap Momentum provided a 2.01% 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 Xtra Large Cap Momentum. 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 Xtra Large Cap Momentum was 24.38%, occurring on Jun 16, 2022. Recovery took 239 trading sessions.

The current Xtra Large Cap Momentum drawdown is 7.59%.

The chart below shows the rolling one-month volatility.