mDM

The chart shows the growth of an initial investment of $10,000 in mDM, 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 15, 2026, the mDM returned 0.07% Year-To-Date and 43.59% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jul 31, 2012, mDM's average daily return is +0.12%, while the average monthly return is +4.14%. At this rate, an investment would double in approximately 1.4 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2013 with a return of +147.7%, while the worst month was Dec 2013 at -27.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, mDM closed higher 54% of trading days. The best single day was Nov 18, 2013 with a return of +25.5%, while the worst single day was Dec 6, 2013 at -16.5%.

mDM has an annualized alpha of 35.17%, beta of 0.75, and R² of 0.20 versus S&P 500 Index. Calculated based on daily prices since July 31, 2012.

• This portfolio captured 200.74% of S&P 500 Index gains but only 65.32% of its losses — a favorable profile for investors.
• R² of 0.20 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.

mDM has an expense ratio of 0.10%, 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.

mDM ranks 26 for risk / return — below 26% 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.

mDM Sharpe ratios as of Apr 15, 2026 (values are recalculated daily):

• 1-Year: 2.36
• 5-Year: 0.93
• 10-Year: 1.69
• All Time: 1.63

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 2.15 to 2.98, 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 mDM compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

mDM provided a 0.16% 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 mDM. 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 mDM was 48.81%, occurring on Jan 14, 2015. Recovery took 721 trading sessions.

The current mDM drawdown is 6.56%.

The chart below shows the rolling one-month volatility.