Exchange beta Adjusted

The chart shows the growth of an initial investment of $10,000 in Exchange beta Adjusted, 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 Exchange beta Adjusted returned 4.88% Year-To-Date and 18.76% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jun 23, 2014, Exchange beta Adjusted's average daily return is +0.08%, while the average monthly return is +1.60%. At this rate, your investment would double in approximately 3.6 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2023 with a return of +8.8%, while the worst month was Mar 2020 at -11.9%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Exchange beta Adjusted closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +10.9%, while the worst single day was Mar 16, 2020 at -11.1%.

Exchange beta Adjusted has an annualized alpha of 12.15%, beta of 0.67, and R² of 0.49 versus S&P 500 Index. Calculated based on daily prices since June 23, 2014.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (96.08%) than losses (48.83%) — typical of diversified or defensive assets.
• Beta of 0.67 may look defensive, but with R² of 0.49 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R² of 0.49 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Exchange beta Adjusted 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.

Exchange beta Adjusted ranks 30 for risk / return — below 30% 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.

Exchange beta Adjusted Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 0.91
• 5-Year: 1.14
• 10-Year: 1.08
• All Time: 1.16

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 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 Exchange beta Adjusted compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Exchange beta Adjusted provided a 1.59% 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 Exchange beta Adjusted. 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 Exchange beta Adjusted was 33.80%, occurring on Mar 23, 2020. Recovery took 103 trading sessions.

The current Exchange beta Adjusted drawdown is 1.96%.

The chart below shows the rolling one-month volatility.