Private equity

The chart shows the growth of an initial investment of $10,000 in Private equity , 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.

Based on dividend-adjusted daily data since Jul 27, 2018, Private equity 's average daily return is +0.09%, while the average monthly return is +1.73%. At this rate, an investment would double in approximately 3.4 years.

Historically, 57% of months were positive and 43% were negative. The best month was Jan 2019 with a return of +17.7%, while the worst month was Mar 2020 at -16.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, Private equity closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +13.1%, while the worst single day was Mar 16, 2020 at -14.4%.

Private equity has an annualized alpha of 3.23%, beta of 1.31, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since July 27, 2018.

• This portfolio captured 151.01% of S&P 500 Index gains and 124.44% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 3.23% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Private equity 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.

Private equity ranks 2 for risk / return — in the bottom 2% 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. Learn how to interpret the Sharpe ratio.

The current Private equity Sharpe ratio is -0.52 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 Private equity compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Private equity provided a 2.42% 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 Private equity . 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 Private equity was 41.78%, occurring on Oct 14, 2022. Recovery took 182 trading sessions.

The current Private equity drawdown is 26.84%.

The chart below shows the rolling one-month volatility.