2024_12_12

The chart shows the growth of an initial investment of $10,000 in 2024_12_12, 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 Sep 7, 2022, 2024_12_12's average daily return is +0.08%, while the average monthly return is +2.49%. At this rate, an investment would double in approximately 2.3 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2026 with a return of +27.3%, while the worst month was Feb 2025 at -13.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 2024_12_12 closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +12.8%, while the worst single day was Sep 13, 2022 at -6.4%.

2024_12_12 has an annualized alpha of 4.01%, beta of 1.41, and R2 of 0.65 versus S&P 500 Index. Calculated based on daily prices since September 07, 2022.

• This portfolio captured 180.44% of S&P 500 Index gains and 146.05% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 4.01% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

2024_12_12 has an expense ratio of 0.26%, 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.

2024_12_12 ranks 70 for risk / return — better than 70% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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 2024_12_12 Sharpe ratio is 2.69 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 is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of 2024_12_12 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

2024_12_12 provided a 1.38% 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 2024_12_12. 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 2024_12_12 was 33.04%, occurring on Apr 8, 2025. Recovery took 111 trading sessions.

The current 2024_12_12 drawdown is 9.37%.

The chart below shows the rolling one-month volatility.