Luke

The chart shows the growth of an initial investment of $10,000 in Luke, 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 Jun 28, 2022, Luke's average daily return is +0.09%, while the average monthly return is +1.95%. At this rate, an investment would double in approximately 3.0 years.

Historically, 64% of months were positive and 36% were negative. The best month was Jun 2025 with a return of +10.5%, while the worst month was Sep 2022 at -9.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Luke closed higher 55% of trading days. The best single day was Nov 10, 2022 with a return of +5.1%, while the worst single day was Apr 4, 2025 at -5.6%.

Luke has an annualized alpha of 12.58%, beta of 0.74, and R² of 0.46 versus S&P 500 Index. Calculated based on daily prices since June 28, 2022.

• This portfolio captured 127.83% of S&P 500 Index gains but only 94.67% of its losses — a favorable profile for investors.
• R² of 0.46 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Luke 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.

Luke ranks 83 for risk / return — in the top 83% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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.

Luke Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

• 1-Year: 3.41
• All Time: 1.40

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

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 Luke. 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 Luke was 21.45%, occurring on Apr 7, 2025. Recovery took 43 trading sessions.

The current Luke drawdown is 0.76%.

The chart below shows the rolling one-month volatility.