5-26 opt1

The chart shows the growth of an initial investment of $10,000 in 5-26 opt1, 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 6 months.

Based on dividend-adjusted daily data since Oct 11, 2023, 5-26 opt1's average daily return is +0.08%, while the average monthly return is +1.64%. At this rate, an investment would double in approximately 3.6 years.

Historically, 73% of months were positive and 27% were negative. The best month was Apr 2026 with a return of +8.5%, while the worst month was Mar 2025 at -4.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 5-26 opt1 closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +8.3%, while the worst single day was Apr 4, 2025 at -5.5%.

5-26 opt1 has an annualized alpha of 1.62%, beta of 0.86, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since October 11, 2023.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (88.82%) than losses (85.16%) - typical of diversified or defensive assets.
• With beta of 0.86 and R2 of 0.98, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

5-26 opt1 has an expense ratio of 0.08%, 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.

5-26 opt1 ranks 72 for risk / return — better than 72% 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 5-26 opt1 Sharpe ratio is 2.44 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 1.55 to 2.44, 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 5-26 opt1 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

5-26 opt1 provided a 3.25% 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 5-26 opt1. 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 5-26 opt1 was 16.67%, occurring on Apr 8, 2025. Recovery took 54 trading sessions.

The current 5-26 opt1 drawdown is 1.85%.

The chart below shows the rolling one-month volatility.