Emerson 2026-2-24

The chart shows the growth of an initial investment of $10,000 in Emerson 2026-2-24, 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 5, 2024, Emerson 2026-2-24's average daily return is +0.21%, while the average monthly return is +4.18%. At this rate, an investment would double in approximately 1.4 years.

Historically, 65% of months were positive and 35% were negative. The best month was Sep 2025 with a return of +17.9%, while the worst month was Mar 2026 at -14.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Emerson 2026-2-24 closed higher 59% of trading days. The best single day was Apr 9, 2025 with a return of +7.4%, while the worst single day was Jan 30, 2026 at -9.8%.

Emerson 2026-2-24 has an annualized alpha of 41.75%, beta of 0.94, and R2 of 0.27 versus S&P 500 Index. Calculated based on daily prices since September 05, 2024.

• This portfolio captured 207.75% of S&P 500 Index gains but only 0.51% of its losses - a favorable profile for investors.
• R2 of 0.27 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Emerson 2026-2-24 has an expense ratio of 0.30%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Emerson 2026-2-24 ranks 89 for risk / return — in the top 89% 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. Learn how to interpret the Sharpe ratio.

The current Emerson 2026-2-24 Sharpe ratio is 2.97 as of Jul 12, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.37 to 2.14, 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 Emerson 2026-2-24 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Emerson 2026-2-24 provided a 1.31% 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 Emerson 2026-2-24. 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 Emerson 2026-2-24 was 18.64%, occurring on Mar 26, 2026. Recovery took 31 trading sessions.

The current Emerson 2026-2-24 drawdown is 8.81%.

The chart below shows the rolling one-month volatility.