Cons Stap

The chart shows the growth of an initial investment of $10,000 in Cons Stap, 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 May 5, 2023, Cons Stap's average daily return is +0.09%, while the average monthly return is +1.79%. At this rate, your investment would double in approximately 3.3 years.

Historically, 64% of months were positive and 36% were negative. The best month was Aug 2024 with a return of +10.8%, while the worst month was Oct 2025 at -5.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Cons Stap closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +3.4%, while the worst single day was Apr 4, 2025 at -4.3%.

Cons Stap has an annualized alpha of 20.04%, beta of 0.21, and R² of 0.07 versus S&P 500 Index. Calculated based on daily prices since May 05, 2023.

• This portfolio captured 71.50% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -7.53%) — a profile typical of hedging or uncorrelated assets.
• Beta of 0.21 may look defensive, but with R² of 0.07 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R² of 0.07 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.

Cons Stap 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.

Cons Stap ranks 34 for risk / return — below 34% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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.

Cons Stap Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 1.15
• All Time: 2.04

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 1.00 to 1.69, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

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

Cons Stap provided a 2.44% 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 Cons Stap. 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 Cons Stap was 8.63%, occurring on Oct 27, 2023. Recovery took 44 trading sessions.

The current Cons Stap drawdown is 5.44%.

The chart below shows the rolling one-month volatility.