Harpreet Singh

The chart shows the growth of an initial investment of $10,000 in Harpreet Singh, 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 Mar 27, 2017, Harpreet Singh's average daily return is +0.15%, while the average monthly return is +2.83%. At this rate, your investment would double in approximately 2.1 years.

Historically, 61% of months were positive and 39% were negative. The best month was Dec 2021 with a return of +49.1%, while the worst month was Mar 2020 at -30.9%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Harpreet Singh closed higher 52% of trading days. The best single day was Jan 11, 2021 with a return of +27.7%, while the worst single day was Mar 9, 2020 at -17.0%.

Harpreet Singh has an annualized alpha of 29.21%, beta of 0.85, and R² of 0.12 versus S&P 500 Index. Calculated based on daily prices since March 27, 2017.

• This portfolio captured 112.40% of S&P 500 Index gains but only 31.94% of its losses — a favorable profile for investors.
• R² of 0.12 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.

Harpreet Singh 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.

Harpreet Singh ranks 32 for risk / return — below 32% 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.

Harpreet Singh Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 0.96
• 5-Year: 1.30
• All Time: 0.66

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 0.98 to 1.66, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

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

Harpreet Singh provided a 1.21% 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 Harpreet Singh. 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 Harpreet Singh was 64.08%, occurring on Mar 24, 2020. Recovery took 187 trading sessions.

The current Harpreet Singh drawdown is 7.89%.

The chart below shows the rolling one-month volatility.