Current portfolio (wrong weights)

The chart shows the growth of an initial investment of CHF 10,000 in Current portfolio (wrong weights), 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 never rebalanced.

Based on dividend-adjusted daily data since Mar 11, 2025, Current portfolio (wrong weights)'s average daily return is +0.10%, while the average monthly return is +2.72%. At this rate, an investment would double in approximately 2.2 years.

Historically, 81% of months were positive and 19% were negative. The best month was Jul 2025 with a return of +14.6%, while the worst month was Nov 2025 at -10.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 1 months.

On a daily basis, Current portfolio (wrong weights) closed higher 49% of trading days. The best single day was Apr 9, 2025 with a return of +10.4%, while the worst single day was Jun 5, 2026 at -7.3%.

Current portfolio (wrong weights) has an annualized alpha of 21.18%, beta of 1.05, and R2 of 0.39 versus S&P 500 Index. Calculated based on daily prices since March 11, 2025.

• This portfolio captured 150.77% of S&P 500 Index gains but only 44.97% of its losses - a favorable profile for investors.
• R2 of 0.39 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Current portfolio (wrong weights) has an expense ratio of 0.02%, 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.

Current portfolio (wrong weights) ranks 8 for risk / return — in the bottom 8% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

The table below presents risk-adjusted performance metrics for Current portfolio (wrong weights) and compares them with S&P 500 Index.

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.

Current portfolio (wrong weights) Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

• 1-Year: 0.60
• All Time: 1.02

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 1.59 to 2.46, 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 Current portfolio (wrong weights) compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Current portfolio (wrong weights) provided a 0.36% 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 Current portfolio (wrong weights). 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 Current portfolio (wrong weights) was 27.97%, occurring on Mar 30, 2026. The portfolio has not yet recovered.

The current Current portfolio (wrong weights) drawdown is 18.13%.

The chart below shows the rolling one-month volatility.