Filtered 24, Angerfolio (7/12/24)

The chart shows the growth of an initial investment of $10,000 in Filtered 24, Angerfolio (7/12/24), 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 week.

Based on dividend-adjusted daily data since May 29, 2020, Filtered 24, Angerfolio (7/12/24)'s average daily return is +0.11%, while the average monthly return is +2.26%. At this rate, your investment would double in approximately 2.6 years.

Historically, 71% of months were positive and 29% were negative. The best month was Nov 2020 with a return of +15.4%, while the worst month was Jun 2022 at -8.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, Filtered 24, Angerfolio (7/12/24) closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +5.2%, while the worst single day was Jun 11, 2020 at -6.1%.

Filtered 24, Angerfolio (7/12/24) has an annualized alpha of 20.27%, beta of 0.61, and R² of 0.51 versus S&P 500 Index. Calculated based on daily prices since May 29, 2020.

• This portfolio captured 103.54% of S&P 500 Index gains but only 28.12% of its losses — a favorable profile for investors.
• This portfolio generated an annualized alpha of 20.27% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• Beta of 0.61 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Filtered 24, Angerfolio (7/12/24) has an expense ratio of 0.00%, 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.

Filtered 24, Angerfolio (7/12/24) ranks 88 for risk / return — in the top 88% 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.

Filtered 24, Angerfolio (7/12/24) Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 2.09
• 5-Year: 1.80
• All Time: 2.06

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 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 Filtered 24, Angerfolio (7/12/24) compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Filtered 24, Angerfolio (7/12/24) provided a 2.18% 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 Filtered 24, Angerfolio (7/12/24). 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 Filtered 24, Angerfolio (7/12/24) was 19.82%, occurring on Sep 30, 2022. Recovery took 92 trading sessions.

The current Filtered 24, Angerfolio (7/12/24) drawdown is 2.55%.

The chart below shows the rolling one-month volatility.