PAC Mao

The chart shows the growth of an initial investment of $10,000 in PAC Mao, 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.

As of Apr 3, 2026, the PAC Mao returned -1.89% Year-To-Date and 28.27% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since May 28, 2010, PAC Mao's average daily return is +0.09%, while the average monthly return is +1.85%. At this rate, your investment would double in approximately 3.2 years.

Historically, 59% of months were positive and 41% were negative. The best month was Mar 2025 with a return of +25.0%, while the worst month was Sep 2011 at -15.2%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 4 months.

On a daily basis, PAC Mao closed higher 54% of trading days. The best single day was Mar 3, 2025 with a return of +11.1%, while the worst single day was Mar 12, 2020 at -9.0%.

PAC Mao has an annualized alpha of 12.90%, beta of 0.59, and R² of 0.20 versus S&P 500 Index. Calculated based on daily prices since May 28, 2010.

• This portfolio captured 109.77% of S&P 500 Index gains but only 78.56% of its losses — a favorable profile for investors.
• Beta of 0.59 may look defensive, but with R² of 0.20 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 0.20 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.

PAC Mao has an expense ratio of 0.04%, 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.

PAC Mao ranks 13 for risk / return — in the bottom 13% 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 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.

PAC Mao Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 0.67
• 5-Year: 1.58
• 10-Year: 1.17
• All Time: 0.95

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 PAC Mao compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

PAC Mao provided a 0.21% 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 PAC Mao. 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 PAC Mao was 38.58%, occurring on Mar 19, 2020. Recovery took 169 trading sessions.

The current PAC Mao drawdown is 18.80%.

The chart below shows the rolling one-month volatility.