Highest Sharpe Ratio and Yearly Return

The chart shows the growth of an initial investment of $10,000 in Highest Sharpe Ratio and Yearly Return, 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 May 1, 2024, Highest Sharpe Ratio and Yearly Return's average daily return is +0.36%, while the average monthly return is +7.53%. At this rate, an investment would double in approximately 0.8 years.

Historically, 65% of months were positive and 35% were negative. The best month was May 2025 with a return of +33.0%, while the worst month was Mar 2025 at -17.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, Highest Sharpe Ratio and Yearly Return closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +16.9%, while the worst single day was Jan 27, 2025 at -16.2%.

Highest Sharpe Ratio and Yearly Return has an annualized alpha of 65.34%, beta of 2.12, and R2 of 0.41 versus S&P 500 Index. Calculated based on daily prices since May 01, 2024.

• This portfolio captured 531.71% of S&P 500 Index gains and 111.17% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• R2 of 0.41 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Highest Sharpe Ratio and Yearly Return 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.

Highest Sharpe Ratio and Yearly Return ranks 7 for risk / return — in the bottom 7% 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. Learn how to interpret the Sharpe ratio.

The current Highest Sharpe Ratio and Yearly Return Sharpe ratio is 0.29 as of Jun 24, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.49 to 2.37, 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 Highest Sharpe Ratio and Yearly Return compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Highest Sharpe Ratio and Yearly Return provided a 0.35% 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 Highest Sharpe Ratio and Yearly Return. 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 Highest Sharpe Ratio and Yearly Return was 43.12%, occurring on Apr 4, 2025. Recovery took 43 trading sessions.

The current Highest Sharpe Ratio and Yearly Return drawdown is 29.37%.

The chart below shows the rolling one-month volatility.