Equal Hedges

The chart shows the growth of an initial investment of $10,000 in Equal Hedges, 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 Jun 9, 2026, the Equal Hedges returned 22.30% Year-To-Date and 16.20% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since May 22, 2006, Equal Hedges's average daily return is +0.05%, while the average monthly return is +0.95%. At this rate, an investment would double in approximately 6.1 years.

Historically, 62% of months were positive and 38% were negative. The best month was May 2026 with a return of +13.2%, while the worst month was Oct 2008 at -17.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Equal Hedges closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +10.8%, while the worst single day was Oct 15, 2008 at -7.1%.

Equal Hedges has an annualized alpha of 4.60%, beta of 0.68, and R2 of 0.61 versus S&P 500 Index. Calculated based on daily prices since May 22, 2006.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (78.28%) than losses (67.65%) - typical of diversified or defensive assets.
• This portfolio generated an annualized alpha of 4.60% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• Beta of 0.68 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Equal Hedges has an expense ratio of 0.21%, 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.

Equal Hedges ranks 84 for risk / return — in the top 84% 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 table below presents risk-adjusted performance metrics for Equal Hedges 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.

Equal Hedges Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

• 1-Year: 2.77
• 5-Year: 0.94
• 10-Year: 0.94
• All Time: 0.64

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

Equal Hedges provided a 2.10% 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 Equal Hedges. 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 Equal Hedges was 41.06%, occurring on Oct 27, 2008. Recovery took 508 trading sessions.

The current Equal Hedges drawdown is 6.16%.

The chart below shows the rolling one-month volatility.