TAI | P&I 500 ranking_2

The chart shows the growth of an initial investment of $10,000 in TAI | P&I 500 ranking_2, 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 3 months.

As of Apr 3, 2026, the TAI | P&I 500 ranking_2 returned -4.40% Year-To-Date and 14.39% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jun 25, 2007, TAI | P&I 500 ranking_2's average daily return is +0.05%, while the average monthly return is +1.01%. At this rate, your investment would double in approximately 5.7 years.

Historically, 57% of months were positive and 43% were negative. The best month was Apr 2009 with a return of +37.0%, while the worst month was Oct 2008 at -39.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, TAI | P&I 500 ranking_2 closed higher 53% of trading days. The best single day was Nov 24, 2008 with a return of +19.1%, while the worst single day was Oct 9, 2008 at -17.6%.

TAI | P&I 500 ranking_2 has an annualized alpha of -0.21%, beta of 1.42, and R² of 0.72 versus S&P 500 Index. Calculated based on daily prices since June 25, 2007.

• This portfolio captured 151.79% of S&P 500 Index gains and 138.11% of its losses — amplifying both gains and losses, but participating more in upside than downside.

TAI | P&I 500 ranking_2 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.

TAI | P&I 500 ranking_2 ranks 12 for risk / return — in the bottom 12% 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.

TAI | P&I 500 ranking_2 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 0.52
• 5-Year: 0.56
• 10-Year: 0.54
• All Time: 0.26

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 TAI | P&I 500 ranking_2 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

TAI | P&I 500 ranking_2 provided a 3.67% 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 TAI | P&I 500 ranking_2. 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 TAI | P&I 500 ranking_2 was 78.34%, occurring on Nov 20, 2008. Recovery took 1170 trading sessions.

The current TAI | P&I 500 ranking_2 drawdown is 8.31%.

The chart below shows the rolling one-month volatility.