Alternative Screener Test T15 9/13

The chart shows the growth of an initial investment of $10,000 in Alternative Screener Test T15 9/13, 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.

Based on dividend-adjusted daily data since Jan 30, 2017, Alternative Screener Test T15 9/13's average daily return is +0.08%, while the average monthly return is +1.59%. At this rate, your investment would double in approximately 3.7 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2020 with a return of +19.7%, while the worst month was Mar 2020 at -20.6%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Alternative Screener Test T15 9/13 closed higher 54% of trading days. The best single day was Mar 13, 2020 with a return of +9.1%, while the worst single day was Mar 16, 2020 at -13.5%.

Alternative Screener Test T15 9/13 has an annualized alpha of 7.57%, beta of 0.94, and R² of 0.67 versus S&P 500 Index. Calculated based on daily prices since January 30, 2017.

• This portfolio captured 109.65% of S&P 500 Index gains but only 81.15% of its losses — a favorable profile for investors.
• This portfolio generated an annualized alpha of 7.57% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• With beta of 0.94 and R² of 0.67, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alternative Screener Test T15 9/13 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.

Alternative Screener Test T15 9/13 ranks 77 for risk / return — better than 77% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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.

Alternative Screener Test T15 9/13 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 1.68
• 5-Year: 1.04
• All Time: 0.90

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 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 Alternative Screener Test T15 9/13 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Alternative Screener Test T15 9/13 provided a 0.63% 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 Alternative Screener Test T15 9/13. 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 Alternative Screener Test T15 9/13 was 38.77%, occurring on Mar 18, 2020. Recovery took 56 trading sessions.

The current Alternative Screener Test T15 9/13 drawdown is 6.91%.

The chart below shows the rolling one-month volatility.