composition au 24.04

The chart shows the growth of an initial investment of $10,000 in composition au 24.04, 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 Nov 21, 2019, composition au 24.04's average daily return is +0.08%, while the average monthly return is +2.45%. At this rate, an investment would double in approximately 2.4 years.

Historically, 69% of months were positive and 31% were negative. The best month was Jan 2023 with a return of +16.9%, while the worst month was Jun 2022 at -12.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, composition au 24.04 closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +8.4%, while the worst single day was Mar 12, 2020 at -12.9%.

composition au 24.04 has an annualized alpha of 20.30%, beta of 0.62, and R² of 0.34 versus S&P 500 Index. Calculated based on daily prices since November 21, 2019.

• This portfolio captured 127.32% of S&P 500 Index gains but only 71.07% of its losses — a favorable profile for investors.
• Beta of 0.62 may look defensive, but with R² of 0.34 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 0.34 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

composition au 24.04 has an expense ratio of 0.05%, 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.

composition au 24.04 ranks 16 for risk / return — in the bottom 16% 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.

composition au 24.04 Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

• 1-Year: 1.79
• 5-Year: 1.18
• All Time: 1.43

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 2.14 to 3.05, 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 composition au 24.04 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

composition au 24.04 provided a 0.74% 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 composition au 24.04. 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 composition au 24.04 was 33.51%, occurring on Oct 12, 2022. Recovery took 217 trading sessions.

The current composition au 24.04 drawdown is 1.47%.

The chart below shows the rolling one-month volatility.