0% hehehe

The chart shows the growth of an initial investment of $10,000 in 0% hehehe, 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 Jun 13, 2026, the 0% hehehe returned 138.87% Year-To-Date and 60.93% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Mar 21, 1983, 0% hehehe's average daily return is +0.11%, while the average monthly return is +2.38%. At this rate, an investment would double in approximately 2.5 years.

Historically, 51% of months were positive and 49% were negative. The best month was Jan 2001 with a return of +78.1%, while the worst month was Oct 1987 at -47.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 7 months.

On a daily basis, 0% hehehe closed higher 47% of trading days. The best single day was Apr 22, 2016 with a return of +52.3%, while the worst single day was Jun 18, 1992 at -37.9%.

0% hehehe has an annualized alpha of 10.80%, beta of 1.58, and R2 of 0.23 versus S&P 500 Index. Calculated based on daily prices since March 21, 1983.

• This portfolio captured 261.52% of S&P 500 Index gains and 194.70% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• R2 of 0.23 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

0% hehehe 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.

0% hehehe ranks 97 for risk / return — in the top 97% 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 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.

The current 0% hehehe Sharpe ratio is 5.01 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, 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 0% hehehe compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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 0% hehehe. 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 0% hehehe was 96.59%, occurring on Jul 27, 2015. Recovery took 1117 trading sessions.

The current 0% hehehe drawdown is 5.70%.

The chart below shows the rolling one-month volatility.