Base 1111

The chart shows the growth of an initial investment of $10,000 in Base 1111, 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 May 28, 2020, Base 1111's average daily return is +0.08%, while the average monthly return is +1.58%. At this rate, an investment would double in approximately 3.7 years.

Historically, 70% of months were positive and 30% were negative. The best month was Feb 2021 with a return of +11.5%, while the worst month was Jun 2022 at -3.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Base 1111 closed higher 56% of trading days. The best single day was Nov 9, 2020 with a return of +6.7%, while the worst single day was Jun 11, 2020 at -6.5%.

Base 1111 has an annualized alpha of 13.37%, beta of 0.44, and R2 of 0.29 versus S&P 500 Index. Calculated based on daily prices since May 28, 2020.

• This portfolio captured 45.37% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -23.95%) - a profile typical of hedging or uncorrelated assets.
• Beta of 0.44 may look defensive, but with R2 of 0.29 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 0.29 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.

Base 1111 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.

Base 1111 ranks 30 for risk / return — below 30% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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 Base 1111 Sharpe ratio is 1.42 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 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 Base 1111 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Base 1111 provided a 1.21% 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 Base 1111. 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 Base 1111 was 13.21%, occurring on Jun 26, 2020. Recovery took 73 trading sessions.

The current Base 1111 drawdown is 0.52%.

The chart below shows the rolling one-month volatility.