Cher Minimize Variability

The chart shows the growth of an initial investment of $10,000 in Cher Minimize Variability, 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 9, 2026, the Cher Minimize Variability returned 1.99% Year-To-Date and 4.03% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Dec 13, 2013, Cher Minimize Variability's average daily return is +0.01%, while the average monthly return is +0.30%. At this rate, an investment would double in approximately 19.3 years.

Historically, 73% of months were positive and 27% were negative. The best month was Apr 2020 with a return of +3.2%, while the worst month was Mar 2020 at -3.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Cher Minimize Variability closed higher 58% of trading days. The best single day was Mar 24, 2020 with a return of +2.6%, while the worst single day was Mar 12, 2020 at -3.6%.

Cher Minimize Variability has an annualized alpha of 1.86%, beta of 0.14, and R2 of 0.64 versus S&P 500 Index. Calculated based on daily prices since December 13, 2013.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (16.01%) than losses (11.42%) - typical of diversified or defensive assets.
• Beta of 0.14 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Cher Minimize Variability has an expense ratio of 0.10%, 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.

Cher Minimize Variability ranks 95 for risk / return — in the top 95% 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 table below presents risk-adjusted performance metrics for Cher Minimize Variability and compares them with S&P 500 Index.

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.

Cher Minimize Variability Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

• 1-Year: 3.65
• 5-Year: 1.77
• 10-Year: 1.27
• All Time: 1.24

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 1.59 to 2.46, 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 Cher Minimize Variability compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Cher Minimize Variability provided a 4.09% 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 Cher Minimize Variability. 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 Cher Minimize Variability was 11.31%, occurring on Mar 19, 2020. Recovery took 52 trading sessions.

The current Cher Minimize Variability drawdown is 0.25%.

The chart below shows the rolling one-month volatility.