Optimized- Alpha

The chart shows the growth of an initial investment of $10,000 in Optimized- Alpha, 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 Jun 6, 2024, Optimized- Alpha's average daily return is +0.35%, while the average monthly return is +10.98%. At this rate, an investment would double in approximately 0.6 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2024 with a return of +74.1%, while the worst month was Mar 2025 at -13.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Optimized- Alpha closed higher 40% of trading days. The best single day was Dec 18, 2024 with a return of +26.0%, while the worst single day was Dec 19, 2024 at -26.3%.

Optimized- Alpha has an annualized alpha of 166.35%, beta of 1.66, and R2 of 0.25 versus S&P 500 Index. Calculated based on daily prices since June 06, 2024.

• This portfolio captured 690.16% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -213.00%) - a profile typical of hedging or uncorrelated assets.
• R2 of 0.25 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.

Optimized- Alpha 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.

Optimized- Alpha ranks 53 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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. Learn how to interpret the Sharpe ratio.

The current Optimized- Alpha Sharpe ratio is 2.19 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 1.53 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Optimized- Alpha compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Optimized- Alpha provided a 0.09% 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 Optimized- Alpha. 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 Optimized- Alpha was 40.32%, occurring on Apr 4, 2025. Recovery took 53 trading sessions.

The current Optimized- Alpha drawdown is 5.31%.

The chart below shows the rolling one-month volatility.