M&D Potential

The chart shows the growth of an initial investment of $10,000 in M&D Potential, 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 Mar 26, 2024, M&D Potential's average daily return is +0.09%, while the average monthly return is +2.61%. At this rate, an investment would double in approximately 2.2 years.

Historically, 71% of months were positive and 29% were negative. The best month was Nov 2024 with a return of +21.6%, while the worst month was Apr 2024 at -6.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, M&D Potential closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.9%, while the worst single day was Apr 4, 2025 at -6.5%.

M&D Potential has an annualized alpha of 13.90%, beta of 1.20, and R2 of 0.62 versus S&P 500 Index. Calculated based on daily prices since March 26, 2024.

• This portfolio captured 158.34% of S&P 500 Index gains but only 76.32% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 13.90% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

M&D Potential has an expense ratio of 0.28%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

M&D Potential ranks 27 for risk / return — below 27% 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 M&D Potential Sharpe ratio is 1.46 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 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 M&D Potential compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

M&D Potential provided a 1.77% 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 M&D Potential. 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 M&D Potential was 21.54%, occurring on Apr 8, 2025. Recovery took 77 trading sessions.

The current M&D Potential drawdown is 5.50%.

The chart below shows the rolling one-month volatility.