Dennis opt 12/6 2.57a

The chart shows the growth of an initial investment of $10,000 in Dennis opt 12/6 2.57a, 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 Nov 5, 2025, Dennis opt 12/6 2.57a's average daily return is -0.05%, while the average monthly return is -0.98%.

Historically, 50% of months were positive and 50% were negative. The best month was Nov 2025 with a return of +3.0%, while the worst month was Feb 2026 at -6.4%. The longest winning streak lasted 1 consecutive months, and the longest losing streak was 2 months.

On a daily basis, Dennis opt 12/6 2.57a closed higher 46% of trading days. The best single day was Nov 24, 2025 with a return of +4.5%, while the worst single day was Feb 4, 2026 at -3.9%.

Dennis opt 12/6 2.57a has an annualized alpha of -3.26%, beta of 1.50, and R² of 0.73 versus S&P 500 Index. Calculated based on daily prices since November 05, 2025.

• This portfolio captured 235.31% of S&P 500 Index gains and 189.10% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• This portfolio had an annualized alpha of -3.26% versus S&P 500 Index — delivering less than market exposure alone would predict.
• Beta of 1.50 means this portfolio moves significantly more than S&P 500 Index — expect amplified gains in rallies and amplified losses in downturns.

Dennis opt 12/6 2.57a has a high expense ratio of 0.96%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

There isn't enough data available to calculate the Sharpe ratio for Dennis opt 12/6 2.57a. This metric is based on the past 12 months of trading data. Please check back later for updated information.

Dennis opt 12/6 2.57a provided a 59.74% 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 Dennis opt 12/6 2.57a. 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 Dennis opt 12/6 2.57a was 16.47%, occurring on Mar 30, 2026. The portfolio has not yet recovered.

The current Dennis opt 12/6 2.57a drawdown is 11.03%.

The chart below shows the rolling one-month volatility.