10yr-H-v5

The chart shows the growth of an initial investment of $10,000 in 10yr-H-v5, 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 13, 2026, the 10yr-H-v5 returned 10.92% Year-To-Date and 15.05% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Mar 23, 2011, 10yr-H-v5's average daily return is +0.05%, while the average monthly return is +1.04%. At this rate, an investment would double in approximately 5.6 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2026 with a return of +12.2%, while the worst month was Apr 2022 at -8.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, 10yr-H-v5 closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +7.7%, while the worst single day was Mar 12, 2020 at -6.9%.

10yr-H-v5 has an annualized alpha of 5.90%, beta of 0.52, and R2 of 0.38 versus S&P 500 Index. Calculated based on daily prices since March 23, 2011.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (88.57%) than losses (85.95%) - typical of diversified or defensive assets.
• Beta of 0.52 may look defensive, but with R2 of 0.38 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 0.38 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

10yr-H-v5 has an expense ratio of 0.23%, 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.

10yr-H-v5 ranks 43 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.

The current 10yr-H-v5 Sharpe ratio is 1.92 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 10yr-H-v5 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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 10yr-H-v5. 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 10yr-H-v5 was 30.54%, occurring on Oct 11, 2022. Recovery took 310 trading sessions.

The current 10yr-H-v5 drawdown is 3.96%.

The chart below shows the rolling one-month volatility.