CC New 01 + def

The chart shows the growth of an initial investment of $10,000 in CC New 01 + def, 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 never rebalanced.

As of Apr 16, 2026, the CC New 01 + def returned 7.29% Year-To-Date and 38.98% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since May 21, 2012, CC New 01 + def's average daily return is +0.13%, while the average monthly return is +2.74%. At this rate, an investment would double in approximately 2.1 years.

Historically, 68% of months were positive and 32% were negative. The best month was May 2023 with a return of +19.1%, while the worst month was Apr 2022 at -17.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, CC New 01 + def closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +16.0%, while the worst single day was Mar 16, 2020 at -13.5%.

CC New 01 + def has an annualized alpha of 16.92%, beta of 1.34, and R² of 0.70 versus S&P 500 Index. Calculated based on daily prices since May 21, 2012.

• This portfolio captured 189.27% of S&P 500 Index gains but only 93.31% of its losses — a favorable profile for investors.
• This portfolio generated an annualized alpha of 16.92% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

CC New 01 + def 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.

CC New 01 + def ranks 44 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.

CC New 01 + def Sharpe ratios as of Apr 16, 2026 (values are recalculated daily):

• 1-Year: 2.56
• 5-Year: 1.19
• 10-Year: 1.30
• All Time: 1.31

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 2.20 to 3.00, 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 CC New 01 + def compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

CC New 01 + def provided a 0.89% 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 CC New 01 + def. 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 CC New 01 + def was 44.15%, occurring on Oct 14, 2022. Recovery took 153 trading sessions.

The current CC New 01 + def drawdown is 0.15%.

The chart below shows the rolling one-month volatility.