ALL-STAR 2025.10

The chart shows the growth of an initial investment of $10,000 in ALL-STAR 2025.10, 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 Apr 11, 2026, the ALL-STAR 2025.10 returned 35.59% Year-To-Date and 20.72% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jul 11, 2005, ALL-STAR 2025.10's average daily return is +0.07%, while the average monthly return is +1.44%. At this rate, an investment would double in approximately 4.0 years.

Historically, 54% of months were positive and 46% were negative. The best month was Sep 2025 with a return of +48.7%, while the worst month was Jun 2022 at -22.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 8 months.

On a daily basis, ALL-STAR 2025.10 closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +19.3%, while the worst single day was Aug 7, 2014 at -19.1%.

ALL-STAR 2025.10 has an annualized alpha of 5.46%, beta of 1.27, and R² of 0.53 versus S&P 500 Index. Calculated based on daily prices since July 11, 2005.

• This portfolio captured 151.27% of S&P 500 Index gains and 124.55% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 5.46% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

ALL-STAR 2025.10 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.

ALL-STAR 2025.10 ranks 99 for risk / return — in the top 99% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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.

ALL-STAR 2025.10 Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

• 1-Year: 7.91
• 5-Year: 0.32
• 10-Year: 0.60
• All Time: 0.40

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 2.14 to 3.05, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of ALL-STAR 2025.10 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

ALL-STAR 2025.10 provided a 0.04% 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 ALL-STAR 2025.10. 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 ALL-STAR 2025.10 was 70.27%, occurring on Dec 28, 2022. Recovery took 738 trading sessions.

The chart below shows the rolling one-month volatility.