15102025

The chart shows the growth of an initial investment of $10,000 in 15102025, 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 Apr 25, 2023, 15102025's average daily return is +0.10%, while the average monthly return is +2.03%. At this rate, an investment would double in approximately 2.9 years.

Historically, 69% of months were positive and 31% were negative. The best month was Nov 2024 with a return of +15.4%, while the worst month was Feb 2025 at -8.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, 15102025 closed higher 54% of trading days. The best single day was Nov 16, 2023 with a return of +6.4%, while the worst single day was Nov 17, 2023 at -6.7%.

15102025 has an annualized alpha of 17.54%, beta of 0.46, and R2 of 0.14 versus S&P 500 Index. Calculated based on daily prices since April 25, 2023.

• This portfolio captured 116.29% of S&P 500 Index gains but only 96.25% of its losses - a favorable profile for investors.
• Beta of 0.46 may look defensive, but with R2 of 0.14 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 0.14 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

15102025 has an expense ratio of 0.55%, 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.

15102025 ranks 9 for risk / return — in the bottom 9% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

The table below presents risk-adjusted performance metrics for 15102025 and compares them with S&P 500 Index.

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.

15102025 Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

• 1-Year: 0.60
• All Time: 1.44

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 1.64 to 2.53, 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 15102025 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

15102025 provided a 2.07% 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 15102025. 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 15102025 was 17.83%, occurring on Apr 7, 2025. Recovery took 30 trading sessions.

The current 15102025 drawdown is 8.57%.

The chart below shows the rolling one-month volatility.