Less volatile

The chart shows the growth of an initial investment of $10,000 in Less volatile , 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 2, 2026, the Less volatile returned -5.77% Year-To-Date and 28.52% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jul 2, 2002, Less volatile 's average daily return is +0.08%, while the average monthly return is +1.57%. At this rate, your investment would double in approximately 3.7 years.

Historically, 57% of months were positive and 43% were negative. The best month was May 2003 with a return of +31.2%, while the worst month was Oct 2008 at -23.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 8 months.

On a daily basis, Less volatile closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +16.6%, while the worst single day was Sep 10, 2002 at -14.7%.

Less volatile has an annualized alpha of 11.87%, beta of 0.83, and R² of 0.41 versus S&P 500 Index. Calculated based on daily prices since July 02, 2002.

• This portfolio captured 108.23% of S&P 500 Index gains but only 63.58% of its losses — a favorable profile for investors.
• R² of 0.41 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Less volatile 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.

Less volatile ranks 83 for risk / return — in the top 83% 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.

Less volatile Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 2.17
• 5-Year: 1.39
• 10-Year: 1.29
• All Time: 0.72

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 1.00 to 1.70, 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 Less volatile compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Less volatile 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 Less volatile . 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 Less volatile was 66.33%, occurring on Nov 20, 2008. Recovery took 1254 trading sessions.

The current Less volatile drawdown is 12.59%.

The chart below shows the rolling one-month volatility.