everything optimized

The chart shows the growth of an initial investment of $10,000 in everything optimized, 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 Dec 11, 2020, everything optimized's average daily return is +0.06%, while the average monthly return is +1.23%. At this rate, an investment would double in approximately 4.7 years.

Historically, 60% of months were positive and 40% were negative. The best month was Jan 2023 with a return of +12.7%, while the worst month was Apr 2022 at -14.1%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.

On a daily basis, everything optimized closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +10.0%, while the worst single day was Apr 4, 2025 at -6.4%.

everything optimized has an annualized alpha of -0.42%, beta of 1.12, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since December 11, 2020.

• This portfolio captured 105.64% of S&P 500 Index gains and 103.24% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• With beta of 1.12 and R2 of 0.88, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

everything optimized has an expense ratio of 0.01%, 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.

everything optimized ranks 11 for risk / return — in the bottom 11% 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 everything optimized 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.

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

• 1-Year: 0.84
• 5-Year: 0.63
• All Time: 0.73

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 1.63 to 2.52, 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 everything optimized compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

everything optimized provided a 0.56% 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 everything optimized. 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 everything optimized was 34.11%, occurring on Oct 14, 2022. Recovery took 296 trading sessions.

The current everything optimized drawdown is 3.20%.

The chart below shows the rolling one-month volatility.