PK-Retirement

The chart shows the growth of an initial investment of $10,000 in PK-Retirement, 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 8, 2026, the PK-Retirement returned -6.17% Year-To-Date and 54.38% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Feb 27, 2008, PK-Retirement's average daily return is +0.14%, while the average monthly return is +2.74%. At this rate, your investment would double in approximately 2.1 years.

Historically, 63% of months were positive and 37% were negative. The best month was Jan 2011 with a return of +35.0%, while the worst month was Jul 2008 at -24.9%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.

On a daily basis, PK-Retirement closed higher 54% of trading days. The best single day was Nov 11, 2016 with a return of +19.7%, while the worst single day was Jul 3, 2008 at -20.8%.

PK-Retirement has an annualized alpha of 21.55%, beta of 1.37, and R² of 0.52 versus S&P 500 Index. Calculated based on daily prices since February 27, 2008.

• This portfolio captured 239.58% of S&P 500 Index gains and 126.27% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 21.55% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

PK-Retirement has an expense ratio of 0.21%, 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.

PK-Retirement ranks 36 for risk / return — below 36% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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.

PK-Retirement Sharpe ratios as of Apr 8, 2026 (values are recalculated daily):

• 1-Year: 1.94
• 5-Year: 1.30
• 10-Year: 1.45
• All Time: 0.81

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 1.89 to 2.74, 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 PK-Retirement compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

PK-Retirement provided a 0.02% 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 PK-Retirement. 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 PK-Retirement was 71.52%, occurring on Nov 20, 2008. Recovery took 537 trading sessions.

The current PK-Retirement drawdown is 12.63%.

The chart below shows the rolling one-month volatility.