Compendium

The chart shows the growth of an initial investment of $10,000 in Compendium, 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 Aug 13, 2025, Compendium's average daily return is +0.09%, while the average monthly return is +1.16%. At this rate, an investment would double in approximately 5.0 years.

Historically, 56% of months were positive and 44% were negative. The best month was Oct 2025 with a return of +13.1%, while the worst month was Dec 2025 at -11.9%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Compendium closed higher 48% of trading days. The best single day was Feb 24, 2026 with a return of +8.9%, while the worst single day was Feb 5, 2026 at -7.2%.

Compendium has an annualized alpha of 6.67%, beta of 1.61, and R² of 0.20 versus S&P 500 Index. Calculated based on daily prices since August 13, 2025.

• This portfolio captured 151.40% of S&P 500 Index gains and 145.97% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• R² of 0.20 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.

Compendium 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.

There isn't enough data available to calculate the Sharpe ratio for Compendium. This metric is based on the past 12 months of trading data. Please check back later for updated information.

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 Compendium. 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 Compendium was 25.74%, occurring on Feb 5, 2026. Recovery took 21 trading sessions.

The current Compendium drawdown is 15.95%.

The chart below shows the rolling one-month volatility.