income testing

The chart shows the growth of an initial investment of $10,000 in income testing, 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 3, 2025, income testing's average daily return is +0.12%, while the average monthly return is +2.22%. At this rate, an investment would double in approximately 2.6 years.

Historically, 80% of months were positive and 20% were negative. The best month was Apr 2026 with a return of +11.0%, while the worst month was Nov 2025 at -7.1%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 1 months.

On a daily basis, income testing closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +11.9%, while the worst single day was Apr 3, 2025 at -5.5%.

income testing has an annualized alpha of -2.34%, beta of 1.25, and R2 of 0.71 versus S&P 500 Index. Calculated based on daily prices since April 03, 2025.

• This portfolio captured 72.11% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -41.22%) - a profile typical of hedging or uncorrelated assets.
• This portfolio had an annualized alpha of -2.34% versus S&P 500 Index - delivering less than market exposure alone would predict.

income testing has an expense ratio of 0.80%, 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.

income testing ranks 12 for risk / return — in the bottom 12% 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 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. Learn how to interpret the Sharpe ratio.

The current income testing Sharpe ratio is 1.04 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.56 to 2.44, 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 income testing compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

income testing provided a 81.61% 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 income testing. 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 income testing was 16.66%, occurring on Nov 20, 2025. Recovery took 40 trading sessions.

The current income testing drawdown is 4.20%.

The chart below shows the rolling one-month volatility.