IRA_June_Sortino

The chart shows the growth of an initial investment of $10,000 in IRA_June_Sortino, 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 Jan 12, 2024, IRA_June_Sortino's average daily return is +0.12%, while the average monthly return is +2.28%. At this rate, your investment would double in approximately 2.6 years.

Historically, 68% of months were positive and 32% were negative. The best month was Sep 2025 with a return of +10.4%, while the worst month was Mar 2025 at -5.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, IRA_June_Sortino closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +10.7%, while the worst single day was Apr 4, 2025 at -6.9%.

IRA_June_Sortino has an annualized alpha of 11.12%, beta of 1.24, and R² of 0.74 versus S&P 500 Index. Calculated based on daily prices since January 12, 2024.

• This portfolio captured 153.13% of S&P 500 Index gains but only 75.94% of its losses — a favorable profile for investors.
• This portfolio generated an annualized alpha of 11.12% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

IRA_June_Sortino has an expense ratio of 0.02%, 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.

IRA_June_Sortino ranks 63 for risk / return — better than 63% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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.

IRA_June_Sortino Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 1.42
• All Time: 1.39

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 0.99 to 1.69, 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 IRA_June_Sortino compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

IRA_June_Sortino provided a 1.82% 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 IRA_June_Sortino. 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 IRA_June_Sortino was 24.56%, occurring on Apr 8, 2025. Recovery took 54 trading sessions.

The current IRA_June_Sortino drawdown is 6.78%.

The chart below shows the rolling one-month volatility.