mar 26 post div rebal 5

The chart shows the growth of an initial investment of $10,000 in mar 26 post div rebal 5, 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 Jun 12, 2023, mar 26 post div rebal 5's average daily return is +0.10%, while the average monthly return is +2.06%. At this rate, an investment would double in approximately 2.8 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2023 with a return of +11.1%, while the worst month was Mar 2026 at -7.6%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, mar 26 post div rebal 5 closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +7.0%, while the worst single day was Apr 4, 2025 at -6.1%.

mar 26 post div rebal 5 has an annualized alpha of 11.28%, beta of 0.73, and R2 of 0.42 versus S&P 500 Index. Calculated based on daily prices since June 12, 2023.

• This portfolio captured 102.74% of S&P 500 Index gains but only 61.37% of its losses - a favorable profile for investors.
• R2 of 0.42 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

mar 26 post div rebal 5 has an expense ratio of 0.38%, 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.

mar 26 post div rebal 5 ranks 56 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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 mar 26 post div rebal 5 Sharpe ratio is 2.27 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 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 mar 26 post div rebal 5 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

mar 26 post div rebal 5 provided a 2.22% 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 mar 26 post div rebal 5. 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 mar 26 post div rebal 5 was 13.03%, occurring on Oct 4, 2023. Recovery took 49 trading sessions.

The current mar 26 post div rebal 5 drawdown is 5.65%.

The chart below shows the rolling one-month volatility.