0123

The chart shows the growth of an initial investment of $10,000 in 0123, 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 3, 2026, the 0123 returned -20.51% Year-To-Date and 10.77% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since May 27, 2008, 0123's average daily return is +0.07%, while the average monthly return is +1.64%. At this rate, your investment would double in approximately 3.6 years.

Historically, 59% of months were positive and 41% were negative. The best month was May 2009 with a return of +50.5%, while the worst month was Mar 2020 at -30.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, 0123 closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +20.0%, while the worst single day was Mar 23, 2020 at -15.4%.

0123 has an annualized alpha of 10.55%, beta of 0.73, and R² of 0.28 versus S&P 500 Index. Calculated based on daily prices since May 27, 2008.

• This portfolio captured 116.36% of S&P 500 Index gains but only 91.35% of its losses — a favorable profile for investors.
• R² of 0.28 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.

0123 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.

0123 ranks 2 for risk / return — in the bottom 2% 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.

0123 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: -0.50
• 5-Year: 0.31
• 10-Year: 0.48
• All Time: 0.57

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 0.98 to 1.66, 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 0123 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

0123 provided a 2.91% 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 0123. 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 0123 was 51.91%, occurring on Nov 20, 2008. Recovery took 122 trading sessions.

The current 0123 drawdown is 26.97%.

The chart below shows the rolling one-month volatility.