Rebalancing August 2025

The chart shows the growth of an initial investment of $10,000 in Rebalancing August 2025, 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 Oct 13, 2020, Rebalancing August 2025's average daily return is +0.09%, while the average monthly return is +1.79%. At this rate, an investment would double in approximately 3.3 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +14.7%, while the worst month was Apr 2022 at -12.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Rebalancing August 2025 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +11.0%, while the worst single day was Apr 4, 2025 at -6.1%.

Rebalancing August 2025 has an annualized alpha of 4.77%, beta of 1.19, and R2 of 0.92 versus S&P 500 Index. Calculated based on daily prices since October 13, 2020.

• This portfolio captured 132.77% of S&P 500 Index gains and 103.92% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 4.77% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Rebalancing August 2025 has an expense ratio of 0.08%, 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.

Rebalancing August 2025 ranks 29 for risk / return — below 29% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The table below presents risk-adjusted performance metrics for Rebalancing August 2025 and compares them with S&P 500 Index.

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.

Rebalancing August 2025 Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

• 1-Year: 1.80
• 5-Year: 0.94
• All Time: 1.06

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 1.59 to 2.46, 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 Rebalancing August 2025 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Rebalancing August 2025 provided a 0.84% 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 Rebalancing August 2025. 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 Rebalancing August 2025 was 34.26%, occurring on Oct 14, 2022. Recovery took 167 trading sessions.

The current Rebalancing August 2025 drawdown is 4.14%.

The chart below shows the rolling one-month volatility.