25JUL04_Sharpe.Tactical

The chart shows the growth of an initial investment of $10,000 in 25JUL04_Sharpe.Tactical, 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 26, 2024, 25JUL04_Sharpe.Tactical's average daily return is +0.39%, while the average monthly return is +11.92%. At this rate, your investment would double in approximately 0.5 years.

Historically, 72% of months were positive and 28% were negative. The best month was Nov 2024 with a return of +88.6%, while the worst month was Nov 2025 at -12.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 25JUL04_Sharpe.Tactical closed higher 40% of trading days. The best single day was Dec 18, 2024 with a return of +28.1%, while the worst single day was Dec 19, 2024 at -27.9%.

25JUL04_Sharpe.Tactical has an annualized alpha of 229.00%, beta of 1.54, and R² of 0.18 versus S&P 500 Index. Calculated based on daily prices since April 26, 2024.

• This portfolio captured 800.28% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -438.93%) — a profile typical of hedging or uncorrelated assets.
• R² of 0.18 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.

25JUL04_Sharpe.Tactical has an expense ratio of 0.01%, 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.

25JUL04_Sharpe.Tactical ranks 61 for risk / return — better than 61% 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.

25JUL04_Sharpe.Tactical Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 3.50
• All Time: 4.09

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 is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of 25JUL04_Sharpe.Tactical compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

25JUL04_Sharpe.Tactical provided a 0.45% 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 25JUL04_Sharpe.Tactical. 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 25JUL04_Sharpe.Tactical was 39.82%, occurring on Apr 4, 2025. Recovery took 53 trading sessions.

The current 25JUL04_Sharpe.Tactical drawdown is 9.34%.

The chart below shows the rolling one-month volatility.