PriceVolLeadersMaxWeightedAlpha20251029

The chart shows the growth of an initial investment of $10,000 in PriceVolLeadersMaxWeightedAlpha20251029, 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 Feb 25, 2025, PriceVolLeadersMaxWeightedAlpha20251029's average daily return is +0.70%, while the average monthly return is +14.27%. At this rate, an investment would double in approximately 0.4 years.

Historically, 59% of months were positive and 41% were negative. The best month was Sep 2025 with a return of +49.1%, while the worst month was Mar 2025 at -17.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, PriceVolLeadersMaxWeightedAlpha20251029 closed higher 62% of trading days. The best single day was Apr 9, 2025 with a return of +17.3%, while the worst single day was Nov 13, 2025 at -12.2%.

PriceVolLeadersMaxWeightedAlpha20251029 has an annualized alpha of 264.95%, beta of 2.52, and R2 of 0.49 versus S&P 500 Index. Calculated based on daily prices since February 25, 2025.

• This portfolio captured 2967.93% of S&P 500 Index gains and 213.38% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• R2 of 0.49 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

PriceVolLeadersMaxWeightedAlpha20251029 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.

PriceVolLeadersMaxWeightedAlpha20251029 ranks 98 for risk / return — in the top 98% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

The table below presents risk-adjusted performance metrics for PriceVolLeadersMaxWeightedAlpha20251029 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.

PriceVolLeadersMaxWeightedAlpha20251029 Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

• 1-Year: 8.38
• All Time: 5.78

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 1.64 to 2.53, 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 PriceVolLeadersMaxWeightedAlpha20251029 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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 PriceVolLeadersMaxWeightedAlpha20251029. 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 PriceVolLeadersMaxWeightedAlpha20251029 was 33.90%, occurring on Apr 4, 2025. Recovery took 27 trading sessions.

The current PriceVolLeadersMaxWeightedAlpha20251029 drawdown is 14.23%.

The chart below shows the rolling one-month volatility.