Roth Trio

The chart shows the growth of an initial investment of $10,000 in Roth Trio, 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 May 14, 2021, Roth Trio's average daily return is +0.06%, while the average monthly return is +1.26%. At this rate, your investment would double in approximately 4.6 years.

Historically, 65% of months were positive and 35% were negative. The best month was Oct 2021 with a return of +10.3%, while the worst month was Mar 2025 at -8.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Roth Trio closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +10.8%, while the worst single day was Nov 26, 2021 at -7.0%.

Roth Trio has an annualized alpha of 4.60%, beta of 1.07, and R² of 0.79 versus S&P 500 Index. Calculated based on daily prices since May 14, 2021.

• This portfolio captured 112.81% of S&P 500 Index gains but only 91.90% of its losses — a favorable profile for investors.
• This portfolio generated an annualized alpha of 4.60% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• With beta of 1.07 and R² of 0.79, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Roth Trio has a high expense ratio of 0.94%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Roth Trio ranks 25 for risk / return — below 25% 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 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.

Roth Trio Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 0.95
• All Time: 0.75

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 0.99 to 1.69, 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 Roth Trio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Roth Trio provided a 3.20% 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 Roth Trio. 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 Roth Trio was 28.41%, occurring on Apr 8, 2025. Recovery took 113 trading sessions.

The current Roth Trio drawdown is 6.32%.

The chart below shows the rolling one-month volatility.