>15% ytd

The chart shows the growth of an initial investment of $10,000 in >15% ytd , 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 2, 2025, >15% ytd 's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, an investment would double in approximately 5.8 years.

Historically, 56% of months were positive and 44% were negative. The best month was Apr 2026 with a return of +9.3%, while the worst month was Mar 2026 at -5.6%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 2 months.

On a daily basis, >15% ytd closed higher 60% of trading days. The best single day was Mar 31, 2026 with a return of +3.1%, while the worst single day was Jun 5, 2026 at -3.8%.

>15% ytd has an annualized alpha of -4.01%, beta of 1.13, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since October 02, 2025.

• This portfolio participated in 100.61% of S&P 500 Index downside but only 89.10% of its upside - more exposed to losses than it benefited from rallies.
• This portfolio had an annualized alpha of -4.01% versus S&P 500 Index - delivering less than market exposure alone would predict.
• With beta of 1.13 and R2 of 0.83, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

>15% ytd has an expense ratio of 0.80%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The table below presents risk-adjusted performance metrics for >15% ytd and compares them with S&P 500 Index.

There isn't enough data available to calculate the Sharpe ratio for >15% ytd . This metric is based on the past 12 months of trading data. Please check back later for updated information.

>15% ytd provided a 29.40% 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 >15% ytd . 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 >15% ytd was 10.52%, occurring on Mar 30, 2026. Recovery took 13 trading sessions.

The current >15% ytd drawdown is 4.05%.

The chart below shows the rolling one-month volatility.