Semente

The chart shows the growth of an initial investment of €10,000 in Semente, 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 26, 2025, Semente's average daily return is +0.13%, while the average monthly return is +2.51%. At this rate, an investment would double in approximately 2.3 years.

Historically, 50% of months were positive and 50% were negative. The best month was May 2026 with a return of +16.4%, while the worst month was Nov 2025 at -4.4%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Semente closed higher 58% of trading days. The best single day was Jun 1, 2026 with a return of +3.1%, while the worst single day was Aug 1, 2025 at -3.8%.

Semente has an annualized alpha of 12.72%, beta of 1.00, and R2 of 0.51 versus S&P 500 Index. Calculated based on daily prices since May 26, 2025.

• This portfolio captured 186.65% of S&P 500 Index gains and 185.50% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 12.72% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• With beta of 1.00 and R2 of 0.51, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Semente has an expense ratio of 0.34%, 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.

Semente ranks 50 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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. Learn how to interpret the Sharpe ratio.

The current Semente Sharpe ratio is 2.02 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 Semente 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 Semente. 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 Semente was 10.55%, occurring on Mar 30, 2026. Recovery took 11 trading sessions.

The current Semente drawdown is 6.50%.

The chart below shows the rolling one-month volatility.