Core Portfolio

The chart shows the growth of an initial investment of $10,000 in Core Portfolio, 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.

As of Apr 1, 2026, the Core Portfolio returned -11.05% Year-To-Date and 82.85% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Aug 7, 2009, Core Portfolio's average daily return is +0.25%, while the average monthly return is +5.53%. At this rate, your investment would double in approximately 1.1 years.

Historically, 60% of months were positive and 40% were negative. The best month was Jan 2011 with a return of +94.2%, while the worst month was Dec 2018 at -55.5%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Core Portfolio closed higher 52% of trading days. The best single day was Nov 11, 2016 with a return of +51.5%, while the worst single day was Nov 16, 2018 at -40.1%.

Core Portfolio has an annualized alpha of 45.97%, beta of 2.05, and R² of 0.25 versus S&P 500 Index. Calculated based on daily prices since August 07, 2009.

• This portfolio captured 428.41% of S&P 500 Index gains and 182.81% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• R² of 0.25 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.

Core Portfolio 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.

Core Portfolio ranks 33 for risk / return — below 33% 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.

Core Portfolio Sharpe ratios as of Apr 1, 2026 (values are recalculated daily):

• 1-Year: 0.93
• 5-Year: 1.21
• 10-Year: 1.10
• All Time: 0.69

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

Core Portfolio provided a -0.87% 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 Core Portfolio. 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 Core Portfolio was 87.27%, occurring on Jun 3, 2019. Recovery took 317 trading sessions.

The current Core Portfolio drawdown is 26.15%.

The chart below shows the rolling one-month volatility.