ger

The chart shows the growth of an initial investment of €10,000 in ger, 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 Jun 6, 2026, the ger returned 80.34% Year-To-Date and 19.64% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Mar 23, 2000, ger's average daily return is +0.05%, while the average monthly return is +1.12%. At this rate, an investment would double in approximately 5.2 years.

Historically, 54% of months were positive and 46% were negative. The best month was Nov 2001 with a return of +36.3%, while the worst month was Aug 2001 at -37.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.

On a daily basis, ger closed higher 50% of trading days. The best single day was Nov 23, 2001 with a return of +25.8%, while the worst single day was Aug 20, 2001 at -28.0%.

ger has an annualized alpha of 14.89%, beta of 0.56, and R2 of 0.10 versus S&P 500 Index. Calculated based on daily prices since March 23, 2000.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (96.49%) than losses (69.10%) - typical of diversified or defensive assets.
• Beta of 0.56 may look defensive, but with R2 of 0.10 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R2 of 0.10 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.

ger 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.

ger ranks 36 for risk / return — below 36% 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 table below presents risk-adjusted performance metrics for ger 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.

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

• 1-Year: 1.97
• 5-Year: 0.14
• 10-Year: 0.56
• All Time: 0.16

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 1.63 to 2.52, 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 ger compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

ger provided a 1.16% 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 ger. 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 ger was 92.25%, occurring on Feb 26, 2003. Recovery took 3695 trading sessions.

The current ger drawdown is 7.87%.

The chart below shows the rolling one-month volatility.