*Small Cap - 253.38

The chart shows the growth of an initial investment of $10,000 in *Small Cap - 253.38, 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 9, 2026, the *Small Cap - 253.38 returned 8.91% Year-To-Date and 11.84% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Mar 3, 2005, *Small Cap - 253.38's average daily return is +0.05%, while the average monthly return is +0.90%. At this rate, an investment would double in approximately 6.4 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +16.0%, while the worst month was Oct 2008 at -25.6%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.

On a daily basis, *Small Cap - 253.38 closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +12.0%, while the worst single day was Oct 9, 2008 at -11.8%.

*Small Cap - 253.38 has an annualized alpha of 1.23%, beta of 0.98, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since March 03, 2005.

• This portfolio captured 107.29% of S&P 500 Index gains and 104.97% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• With beta of 0.98 and R2 of 0.74, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

*Small Cap - 253.38 has an expense ratio of 0.39%, 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.

*Small Cap - 253.38 ranks 46 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 table below presents risk-adjusted performance metrics for *Small Cap - 253.38 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.

*Small Cap - 253.38 Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

• 1-Year: 1.97
• 5-Year: 0.47
• 10-Year: 0.52
• All Time: 0.43

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 1.59 to 2.46, 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 *Small Cap - 253.38 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

*Small Cap - 253.38 provided a 1.94% dividend yield over the last twelve months.

The table below shows the monthly dividends paid by this portfolio.

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 *Small Cap - 253.38. 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 *Small Cap - 253.38 was 62.83%, occurring on Mar 9, 2009. Recovery took 983 trading sessions.

The current *Small Cap - 253.38 drawdown is 0.42%.

The chart below shows the rolling one-month volatility.