optimized taxable

The chart shows the growth of an initial investment of $10,000 in optimized taxable, 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 Dec 10, 2020, optimized taxable's average daily return is +0.14%, while the average monthly return is +2.82%. At this rate, your investment would double in approximately 2.1 years.

Historically, 49% of months were positive and 51% were negative. The best month was Nov 2024 with a return of +44.4%, while the worst month was Feb 2021 at -19.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, optimized taxable closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +17.4%, while the worst single day was Mar 19, 2024 at -17.8%.

optimized taxable has an annualized alpha of 13.87%, beta of 1.70, and R² of 0.39 versus S&P 500 Index. Calculated based on daily prices since December 10, 2020.

• This portfolio captured 196.81% of S&P 500 Index gains and 127.31% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• R² of 0.39 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

optimized taxable 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.

optimized taxable ranks 15 for risk / return — in the bottom 15% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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.

optimized taxable Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 0.70
• 5-Year: 0.57
• All Time: 0.58

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 0.98 to 1.66, 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 optimized taxable compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

optimized taxable provided a 0.10% 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 optimized taxable. 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 optimized taxable was 57.67%, occurring on Dec 28, 2022. Recovery took 380 trading sessions.

The current optimized taxable drawdown is 40.87%.

The chart below shows the rolling one-month volatility.