IIM Portfolio Hedged against blackswans

The chart shows the growth of an initial investment of $10,000 in IIM Portfolio Hedged against blackswans, 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 never rebalanced.

Based on dividend-adjusted daily data since Dec 13, 2019, IIM Portfolio Hedged against blackswans's average daily return is +0.07%, while the average monthly return is +1.30%. At this rate, your investment would double in approximately 4.5 years.

Historically, 57% of months were positive and 43% were negative. The best month was Apr 2020 with a return of +22.8%, while the worst month was May 2022 at -17.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, IIM Portfolio Hedged against blackswans closed higher 54% of trading days. The best single day was Feb 4, 2022 with a return of +20.2%, while the worst single day was Feb 3, 2023 at -14.0%.

IIM Portfolio Hedged against blackswans has an annualized alpha of 5.17%, beta of 0.91, and R² of 0.29 versus S&P 500 Index. Calculated based on daily prices since December 13, 2019.

• R² of 0.29 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.

IIM Portfolio Hedged against blackswans has an expense ratio of 0.14%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

IIM Portfolio Hedged against blackswans ranks 43 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.

IIM Portfolio Hedged against blackswans Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 1.06
• 5-Year: 0.04
• All Time: 0.35

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 1.00 to 1.70, 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 IIM Portfolio Hedged against blackswans compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

IIM Portfolio Hedged against blackswans provided a 1.20% 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 IIM Portfolio Hedged against blackswans. 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 IIM Portfolio Hedged against blackswans was 60.75%, occurring on Nov 9, 2023. The portfolio has not yet recovered.

The current IIM Portfolio Hedged against blackswans drawdown is 38.81%.

The chart below shows the rolling one-month volatility.