2060 TERM

The chart shows the growth of an initial investment of $10,000 in 2060 TERM, 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 Jun 9, 2025, 2060 TERM's average daily return is +0.03%, while the average monthly return is +0.64%. At this rate, an investment would double in approximately 9.1 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2026 with a return of +5.4%, while the worst month was Mar 2026 at -4.3%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 1 months.

On a daily basis, 2060 TERM closed higher 52% of trading days. The best single day was Apr 8, 2026 with a return of +1.7%, while the worst single day was Mar 18, 2026 at -1.8%.

2060 TERM has an annualized alpha of -2.27%, beta of 0.44, and R2 of 0.42 versus S&P 500 Index. Calculated based on daily prices since June 09, 2025.

• This portfolio participated in 48.78% of S&P 500 Index downside but only 32.35% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.44 may look defensive, but with R2 of 0.42 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 0.42 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

2060 TERM has an expense ratio of 0.01%, 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.

2060 TERM ranks 13 for risk / return — in the bottom 13% 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. Learn how to interpret the Sharpe ratio.

The current 2060 TERM Sharpe ratio is 1.09 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.56 to 2.44, 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 2060 TERM compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

2060 TERM provided a 1.23% 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 2060 TERM. 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 2060 TERM was 6.68%, occurring on Mar 27, 2026. Recovery took 14 trading sessions.

The current 2060 TERM drawdown is 0.94%.

The chart below shows the rolling one-month volatility.