Primo Portfolio

The chart shows the growth of an initial investment of $10,000 in Primo Portfolio, 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.

As of Apr 2, 2026, the Primo Portfolio returned 19.07% Year-To-Date and 16.07% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Aug 3, 2015, Primo Portfolio's average daily return is +0.07%, while the average monthly return is +1.43%. At this rate, your investment would double in approximately 4.1 years.

Historically, 57% of months were positive and 43% were negative. The best month was Sep 2025 with a return of +22.2%, while the worst month was Oct 2025 at -15.8%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Primo Portfolio closed higher 52% of trading days. The best single day was Mar 13, 2020 with a return of +14.1%, while the worst single day was Mar 12, 2020 at -12.5%.

Primo Portfolio has an annualized alpha of 7.58%, beta of 0.78, and R² of 0.25 versus S&P 500 Index. Calculated based on daily prices since August 03, 2015.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (86.83%) than losses (71.59%) — typical of diversified or defensive assets.
• R² of 0.25 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.

Primo Portfolio 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.

Primo Portfolio ranks 78 for risk / return — better than 78% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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.

Primo Portfolio Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 2.17
• 5-Year: 0.45
• 10-Year: 0.57
• All Time: 0.52

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 1.01 to 1.70, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Primo Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Primo Portfolio provided a 2.14% 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 Primo Portfolio. 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 Primo Portfolio was 43.28%, occurring on Mar 23, 2020. Recovery took 180 trading sessions.

The current Primo Portfolio drawdown is 5.30%.

The chart below shows the rolling one-month volatility.