New1

The chart shows the growth of an initial investment of $10,000 in New1, 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 month.

Based on dividend-adjusted daily data since Nov 9, 2020, New1's average daily return is +0.09%, while the average monthly return is +1.91%. At this rate, an investment would double in approximately 3.1 years.

Historically, 65% of months were positive and 35% were negative. The best month was Mar 2022 with a return of +23.0%, while the worst month was Feb 2022 at -37.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, New1 closed higher 51% of trading days. The best single day was Mar 30, 2022 with a return of +11.9%, while the worst single day was Feb 24, 2022 at -31.1%.

New1 has an annualized alpha of 24.05%, beta of 0.27, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since November 09, 2020.

• This portfolio captured 113.67% of S&P 500 Index gains but only 92.64% of its losses - a favorable profile for investors.
• Beta of 0.27 may look defensive, but with R2 of 0.02 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 0.02 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.

New1 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.

New1 ranks 24 for risk / return — below 24% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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.

The current New1 Sharpe ratio is 1.44 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 1.54 to 2.41, 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 New1 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

New1 provided a 11.37% 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 New1. 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 New1 was 59.91%, occurring on Mar 25, 2022. Recovery took 472 trading sessions.

The current New1 drawdown is 6.86%.

The chart below shows the rolling one-month volatility.