New Port 2

The chart shows the growth of an initial investment of $10,000 in New Port 2, 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.

As of Jun 6, 2026, the New Port 2 returned 35.05% Year-To-Date and 44.37% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jun 9, 2014, New Port 2's average daily return is +0.15%, while the average monthly return is +3.15%. At this rate, an investment would double in approximately 1.9 years.

Historically, 71% of months were positive and 29% were negative. The best month was Feb 2024 with a return of +24.6%, while the worst month was Oct 2018 at -10.9%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 2 months.

On a daily basis, New Port 2 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +11.9%, while the worst single day was Mar 16, 2020 at -14.1%.

New Port 2 has an annualized alpha of 26.60%, beta of 1.17, and R2 of 0.65 versus S&P 500 Index. Calculated based on daily prices since June 09, 2014.

• This portfolio captured 193.56% of S&P 500 Index gains but only 62.90% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 26.60% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

New Port 2 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.

New Port 2 ranks 75 for risk / return — better than 75% 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 table below presents risk-adjusted performance metrics for New Port 2 and compares them with S&P 500 Index.

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.

New Port 2 Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

• 1-Year: 2.82
• 5-Year: 2.05
• 10-Year: 1.68
• All Time: 1.66

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 1.64 to 2.53, 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 New Port 2 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

New Port 2 provided a 0.23% 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 New Port 2. 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 New Port 2 was 34.95%, occurring on Mar 23, 2020. Recovery took 89 trading sessions.

The current New Port 2 drawdown is 6.57%.

The chart below shows the rolling one-month volatility.