MF

The chart shows the growth of an initial investment of $10,000 in MF, 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 Apr 16, 2026, the MF returned 6.23% Year-To-Date and 19.58% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since May 12, 2008, MF's average daily return is +0.08%, while the average monthly return is +1.33%. At this rate, an investment would double in approximately 4.4 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +15.1%, while the worst month was Oct 2008 at -17.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.

On a daily basis, MF closed higher 56% of trading days. The best single day was Dec 11, 2017 with a return of +82.6%, while the worst single day was Dec 8, 2017 at -44.7%.

MF has an annualized alpha of 7.14%, beta of 1.10, and R² of 0.46 versus S&P 500 Index. Calculated based on daily prices since May 12, 2008.

• This portfolio captured 128.76% of S&P 500 Index gains and 103.32% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• R² of 0.46 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

MF has an expense ratio of 0.73%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

MF ranks 57 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.

MF Sharpe ratios as of Apr 16, 2026 (values are recalculated daily):

• 1-Year: 2.61
• 5-Year: 0.61
• 10-Year: 0.52
• All Time: 0.47

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 2.19 to 3.00, 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 MF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

MF provided a 6.57% 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 MF. 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 MF was 52.31%, occurring on Nov 20, 2008. Recovery took 492 trading sessions.

The chart below shows the rolling one-month volatility.