Financial

The chart shows the growth of an initial investment of $10,000 in Financial, 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 Mar 30, 2021, Financial's average daily return is +0.03%, while the average monthly return is +0.59%. At this rate, your investment would double in approximately 9.8 years.

Historically, 56% of months were positive and 44% were negative. The best month was Nov 2023 with a return of +20.6%, while the worst month was Sep 2022 at -16.4%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Financial closed higher 52% of trading days. The best single day was Oct 4, 2022 with a return of +7.4%, while the worst single day was Mar 15, 2023 at -6.6%.

Financial has an annualized alpha of -0.64%, beta of 0.60, and R² of 0.20 versus S&P 500 Index. Calculated based on daily prices since March 30, 2021.

• This portfolio participated in 113.28% of S&P 500 Index downside but only 85.70% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.60 may look defensive, but with R² of 0.20 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 0.20 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.

Financial 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.

Financial ranks 6 for risk / return — in the bottom 6% 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.

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

• 1-Year: -0.12
• 5-Year: 0.19
• All Time: 0.21

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 1.00 to 1.69, 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 Financial compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Financial provided a 4.53% 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 Financial. 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 Financial was 48.45%, occurring on Oct 12, 2022. Recovery took 381 trading sessions.

The current Financial drawdown is 12.16%.

The chart below shows the rolling one-month volatility.