Test 01 Long Haul OPT

The chart shows the growth of an initial investment of $10,000 in Test 01 Long Haul OPT, 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 4, 2026, the Test 01 Long Haul OPT returned -3.57% Year-To-Date and 17.43% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Oct 13, 2015, Test 01 Long Haul OPT's average daily return is +0.07%, while the average monthly return is +1.41%. At this rate, your investment would double in approximately 4.1 years.

Historically, 65% of months were positive and 35% were negative. The best month was Oct 2022 with a return of +13.6%, while the worst month was Oct 2018 at -9.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Test 01 Long Haul OPT closed higher 48% of trading days. The best single day was Apr 9, 2025 with a return of +11.2%, while the worst single day was Mar 16, 2020 at -15.4%.

Test 01 Long Haul OPT has an annualized alpha of 5.57%, beta of 0.95, and R² of 0.74 versus S&P 500 Index. Calculated based on daily prices since October 13, 2015.

• This portfolio captured 107.70% of S&P 500 Index gains but only 85.03% of its losses — a favorable profile for investors.
• This portfolio generated an annualized alpha of 5.57% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• With beta of 0.95 and R² of 0.74, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Test 01 Long Haul OPT has an expense ratio of 0.13%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Test 01 Long Haul OPT ranks 36 for risk / return — below 36% 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.

Test 01 Long Haul OPT Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 1.01
• 5-Year: 0.93
• 10-Year: 0.87
• All Time: 0.86

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 0.99 to 1.69, 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 Test 01 Long Haul OPT compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Test 01 Long Haul OPT provided a 0.88% 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 Test 01 Long Haul OPT. 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 Test 01 Long Haul OPT was 30.95%, occurring on Mar 23, 2020. Recovery took 74 trading sessions.

The current Test 01 Long Haul OPT drawdown is 7.11%.

The chart below shows the rolling one-month volatility.