lew actual 090525

The chart shows the growth of an initial investment of $10,000 in lew actual 090525, 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 May 25, 2021, lew actual 090525's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, an investment would double in approximately 5.8 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2023 with a return of +8.9%, while the worst month was Apr 2022 at -9.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, lew actual 090525 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +8.8%, while the worst single day was Apr 4, 2025 at -4.9%.

lew actual 090525 has an annualized alpha of 0.63%, beta of 0.93, and R2 of 0.93 versus S&P 500 Index. Calculated based on daily prices since May 25, 2021.

• This portfolio participated in 93.21% of S&P 500 Index downside but only 93.15% of its upside - more exposed to losses than it benefited from rallies.
• With beta of 0.93 and R2 of 0.93, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

lew actual 090525 has an expense ratio of 0.49%, 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.

lew actual 090525 ranks 59 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 table below presents risk-adjusted performance metrics for lew actual 090525 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.

lew actual 090525 Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

• 1-Year: 2.19
• 5-Year: 0.71
• All Time: 0.72

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 1.59 to 2.46, 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 lew actual 090525 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

lew actual 090525 provided a 4.43% 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 lew actual 090525. 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 lew actual 090525 was 28.58%, occurring on Oct 14, 2022. Recovery took 316 trading sessions.

The current lew actual 090525 drawdown is 2.76%.

The chart below shows the rolling one-month volatility.