Gamble Portoflio (6/12/25)

The chart shows the growth of an initial investment of $10,000 in Gamble Portoflio (6/12/25), 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 week.

Based on dividend-adjusted daily data since Oct 1, 2020, Gamble Portoflio (6/12/25)'s average daily return is +0.26%, while the average monthly return is +5.50%. At this rate, your investment would double in approximately 1.1 years.

Historically, 58% of months were positive and 42% were negative. The best month was May 2023 with a return of +64.4%, while the worst month was Nov 2025 at -19.9%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Gamble Portoflio (6/12/25) closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +17.3%, while the worst single day was Jan 27, 2025 at -14.9%.

Gamble Portoflio (6/12/25) has an annualized alpha of 48.90%, beta of 1.88, and R² of 0.44 versus S&P 500 Index. Calculated based on daily prices since October 01, 2020.

• This portfolio captured 351.41% of S&P 500 Index gains but only 98.55% of its losses — a favorable profile for investors.
• R² of 0.44 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Gamble Portoflio (6/12/25) has an expense ratio of 0.00%, 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.

Gamble Portoflio (6/12/25) ranks 11 for risk / return — in the bottom 11% 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.

Gamble Portoflio (6/12/25) Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 0.49
• 5-Year: 1.42
• All Time: 1.52

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 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 Gamble Portoflio (6/12/25) compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Gamble Portoflio (6/12/25) provided a 0.10% 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 Gamble Portoflio (6/12/25). 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 Gamble Portoflio (6/12/25) was 40.25%, occurring on Apr 4, 2025. Recovery took 55 trading sessions.

The current Gamble Portoflio (6/12/25) drawdown is 32.18%.

The chart below shows the rolling one-month volatility.