Pure Tax Efficiency

The chart shows the growth of an initial investment of $10,000 in Pure Tax Efficiency , 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 Jun 11, 2026, the Pure Tax Efficiency returned 10.95% Year-To-Date and 12.83% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jan 28, 2011, Pure Tax Efficiency 's average daily return is +0.05%, while the average monthly return is +0.92%. At this rate, an investment would double in approximately 6.3 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +12.2%, while the worst month was Mar 2020 at -14.9%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Pure Tax Efficiency closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +9.0%, while the worst single day was Mar 16, 2020 at -11.3%.

Pure Tax Efficiency has an annualized alpha of -0.75%, beta of 0.95, and R2 of 0.94 versus S&P 500 Index. Calculated based on daily prices since January 28, 2011.

• This portfolio participated in 99.00% of S&P 500 Index downside but only 93.13% of its upside - more exposed to losses than it benefited from rallies.
• With beta of 0.95 and R2 of 0.94, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Pure Tax Efficiency has an expense ratio of 0.04%, 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.

Pure Tax Efficiency ranks 39 for risk / return — below 39% 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.

The current Pure Tax Efficiency Sharpe ratio is 1.95 as of Jun 11, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.45 to 2.28, 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 Pure Tax Efficiency compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Pure Tax Efficiency provided a 1.78% 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 Pure Tax Efficiency . 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 Pure Tax Efficiency was 34.42%, occurring on Mar 23, 2020. Recovery took 108 trading sessions.

The current Pure Tax Efficiency drawdown is 4.65%.

The chart below shows the rolling one-month volatility.