Sept 20 2023

The chart shows the growth of an initial investment of $10,000 in Sept 20 2023, 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 19, 2018, Sept 20 2023's average daily return is +0.08%, while the average monthly return is +1.71%. At this rate, your investment would double in approximately 3.4 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +12.4%, while the worst month was Apr 2022 at -7.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Sept 20 2023 closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +8.3%, while the worst single day was Mar 16, 2020 at -7.5%.

Sept 20 2023 has an annualized alpha of 12.08%, beta of 0.73, and R² of 0.77 versus S&P 500 Index. Calculated based on daily prices since March 19, 2018.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (99.68%) than losses (59.73%) — typical of diversified or defensive assets.
• This portfolio generated an annualized alpha of 12.08% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Sept 20 2023 has an expense ratio of 0.19%, 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.

Sept 20 2023 ranks 21 for risk / return — below 21% 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.

Sept 20 2023 Sharpe ratios as of Apr 10, 2026 (values are recalculated daily):

• 1-Year: 1.86
• 5-Year: 1.15
• All Time: 1.33

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 1.87 to 2.87, 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 Sept 20 2023 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Sept 20 2023 provided a 0.37% 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 Sept 20 2023. 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 Sept 20 2023 was 22.21%, occurring on Mar 16, 2020. Recovery took 38 trading sessions.

The current Sept 20 2023 drawdown is 7.35%.

The chart below shows the rolling one-month volatility.