20250209

The chart shows the growth of an initial investment of $10,000 in 20250209, 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 13, 2026, the 20250209 returned 12.60% Year-To-Date and 15.02% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Oct 20, 2011, 20250209's average daily return is +0.06%, while the average monthly return is +1.15%. At this rate, an investment would double in approximately 5.1 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +11.6%, while the worst month was Mar 2020 at -11.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 20250209 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +8.6%, while the worst single day was Mar 16, 2020 at -11.3%.

20250209 has an annualized alpha of 1.53%, beta of 0.92, and R2 of 0.97 versus S&P 500 Index. Calculated based on daily prices since October 20, 2011.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (95.34%) than losses (90.04%) - typical of diversified or defensive assets.
• With beta of 0.92 and R2 of 0.97, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

20250209 has an expense ratio of 0.09%, 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.

20250209 ranks 69 for risk / return — better than 69% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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. Learn how to interpret the Sharpe ratio.

The current 20250209 Sharpe ratio is 2.24 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 20250209 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

20250209 provided a 1.50% 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 20250209. 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 20250209 was 31.00%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.

The current 20250209 drawdown is 2.03%.

The chart below shows the rolling one-month volatility.