Industrials AI Power Aviation

The chart shows the growth of an initial investment of $10,000 in Industrials AI Power Aviation, 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 28, 2024, Industrials AI Power Aviation's average daily return is +0.23%, while the average monthly return is +4.26%. At this rate, an investment would double in approximately 1.4 years.

Historically, 71% of months were positive and 29% were negative. The best month was Jan 2026 with a return of +17.5%, while the worst month was Mar 2025 at -9.2%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 2 months.

On a daily basis, Industrials AI Power Aviation closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +14.5%, while the worst single day was Jan 27, 2025 at -12.8%.

Industrials AI Power Aviation has an annualized alpha of 31.22%, beta of 1.75, and R2 of 0.58 versus S&P 500 Index. Calculated based on daily prices since March 28, 2024.

• This portfolio captured 231.08% of S&P 500 Index gains but only 11.05% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 31.22% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• Beta of 1.75 means this portfolio moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.

Industrials AI Power Aviation has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Industrials AI Power Aviation ranks 82 for risk / return — in the top 82% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

The table below presents risk-adjusted performance metrics for Industrials AI Power Aviation 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.

Industrials AI Power Aviation Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

• 1-Year: 2.90
• All Time: 1.77

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 1.64 to 2.53, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Industrials AI Power Aviation compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Industrials AI Power Aviation provided a 0.55% 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 Industrials AI Power Aviation. 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 Industrials AI Power Aviation was 33.10%, occurring on Apr 4, 2025. Recovery took 51 trading sessions.

The current Industrials AI Power Aviation drawdown is 7.36%.

The chart below shows the rolling one-month volatility.