SSMC M-001

The chart shows the growth of an initial investment of $10,000 in SSMC M-001, 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 Jun 2, 2023, SSMC M-001's average daily return is +0.09%, while the average monthly return is +1.53%. At this rate, your investment would double in approximately 3.8 years.

Historically, 57% of months were positive and 43% were negative. The best month was Jan 2026 with a return of +19.2%, while the worst month was Mar 2025 at -9.6%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.

On a daily basis, SSMC M-001 closed higher 52% of trading days. The best single day was Oct 8, 2025 with a return of +19.7%, while the worst single day was Oct 29, 2025 at -13.8%.

SSMC M-001 has an annualized alpha of 6.67%, beta of 0.93, and R² of 0.19 versus S&P 500 Index. Calculated based on daily prices since June 02, 2023.

• This portfolio captured 58.57% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -1.86%) — a profile typical of hedging or uncorrelated assets.
• R² of 0.19 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

SSMC M-001 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.

SSMC M-001 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.

SSMC M-001 Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 0.55
• All Time: 0.58

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 SSMC M-001 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

SSMC M-001 provided a 2.01% 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 SSMC M-001. 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 SSMC M-001 was 30.89%, occurring on Nov 19, 2025. The portfolio has not yet recovered.

The current SSMC M-001 drawdown is 9.85%.

The chart below shows the rolling one-month volatility.