STOCK WAR

The chart shows the growth of an initial investment of $10,000 in STOCK WAR, 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 9, 2026, the STOCK WAR returned 11.12% Year-To-Date and 29.63% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Dec 12, 1980, STOCK WAR's average daily return is +0.11%, while the average monthly return is +2.27%. At this rate, an investment would double in approximately 2.6 years.

Historically, 56% of months were positive and 44% were negative. The best month was Jan 2001 with a return of +45.3%, while the worst month was Sep 2000 at -57.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, STOCK WAR closed higher 50% of trading days. The best single day was Aug 6, 1997 with a return of +33.2%, while the worst single day was Sep 29, 2000 at -51.9%.

STOCK WAR has an annualized alpha of 15.71%, beta of 1.21, and R2 of 0.25 versus S&P 500 Index. Calculated based on daily prices since December 12, 1980.

• This portfolio captured 168.39% of S&P 500 Index gains and 118.88% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• R2 of 0.25 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.

STOCK WAR 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.

STOCK WAR ranks 55 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

The table below presents risk-adjusted performance metrics for STOCK WAR 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.

STOCK WAR Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

• 1-Year: 2.18
• 5-Year: 0.71
• 10-Year: 1.03
• All Time: 0.44

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 1.59 to 2.46, 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 STOCK WAR compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

STOCK WAR provided a 0.35% dividend yield over the last twelve months.

The table below shows the monthly dividends paid by this portfolio.

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 STOCK WAR. 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 STOCK WAR was 81.80%, occurring on Apr 17, 2003. Recovery took 447 trading sessions.

The current STOCK WAR drawdown is 4.33%.

The chart below shows the rolling one-month volatility.