Equity Broad Based

The chart shows the growth of an initial investment of $10,000 in Equity Broad Based, 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 May 20, 2022, Equity Broad Based's average daily return is +0.05%, while the average monthly return is +1.11%. At this rate, your investment would double in approximately 5.2 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2023 with a return of +7.0%, while the worst month was Sep 2022 at -6.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Equity Broad Based closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +6.3%, while the worst single day was Apr 4, 2025 at -4.4%.

Equity Broad Based has an annualized alpha of 3.23%, beta of 0.71, and R² of 0.95 versus S&P 500 Index. Calculated based on daily prices since May 20, 2022.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (76.57%) than losses (71.71%) — typical of diversified or defensive assets.
• This portfolio generated an annualized alpha of 3.23% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Equity Broad Based has an expense ratio of 0.89%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Equity Broad Based ranks 40 for risk / return — below 40% 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.

Equity Broad Based Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 1.13
• All Time: 1.14

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 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 Equity Broad Based compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Equity Broad Based provided a 6.34% 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 Equity Broad Based. 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 Equity Broad Based was 13.39%, occurring on Apr 8, 2025. Recovery took 52 trading sessions.

The current Equity Broad Based drawdown is 5.32%.

The chart below shows the rolling one-month volatility.