A1111

The chart shows the growth of an initial investment of $10,000 in A1111, 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 never rebalanced.

Based on dividend-adjusted daily data since Aug 10, 2022, A1111's average daily return is +0.08%, while the average monthly return is +1.68%. At this rate, your investment would double in approximately 3.5 years.

Historically, 62% of months were positive and 38% were negative. The best month was Oct 2022 with a return of +14.5%, while the worst month was Sep 2022 at -12.7%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, A1111 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +11.1%, while the worst single day was Apr 4, 2025 at -8.2%.

A1111 has an annualized alpha of 1.73%, beta of 1.28, and R² of 0.91 versus S&P 500 Index. Calculated based on daily prices since August 10, 2022.

• This portfolio captured 144.45% of S&P 500 Index gains and 124.24% of its losses — amplifying both gains and losses, but participating more in upside than downside.

A1111 has an expense ratio of 0.26%, 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.

A1111 ranks 52 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 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.

A1111 Sharpe ratios as of Apr 9, 2026 (values are recalculated daily):

• 1-Year: 2.01
• All Time: 0.94

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 2.10 to 2.98, 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 A1111 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

A1111 provided a 3.33% 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 A1111. 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 A1111 was 25.60%, occurring on Apr 8, 2025. Recovery took 71 trading sessions.

The current A1111 drawdown is 1.90%.

The chart below shows the rolling one-month volatility.