A002

The chart shows the growth of an initial investment of $10,000 in A002, 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 year.

As of Apr 3, 2026, the A002 returned -11.02% Year-To-Date and 49.64% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jun 30, 2010, A002's average daily return is +0.16%, while the average monthly return is +3.36%. At this rate, your investment would double in approximately 1.7 years.

Historically, 65% of months were positive and 35% were negative. The best month was Aug 2020 with a return of +38.9%, while the worst month was Apr 2022 at -20.8%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, A002 closed higher 55% of trading days. The best single day was Nov 11, 2016 with a return of +16.0%, while the worst single day was Mar 16, 2020 at -15.5%.

A002 has an annualized alpha of 25.53%, beta of 1.37, and R² of 0.57 versus S&P 500 Index. Calculated based on daily prices since June 30, 2010.

• This portfolio captured 224.73% of S&P 500 Index gains but only 89.30% of its losses — a favorable profile for investors.
• This portfolio generated an annualized alpha of 25.53% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

A002 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.

A002 ranks 26 for risk / return — below 26% 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.

A002 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 0.97
• 5-Year: 1.02
• 10-Year: 1.47
• All Time: 1.38

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 0.98 to 1.66, 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 A002 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

A002 provided a 0.18% 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 A002. 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 A002 was 48.78%, occurring on Jan 5, 2023. Recovery took 99 trading sessions.

The current A002 drawdown is 15.79%.

The chart below shows the rolling one-month volatility.