Medium Risk

The chart shows the growth of an initial investment of $10,000 in Medium Risk, 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 Feb 23, 2024, Medium Risk's average daily return is +0.08%, while the average monthly return is +1.63%. At this rate, your investment would double in approximately 3.6 years.

Historically, 59% of months were positive and 41% were negative. The best month was Mar 2024 with a return of +19.0%, while the worst month was Apr 2024 at -8.6%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Medium Risk closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +6.7%, while the worst single day was Apr 4, 2025 at -4.7%.

Medium Risk has an annualized alpha of 13.23%, beta of 0.62, and R² of 0.26 versus S&P 500 Index. Calculated based on daily prices since February 23, 2024.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (95.86%) than losses (31.79%) — typical of diversified or defensive assets.
• Beta of 0.62 may look defensive, but with R² of 0.26 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R² of 0.26 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.

Medium Risk has an expense ratio of 0.20%, 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.

Medium Risk ranks 3 for risk / return — in the bottom 3% 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.

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

• 1-Year: -0.28
• All Time: 1.06

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

Medium Risk provided a 64.70% 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 Medium Risk. 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 Medium Risk was 12.86%, occurring on Apr 8, 2025. Recovery took 14 trading sessions.

The current Medium Risk drawdown is 11.49%.

The chart below shows the rolling one-month volatility.