BAML Plays

The chart shows the growth of an initial investment of $10,000 in BAML Plays, 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 Jun 13, 2025, BAML Plays's average daily return is +0.15%, while the average monthly return is +2.64%. At this rate, your investment would double in approximately 2.2 years.

Historically, 64% of months were positive and 36% were negative. The best month was Sep 2025 with a return of +12.6%, while the worst month was Mar 2026 at -8.7%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 2 months.

On a daily basis, BAML Plays closed higher 59% of trading days. The best single day was Mar 31, 2026 with a return of +7.9%, while the worst single day was Oct 10, 2025 at -6.8%.

BAML Plays has an annualized alpha of 7.21%, beta of 2.67, and R² of 0.87 versus S&P 500 Index. Calculated based on daily prices since June 13, 2025.

• This portfolio captured 334.11% of S&P 500 Index gains and 203.36% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 7.21% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• Beta of 2.67 means this portfolio moves significantly more than S&P 500 Index — expect amplified gains in rallies and amplified losses in downturns.

BAML Plays has an expense ratio of 0.76%, 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.

There isn't enough data available to calculate the Sharpe ratio for BAML Plays. This metric is based on the past 12 months of trading data. Please check back later for updated information.

BAML Plays provided a 2.15% 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 BAML Plays. 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 BAML Plays was 23.48%, occurring on Mar 30, 2026. The portfolio has not yet recovered.

The current BAML Plays drawdown is 14.37%.

The chart below shows the rolling one-month volatility.