9 Jan 25' ETF & Stock mix

The chart shows the growth of an initial investment of $10,000 in 9 Jan 25' ETF & Stock mix, 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 month.

Based on dividend-adjusted daily data since May 25, 2023, 9 Jan 25' ETF & Stock mix's average daily return is +0.21%, while the average monthly return is +4.29%. At this rate, your investment would double in approximately 1.4 years.

Historically, 75% of months were positive and 25% were negative. The best month was Dec 2024 with a return of +40.0%, while the worst month was Mar 2025 at -9.0%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 9 Jan 25' ETF & Stock mix closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +13.7%, while the worst single day was Apr 4, 2025 at -6.8%.

9 Jan 25' ETF & Stock mix has an annualized alpha of 27.03%, beta of 1.60, and R² of 0.70 versus S&P 500 Index. Calculated based on daily prices since May 25, 2023.

• This portfolio captured 231.97% of S&P 500 Index gains but only 44.14% of its losses — a favorable profile for investors.
• This portfolio generated an annualized alpha of 27.03% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• Beta of 1.60 means this portfolio moves significantly more than S&P 500 Index — expect amplified gains in rallies and amplified losses in downturns.

9 Jan 25' ETF & Stock mix has an expense ratio of 0.37%, 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.

9 Jan 25' ETF & Stock mix ranks 49 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.

9 Jan 25' ETF & Stock mix Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 1.22
• All Time: 2.16

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 1.00 to 1.70, 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 9 Jan 25' ETF & Stock mix compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

9 Jan 25' ETF & Stock mix provided a 0.51% 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 9 Jan 25' ETF & Stock mix. 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 9 Jan 25' ETF & Stock mix was 28.18%, occurring on Apr 8, 2025. Recovery took 41 trading sessions.

The current 9 Jan 25' ETF & Stock mix drawdown is 14.23%.

The chart below shows the rolling one-month volatility.