Example 1

The chart shows the growth of an initial investment of $10,000 in Example 1, 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 Mar 31, 2025, Example 1's average daily return is +0.16%, while the average monthly return is +3.04%. At this rate, your investment would double in approximately 1.9 years.

Historically, 50% of months were positive and 50% were negative. The best month was May 2025 with a return of +32.2%, while the worst month was Feb 2026 at -11.3%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Example 1 closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +10.4%, while the worst single day was Apr 4, 2025 at -7.9%.

Example 1 has an annualized alpha of 14.48%, beta of 1.54, and R² of 0.50 versus S&P 500 Index. Calculated based on daily prices since March 31, 2025.

• This portfolio captured 269.17% of S&P 500 Index gains and 229.27% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• R² of 0.50 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Example 1 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.

Example 1 ranks 16 for risk / return — in the bottom 16% 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.

Example 1 Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 0.78
• All Time: 0.99

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 0.99 to 1.69, 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 Example 1 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Example 1 provided a 0.46% 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 Example 1. 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 Example 1 was 32.37%, occurring on Mar 30, 2026. The portfolio has not yet recovered.

The current Example 1 drawdown is 28.35%.

The chart below shows the rolling one-month volatility.