3 WO EQ OPT

The chart shows the growth of an initial investment of $10,000 in 3 WO EQ OPT, 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 Aug 25, 2021, 3 WO EQ OPT's average daily return is +0.17%, while the average monthly return is +3.62%. At this rate, an investment would double in approximately 1.6 years.

Historically, 68% of months were positive and 32% were negative. The best month was Sep 2025 with a return of +19.5%, while the worst month was Jun 2022 at -12.1%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 3 WO EQ OPT closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +9.8%, while the worst single day was Apr 4, 2025 at -8.0%.

3 WO EQ OPT has an annualized alpha of 35.86%, beta of 1.11, and R2 of 0.58 versus S&P 500 Index. Calculated based on daily prices since August 25, 2021.

• This portfolio captured 225.10% of S&P 500 Index gains but only 71.02% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 35.86% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• With beta of 1.11 and R2 of 0.58, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

3 WO EQ OPT 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.

3 WO EQ OPT ranks 98 for risk / return — in the top 98% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

The table below presents risk-adjusted performance metrics for 3 WO EQ OPT and compares them with S&P 500 Index.

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.

3 WO EQ OPT Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

• 1-Year: 6.29
• All Time: 2.02

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 1.64 to 2.53, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of 3 WO EQ OPT compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

3 WO EQ OPT provided a 1.30% 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 3 WO EQ OPT. 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 3 WO EQ OPT was 29.38%, occurring on Oct 14, 2022. Recovery took 292 trading sessions.

The current 3 WO EQ OPT drawdown is 8.76%.

The chart below shows the rolling one-month volatility.