Factor-Based Core Satelite (2026-06-02)

The chart shows the growth of an initial investment of $10,000 in Factor-Based Core Satelite (2026-06-02), 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 6 months.

Based on dividend-adjusted daily data since Dec 3, 2024, Factor-Based Core Satelite (2026-06-02)'s average daily return is +0.09%, while the average monthly return is +1.81%. At this rate, an investment would double in approximately 3.2 years.

Historically, 75% of months were positive and 25% were negative. The best month was Apr 2026 with a return of +7.8%, while the worst month was Mar 2026 at -4.9%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 2 months.

On a daily basis, Factor-Based Core Satelite (2026-06-02) closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +5.3%, while the worst single day was Apr 4, 2025 at -4.0%.

Factor-Based Core Satelite (2026-06-02) has an annualized alpha of 13.72%, beta of 0.66, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since December 03, 2024.

• This portfolio captured 100.70% of S&P 500 Index gains but only 30.52% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 13.72% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• Beta of 0.66 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Factor-Based Core Satelite (2026-06-02) has an expense ratio of 0.39%, 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.

Factor-Based Core Satelite (2026-06-02) ranks 91 for risk / return — in the top 91% 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 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. Learn how to interpret the Sharpe ratio.

The current Factor-Based Core Satelite (2026-06-02) Sharpe ratio is 2.52 as of Jul 21, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.20 to 1.98, 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 Factor-Based Core Satelite (2026-06-02) compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Factor-Based Core Satelite (2026-06-02) provided a 2.43% 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 Factor-Based Core Satelite (2026-06-02). 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 Factor-Based Core Satelite (2026-06-02) was 12.10%, occurring on Apr 8, 2025. Recovery took 29 trading sessions.

The current Factor-Based Core Satelite (2026-06-02) drawdown is 3.95%.

The chart below shows the rolling one-month volatility.