FERSTOCKS

The chart shows the growth of an initial investment of $10,000 in FERSTOCKS, 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.

As of Apr 16, 2026, the FERSTOCKS returned -0.28% Year-To-Date and 42.35% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Apr 4, 2014, FERSTOCKS's average daily return is +0.15%, while the average monthly return is +3.09%. At this rate, an investment would double in approximately 1.9 years.

Historically, 65% of months were positive and 35% were negative. The best month was Aug 2020 with a return of +27.9%, while the worst month was Apr 2022 at -16.8%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FERSTOCKS closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +15.8%, while the worst single day was Mar 16, 2020 at -16.0%.

FERSTOCKS has an annualized alpha of 22.89%, beta of 1.38, and R² of 0.70 versus S&P 500 Index. Calculated based on daily prices since April 04, 2014.

• This portfolio captured 215.77% of S&P 500 Index gains but only 90.43% of its losses — a favorable profile for investors.
• This portfolio generated an annualized alpha of 22.89% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

FERSTOCKS 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.

FERSTOCKS ranks 52 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.

FERSTOCKS Sharpe ratios as of Apr 16, 2026 (values are recalculated daily):

• 1-Year: 3.24
• 5-Year: 1.12
• 10-Year: 1.41
• All Time: 1.39

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 2.19 to 3.00, 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 FERSTOCKS compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

FERSTOCKS provided a 0.35% 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 FERSTOCKS. 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 FERSTOCKS was 40.00%, occurring on Jan 5, 2023. Recovery took 98 trading sessions.

The current FERSTOCKS drawdown is 3.88%.

The chart below shows the rolling one-month volatility.