CHOP-LT-DV

The chart shows the growth of an initial investment of $10,000 in CHOP-LT-DV, 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 Jun 13, 2026, the CHOP-LT-DV returned 14.52% Year-To-Date and 14.93% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since May 4, 2011, CHOP-LT-DV's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, an investment would double in approximately 6.0 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2026 with a return of +10.9%, while the worst month was Mar 2020 at -13.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, CHOP-LT-DV closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +8.6%, while the worst single day was Mar 16, 2020 at -10.7%.

CHOP-LT-DV has an annualized alpha of 1.04%, beta of 0.85, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since May 04, 2011.

• This portfolio participated in 89.62% of S&P 500 Index downside but only 89.09% of its upside - more exposed to losses than it benefited from rallies.
• With beta of 0.85 and R2 of 0.91, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

CHOP-LT-DV has an expense ratio of 0.26%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

CHOP-LT-DV ranks 88 for risk / return — in the top 88% 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.

The current CHOP-LT-DV Sharpe ratio is 2.67 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 CHOP-LT-DV compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

CHOP-LT-DV provided a 1.27% 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 CHOP-LT-DV. 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 CHOP-LT-DV was 31.06%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.

The current CHOP-LT-DV drawdown is 4.29%.

The chart below shows the rolling one-month volatility.