Guessing Very Best

The chart shows the growth of an initial investment of $10,000 in Guessing Very Best, 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 never rebalanced.

Based on dividend-adjusted daily data since Oct 1, 2020, Guessing Very Best's average daily return is +0.12%, while the average monthly return is +2.43%. At this rate, your investment would double in approximately 2.4 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +21.1%, while the worst month was Apr 2022 at -13.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Guessing Very Best closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +13.2%, while the worst single day was Jan 27, 2025 at -8.1%.

Guessing Very Best has an annualized alpha of 13.31%, beta of 1.27, and R² of 0.69 versus S&P 500 Index. Calculated based on daily prices since October 01, 2020.

• This portfolio captured 148.59% of S&P 500 Index gains but only 79.99% of its losses — a favorable profile for investors.
• This portfolio generated an annualized alpha of 13.31% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Guessing Very Best 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.

Guessing Very Best ranks 30 for risk / return — below 30% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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.

Guessing Very Best Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 1.04
• 5-Year: 1.06
• All Time: 1.18

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 1.00 to 1.70, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

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

Guessing Very Best provided a 1.17% 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 Guessing Very Best. 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 Guessing Very Best was 35.04%, occurring on Sep 30, 2022. Recovery took 175 trading sessions.

The current Guessing Very Best drawdown is 16.40%.

The chart below shows the rolling one-month volatility.