20230707

The chart shows the growth of an initial investment of $10,000 in 20230707, 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 Jan 21, 2021, 20230707's average daily return is +0.10%, while the average monthly return is +2.23%. At this rate, an investment would double in approximately 2.6 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2026 with a return of +16.4%, while the worst month was Apr 2022 at -14.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 20230707 closed higher 56% of trading days. The best single day was Nov 10, 2022 with a return of +7.0%, while the worst single day was Apr 3, 2025 at -5.7%.

20230707 has an annualized alpha of 12.41%, beta of 1.10, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since January 21, 2021.

• This portfolio captured 164.44% of S&P 500 Index gains and 106.91% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 12.41% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• With beta of 1.10 and R2 of 0.72, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

20230707 has an expense ratio of 0.08%, 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.

20230707 ranks 48 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. Learn how to interpret the Sharpe ratio.

The current 20230707 Sharpe ratio is 2.07 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 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 20230707 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

20230707 provided a 0.25% 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 20230707. 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 20230707 was 36.00%, occurring on Oct 11, 2022. Recovery took 160 trading sessions.

The current 20230707 drawdown is 6.39%.

The chart below shows the rolling one-month volatility.