2064

The chart shows the growth of an initial investment of $10,000 in 2064, 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 16, 2026, the 2064 returned 3.21% Year-To-Date and 17.93% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Sep 30, 2012, 2064's average daily return is +0.06%, while the average monthly return is +1.92%. At this rate, an investment would double in approximately 3.0 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2013 with a return of +64.8%, while the worst month was Dec 2013 at -18.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, 2064 closed higher 55% of trading days. The best single day was Nov 18, 2013 with a return of +13.8%, while the worst single day was Dec 6, 2013 at -10.4%.

2064 has an annualized alpha of 13.95%, beta of 0.48, and R2 of 0.27 versus S&P 500 Index. Calculated based on daily prices since September 30, 2012.

• This portfolio captured 100.14% of S&P 500 Index gains but only 60.50% of its losses - a favorable profile for investors.
• Beta of 0.48 may look defensive, but with R2 of 0.27 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R2 of 0.27 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

2064 has an expense ratio of 0.11%, 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.

2064 ranks 17 for risk / return — in the bottom 17% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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 2064 Sharpe ratio is 1.23 as of Jun 16, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.56 to 2.44, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of 2064 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

2064 provided a 1.93% 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 2064. 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 2064 was 31.47%, occurring on Nov 9, 2022. Recovery took 486 trading sessions.

The current 2064 drawdown is 1.80%.

The chart below shows the rolling one-month volatility.