PEA2 optimized

The chart shows the growth of an initial investment of €10,000 in PEA2 optimized, 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 PEA2 optimized returned 12.69% Year-To-Date and 25.74% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Aug 28, 2009, PEA2 optimized's average daily return is +0.10%, while the average monthly return is +1.99%. At this rate, an investment would double in approximately 2.9 years.

Historically, 65% of months were positive and 35% were negative. The best month was Jan 2018 with a return of +55.5%, while the worst month was Jul 2013 at -18.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, PEA2 optimized closed higher 54% of trading days. The best single day was Jan 12, 2016 with a return of +52.0%, while the worst single day was Jul 1, 2013 at -24.0%.

PEA2 optimized has an annualized alpha of 17.71%, beta of 0.54, and R2 of 0.13 versus S&P 500 Index. Calculated based on daily prices since August 28, 2009.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (88.62%) than losses (17.06%) - typical of diversified or defensive assets.
• Beta of 0.54 may look defensive, but with R2 of 0.13 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 0.13 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.

PEA2 optimized 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.

PEA2 optimized ranks 25 for risk / return — below 25% 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. Learn how to interpret the Sharpe ratio.

The current PEA2 optimized Sharpe ratio is 1.66 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 1.72 to 2.63, 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 PEA2 optimized compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

PEA2 optimized provided a 2.25% 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 PEA2 optimized. 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 PEA2 optimized was 30.57%, occurring on Jul 2, 2013. Recovery took 361 trading sessions.

The chart below shows the rolling one-month volatility.