Simple_Demo2

The chart shows the growth of an initial investment of $10,000 in Simple_Demo2, 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 9, 2026, the Simple_Demo2 returned 4.33% Year-To-Date and 11.82% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since May 30, 2007, Simple_Demo2's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, an investment would double in approximately 7.5 years.

Historically, 61% of months were positive and 39% were negative. The best month was Oct 2011 with a return of +10.2%, while the worst month was Oct 2008 at -17.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, Simple_Demo2 closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +11.1%, while the worst single day was Mar 12, 2020 at -9.9%.

Simple_Demo2 has an annualized alpha of 2.11%, beta of 0.71, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since May 30, 2007.

• This portfolio participated in 83.81% of S&P 500 Index downside but only 83.32% of its upside - more exposed to losses than it benefited from rallies.
• This portfolio generated an annualized alpha of 2.11% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Simple_Demo2 has an expense ratio of 0.18%, 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.

Simple_Demo2 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 table below presents risk-adjusted performance metrics for Simple_Demo2 and compares them with S&P 500 Index.

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.

Simple_Demo2 Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

• 1-Year: 1.32
• 5-Year: 0.83
• 10-Year: 0.85
• All Time: 0.53

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 1.62 to 2.52, 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 Simple_Demo2 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Simple_Demo2 provided a 1.00% 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 Simple_Demo2. 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 Simple_Demo2 was 48.29%, occurring on Mar 9, 2009. Recovery took 537 trading sessions.

The current Simple_Demo2 drawdown is 2.57%.

The chart below shows the rolling one-month volatility.