BarChartStocksByGroupingWeightedAlphaAndVol20260222

The chart shows the growth of an initial investment of $10,000 in BarChartStocksByGroupingWeightedAlphaAndVol20260222, 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 May 30, 2024, BarChartStocksByGroupingWeightedAlphaAndVol20260222's average daily return is +0.37%, while the average monthly return is +7.38%. At this rate, an investment would double in approximately 0.8 years.

Historically, 77% of months were positive and 23% were negative. The best month was Oct 2025 with a return of +25.7%, while the worst month was Feb 2025 at -9.5%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 2 months.

On a daily basis, BarChartStocksByGroupingWeightedAlphaAndVol20260222 closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +13.0%, while the worst single day was Apr 3, 2025 at -12.1%.

BarChartStocksByGroupingWeightedAlphaAndVol20260222 has an annualized alpha of 83.99%, beta of 1.79, and R2 of 0.59 versus S&P 500 Index. Calculated based on daily prices since May 30, 2024.

• This portfolio captured 618.68% of S&P 500 Index gains but only 94.95% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 83.99% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• Beta of 1.79 means this portfolio moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.

BarChartStocksByGroupingWeightedAlphaAndVol20260222 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.

BarChartStocksByGroupingWeightedAlphaAndVol20260222 ranks 99 for risk / return — in the top 99% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

The table below presents risk-adjusted performance metrics for BarChartStocksByGroupingWeightedAlphaAndVol20260222 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.

BarChartStocksByGroupingWeightedAlphaAndVol20260222 Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

• 1-Year: 8.78
• All Time: 3.61

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 1.64 to 2.53, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of BarChartStocksByGroupingWeightedAlphaAndVol20260222 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

BarChartStocksByGroupingWeightedAlphaAndVol20260222 provided a 0.13% 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 BarChartStocksByGroupingWeightedAlphaAndVol20260222. 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 BarChartStocksByGroupingWeightedAlphaAndVol20260222 was 34.46%, occurring on Apr 8, 2025. Recovery took 41 trading sessions.

The current BarChartStocksByGroupingWeightedAlphaAndVol20260222 drawdown is 11.59%.

The chart below shows the rolling one-month volatility.