Alpha 10 dif 38

The chart shows the growth of an initial investment of €10,000 in Alpha 10 dif 38, 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 year.

As of Jul 21, 2026, the Alpha 10 dif 38 returned 20.36% Year-To-Date and 17.29% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jan 2, 2008, Alpha 10 dif 38's average daily return is +0.06%, while the average monthly return is +1.17%. At this rate, an investment would double in approximately 5.0 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2010 with a return of +10.1%, while the worst month was Jul 2026 at -7.4%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Alpha 10 dif 38 closed higher 54% of trading days. The best single day was Jan 6, 2011 with a return of +7.0%, while the worst single day was Jun 16, 2009 at -5.6%.

Alpha 10 dif 38 has an annualized alpha of 9.75%, beta of 0.43, and R2 of 0.33 versus S&P 500 Index. Calculated based on daily prices since January 02, 2008.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (65.61%) than losses (31.09%) - typical of diversified or defensive assets.
• Beta of 0.43 may look defensive, but with R2 of 0.33 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 0.33 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha 10 dif 38 has an expense ratio of 0.23%, 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.

Alpha 10 dif 38 ranks 84 for risk / return — in the top 84% 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 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 Alpha 10 dif 38 Sharpe ratio is 2.18 as of Jul 21, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.20 to 1.99, 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 Alpha 10 dif 38 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Alpha 10 dif 38 provided a 1.26% 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 Alpha 10 dif 38. 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 Alpha 10 dif 38 was 16.41%, occurring on Mar 16, 2020. Recovery took 74 trading sessions.

The current Alpha 10 dif 38 drawdown is 9.23%.

The chart below shows the rolling one-month volatility.