Филип Фишер ДОЛГОСРОК

The chart shows the growth of an initial investment of $10,000 in Филип Фишер ДОЛГОСРОК, 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.

Based on dividend-adjusted daily data since Oct 1, 2020, Филип Фишер ДОЛГОСРОК's average daily return is +0.08%, while the average monthly return is +1.52%. At this rate, your investment would double in approximately 3.8 years.

Historically, 55% of months were positive and 45% were negative. The best month was Nov 2020 with a return of +24.8%, while the worst month was Apr 2022 at -19.1%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Филип Фишер ДОЛГОСРОК closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +12.7%, while the worst single day was May 9, 2022 at -8.3%.

Филип Фишер ДОЛГОСРОК has an annualized alpha of -2.55%, beta of 1.56, and R² of 0.64 versus S&P 500 Index. Calculated based on daily prices since October 01, 2020.

• This portfolio captured 135.47% of S&P 500 Index gains and 128.74% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• This portfolio had an annualized alpha of -2.55% versus S&P 500 Index — delivering less than market exposure alone would predict.
• Beta of 1.56 means this portfolio moves significantly more than S&P 500 Index — expect amplified gains in rallies and amplified losses in downturns.

Филип Фишер ДОЛГОСРОК 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.

Филип Фишер ДОЛГОСРОК ranks 9 for risk / return — in the bottom 9% 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.

Филип Фишер ДОЛГОСРОК Sharpe ratios as of Apr 9, 2026 (values are recalculated daily):

• 1-Year: 1.11
• 5-Year: 0.36
• All Time: 0.46

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 2.13 to 2.98, 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 Филип Фишер ДОЛГОСРОК compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Филип Фишер ДОЛГОСРОК provided a 0.19% 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 Филип Фишер ДОЛГОСРОК. 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 Филип Фишер ДОЛГОСРОК was 58.78%, occurring on Oct 14, 2022. Recovery took 484 trading sessions.

The current Филип Фишер ДОЛГОСРОК drawdown is 19.38%.

The chart below shows the rolling one-month volatility.