Aerospace and Defense

The chart shows the growth of an initial investment of $10,000 in Aerospace and Defense, 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 Sep 14, 2023, Aerospace and Defense's average daily return is +0.13%, while the average monthly return is +2.72%. At this rate, an investment would double in approximately 2.2 years.

Historically, 71% of months were positive and 29% were negative. The best month was Jan 2026 with a return of +12.5%, while the worst month was Mar 2026 at -8.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 2 months.

On a daily basis, Aerospace and Defense closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +8.9%, while the worst single day was Apr 4, 2025 at -7.9%.

Aerospace and Defense has an annualized alpha of 18.46%, beta of 0.86, and R2 of 0.43 versus S&P 500 Index. Calculated based on daily prices since September 14, 2023.

• This portfolio captured 119.94% of S&P 500 Index gains but only 25.42% of its losses - a favorable profile for investors.
• R2 of 0.43 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Aerospace and Defense has an expense ratio of 0.41%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Aerospace and Defense ranks 15 for risk / return — in the bottom 15% 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 Aerospace and Defense 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.

Aerospace and Defense Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

• 1-Year: 1.07
• All Time: 1.87

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 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 Aerospace and Defense compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Aerospace and Defense provided a 0.45% 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 Aerospace and Defense. 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 Aerospace and Defense was 14.53%, occurring on Mar 30, 2026. The portfolio has not yet recovered.

The current Aerospace and Defense drawdown is 10.64%.

The chart below shows the rolling one-month volatility.