2S

The chart shows the growth of an initial investment of $10,000 in 2S, 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 Apr 2, 2026, the 2S returned 19.90% Year-To-Date and 32.92% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Oct 10, 1997, 2S's average daily return is +0.10%, while the average monthly return is +2.09%. At this rate, your investment would double in approximately 2.8 years.

Historically, 59% of months were positive and 41% were negative. The best month was Jan 1999 with a return of +46.7%, while the worst month was Sep 2001 at -32.5%. The longest winning streak lasted 17 consecutive months, and the longest losing streak was 6 months.

On a daily basis, 2S closed higher 52% of trading days. The best single day was Nov 29, 2012 with a return of +22.0%, while the worst single day was Jul 25, 2002 at -19.7%.

2S has an annualized alpha of 14.84%, beta of 1.40, and R² of 0.44 versus S&P 500 Index. Calculated based on daily prices since October 10, 1997.

• This portfolio captured 227.80% of S&P 500 Index gains and 141.51% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• R² of 0.44 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

2S 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.

2S ranks 96 for risk / return — in the top 96% 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.

2S Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 2.85
• 5-Year: 0.61
• 10-Year: 1.00
• All Time: 0.47

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 1.00 to 1.70, 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 2S compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

2S provided a 0.83% 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 2S. 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 2S was 88.35%, occurring on Oct 7, 2002. Recovery took 2551 trading sessions.

The current 2S drawdown is 11.29%.

The chart below shows the rolling one-month volatility.