mo div mt 4

The chart shows the growth of an initial investment of $10,000 in mo div mt 4, 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 4, 2022, mo div mt 4's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, an investment would double in approximately 6.0 years.

Historically, 64% of months were positive and 36% were negative. The best month was Jul 2022 with a return of +9.8%, while the worst month was Sep 2022 at -12.2%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, mo div mt 4 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +7.1%, while the worst single day was Apr 4, 2025 at -5.6%.

mo div mt 4 has an annualized alpha of 1.49%, beta of 0.65, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since May 04, 2022.

• This portfolio participated in 73.20% of S&P 500 Index downside but only 67.31% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.65 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

mo div mt 4 has an expense ratio of 0.17%, 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.

mo div mt 4 ranks 16 for risk / return — in the bottom 16% 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. Learn how to interpret the Sharpe ratio.

The current mo div mt 4 Sharpe ratio is 1.19 as of Jun 16, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.72 to 2.63, 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 mo div mt 4 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

mo div mt 4 provided a 7.93% 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 mo div mt 4. 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 mo div mt 4 was 18.86%, occurring on Oct 14, 2022. Recovery took 185 trading sessions.

The current mo div mt 4 drawdown is 2.50%.

The chart below shows the rolling one-month volatility.