TAGFAN Portfolio

The chart shows the growth of an initial investment of $10,000 in TAGFAN Portfolio, 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 3, 2026, the TAGFAN Portfolio returned -10.00% Year-To-Date and 38.00% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Apr 4, 2014, TAGFAN Portfolio's average daily return is +0.14%, while the average monthly return is +2.89%. At this rate, your investment would double in approximately 2.0 years.

Historically, 64% of months were positive and 36% were negative. The best month was Aug 2020 with a return of +28.8%, while the worst month was Apr 2022 at -19.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, TAGFAN Portfolio closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +15.6%, while the worst single day was Mar 16, 2020 at -13.9%.

TAGFAN Portfolio has an annualized alpha of 20.88%, beta of 1.37, and R² of 0.65 versus S&P 500 Index. Calculated based on daily prices since April 04, 2014.

• This portfolio captured 217.93% of S&P 500 Index gains and 102.74% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 20.88% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

TAGFAN Portfolio 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.

TAGFAN Portfolio ranks 42 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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.

TAGFAN Portfolio Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 1.08
• 5-Year: 0.85
• 10-Year: 1.23
• All Time: 1.22

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 0.98 to 1.66, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of TAGFAN Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

TAGFAN Portfolio provided a 0.17% 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 TAGFAN Portfolio. 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 TAGFAN Portfolio was 52.72%, occurring on Dec 28, 2022. Recovery took 134 trading sessions.

The current TAGFAN Portfolio drawdown is 12.43%.

The chart below shows the rolling one-month volatility.