Optimized TRX, XAU, XAG

The chart shows the growth of an initial investment of $10,000 in Optimized TRX, XAU, XAG, 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 12, 2017, Optimized TRX, XAU, XAG's average daily return is +0.19%, while the average monthly return is +8.85%. At this rate, an investment would double in approximately 0.7 years.

Historically, 60% of months were positive and 40% were negative. The best month was Dec 2017 with a return of +679.2%, while the worst month was May 2018 at -20.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 7 months.

On a daily basis, Optimized TRX, XAU, XAG closed higher 53% of trading days. The best single day was Dec 13, 2017 with a return of +82.0%, while the worst single day was Dec 24, 2017 at -35.3%.

Optimized TRX, XAU, XAG has an annualized alpha of 48.04%, beta of 0.49, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since September 12, 2017.

• This portfolio captured 112.99% of S&P 500 Index gains but only 14.87% of its losses - a favorable profile for investors.
• Beta of 0.49 may look defensive, but with R2 of 0.02 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R2 of 0.02 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Optimized TRX, XAU, XAG 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.

Optimized TRX, XAU, XAG ranks 20 for risk / return — below 20% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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 Optimized TRX, XAU, XAG Sharpe ratio is 1.48 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.56 to 2.44, 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 Optimized TRX, XAU, XAG compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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 Optimized TRX, XAU, XAG. 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 Optimized TRX, XAU, XAG was 76.67%, occurring on Nov 26, 2018. Recovery took 860 trading sessions.

The current Optimized TRX, XAU, XAG drawdown is 21.25%.

The chart below shows the rolling one-month volatility.