CORE_SAT_MULTI_FACTORS

The chart shows the growth of an initial investment of €10,000 in CORE_SAT_MULTI_FACTORS, 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 10, 2026, the CORE_SAT_MULTI_FACTORS returned 3.87% Year-To-Date and 9.70% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Feb 18, 2015, CORE_SAT_MULTI_FACTORS's average daily return is +0.03%, while the average monthly return is +0.71%. At this rate, your investment would double in approximately 8.2 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +9.8%, while the worst month was Mar 2020 at -13.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, CORE_SAT_MULTI_FACTORS closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +7.8%, while the worst single day was Mar 12, 2020 at -9.4%.

CORE_SAT_MULTI_FACTORS has an annualized alpha of 0.55%, beta of 0.66, and R² of 0.74 versus S&P 500 Index. Calculated based on daily prices since February 18, 2015.

• This portfolio participated in 86.07% of S&P 500 Index downside but only 75.70% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.66 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

CORE_SAT_MULTI_FACTORS has an expense ratio of 0.10%, 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.

CORE_SAT_MULTI_FACTORS ranks 48 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.

CORE_SAT_MULTI_FACTORS Sharpe ratios as of Apr 10, 2026 (values are recalculated daily):

• 1-Year: 2.41
• 5-Year: 0.73
• 10-Year: 0.68
• All Time: 0.55

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 1.93 to 2.94, 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 CORE_SAT_MULTI_FACTORS compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

CORE_SAT_MULTI_FACTORS provided a 0.25% 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 CORE_SAT_MULTI_FACTORS. 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 CORE_SAT_MULTI_FACTORS was 32.78%, occurring on Mar 23, 2020. Recovery took 214 trading sessions.

The current CORE_SAT_MULTI_FACTORS drawdown is 2.04%.

The chart below shows the rolling one-month volatility.