Buzz Fuzz Maximize Sortino Ratio

The chart shows the growth of an initial investment of $10,000 in Buzz Fuzz Maximize Sortino Ratio, 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 Jul 12, 2026, the Buzz Fuzz Maximize Sortino Ratio returned 13.62% Year-To-Date and 31.12% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Feb 11, 2015, Buzz Fuzz Maximize Sortino Ratio's average daily return is +0.13%, while the average monthly return is +2.82%. At this rate, an investment would double in approximately 2.1 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2025 with a return of +54.9%, while the worst month was Mar 2020 at -25.9%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Buzz Fuzz Maximize Sortino Ratio closed higher 54% of trading days. The best single day was Apr 22, 2025 with a return of +45.4%, while the worst single day was Mar 16, 2020 at -13.3%.

Buzz Fuzz Maximize Sortino Ratio has an annualized alpha of 29.34%, beta of 0.50, and R2 of 0.08 versus S&P 500 Index. Calculated based on daily prices since February 11, 2015.

• This portfolio captured 133.42% of S&P 500 Index gains but only 43.29% of its losses - a favorable profile for investors.
• Beta of 0.50 may look defensive, but with R2 of 0.08 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 0.08 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.

Buzz Fuzz Maximize Sortino Ratio 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.

Buzz Fuzz Maximize Sortino Ratio ranks 27 for risk / return — below 27% 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 Buzz Fuzz Maximize Sortino Ratio Sharpe ratio is 1.49 as of Jul 12, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.37 to 2.13, 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 Buzz Fuzz Maximize Sortino Ratio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Buzz Fuzz Maximize Sortino Ratio provided a 4.29% 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 Buzz Fuzz Maximize Sortino Ratio. 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 Buzz Fuzz Maximize Sortino Ratio was 39.17%, occurring on Mar 16, 2020. Recovery took 811 trading sessions.

The current Buzz Fuzz Maximize Sortino Ratio drawdown is 2.68%.

The chart below shows the rolling one-month volatility.