HOLD2025_12

The chart shows the growth of an initial investment of $10,000 in HOLD2025_12, 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 month.

Based on dividend-adjusted daily data since Feb 20, 2025, HOLD2025_12's average daily return is +0.28%, while the average monthly return is +5.65%. At this rate, an investment would double in approximately 1.1 years.

Historically, 59% of months were positive and 41% were negative. The best month was Apr 2026 with a return of +49.0%, while the worst month was Mar 2025 at -22.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, HOLD2025_12 closed higher 59% of trading days. The best single day was Apr 9, 2025 with a return of +28.4%, while the worst single day was Apr 3, 2025 at -16.7%.

HOLD2025_12 has an annualized alpha of 23.38%, beta of 3.09, and R2 of 0.80 versus S&P 500 Index. Calculated based on daily prices since February 20, 2025.

• This portfolio captured 851.74% of S&P 500 Index gains and 277.73% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 23.38% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• Beta of 3.09 means this portfolio moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.

HOLD2025_12 has a high expense ratio of 1.57%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

HOLD2025_12 ranks 46 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. Learn how to interpret the Sharpe ratio.

The current HOLD2025_12 Sharpe ratio is 2.08 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 1.53 to 2.41, 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 HOLD2025_12 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

HOLD2025_12 provided a 0.05% 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 HOLD2025_12. 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 HOLD2025_12 was 50.24%, occurring on Apr 4, 2025. Recovery took 54 trading sessions.

The current HOLD2025_12 drawdown is 17.19%.

The chart below shows the rolling one-month volatility.