Momentum

The chart shows the growth of an initial investment of $10,000 in Momentum, 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 year.

As of Jun 9, 2026, the Momentum returned 14.79% Year-To-Date and 16.34% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Oct 12, 2015, Momentum's average daily return is +0.06%, while the average monthly return is +1.27%. At this rate, an investment would double in approximately 4.6 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2026 with a return of +13.7%, while the worst month was Oct 2018 at -9.7%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Momentum closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -12.6%.

Momentum has an annualized alpha of 4.40%, beta of 0.82, and R2 of 0.71 versus S&P 500 Index. Calculated based on daily prices since October 12, 2015.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (94.27%) than losses (82.41%) - typical of diversified or defensive assets.
• This portfolio generated an annualized alpha of 4.40% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Momentum has an expense ratio of 0.19%, 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.

Momentum ranks 38 for risk / return — below 38% 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 table below presents risk-adjusted performance metrics for Momentum and compares them with S&P 500 Index.

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.

Momentum Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

• 1-Year: 1.77
• 5-Year: 1.11
• 10-Year: 0.92
• All Time: 0.87

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 1.59 to 2.46, 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 Momentum compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Momentum provided a 2.15% 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 Momentum. 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 Momentum was 31.14%, occurring on Mar 23, 2020. Recovery took 76 trading sessions.

The current Momentum drawdown is 3.80%.

The chart below shows the rolling one-month volatility.