HEDGEFUNDIE

The chart shows the growth of an initial investment of $10,000 in HEDGEFUNDIE, 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 Jun 10, 2026, the HEDGEFUNDIE returned 6.28% Year-To-Date and 12.32% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jun 25, 2009, HEDGEFUNDIE's average daily return is +0.10%, while the average monthly return is +2.06%. At this rate, an investment would double in approximately 2.8 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2023 with a return of +28.7%, while the worst month was Apr 2022 at -26.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, HEDGEFUNDIE closed higher 55% of trading days. The best single day was Nov 10, 2022 with a return of +14.6%, while the worst single day was Mar 18, 2020 at -17.4%.

HEDGEFUNDIE has an annualized alpha of 10.01%, beta of 1.10, and R2 of 0.43 versus S&P 500 Index. Calculated based on daily prices since June 25, 2009.

• This portfolio captured 184.45% of S&P 500 Index gains and 140.94% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• R2 of 0.43 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

HEDGEFUNDIE has a high expense ratio of 0.94%, 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.

HEDGEFUNDIE ranks 20 for risk / return — in the bottom 20% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

The table below presents risk-adjusted performance metrics for HEDGEFUNDIE 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.

HEDGEFUNDIE Sharpe ratios as of Jun 10, 2026 (values are recalculated daily):

• 1-Year: 1.15
• 5-Year: -0.11
• 10-Year: 0.38
• All Time: 0.79

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 1.54 to 2.39, 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 HEDGEFUNDIE compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

HEDGEFUNDIE provided a 2.33% 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 HEDGEFUNDIE. 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 HEDGEFUNDIE was 70.84%, occurring on Oct 27, 2023. The portfolio has not yet recovered.

The current HEDGEFUNDIE drawdown is 33.81%.

The chart below shows the rolling one-month volatility.