Elite (Self Funding Innovators)

The chart shows the growth of an initial investment of $10,000 in Elite (Self Funding Innovators), 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.

Based on dividend-adjusted daily data since Aug 31, 2021, Elite (Self Funding Innovators)'s average daily return is +0.07%, while the average monthly return is +1.43%. At this rate, an investment would double in approximately 4.1 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2023 with a return of +10.3%, while the worst month was Jan 2022 at -12.0%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Elite (Self Funding Innovators) closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +9.8%, while the worst single day was Apr 4, 2025 at -5.9%.

Elite (Self Funding Innovators) has an annualized alpha of 4.60%, beta of 1.18, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since August 31, 2021.

• This portfolio captured 123.15% of S&P 500 Index gains but only 98.03% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 4.60% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Elite (Self Funding Innovators) 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.

Elite (Self Funding Innovators) ranks 29 for risk / return — above 29% of Portfolios peers on PortfoliosLab. Its historical combined result is below the peer median.

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 Elite (Self Funding Innovators) Sharpe ratio is 1.35 as of Aug 1, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.18 to 2.00, 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 Elite (Self Funding Innovators) compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Elite (Self Funding Innovators) provided a 0.44% 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 Elite (Self Funding Innovators). 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 Elite (Self Funding Innovators) was 32.21%, occurring on Oct 14, 2022. Recovery took 184 trading sessions.

The current Elite (Self Funding Innovators) drawdown is 1.68%.

The chart below shows the rolling one-month volatility.