Wibowofamily porto

The chart shows the growth of an initial investment of $10,000 in Wibowofamily porto, 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 Apr 11, 2026, the Wibowofamily porto returned 2.14% Year-To-Date and 21.19% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since May 23, 2006, Wibowofamily porto's average daily return is +0.06%, while the average monthly return is +1.28%. At this rate, an investment would double in approximately 4.5 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2020 with a return of +23.3%, while the worst month was Apr 2014 at -23.3%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.

On a daily basis, Wibowofamily porto closed higher 54% of trading days. The best single day was Oct 28, 2008 with a return of +12.5%, while the worst single day was Apr 3, 2014 at -23.2%.

Wibowofamily porto has an annualized alpha of 7.25%, beta of 0.87, and R² of 0.48 versus S&P 500 Index. Calculated based on daily prices since May 23, 2006.

• This portfolio captured 107.68% of S&P 500 Index gains but only 85.43% of its losses — a favorable profile for investors.
• R² of 0.48 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Wibowofamily porto 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.

Wibowofamily porto ranks 79 for risk / return — better than 79% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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.

Wibowofamily porto Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

• 1-Year: 3.61
• 5-Year: 0.90
• 10-Year: 0.94
• All Time: 0.57

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 2.13 to 3.05, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Wibowofamily porto compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Wibowofamily porto provided a 0.45% 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 Wibowofamily porto. 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 Wibowofamily porto was 60.89%, occurring on Nov 20, 2008. Recovery took 494 trading sessions.

The current Wibowofamily porto drawdown is 9.44%.

The chart below shows the rolling one-month volatility.