ANAM

The chart shows the growth of an initial investment of $10,000 in ANAM, 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 Aug 5, 2026, the ANAM returned 13.54% Year-To-Date and 37.56% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jan 22, 1999, ANAM's average daily return is +0.13%, while the average monthly return is +2.61%. At this rate, an investment would double in approximately 2.2 years.

Historically, 62% of months were positive and 38% were negative. The best month was Jan 2001 with a return of +39.0%, while the worst month was Nov 2000 at -25.5%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.

On a daily basis, ANAM closed higher 55% of trading days. The best single day was Jan 3, 2001 with a return of +18.6%, while the worst single day was Mar 14, 2000 at -15.4%.

ANAM has an annualized alpha of 23.05%, beta of 1.29, and R2 of 0.53 versus S&P 500 Index. Calculated based on daily prices since January 22, 1999.

• This portfolio captured 236.20% of S&P 500 Index gains and 114.08% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 23.05% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

ANAM 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.

ANAM ranks 16 for risk / return — above 16% of Portfolios peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.

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 ANAM Sharpe ratio is 1.14 as of Aug 5, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.40 to 2.23, 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 ANAM compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

ANAM provided a 0.30% 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 ANAM. 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 ANAM was 68.22%, occurring on Dec 21, 2000. Recovery took 976 trading sessions.

The chart below shows the rolling one-month volatility.