Futures - v5

The chart shows the growth of an initial investment of €10,000 in Futures - v5, 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 month.

Based on dividend-adjusted daily data since Feb 1, 2022, Futures - v5's average daily return is +0.01%, while the average monthly return is +0.12%. At this rate, an investment would double in approximately 48.2 years.

Historically, 49% of months were positive and 51% were negative. The best month was Jul 2022 with a return of +7.6%, while the worst month was Dec 2022 at -5.3%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Futures - v5 closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +3.4%, while the worst single day was Apr 10, 2025 at -2.5%.

Futures - v5 has an annualized alpha of -2.49%, beta of 0.32, and R2 of 0.48 versus S&P 500 Index. Calculated based on daily prices since February 01, 2022.

• This portfolio participated in 41.92% of S&P 500 Index downside but only 22.35% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.32 may look defensive, but with R2 of 0.48 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• 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.

Futures - v5 has an expense ratio of 0.38%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The table below presents risk-adjusted performance metrics for Futures - v5 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.

Futures - v5 Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

• 1-Year: 0.64
• All Time: 0.17

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 1.64 to 2.53, 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 Futures - v5 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Futures - v5 provided a 0.53% 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 Futures - v5. 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 Futures - v5 was 14.63%, occurring on Aug 5, 2024. The portfolio has not yet recovered.

The current Futures - v5 drawdown is 0.99%.

The chart below shows the rolling one-month volatility.