2016

The chart shows the growth of an initial investment of $10,000 in 2016, 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 Sep 30, 2020, 2016's average daily return is +0.10%, while the average monthly return is +2.17%. At this rate, an investment would double in approximately 2.7 years.

Historically, 51% of months were positive and 49% were negative. The best month was Sep 2025 with a return of +42.0%, while the worst month was Apr 2022 at -19.0%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.

On a daily basis, 2016 closed higher 51% of trading days. The best single day was Dec 2, 2024 with a return of +14.8%, while the worst single day was May 9, 2022 at -7.7%.

2016 has an annualized alpha of 5.95%, beta of 1.35, and R2 of 0.45 versus S&P 500 Index. Calculated based on daily prices since September 30, 2020.

• This portfolio captured 187.54% of S&P 500 Index gains and 148.52% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• R2 of 0.45 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

2016 has an expense ratio of 0.09%, 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.

2016 ranks 13 for risk / return — in the bottom 13% 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 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 2016 Sharpe ratio is 0.86 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 2016 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

2016 provided a 0.64% 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 2016. 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 2016 was 48.16%, occurring on Oct 14, 2022. Recovery took 530 trading sessions.

The current 2016 drawdown is 17.34%.

The chart below shows the rolling one-month volatility.