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 Oct 1, 2020, 2016's average daily return is +0.11%, while the average monthly return is +2.44%. At this rate, your investment would double in approximately 2.4 years.

Historically, 52% of months were positive and 48% were negative. The best month was Sep 2025 with a return of +53.4%, 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 Sep 29, 2025 with a return of +30.7%, while the worst single day was May 9, 2022 at -7.7%.

2016 has an annualized alpha of 11.66%, beta of 1.35, and R² of 0.41 versus S&P 500 Index. Calculated based on daily prices since October 01, 2020.

• This portfolio captured 210.69% of S&P 500 Index gains and 144.23% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• R² of 0.41 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 61 for risk / return — better than 61% 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.

2016 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 1.33
• 5-Year: 0.45
• All Time: 0.68

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 0.97 to 1.66, 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 2016 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

2016 provided a 0.73% 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 20.31%.

The chart below shows the rolling one-month volatility.