freedom and sentiment

The chart shows the growth of an initial investment of $10,000 in freedom and sentiment, 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 Mar 6, 2023, freedom and sentiment's average daily return is +0.09%, while the average monthly return is +1.89%. At this rate, an investment would double in approximately 3.1 years.

Historically, 68% of months were positive and 32% were negative. The best month was Jan 2026 with a return of +10.4%, while the worst month was Mar 2026 at -9.5%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.

On a daily basis, freedom and sentiment closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +6.6%, while the worst single day was Apr 4, 2025 at -5.5%.

freedom and sentiment has an annualized alpha of 7.79%, beta of 0.80, and R2 of 0.57 versus S&P 500 Index. Calculated based on daily prices since March 06, 2023.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (92.50%) than losses (53.44%) - typical of diversified or defensive assets.
• This portfolio generated an annualized alpha of 7.79% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

freedom and sentiment has an expense ratio of 0.69%, 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.

freedom and sentiment ranks 75 for risk / return — better than 75% 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 table below presents risk-adjusted performance metrics for freedom and sentiment 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.

freedom and sentiment Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

• 1-Year: 2.82
• All Time: 1.56

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 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 freedom and sentiment compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

freedom and sentiment provided a 2.37% 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 freedom and sentiment. 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 freedom and sentiment was 12.57%, occurring on Mar 30, 2026. Recovery took 25 trading sessions.

The current freedom and sentiment drawdown is 6.44%.

The chart below shows the rolling one-month volatility.