MINIMIZE VOLATILITY

The chart shows the growth of an initial investment of €10,000 in MINIMIZE VOLATILITY, 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 Jun 7, 2025, MINIMIZE VOLATILITY's average daily return is +0.03%, while the average monthly return is +0.96%. At this rate, your investment would double in approximately 6.0 years.

Historically, 82% of months were positive and 18% were negative. The best month was Jan 2026 with a return of +3.4%, while the worst month was Mar 2026 at -4.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 1 months.

On a daily basis, MINIMIZE VOLATILITY closed higher 41% of trading days. The best single day was Apr 8, 2026 with a return of +1.6%, while the worst single day was Mar 19, 2026 at -2.1%.

MINIMIZE VOLATILITY has an annualized alpha of 9.79%, beta of 0.31, and R² of 0.34 versus S&P 500 Index. Calculated based on daily prices since June 07, 2025.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (74.81%) than losses (26.12%) — typical of diversified or defensive assets.
• Beta of 0.31 may look defensive, but with R² of 0.34 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 0.34 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

MINIMIZE VOLATILITY 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.

There isn't enough data available to calculate the Sharpe ratio for MINIMIZE VOLATILITY. This metric is based on the past 12 months of trading data. Please check back later for updated information.

MINIMIZE VOLATILITY provided a 1.31% 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 MINIMIZE VOLATILITY. 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 MINIMIZE VOLATILITY was 6.60%, occurring on Mar 27, 2026. The portfolio has not yet recovered.

The current MINIMIZE VOLATILITY drawdown is 3.31%.

The chart below shows the rolling one-month volatility.