Safe Leverage 3.0

The chart shows the growth of an initial investment of $10,000 in Safe Leverage 3.0, 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.

As of Apr 4, 2026, the Safe Leverage 3.0 returned -4.72% Year-To-Date and 24.35% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Feb 2, 2007, Safe Leverage 3.0's average daily return is +0.10%, while the average monthly return is +1.90%. At this rate, your investment would double in approximately 3.1 years.

Historically, 68% of months were positive and 32% were negative. The best month was Mar 2009 with a return of +21.1%, while the worst month was Jun 2022 at -24.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Safe Leverage 3.0 closed higher 54% of trading days. The best single day was Mar 10, 2009 with a return of +20.0%, while the worst single day was Nov 19, 2008 at -14.1%.

Safe Leverage 3.0 has an annualized alpha of 13.61%, beta of 1.14, and R² of 0.68 versus S&P 500 Index. Calculated based on daily prices since February 02, 2007.

• This portfolio captured 151.98% of S&P 500 Index gains but only 88.88% of its losses — a favorable profile for investors.
• This portfolio generated an annualized alpha of 13.61% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• With beta of 1.14 and R² of 0.68, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Safe Leverage 3.0 has an expense ratio of -0.19%, 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.

Safe Leverage 3.0 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.

Safe Leverage 3.0 Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 0.45
• 5-Year: 0.58
• 10-Year: 0.90
• All Time: 0.82

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 0.99 to 1.69, 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 Safe Leverage 3.0 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Safe Leverage 3.0 provided a 1.16% 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 Safe Leverage 3.0. 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 Safe Leverage 3.0 was 59.33%, occurring on Nov 20, 2008. Recovery took 317 trading sessions.

The current Safe Leverage 3.0 drawdown is 8.17%.

The chart below shows the rolling one-month volatility.