28Jan2025

The chart shows the growth of an initial investment of $10,000 in 28Jan2025, 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 15, 2023, 28Jan2025's average daily return is +0.15%, while the average monthly return is +3.03%. At this rate, your investment would double in approximately 1.9 years.

Historically, 75% of months were positive and 25% were negative. The best month was Feb 2024 with a return of +16.4%, while the worst month was Apr 2024 at -11.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 2 months.

On a daily basis, 28Jan2025 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +13.9%, while the worst single day was Apr 3, 2025 at -7.0%.

28Jan2025 has an annualized alpha of 14.16%, beta of 1.60, and R² of 0.71 versus S&P 500 Index. Calculated based on daily prices since September 15, 2023.

• This portfolio captured 227.68% of S&P 500 Index gains and 126.27% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 14.16% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• Beta of 1.60 means this portfolio moves significantly more than S&P 500 Index — expect amplified gains in rallies and amplified losses in downturns.

28Jan2025 has an expense ratio of 0.42%, 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.

28Jan2025 ranks 37 for risk / return — below 37% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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.

28Jan2025 Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 1.03
• All Time: 1.43

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 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 28Jan2025 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

28Jan2025 provided a 5.25% 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 28Jan2025. 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 28Jan2025 was 31.52%, occurring on Apr 8, 2025. Recovery took 62 trading sessions.

The current 28Jan2025 drawdown is 8.12%.

The chart below shows the rolling one-month volatility.