DLM Securities

The chart shows the growth of an initial investment of $10,000 in DLM Securities, 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 never rebalanced.

Based on dividend-adjusted daily data since Sep 28, 2020, DLM Securities's average daily return is +0.03%, while the average monthly return is +0.59%. At this rate, your investment would double in approximately 9.8 years.

Historically, 65% of months were positive and 35% were negative. The best month was Jan 2023 with a return of +6.0%, while the worst month was Jun 2022 at -4.6%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.

On a daily basis, DLM Securities closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +2.7%, while the worst single day was Apr 4, 2025 at -2.6%.

DLM Securities has an annualized alpha of 3.13%, beta of 0.30, and R² of 0.39 versus S&P 500 Index. Calculated based on daily prices since September 28, 2020.

• This portfolio participated in 43.37% of S&P 500 Index downside but only 40.04% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.30 may look defensive, but with R² of 0.39 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 0.39 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

DLM Securities has an expense ratio of 0.38%, 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.

DLM Securities ranks 94 for risk / return — in the top 94% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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.

DLM Securities Sharpe ratios as of Apr 7, 2026 (values are recalculated daily):

• 1-Year: 3.16
• 5-Year: 0.85
• All Time: 0.89

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 1.63 to 2.54, 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 DLM Securities compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

DLM Securities provided a 17.94% 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 DLM Securities. 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 DLM Securities was 19.71%, occurring on Sep 29, 2022. Recovery took 356 trading sessions.

The current DLM Securities drawdown is 1.89%.

The chart below shows the rolling one-month volatility.