Growth Test July 18, 2025

The chart shows the growth of an initial investment of $10,000 in Growth Test July 18, 2025, 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 3, 2026, the Growth Test July 18, 2025 returned 30.27% Year-To-Date and 42.89% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Aug 2, 2013, Growth Test July 18, 2025's average daily return is +0.14%, while the average monthly return is +2.84%. At this rate, your investment would double in approximately 2.1 years.

Historically, 65% of months were positive and 35% were negative. The best month was May 2024 with a return of +34.7%, while the worst month was Mar 2020 at -24.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Growth Test July 18, 2025 closed higher 54% of trading days. The best single day was Feb 8, 2017 with a return of +43.8%, while the worst single day was Feb 9, 2017 at -20.8%.

Growth Test July 18, 2025 has an annualized alpha of 26.42%, beta of 1.02, and R² of 0.27 versus S&P 500 Index. Calculated based on daily prices since August 02, 2013.

• This portfolio captured 162.80% of S&P 500 Index gains but only 54.62% of its losses — a favorable profile for investors.
• R² of 0.27 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Growth Test July 18, 2025 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Growth Test July 18, 2025 ranks 97 for risk / return — in the top 97% 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.

Growth Test July 18, 2025 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 3.30
• 5-Year: 2.25
• 10-Year: 1.29
• All Time: 1.04

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 0.98 to 1.67, 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 Growth Test July 18, 2025 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Growth Test July 18, 2025 provided a 1.07% 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 Growth Test July 18, 2025. 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 Growth Test July 18, 2025 was 42.43%, occurring on Mar 23, 2020. Recovery took 196 trading sessions.

The current Growth Test July 18, 2025 drawdown is 0.54%.

The chart below shows the rolling one-month volatility.