1r

The chart shows the growth of an initial investment of $10,000 in 1r, 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.

As of Jun 13, 2026, the 1r returned -9.74% Year-To-Date and 21.31% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Mar 15, 2006, 1r's average daily return is +0.09%, while the average monthly return is +1.87%. At this rate, an investment would double in approximately 3.1 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2023 with a return of +18.4%, while the worst month was Mar 2020 at -34.2%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.

On a daily basis, 1r closed higher 55% of trading days. The best single day was Mar 19, 2020 with a return of +14.3%, while the worst single day was Mar 16, 2020 at -15.0%.

1r has an annualized alpha of 14.75%, beta of 0.89, and R2 of 0.47 versus S&P 500 Index. Calculated based on daily prices since March 15, 2006.

• This portfolio captured 126.73% of S&P 500 Index gains but only 69.34% of its losses - a favorable profile for investors.
• R2 of 0.47 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

1r 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.

1r ranks 1 for risk / return — in the bottom 1% 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.

The current 1r Sharpe ratio is -0.73 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, 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 1r compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

1r provided a 2.15% 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 1r. 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 1r was 52.46%, occurring on Mar 18, 2020. Recovery took 189 trading sessions.

The current 1r drawdown is 23.10%.

The chart below shows the rolling one-month volatility.