Optimized3

The chart shows the growth of an initial investment of $10,000 in Optimized3, 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 Mar 9, 2018, Optimized3's average daily return is +0.03%, while the average monthly return is +0.93%. At this rate, your investment would double in approximately 6.2 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +9.6%, while the worst month was Mar 2020 at -9.1%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Optimized3 closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +5.3%, while the worst single day was Mar 12, 2020 at -8.5%.

Optimized3 has an annualized alpha of 3.79%, beta of 0.52, and R² of 0.74 versus S&P 500 Index. Calculated based on daily prices since March 09, 2018.

• This portfolio participated in 66.06% of S&P 500 Index downside but only 65.88% of its upside — more exposed to losses than it benefited from rallies.
• This portfolio generated an annualized alpha of 3.79% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• Beta of 0.52 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Optimized3 has an expense ratio of 0.28%, 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.

Optimized3 ranks 53 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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.

Optimized3 Sharpe ratios as of Apr 10, 2026 (values are recalculated daily):

• 1-Year: 2.90
• 5-Year: 0.83
• All Time: 0.93

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 1.86 to 2.86, 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 Optimized3 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Optimized3 provided a 1.29% 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 Optimized3. 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 Optimized3 was 25.64%, occurring on Oct 11, 2022. Recovery took 487 trading sessions.

The current Optimized3 drawdown is 2.51%.

The chart below shows the rolling one-month volatility.