9/16 Optimization

The chart shows the growth of an initial investment of $10,000 in 9/16 Optimization, 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 Aug 31, 2021, 9/16 Optimization's average daily return is +0.09%, while the average monthly return is +1.82%. At this rate, an investment would double in approximately 3.2 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2023 with a return of +12.3%, while the worst month was Jun 2022 at -14.6%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 9/16 Optimization closed higher 52% of trading days. The best single day was Apr 9, 2025 with a return of +7.7%, while the worst single day was Apr 4, 2025 at -7.8%.

9/16 Optimization has an annualized alpha of 14.70%, beta of 0.81, and R2 of 0.35 versus S&P 500 Index. Calculated based on daily prices since August 31, 2021.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (98.28%) than losses (48.64%) - typical of diversified or defensive assets.
• R2 of 0.35 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

9/16 Optimization 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.

9/16 Optimization ranks 40 for risk / return — below 40% 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. Learn how to interpret the Sharpe ratio.

The current 9/16 Optimization Sharpe ratio is 1.56 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 1.53 to 2.41, 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 9/16 Optimization compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

9/16 Optimization provided a 2.27% 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 9/16 Optimization. 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 9/16 Optimization was 22.17%, occurring on Jul 6, 2022. Recovery took 131 trading sessions.

The current 9/16 Optimization drawdown is 3.18%.

The chart below shows the rolling one-month volatility.