2025-06-estimated

The chart shows the growth of an initial investment of $10,000 in 2025-06-estimated, 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 Jan 30, 2024, 2025-06-estimated's average daily return is +0.06%, while the average monthly return is +1.14%. At this rate, an investment would double in approximately 5.1 years.

Historically, 77% of months were positive and 23% were negative. The best month was Apr 2026 with a return of +5.9%, while the worst month was Dec 2024 at -4.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 2 months.

On a daily basis, 2025-06-estimated closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +8.6%, while the worst single day was Apr 4, 2025 at -5.9%.

2025-06-estimated has an annualized alpha of 0.38%, beta of 0.78, and R2 of 0.87 versus S&P 500 Index. Calculated based on daily prices since January 30, 2024.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (70.38%) than losses (68.31%) - typical of diversified or defensive assets.

2025-06-estimated has an expense ratio of 0.82%, 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.

2025-06-estimated ranks 63 for risk / return — better than 63% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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 2025-06-estimated Sharpe ratio is 2.06 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 2025-06-estimated compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

2025-06-estimated provided a 7.87% 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 2025-06-estimated. 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 2025-06-estimated was 16.80%, occurring on Apr 8, 2025. Recovery took 59 trading sessions.

The chart below shows the rolling one-month volatility.