60-40 (upd 11/24/25)

The chart shows the growth of an initial investment of $10,000 in 60-40 (upd 11/24/25), 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 when any position deviates by more than 1.0% from its target allocation.

Based on dividend-adjusted daily data since Jun 7, 2024, 60-40 (upd 11/24/25)'s average daily return is +0.07%, while the average monthly return is +2.11%. At this rate, your investment would double in approximately 2.8 years.

Historically, 83% of months were positive and 17% were negative. The best month was May 2025 with a return of +10.7%, while the worst month was Mar 2025 at -3.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 2 months.

On a daily basis, 60-40 (upd 11/24/25) closed higher 40% of trading days. The best single day was Apr 9, 2025 with a return of +6.2%, while the worst single day was Jan 27, 2025 at -4.2%.

60-40 (upd 11/24/25) has an annualized alpha of 18.92%, beta of 0.74, and R² of 0.75 versus S&P 500 Index. Calculated based on daily prices since June 07, 2024.

• This portfolio captured 143.81% of S&P 500 Index gains but only 34.14% of its losses — a favorable profile for investors.
• This portfolio generated an annualized alpha of 18.92% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

60-40 (upd 11/24/25) has an expense ratio of 0.05%, 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.

60-40 (upd 11/24/25) ranks 92 for risk / return — in the top 92% 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.

60-40 (upd 11/24/25) Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 3.73
• All Time: 2.04

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 1.66, 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 60-40 (upd 11/24/25) compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

60-40 (upd 11/24/25) provided a 1.05% 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 60-40 (upd 11/24/25). 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 60-40 (upd 11/24/25) was 12.85%, occurring on Apr 8, 2025. Recovery took 34 trading sessions.

The current 60-40 (upd 11/24/25) drawdown is 3.89%.

The chart below shows the rolling one-month volatility.