Ben Felix 5 Factor

The table below presents the monthly returns of Ben Felix 5 Factor , with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

Ben Felix 5 Factor has an expense ratio of 0.11%, 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.

The current rank of Ben Felix 5 Factor is 33, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

There isn't enough data available to calculate the Sharpe ratio for Ben Felix 5 Factor . This metric is based on the past 12 months of trading data. Please check back later for updated information.

Ben Felix 5 Factor provided a 1.07% 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 Ben Felix 5 Factor . 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 Ben Felix 5 Factor was 0.80%, occurring on May 7, 2025. Recovery took 1 trading session.

The current Ben Felix 5 Factor drawdown is 3.06%.

The chart below shows the rolling one-month volatility.