AlessioBava 09/12

The chart shows the growth of an initial investment of $10,000 in AlessioBava 09/12, 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 May 11, 2019, AlessioBava 09/12's average daily return is +0.07%, while the average monthly return is +2.07%. At this rate, your investment would double in approximately 2.8 years.

Historically, 69% of months were positive and 31% were negative. The best month was Nov 2020 with a return of +17.0%, while the worst month was Mar 2020 at -11.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, AlessioBava 09/12 closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +7.7%, while the worst single day was Mar 12, 2020 at -11.8%.

AlessioBava 09/12 has an annualized alpha of 13.26%, beta of 0.79, and R² of 0.79 versus S&P 500 Index. Calculated based on daily prices since May 11, 2019.

• This portfolio captured 116.43% of S&P 500 Index gains but only 71.15% of its losses — a favorable profile for investors.
• This portfolio generated an annualized alpha of 13.26% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

AlessioBava 09/12 has an expense ratio of 0.07%, 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.

AlessioBava 09/12 ranks 61 for risk / return — better than 61% 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.

AlessioBava 09/12 Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 1.90
• 5-Year: 1.35
• All Time: 1.48

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 1.00 to 1.68, 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 AlessioBava 09/12 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

AlessioBava 09/12 provided a 1.30% 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 AlessioBava 09/12. 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 AlessioBava 09/12 was 29.43%, occurring on Mar 18, 2020. Recovery took 110 trading sessions.

The current AlessioBava 09/12 drawdown is 7.29%.

The chart below shows the rolling one-month volatility.