danelfim

The chart shows the growth of an initial investment of $10,000 in danelfim, 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.

As of Jun 13, 2026, the danelfim returned 37.48% Year-To-Date and 22.47% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Oct 1, 2003, danelfim's average daily return is +0.07%, while the average monthly return is +1.32%. At this rate, an investment would double in approximately 4.4 years.

Historically, 59% of months were positive and 41% were negative. The best month was Apr 2009 with a return of +36.3%, while the worst month was Oct 2008 at -36.3%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 7 months.

On a daily basis, danelfim closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +20.1%, while the worst single day was Oct 15, 2008 at -13.4%.

danelfim has an annualized alpha of 4.17%, beta of 1.19, and R2 of 0.55 versus S&P 500 Index. Calculated based on daily prices since October 01, 2003.

• This portfolio captured 134.34% of S&P 500 Index gains and 115.95% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 4.17% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

danelfim 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.

danelfim ranks 84 for risk / return — in the top 84% 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.

The current danelfim Sharpe ratio is 2.74 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 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 danelfim compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

danelfim provided a 1.57% 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 danelfim. 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 danelfim was 78.95%, occurring on Mar 9, 2009. Recovery took 2046 trading sessions.

The chart below shows the rolling one-month volatility.