Calmd 07 ex from 96

The chart shows the growth of an initial investment of $10,000 in Calmd 07 ex from 96, 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 Apr 11, 2026, the Calmd 07 ex from 96 returned 7.70% Year-To-Date and 29.61% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Mar 20, 2007, Calmd 07 ex from 96's average daily return is +0.08%, while the average monthly return is +1.76%. At this rate, an investment would double in approximately 3.3 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +15.0%, while the worst month was Oct 2008 at -16.5%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 6 months.

On a daily basis, Calmd 07 ex from 96 closed higher 56% of trading days. The best single day was Oct 13, 2008 with a return of +9.7%, while the worst single day was Mar 16, 2020 at -10.8%.

Calmd 07 ex from 96 has an annualized alpha of 14.44%, beta of 0.75, and R² of 0.72 versus S&P 500 Index. Calculated based on daily prices since March 20, 2007.

• This portfolio captured 105.34% of S&P 500 Index gains but only 46.03% of its losses — a favorable profile for investors.
• This portfolio generated an annualized alpha of 14.44% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Calmd 07 ex from 96 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.

Calmd 07 ex from 96 ranks 15 for risk / return — in the bottom 15% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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.

Calmd 07 ex from 96 Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

• 1-Year: 1.56
• 5-Year: 2.18
• 10-Year: 1.73
• All Time: 1.23

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 2.14 to 3.05, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Calmd 07 ex from 96 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Calmd 07 ex from 96 provided a 0.92% 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 Calmd 07 ex from 96. 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 Calmd 07 ex from 96 was 37.80%, occurring on Mar 9, 2009. Recovery took 244 trading sessions.

The current Calmd 07 ex from 96 drawdown is 3.09%.

The chart below shows the rolling one-month volatility.