as of 2/25/26

The chart shows the growth of an initial investment of $10,000 in as of 2/25/26, 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 Jun 13, 2025, as of 2/25/26's average daily return is +0.17%, while the average monthly return is +3.11%. At this rate, your investment would double in approximately 1.9 years.

Historically, 73% of months were positive and 27% were negative. The best month was Aug 2025 with a return of +10.2%, while the worst month was Mar 2026 at -8.1%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 1 months.

On a daily basis, as of 2/25/26 closed higher 61% of trading days. The best single day was Mar 31, 2026 with a return of +3.0%, while the worst single day was Jan 30, 2026 at -5.9%.

as of 2/25/26 has an annualized alpha of 38.68%, beta of 0.83, and R² of 0.27 versus S&P 500 Index. Calculated based on daily prices since June 13, 2025.

• This portfolio captured 232.62% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -39.94%) — a profile typical of hedging or uncorrelated assets.
• R² of 0.27 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

as of 2/25/26 has an expense ratio of 0.38%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

There isn't enough data available to calculate the Sharpe ratio for as of 2/25/26. This metric is based on the past 12 months of trading data. Please check back later for updated information.

as of 2/25/26 provided a 2.78% 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 as of 2/25/26. 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 as of 2/25/26 was 13.05%, occurring on Mar 20, 2026. The portfolio has not yet recovered.

The current as of 2/25/26 drawdown is 7.68%.

The chart below shows the rolling one-month volatility.