John Mackay 07/07/2025 (Ex TEM and IBIT)

The chart shows the growth of an initial investment of $10,000 in John Mackay 07/07/2025 (Ex TEM and IBIT), 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 Apr 4, 2020, John Mackay 07/07/2025 (Ex TEM and IBIT)'s average daily return is +0.11%, while the average monthly return is +3.39%. At this rate, your investment would double in approximately 1.7 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +19.9%, while the worst month was Apr 2022 at -18.1%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, John Mackay 07/07/2025 (Ex TEM and IBIT) closed higher 38% of trading days. The best single day was Apr 9, 2025 with a return of +13.9%, while the worst single day was Jan 27, 2025 at -7.2%.

John Mackay 07/07/2025 (Ex TEM and IBIT) has an annualized alpha of 17.30%, beta of 1.43, and R² of 0.72 versus S&P 500 Index. Calculated based on daily prices since April 04, 2020.

• This portfolio captured 198.51% of S&P 500 Index gains and 102.62% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 17.30% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

John Mackay 07/07/2025 (Ex TEM and IBIT) has an expense ratio of 0.04%, 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.

John Mackay 07/07/2025 (Ex TEM and IBIT) ranks 39 for risk / return — below 39% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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.

John Mackay 07/07/2025 (Ex TEM and IBIT) Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 1.72
• 5-Year: 1.16
• All Time: 1.51

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 1.01 to 1.70, 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 John Mackay 07/07/2025 (Ex TEM and IBIT) compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

John Mackay 07/07/2025 (Ex TEM and IBIT) provided a 0.38% 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 John Mackay 07/07/2025 (Ex TEM and IBIT). 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 John Mackay 07/07/2025 (Ex TEM and IBIT) was 42.66%, occurring on Oct 14, 2022. Recovery took 223 trading sessions.

The current John Mackay 07/07/2025 (Ex TEM and IBIT) drawdown is 9.09%.

The chart below shows the rolling one-month volatility.