5 ETFs

The chart shows the growth of an initial investment of $10,000 in 5 ETFs, 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 Dec 30, 2019, 5 ETFs's average daily return is +0.04%, while the average monthly return is +0.91%. At this rate, your investment would double in approximately 6.4 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +9.2%, while the worst month was Mar 2020 at -8.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, 5 ETFs closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +6.9%, while the worst single day was Mar 12, 2020 at -8.1%.

5 ETFs has an annualized alpha of 4.38%, beta of 0.43, and R² of 0.36 versus S&P 500 Index. Calculated based on daily prices since December 30, 2019.

• This portfolio participated in 78.42% of S&P 500 Index downside but only 70.99% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.43 may look defensive, but with R² of 0.36 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R² of 0.36 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

5 ETFs has an expense ratio of 0.16%, 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.

5 ETFs ranks 55 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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.

5 ETFs Sharpe ratios as of Apr 7, 2026 (values are recalculated daily):

• 1-Year: 2.78
• 5-Year: 0.67
• All Time: 0.73

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 1.65 to 2.57, 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 5 ETFs compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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 5 ETFs. 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 5 ETFs was 26.67%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.

The current 5 ETFs drawdown is 6.64%.

The chart below shows the rolling one-month volatility.