MATANAM-INV25

The chart shows the growth of an initial investment of $10,000 in MATANAM-INV25, 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 Sep 30, 2020, MATANAM-INV25's average daily return is +0.14%, while the average monthly return is +2.92%. At this rate, an investment would double in approximately 2.0 years.

Historically, 64% of months were positive and 36% were negative. The best month was May 2023 with a return of +23.1%, while the worst month was Apr 2022 at -18.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, MATANAM-INV25 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +14.2%, while the worst single day was Jan 27, 2025 at -6.8%.

MATANAM-INV25 has an annualized alpha of 13.45%, beta of 1.50, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since September 30, 2020.

• This portfolio captured 196.27% of S&P 500 Index gains and 111.63% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 13.45% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• Beta of 1.50 means this portfolio moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.

MATANAM-INV25 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.

MATANAM-INV25 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. Learn how to interpret the Sharpe ratio.

The current MATANAM-INV25 Sharpe ratio is 1.11 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 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 MATANAM-INV25 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

MATANAM-INV25 provided a 0.40% 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 MATANAM-INV25. 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 MATANAM-INV25 was 44.71%, occurring on Nov 3, 2022. Recovery took 141 trading sessions.

The current MATANAM-INV25 drawdown is 11.44%.

The chart below shows the rolling one-month volatility.