Trend

The chart shows the growth of an initial investment of $10,000 in Trend, 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 Mar 14, 2019, Trend's average daily return is +0.13%, while the average monthly return is +2.72%. At this rate, your investment would double in approximately 2.2 years.

Historically, 69% of months were positive and 31% were negative. The best month was Jun 2025 with a return of +16.5%, while the worst month was Mar 2026 at -14.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Trend closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +8.3%, while the worst single day was Mar 18, 2020 at -8.4%.

Trend has an annualized alpha of 25.34%, beta of 0.68, and R² of 0.42 versus S&P 500 Index. Calculated based on daily prices since March 14, 2019.

• This portfolio captured 143.20% of S&P 500 Index gains but only 59.93% of its losses — a favorable profile for investors.
• Beta of 0.68 may look defensive, but with R² of 0.42 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 0.42 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Trend 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.

Trend ranks 98 for risk / return — in the top 98% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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.

Trend Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 4.32
• 5-Year: 1.85
• All Time: 1.67

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 0.97 to 1.66, 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 Trend compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Trend provided a 0.73% 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 Trend. 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 Trend was 28.93%, occurring on Mar 23, 2020. Recovery took 86 trading sessions.

The current Trend drawdown is 12.35%.

The chart below shows the rolling one-month volatility.