Guess from Sharpe from Parameters

The chart shows the growth of an initial investment of $10,000 in Guess from Sharpe from Parameters, 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 never rebalanced.

Based on dividend-adjusted daily data since Sep 30, 2020, Guess from Sharpe from Parameters's average daily return is +0.16%, while the average monthly return is +3.31%. At this rate, an investment would double in approximately 1.8 years.

Historically, 71% of months were positive and 29% were negative. The best month was Nov 2020 with a return of +23.0%, while the worst month was Jun 2022 at -11.8%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Guess from Sharpe from Parameters closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +13.6%, while the worst single day was Apr 4, 2025 at -7.9%.

Guess from Sharpe from Parameters has an annualized alpha of 23.11%, beta of 1.29, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since September 30, 2020.

• This portfolio captured 181.11% of S&P 500 Index gains but only 67.83% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 23.11% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Guess from Sharpe from Parameters 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.

Guess from Sharpe from Parameters ranks 35 for risk / return — below 35% 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. Learn how to interpret the Sharpe ratio.

The current Guess from Sharpe from Parameters Sharpe ratio is 1.54 as of Jun 24, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.49 to 2.37, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Guess from Sharpe from Parameters compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Guess from Sharpe from Parameters provided a 0.44% 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 Guess from Sharpe from Parameters. 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 Guess from Sharpe from Parameters was 32.46%, occurring on Sep 27, 2022. Recovery took 136 trading sessions.

The current Guess from Sharpe from Parameters drawdown is 3.77%.

The chart below shows the rolling one-month volatility.