Diversify or not

The chart shows the growth of an initial investment of $10,000 in Diversify or not, 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 year.

As of Jun 23, 2026, the Diversify or not returned 10.24% Year-To-Date and 12.94% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jul 26, 2007, Diversify or not's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, an investment would double in approximately 7.6 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2009 with a return of +12.6%, while the worst month was Oct 2008 at -19.9%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.

On a daily basis, Diversify or not closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +14.7%, while the worst single day was Mar 16, 2020 at -11.4%.

Diversify or not has an annualized alpha of -0.41%, beta of 1.00, and R2 of 0.94 versus S&P 500 Index. Calculated based on daily prices since July 26, 2007.

• With beta of 1.00 and R2 of 0.94, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Diversify or not 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.

Diversify or not ranks 53 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. Learn how to interpret the Sharpe ratio.

The current Diversify or not Sharpe ratio is 1.91 as of Jun 23, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.66 to 2.59, 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 Diversify or not compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Diversify or not provided a 1.68% 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 Diversify or not. 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 Diversify or not was 58.12%, occurring on Mar 9, 2009. Recovery took 974 trading sessions.

The current Diversify or not drawdown is 0.60%.

The chart below shows the rolling one-month volatility.