The47Trade

The chart shows the growth of an initial investment of $10,000 in The47Trade, 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.

As of Apr 11, 2026, the The47Trade returned -2.64% Year-To-Date and 33.34% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Feb 29, 2008, The47Trade's average daily return is +0.13%, while the average monthly return is +2.74%. At this rate, your investment would double in approximately 2.1 years.

Historically, 57% of months were positive and 43% were negative. The best month was Nov 2020 with a return of +79.5%, while the worst month was Oct 2008 at -33.0%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.

On a daily basis, The47Trade closed higher 52% of trading days. The best single day was Feb 8, 2021 with a return of +24.7%, while the worst single day was Feb 10, 2021 at -20.5%.

The47Trade has an annualized alpha of 23.90%, beta of 0.98, and R² of 0.18 versus S&P 500 Index. Calculated based on daily prices since February 29, 2008.

• This portfolio captured 149.05% of S&P 500 Index gains but only 85.74% of its losses — a favorable profile for investors.
• R² of 0.18 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

The47Trade has an expense ratio of 0.14%, 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.

The47Trade ranks 2 for risk / return — in the bottom 2% 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.

The47Trade Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

• 1-Year: -0.47
• 5-Year: 0.47
• 10-Year: 0.61
• All Time: 0.53

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 2.14 to 3.05, 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 The47Trade compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

The47Trade provided a 0.05% 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 The47Trade. 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 The47Trade was 76.56%, occurring on Dec 29, 2022. Recovery took 291 trading sessions.

The current The47Trade drawdown is 47.33%.

The chart below shows the rolling one-month volatility.