blackJack1

The chart shows the growth of an initial investment of $10,000 in blackJack1, 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.

As of Apr 16, 2026, the blackJack1 returned 24.81% Year-To-Date and 40.82% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Mar 12, 2010, blackJack1's average daily return is +0.21%, while the average monthly return is +3.98%. At this rate, an investment would double in approximately 1.5 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2026 with a return of +46.5%, while the worst month was Mar 2020 at -44.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, blackJack1 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +37.6%, while the worst single day was Mar 16, 2020 at -35.9%.

blackJack1 has an annualized alpha of 8.78%, beta of 3.52, and R² of 0.86 versus S&P 500 Index. Calculated based on daily prices since March 12, 2010.

• This portfolio captured 579.66% of S&P 500 Index gains and 233.12% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 8.78% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• Beta of 3.52 means this portfolio moves significantly more than S&P 500 Index — expect amplified gains in rallies and amplified losses in downturns.

blackJack1 has a high expense ratio of 0.98%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

blackJack1 ranks 66 for risk / return — better than 66% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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.

blackJack1 Sharpe ratios as of Apr 16, 2026 (values are recalculated daily):

• 1-Year: 3.39
• 5-Year: 0.23
• 10-Year: 0.57
• All Time: 0.56

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 2.20 to 3.00, 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 blackJack1 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

blackJack1 provided a 1.64% 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 blackJack1. 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 blackJack1 was 82.61%, occurring on Oct 14, 2022. Recovery took 434 trading sessions.

The chart below shows the rolling one-month volatility.