holdings no rebalance

The chart shows the growth of an initial investment of $10,000 in holdings no rebalance, 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 Jun 6, 2025, holdings no rebalance's average daily return is +0.52%, while the average monthly return is +7.48%. At this rate, your investment would double in approximately 0.8 years.

Historically, 55% of months were positive and 45% were negative. The best month was Jun 2025 with a return of +72.7%, while the worst month was Feb 2026 at -10.7%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 5 months.

On a daily basis, holdings no rebalance closed higher 51% of trading days. The best single day was Jul 3, 2025 with a return of +73.2%, while the worst single day was Jul 9, 2025 at -27.9%.

holdings no rebalance has an annualized alpha of 158.62%, beta of 2.75, and R² of 0.08 versus S&P 500 Index. Calculated based on daily prices since June 06, 2025.

• This portfolio captured 800.05% of S&P 500 Index gains and 225.62% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• R² of 0.08 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.

holdings no rebalance has an expense ratio of 0.01%, 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.

There isn't enough data available to calculate the Sharpe ratio for holdings no rebalance. This metric is based on the past 12 months of trading data. Please check back later for updated information.

holdings no rebalance provided a 0.35% 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 holdings no rebalance. 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 holdings no rebalance was 56.23%, occurring on Aug 1, 2025. The portfolio has not yet recovered.

The current holdings no rebalance drawdown is 52.54%.

The chart below shows the rolling one-month volatility.