European Banking Basket

The chart shows the growth of an initial investment of $10,000 in European Banking Basket, 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 Jun 9, 2026, the European Banking Basket returned 0.31% Year-To-Date and 16.31% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Oct 19, 2007, European Banking Basket's average daily return is +0.04%, while the average monthly return is +0.66%. At this rate, an investment would double in approximately 8.8 years.

Historically, 58% of months were positive and 42% were negative. The best month was Apr 2009 with a return of +49.8%, while the worst month was Oct 2008 at -39.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, European Banking Basket closed higher 52% of trading days. The best single day was Jan 28, 2009 with a return of +22.9%, while the worst single day was Jan 20, 2009 at -33.6%.

European Banking Basket has an annualized alpha of -5.13%, beta of 1.41, and R2 of 0.54 versus S&P 500 Index. Calculated based on daily prices since October 19, 2007.

• This portfolio participated in 141.71% of S&P 500 Index downside but only 120.94% of its upside - more exposed to losses than it benefited from rallies.
• This portfolio had an annualized alpha of -5.13% versus S&P 500 Index - delivering less than market exposure alone would predict.

European Banking Basket 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.

European Banking Basket ranks 20 for risk / return — in the bottom 20% 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 table below presents risk-adjusted performance metrics for European Banking Basket and compares them with S&P 500 Index.

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.

European Banking Basket Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

• 1-Year: 1.48
• 5-Year: 1.03
• 10-Year: 0.53
• All Time: 0.05

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 1.62 to 2.52, 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 European Banking Basket compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

European Banking Basket provided a 3.74% 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 European Banking Basket. 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 European Banking Basket was 85.23%, occurring on Mar 9, 2009. Recovery took 4076 trading sessions.

The current European Banking Basket drawdown is 8.95%.

The chart below shows the rolling one-month volatility.