SP20

The chart shows the growth of an initial investment of $10,000 in SP20, 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 4, 2026, the SP20 returned -7.23% Year-To-Date and 29.94% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Apr 4, 2014, SP20's average daily return is +0.11%, while the average monthly return is +2.22%. At this rate, your investment would double in approximately 2.6 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +17.1%, while the worst month was Apr 2022 at -11.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, SP20 closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +11.3%, while the worst single day was Mar 16, 2020 at -13.1%.

SP20 has an annualized alpha of 14.52%, beta of 1.16, and R² of 0.88 versus S&P 500 Index. Calculated based on daily prices since April 04, 2014.

• This portfolio captured 160.74% of S&P 500 Index gains but only 83.37% of its losses — a favorable profile for investors.
• This portfolio generated an annualized alpha of 14.52% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

SP20 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.

SP20 ranks 61 for risk / return — better than 61% 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.

SP20 Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 1.31
• 5-Year: 1.22
• 10-Year: 1.35
• All Time: 1.32

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 0.99 to 1.69, 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 SP20 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

SP20 provided a 0.65% 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 SP20. 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 SP20 was 34.17%, occurring on Mar 23, 2020. Recovery took 55 trading sessions.

The current SP20 drawdown is 8.33%.

The chart below shows the rolling one-month volatility.