. a APR 2025

The chart shows the growth of an initial investment of $10,000 in . a APR 2025, 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 May 4, 2022, . a APR 2025's average daily return is +0.06%, while the average monthly return is +1.18%. At this rate, an investment would double in approximately 4.9 years.

Historically, 70% of months were positive and 30% were negative. The best month was Jul 2022 with a return of +7.7%, while the worst month was Sep 2022 at -8.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 2 months.

On a daily basis, . a APR 2025 closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +9.1%, while the worst single day was Apr 4, 2025 at -5.7%.

. a APR 2025 has an annualized alpha of 1.92%, beta of 0.82, and R2 of 0.94 versus S&P 500 Index. Calculated based on daily prices since May 04, 2022.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (79.47%) than losses (75.19%) - typical of diversified or defensive assets.

. a APR 2025 has an expense ratio of 0.28%, 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.

. a APR 2025 ranks 59 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

The table below presents risk-adjusted performance metrics for . a APR 2025 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.

. a APR 2025 Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

• 1-Year: 2.10
• All Time: 1.01

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 1.59 to 2.46, 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 . a APR 2025 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

. a APR 2025 provided a 7.98% 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 . a APR 2025. 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 . a APR 2025 was 15.97%, occurring on Apr 8, 2025. Recovery took 75 trading sessions.

The current . a APR 2025 drawdown is 1.22%.

The chart below shows the rolling one-month volatility.