Portf 3

The chart shows the growth of an initial investment of €10,000 in Portf 3, 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 Jul 25, 2019, Portf 3's average daily return is +0.07%, while the average monthly return is +2.14%. At this rate, an investment would double in approximately 2.7 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +19.3%, while the worst month was Mar 2020 at -15.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Portf 3 closed higher 40% of trading days. The best single day was Feb 8, 2021 with a return of +7.7%, while the worst single day was Mar 12, 2020 at -18.6%.

Portf 3 has an annualized alpha of 16.61%, beta of 0.63, and R2 of 0.29 versus S&P 500 Index. Calculated based on daily prices since July 25, 2019.

• This portfolio captured 153.47% of S&P 500 Index gains and 109.25% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• Beta of 0.63 may look defensive, but with R2 of 0.29 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R2 of 0.29 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.

Portf 3 has an expense ratio of 0.07%, 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.

Portf 3 ranks 6 for risk / return — in the bottom 6% 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 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. Learn how to interpret the Sharpe ratio.

The current Portf 3 Sharpe ratio is 0.19 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 Portf 3 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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 Portf 3. 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 Portf 3 was 36.45%, occurring on Mar 12, 2020. Recovery took 223 trading sessions.

The current Portf 3 drawdown is 9.34%.

The chart below shows the rolling one-month volatility.