Duncan Smith

The chart shows the growth of an initial investment of $10,000 in Duncan Smith, 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 7, 2026, the Duncan Smith returned 7.73% Year-To-Date and 16.52% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Apr 21, 2010, Duncan Smith's average daily return is +0.05%, while the average monthly return is +1.01%. At this rate, your investment would double in approximately 5.7 years.

Historically, 50% of months were positive and 50% were negative. The best month was Jul 2020 with a return of +22.0%, while the worst month was Sep 2011 at -19.3%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.

On a daily basis, Duncan Smith closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +10.5%, while the worst single day was Jan 30, 2026 at -18.5%.

Duncan Smith has an annualized alpha of 6.41%, beta of 0.39, and R² of 0.06 versus S&P 500 Index. Calculated based on daily prices since April 21, 2010.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (41.58%) than losses (38.01%) — typical of diversified or defensive assets.
• Beta of 0.39 may look defensive, but with R² of 0.06 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 0.06 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.

Duncan Smith has an expense ratio of 0.29%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Duncan Smith ranks 60 for risk / return — better than 60% 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.

Duncan Smith Sharpe ratios as of Apr 7, 2026 (values are recalculated daily):

• 1-Year: 2.58
• 5-Year: 0.76
• 10-Year: 0.57
• All Time: 0.29

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 1.63 to 2.54, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Duncan Smith compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Duncan Smith provided a 0.44% 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 Duncan Smith. 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 Duncan Smith was 69.90%, occurring on Jan 19, 2016. Recovery took 2396 trading sessions.

The current Duncan Smith drawdown is 21.79%.

The chart below shows the rolling one-month volatility.