PLEX Yieldmin10-lowvol+BR,CF

The chart shows the growth of an initial investment of $10,000 in PLEX Yieldmin10-lowvol+BR,CF, 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 Mar 6, 2025, PLEX Yieldmin10-lowvol+BR,CF's average daily return is +0.02%, while the average monthly return is +0.45%. At this rate, your investment would double in approximately 12.9 years.

Historically, 64% of months were positive and 36% were negative. The best month was Jun 2025 with a return of +2.7%, while the worst month was Mar 2026 at -2.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, PLEX Yieldmin10-lowvol+BR,CF closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +4.8%, while the worst single day was Apr 4, 2025 at -5.4%.

PLEX Yieldmin10-lowvol+BR,CF has an annualized alpha of -0.21%, beta of 0.49, and R² of 0.74 versus S&P 500 Index. Calculated based on daily prices since March 06, 2025.

• This portfolio participated in 55.96% of S&P 500 Index downside but only 47.37% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.49 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

PLEX Yieldmin10-lowvol+BR,CF has an expense ratio of 0.82%, 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.

PLEX Yieldmin10-lowvol+BR,CF ranks 33 for risk / return — below 33% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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.

PLEX Yieldmin10-lowvol+BR,CF Sharpe ratios as of Apr 7, 2026 (values are recalculated daily):

• 1-Year: 1.71
• All Time: 0.56

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 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 PLEX Yieldmin10-lowvol+BR,CF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

PLEX Yieldmin10-lowvol+BR,CF provided a 13.62% 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 PLEX Yieldmin10-lowvol+BR,CF. 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 PLEX Yieldmin10-lowvol+BR,CF was 10.57%, occurring on Apr 7, 2025. Recovery took 39 trading sessions.

The current PLEX Yieldmin10-lowvol+BR,CF drawdown is 2.67%.

The chart below shows the rolling one-month volatility.