Alpha optimized

The chart shows the growth of an initial investment of $10,000 in Alpha optimized, 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 Nov 19, 2021, Alpha optimized's average daily return is +0.14%, while the average monthly return is +2.90%. At this rate, an investment would double in approximately 2.0 years.

Historically, 71% of months were positive and 29% were negative. The best month was Aug 2025 with a return of +17.1%, while the worst month was Mar 2026 at -12.4%. The longest winning streak lasted 19 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Alpha optimized closed higher 59% of trading days. The best single day was Dec 13, 2024 with a return of +7.1%, while the worst single day was Jun 5, 2026 at -5.4%.

Alpha optimized has an annualized alpha of 30.41%, beta of 0.59, and R2 of 0.30 versus S&P 500 Index. Calculated based on daily prices since November 19, 2021.

• This portfolio captured 130.45% of S&P 500 Index gains but only 25.13% of its losses - a favorable profile for investors.
• Beta of 0.59 may look defensive, but with R2 of 0.30 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 0.30 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.

Alpha optimized has an expense ratio of 0.57%, 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.

Alpha optimized ranks 89 for risk / return — in the top 89% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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.

The current Alpha optimized Sharpe ratio is 3.35 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 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 Alpha optimized compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Alpha optimized provided a 5.00% 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 Alpha optimized. 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 Alpha optimized was 20.95%, occurring on Nov 3, 2022. Recovery took 111 trading sessions.

The current Alpha optimized drawdown is 4.74%.

The chart below shows the rolling one-month volatility.