18.02.24 Opt

The chart shows the growth of an initial investment of $10,000 in 18.02.24 Opt, 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 Jan 22, 2021, 18.02.24 Opt's average daily return is +0.08%, while the average monthly return is +1.56%. At this rate, an investment would double in approximately 3.7 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2026 with a return of +18.1%, while the worst month was Apr 2022 at -11.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 18.02.24 Opt closed higher 56% of trading days. The best single day was Apr 10, 2025 with a return of +6.8%, while the worst single day was Nov 17, 2023 at -6.1%.

18.02.24 Opt has an annualized alpha of 8.82%, beta of 0.75, and R2 of 0.33 versus S&P 500 Index. Calculated based on daily prices since January 22, 2021.

• This portfolio captured 120.32% of S&P 500 Index gains and 103.07% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• R2 of 0.33 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

18.02.24 Opt has an expense ratio of 0.24%, 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.

18.02.24 Opt ranks 61 for risk / return — better than 61% 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 table below presents risk-adjusted performance metrics for 18.02.24 Opt 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.

18.02.24 Opt Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

• 1-Year: 2.45
• 5-Year: 0.88
• All Time: 0.84

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 1.61 to 2.48, 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 18.02.24 Opt compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

18.02.24 Opt provided a 0.05% 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 18.02.24 Opt. 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 18.02.24 Opt was 34.61%, occurring on Oct 11, 2022. Recovery took 283 trading sessions.

The current 18.02.24 Opt drawdown is 3.23%.

The chart below shows the rolling one-month volatility.