lmc 40/40/20

The chart shows the growth of an initial investment of $10,000 in lmc 40/40/20, 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 year.

As of Apr 11, 2026, the lmc 40/40/20 returned 3.92% Year-To-Date and 8.45% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jun 5, 2013, lmc 40/40/20's average daily return is +0.03%, while the average monthly return is +0.61%. At this rate, your investment would double in approximately 9.5 years.

Historically, 60% of months were positive and 40% were negative. The best month was Nov 2022 with a return of +6.9%, while the worst month was Mar 2020 at -7.1%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.

On a daily basis, lmc 40/40/20 closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +4.1%, while the worst single day was Mar 12, 2020 at -6.2%.

lmc 40/40/20 has an annualized alpha of 2.47%, beta of 0.39, and R² of 0.62 versus S&P 500 Index. Calculated based on daily prices since June 05, 2013.

• This portfolio participated in 45.60% of S&P 500 Index downside but only 45.14% of its upside — more exposed to losses than it benefited from rallies.
• This portfolio generated an annualized alpha of 2.47% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• Beta of 0.39 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

lmc 40/40/20 has an expense ratio of 0.17%, 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.

lmc 40/40/20 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 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.

lmc 40/40/20 Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

• 1-Year: 2.89
• 5-Year: 0.93
• 10-Year: 0.96
• All Time: 0.86

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 2.14 to 3.05, 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 lmc 40/40/20 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

lmc 40/40/20 provided a 2.45% 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 lmc 40/40/20. 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 lmc 40/40/20 was 19.89%, occurring on Oct 14, 2022. Recovery took 348 trading sessions.

The current lmc 40/40/20 drawdown is 3.57%.

The chart below shows the rolling one-month volatility.