Diversity & Inclusion

The chart shows the growth of an initial investment of $10,000 in Diversity & Inclusion, 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 Jun 13, 2026, the Diversity & Inclusion returned 15.63% Year-To-Date and 18.79% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Apr 3, 2014, Diversity & Inclusion's average daily return is +0.07%, while the average monthly return is +1.52%. At this rate, an investment would double in approximately 3.8 years.

Historically, 71% of months were positive and 29% were negative. The best month was Apr 2020 with a return of +12.1%, while the worst month was Dec 2018 at -8.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, Diversity & Inclusion closed higher 56% of trading days. The best single day was Mar 13, 2020 with a return of +9.2%, while the worst single day was Mar 16, 2020 at -12.0%.

Diversity & Inclusion has an annualized alpha of 7.85%, beta of 0.87, and R2 of 0.87 versus S&P 500 Index. Calculated based on daily prices since April 03, 2014.

• This portfolio captured 105.66% of S&P 500 Index gains but only 71.60% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 7.85% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• With beta of 0.87 and R2 of 0.87, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Diversity & Inclusion has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Diversity & Inclusion ranks 77 for risk / return — better than 77% 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. Learn how to interpret the Sharpe ratio.

The current Diversity & Inclusion Sharpe ratio is 2.52 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 Diversity & Inclusion compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Diversity & Inclusion provided a 2.15% 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 Diversity & Inclusion. 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 Diversity & Inclusion was 28.15%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.

The current Diversity & Inclusion drawdown is 0.11%.

The chart below shows the rolling one-month volatility.