Claritza Subervi

The chart shows the growth of an initial investment of $10,000 in Claritza Subervi , 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 Apr 15, 2026, the Claritza Subervi returned 5.96% Year-To-Date and 49.46% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Aug 20, 2004, Claritza Subervi 's average daily return is +0.14%, while the average monthly return is +2.92%. At this rate, an investment would double in approximately 2.0 years.

Historically, 67% of months were positive and 33% were negative. The best month was Oct 2004 with a return of +25.5%, while the worst month was Apr 2022 at -22.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Claritza Subervi closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +15.3%, while the worst single day was Apr 3, 2014 at -19.0%.

Claritza Subervi has an annualized alpha of 24.46%, beta of 1.29, and R² of 0.57 versus S&P 500 Index. Calculated based on daily prices since August 20, 2004.

• This portfolio captured 259.32% of S&P 500 Index gains and 123.08% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 24.46% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Claritza Subervi 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.

Claritza Subervi ranks 90 for risk / return — in the top 90% 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.

Claritza Subervi Sharpe ratios as of Apr 15, 2026 (values are recalculated daily):

• 1-Year: 3.77
• 5-Year: 1.21
• 10-Year: 1.48
• All Time: 1.08

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 2.98, 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 Claritza Subervi compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Claritza Subervi provided a 0.16% 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 Claritza Subervi . 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 Claritza Subervi was 74.70%, occurring on Nov 20, 2008. Recovery took 1267 trading sessions.

The chart below shows the rolling one-month volatility.