Russell 2000 (2) - 10.24.25

The chart shows the growth of an initial investment of $10,000 in Russell 2000 (2) - 10.24.25, 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 2, 2026, the Russell 2000 (2) - 10.24.25 returned 13.05% Year-To-Date and 50.58% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jan 5, 2016, Russell 2000 (2) - 10.24.25's average daily return is +0.19%, while the average monthly return is +3.86%. At this rate, your investment would double in approximately 1.5 years.

Historically, 69% of months were positive and 31% were negative. The best month was Mar 2016 with a return of +27.9%, while the worst month was Mar 2020 at -24.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Russell 2000 (2) - 10.24.25 closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +13.5%, while the worst single day was Mar 18, 2020 at -15.8%.

Russell 2000 (2) - 10.24.25 has an annualized alpha of 38.49%, beta of 1.09, and R² of 0.38 versus S&P 500 Index. Calculated based on daily prices since January 05, 2016.

• This portfolio captured 227.85% of S&P 500 Index gains but only 62.00% of its losses — a favorable profile for investors.
• R² of 0.38 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Russell 2000 (2) - 10.24.25 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.

Russell 2000 (2) - 10.24.25 ranks 95 for risk / return — in the top 95% 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.

Russell 2000 (2) - 10.24.25 Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 2.99
• 5-Year: 1.71
• 10-Year: 1.61
• All Time: 1.64

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 0.98 to 1.67, 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 Russell 2000 (2) - 10.24.25 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Russell 2000 (2) - 10.24.25 provided a 0.03% 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 Russell 2000 (2) - 10.24.25. 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 Russell 2000 (2) - 10.24.25 was 41.01%, occurring on Mar 18, 2020. Recovery took 95 trading sessions.

The current Russell 2000 (2) - 10.24.25 drawdown is 11.70%.

The chart below shows the rolling one-month volatility.