Conviction Style Box ETF Portfolio

The chart shows the growth of an initial investment of $10,000 in Conviction Style Box ETF Portfolio, 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 11, 2026, the Conviction Style Box ETF Portfolio returned 10.18% Year-To-Date and 14.94% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Aug 15, 2013, Conviction Style Box ETF Portfolio's average daily return is +0.06%, while the average monthly return is +1.17%. At this rate, an investment would double in approximately 5.0 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +13.3%, while the worst month was Mar 2020 at -14.5%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Conviction Style Box ETF Portfolio closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +9.7%, while the worst single day was Mar 16, 2020 at -11.9%.

Conviction Style Box ETF Portfolio has an annualized alpha of 1.24%, beta of 1.02, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since August 15, 2013.

• This portfolio captured 105.81% of S&P 500 Index gains but only 99.40% of its losses - a favorable profile for investors.
• With beta of 1.02 and R2 of 0.98, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Conviction Style Box ETF Portfolio has an expense ratio of 0.09%, 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.

Conviction Style Box ETF Portfolio ranks 43 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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.

The current Conviction Style Box ETF Portfolio Sharpe ratio is 1.97 as of Jun 11, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.43 to 2.28, 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 Conviction Style Box ETF Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Conviction Style Box ETF Portfolio provided a 0.98% 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 Conviction Style Box ETF Portfolio. 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 Conviction Style Box ETF Portfolio was 35.84%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current Conviction Style Box ETF Portfolio drawdown is 3.87%.

The chart below shows the rolling one-month volatility.