Mildly levered low vol

The chart shows the growth of an initial investment of $10,000 in Mildly levered low vol, 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.

Based on dividend-adjusted daily data since Mar 18, 2022, Mildly levered low vol's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, your investment would double in approximately 6.2 years.

Historically, 66% of months were positive and 34% were negative. The best month was Jul 2022 with a return of +5.6%, while the worst month was Sep 2022 at -6.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Mildly levered low vol closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +5.3%, while the worst single day was Apr 4, 2025 at -4.1%.

Mildly levered low vol has an annualized alpha of 5.68%, beta of 0.54, and R² of 0.85 versus S&P 500 Index. Calculated based on daily prices since March 18, 2022.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (68.20%) than losses (56.40%) — typical of diversified or defensive assets.
• This portfolio generated an annualized alpha of 5.68% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• Beta of 0.54 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Mildly levered low vol has an expense ratio of 0.49%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Mildly levered low vol ranks 78 for risk / return — better than 78% 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.

Mildly levered low vol Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 1.70
• All Time: 1.17

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 0.99 to 1.69, 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 Mildly levered low vol compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Mildly levered low vol provided a 4.58% 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 Mildly levered low vol. 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 Mildly levered low vol was 14.68%, occurring on Sep 30, 2022. Recovery took 195 trading sessions.

The current Mildly levered low vol drawdown is 4.16%.

The chart below shows the rolling one-month volatility.