Small cap w/wide moats

The chart shows the growth of an initial investment of $10,000 in Small cap w/wide moats, 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 Aug 29, 2018, Small cap w/wide moats's average daily return is +0.32%, while the average monthly return is +5.12%. At this rate, your investment would double in approximately 1.2 years.

Historically, 52% of months were positive and 48% were negative. The best month was Jun 2019 with a return of +137.9%, while the worst month was Aug 2019 at -22.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 10 months.

On a daily basis, Small cap w/wide moats closed higher 51% of trading days. The best single day was Jun 14, 2019 with a return of +150.2%, while the worst single day was Jun 13, 2019 at -69.6%.

Small cap w/wide moats has an annualized alpha of 85.31%, beta of 1.45, and R² of 0.08 versus S&P 500 Index. Calculated based on daily prices since August 29, 2018.

• This portfolio captured 271.78% of S&P 500 Index gains and 116.97% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• R² of 0.08 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Small cap w/wide moats 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.

Small cap w/wide moats 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.

Small cap w/wide moats Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 3.35
• 5-Year: 0.54
• All Time: 0.46

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 1.00 to 1.70, 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 Small cap w/wide moats compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Small cap w/wide moats provided a 0.00% 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 Small cap w/wide moats. 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 Small cap w/wide moats was 79.68%, occurring on Dec 28, 2022. Recovery took 469 trading sessions.

The current Small cap w/wide moats drawdown is 19.30%.

The chart below shows the rolling one-month volatility.