Rush McDonald Portfolio

The chart shows the growth of an initial investment of $10,000 in Rush McDonald 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.

Based on dividend-adjusted daily data since Dec 2, 2022, Rush McDonald Portfolio's average daily return is +0.06%, while the average monthly return is +1.21%. At this rate, your investment would double in approximately 4.8 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2023 with a return of +9.2%, while the worst month was Dec 2022 at -6.1%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 2 months.

On a daily basis, Rush McDonald Portfolio closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +6.5%, while the worst single day was Apr 4, 2025 at -5.4%.

Rush McDonald Portfolio has an annualized alpha of 3.10%, beta of 0.76, and R² of 0.75 versus S&P 500 Index. Calculated based on daily prices since December 02, 2022.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (82.64%) than losses (74.66%) — typical of diversified or defensive assets.
• This portfolio generated an annualized alpha of 3.10% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Rush McDonald Portfolio has an expense ratio of 0.01%, 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.

Rush McDonald Portfolio ranks 9 for risk / return — in the bottom 9% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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.

Rush McDonald Portfolio Sharpe ratios as of Apr 7, 2026 (values are recalculated daily):

• 1-Year: 0.88
• All Time: 1.14

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 1.63 to 2.54, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Rush McDonald Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Rush McDonald Portfolio provided a 1.93% 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 Rush McDonald 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 Rush McDonald Portfolio was 13.54%, occurring on Apr 8, 2025. Recovery took 59 trading sessions.

The current Rush McDonald Portfolio drawdown is 8.02%.

The chart below shows the rolling one-month volatility.