Equities

The chart shows the growth of an initial investment of $10,000 in Equities, 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 4, 2026, the Equities returned 41.01% Year-To-Date and 17.36% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jul 29, 2015, Equities's average daily return is +0.07%, while the average monthly return is +1.42%. At this rate, your investment would double in approximately 4.1 years.

Historically, 51% of months were positive and 49% were negative. The best month was Jan 2026 with a return of +39.2%, while the worst month was Mar 2020 at -23.9%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 6 months.

On a daily basis, Equities closed higher 50% of trading days. The best single day was Feb 18, 2026 with a return of +15.4%, while the worst single day was May 11, 2023 at -22.7%.

Equities has an annualized alpha of 6.62%, beta of 0.90, and R² of 0.31 versus S&P 500 Index. Calculated based on daily prices since July 29, 2015.

• This portfolio captured 105.23% of S&P 500 Index gains but only 93.11% of its losses — a favorable profile for investors.
• R² of 0.31 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Equities has an expense ratio of 0.00%, 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.

Equities ranks 18 for risk / return — in the bottom 18% 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.

Equities Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 0.74
• 5-Year: 0.35
• 10-Year: 0.59
• All Time: 0.48

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 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 Equities compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Equities provided a 5.13% 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 Equities. 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 Equities was 42.78%, occurring on Mar 23, 2020. Recovery took 63 trading sessions.

The current Equities drawdown is 23.74%.

The chart below shows the rolling one-month volatility.