Optimized 3

The chart shows the growth of an initial investment of $10,000 in Optimized 3, 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 Jan 20, 2023, Optimized 3's average daily return is +0.04%, while the average monthly return is +0.75%. At this rate, your investment would double in approximately 7.7 years.

Historically, 73% of months were positive and 28% were negative. The best month was Nov 2023 with a return of +5.2%, while the worst month was Mar 2026 at -3.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Optimized 3 closed higher 57% of trading days. The best single day was Apr 1, 2026 with a return of +10.0%, while the worst single day was Apr 2, 2026 at -8.6%.

Optimized 3 has an annualized alpha of 3.86%, beta of 0.31, and R² of 0.24 versus S&P 500 Index. Calculated based on daily prices since January 20, 2023.

• This portfolio participated in 45.06% of S&P 500 Index downside but only 44.17% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.31 may look defensive, but with R² of 0.24 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R² of 0.24 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.

Optimized 3 has an expense ratio of 0.47%, 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.

Optimized 3 ranks 79 for risk / return — better than 79% 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.

Optimized 3 Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 0.74
• All Time: 0.99

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 1.01 to 1.70, 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 Optimized 3 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Optimized 3 provided a 3.83% 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 Optimized 3. 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 Optimized 3 was 8.63%, occurring on Apr 2, 2026. The portfolio has not yet recovered.

The current Optimized 3 drawdown is 3.25%.

The chart below shows the rolling one-month volatility.