10T EW Static Algo 4

The chart shows the growth of an initial investment of $10,000 in 10T EW Static Algo 4, 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 21, 2018, 10T EW Static Algo 4's average daily return is +0.10%, while the average monthly return is +1.95%. At this rate, an investment would double in approximately 3.0 years.

Historically, 70% of months were positive and 30% were negative. The best month was Nov 2020 with a return of +14.1%, while the worst month was Mar 2020 at -14.4%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 10T EW Static Algo 4 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +8.2%, while the worst single day was Mar 16, 2020 at -12.7%.

10T EW Static Algo 4 has an annualized alpha of 7.85%, beta of 1.00, and R2 of 0.87 versus S&P 500 Index. Calculated based on daily prices since December 21, 2018.

• This portfolio captured 117.44% of S&P 500 Index gains but only 86.24% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 7.85% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• With beta of 1.00 and R2 of 0.87, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

10T EW Static Algo 4 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.

10T EW Static Algo 4 ranks 60 for risk / return — better than 60% 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.

The current 10T EW Static Algo 4 Sharpe ratio is 2.04 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 10T EW Static Algo 4 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

10T EW Static Algo 4 provided a 0.95% 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 10T EW Static Algo 4. 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 10T EW Static Algo 4 was 36.44%, occurring on Mar 18, 2020. Recovery took 100 trading sessions.

The current 10T EW Static Algo 4 drawdown is 5.43%.

The chart below shows the rolling one-month volatility.