GIULIO IRÁ ROTH

The chart shows the growth of an initial investment of $10,000 in GIULIO IRÁ ROTH, 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 Sep 14, 2023, GIULIO IRÁ ROTH's average daily return is +0.19%, while the average monthly return is +3.84%. At this rate, an investment would double in approximately 1.5 years.

Historically, 65% of months were positive and 35% were negative. The best month was Feb 2024 with a return of +17.4%, while the worst month was Mar 2026 at -5.8%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 2 months.

On a daily basis, GIULIO IRÁ ROTH closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +13.2%, while the worst single day was Jan 27, 2025 at -11.8%.

GIULIO IRÁ ROTH has an annualized alpha of 20.72%, beta of 1.52, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since September 14, 2023.

• This portfolio captured 224.36% of S&P 500 Index gains but only 87.98% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 20.72% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• Beta of 1.52 means this portfolio moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.

GIULIO IRÁ ROTH has an expense ratio of 0.12%, 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.

GIULIO IRÁ ROTH ranks 53 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

The table below presents risk-adjusted performance metrics for GIULIO IRÁ ROTH and compares them with S&P 500 Index.

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.

GIULIO IRÁ ROTH Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

• 1-Year: 2.18
• All Time: 2.05

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 1.64 to 2.53, 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 GIULIO IRÁ ROTH compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

GIULIO IRÁ ROTH provided a 0.28% 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 GIULIO IRÁ ROTH. 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 GIULIO IRÁ ROTH was 26.61%, occurring on Apr 4, 2025. Recovery took 47 trading sessions.

The current GIULIO IRÁ ROTH drawdown is 6.40%.

The chart below shows the rolling one-month volatility.