ONEQ

The chart shows the growth of an initial investment of $10,000 in ONEQ, 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 Aug 1, 2026, the ONEQ returned 10.15% Year-To-Date and 18.56% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Oct 1, 2003, ONEQ's average daily return is +0.06%, while the average monthly return is +1.18%. At this rate, an investment would double in approximately 4.9 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +15.9%, while the worst month was Oct 2008 at -18.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, ONEQ closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +12.2%, while the worst single day was Mar 16, 2020 at -11.9%.

ONEQ has an annualized alpha of 3.70%, beta of 1.04, and R2 of 0.87 versus S&P 500 Index. Calculated based on daily prices since October 01, 2003.

• This portfolio captured 128.05% of S&P 500 Index gains and 108.99% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 3.70% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• With beta of 1.04 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.

ONEQ has an expense ratio of 0.21%, 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.

ONEQ ranks 26 for risk / return — above 26% of Portfolios peers on PortfoliosLab. Its historical combined result is below the peer median.

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. Learn how to interpret the Sharpe ratio.

The current ONEQ Sharpe ratio is 1.17 as of Aug 1, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.18 to 2.00, 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 ONEQ compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

ONEQ provided a 0.88% dividend yield over the last twelve months.

The table below shows the monthly dividends paid by this portfolio.

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 ONEQ. 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 ONEQ was 55.09%, occurring on Mar 9, 2009. Recovery took 484 trading sessions.

The current ONEQ drawdown is 5.98%.

The chart below shows the rolling one-month volatility.