Depot Max TR

The chart shows the growth of an initial investment of $10,000 in Depot Max TR, 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, 2019, Depot Max TR's average daily return is +0.06%, while the average monthly return is +1.85%. At this rate, your investment would double in approximately 3.2 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +19.5%, while the worst month was Mar 2020 at -12.9%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Depot Max TR closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +8.4%, while the worst single day was Mar 12, 2020 at -13.1%.

Depot Max TR has an annualized alpha of 10.38%, beta of 0.78, and R² of 0.67 versus S&P 500 Index. Calculated based on daily prices since September 14, 2019.

• This portfolio captured 103.15% of S&P 500 Index gains but only 71.16% of its losses — a favorable profile for investors.
• This portfolio generated an annualized alpha of 10.38% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Depot Max TR has an expense ratio of 0.09%, 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.

Depot Max TR ranks 17 for risk / return — in the bottom 17% 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.

Depot Max TR Sharpe ratios as of Apr 8, 2026 (values are recalculated daily):

• 1-Year: 2.10
• 5-Year: 0.87
• All Time: 1.16

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 1.91 to 2.75, 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 Depot Max TR compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Depot Max TR provided a 1.81% 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 Depot Max TR. 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 Depot Max TR was 38.74%, occurring on Oct 15, 2022. Recovery took 488 trading sessions.

The current Depot Max TR drawdown is 5.68%.

The chart below shows the rolling one-month volatility.