DERRICK MCKENZIE

The chart shows the growth of an initial investment of $10,000 in DERRICK MCKENZIE, 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 15, 2025, DERRICK MCKENZIE's average daily return is -0.17%, while the average monthly return is -3.64%.

Historically, 38% of months were positive and 63% were negative. The best month was Jan 2026 with a return of +13.6%, while the worst month was Nov 2025 at -23.9%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 3 months.

On a daily basis, DERRICK MCKENZIE closed higher 45% of trading days. The best single day was Jan 22, 2026 with a return of +17.2%, while the worst single day was Jan 30, 2026 at -14.9%.

DERRICK MCKENZIE has an annualized alpha of -45.47%, beta of 2.80, and R² of 0.32 versus S&P 500 Index. Calculated based on daily prices since September 15, 2025.

• This portfolio participated in 358.65% of S&P 500 Index downside but only 15.54% of its upside — more exposed to losses than it benefited from rallies.
• R² of 0.32 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

DERRICK MCKENZIE has an expense ratio of 0.49%, 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.

There isn't enough data available to calculate the Sharpe ratio for DERRICK MCKENZIE. This metric is based on the past 12 months of trading data. Please check back later for updated information.

DERRICK MCKENZIE provided a 33.02% 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 DERRICK MCKENZIE. 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 DERRICK MCKENZIE was 48.04%, occurring on Mar 30, 2026. The portfolio has not yet recovered.

The current DERRICK MCKENZIE drawdown is 44.69%.

The chart below shows the rolling one-month volatility.