Dividend Portfolio 3

The chart shows the growth of an initial investment of $10,000 in Dividend Portfolio 3, 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 Aug 22, 2024, Dividend Portfolio 3's average daily return is +0.08%, while the average monthly return is +1.54%. At this rate, an investment would double in approximately 3.8 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2026 with a return of +8.3%, while the worst month was Mar 2026 at -4.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 2 months.

On a daily basis, Dividend Portfolio 3 closed higher 61% of trading days. The best single day was Apr 9, 2025 with a return of +8.1%, while the worst single day was Apr 4, 2025 at -4.5%.

Dividend Portfolio 3 has an annualized alpha of 6.24%, beta of 0.82, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since August 22, 2024.

• This portfolio captured 100.18% of S&P 500 Index gains but only 72.88% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 6.24% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Dividend Portfolio 3 has an expense ratio of 0.77%, 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.

Dividend Portfolio 3 ranks 45 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 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 Dividend Portfolio 3 Sharpe ratio is 1.91 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 Dividend Portfolio 3 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Dividend Portfolio 3 provided a 15.03% 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 Dividend Portfolio 3. 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 Dividend Portfolio 3 was 16.45%, occurring on Apr 8, 2025. Recovery took 43 trading sessions.

The current Dividend Portfolio 3 drawdown is 2.92%.

The chart below shows the rolling one-month volatility.