February Update

The chart shows the growth of an initial investment of $10,000 in February Update, 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 month.

Based on dividend-adjusted daily data since Feb 3, 2023, February Update's average daily return is +0.12%, while the average monthly return is +2.18%. At this rate, an investment would double in approximately 2.7 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2024 with a return of +15.2%, while the worst month was Jun 2026 at -7.8%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, February Update closed higher 53% of trading days. The best single day was Feb 22, 2023 with a return of +30.0%, while the worst single day was Feb 23, 2023 at -33.0%.

February Update has an annualized alpha of 21.04%, beta of 0.64, and R2 of 0.07 versus S&P 500 Index. Calculated based on daily prices since February 03, 2023.

• This portfolio captured 112.68% of S&P 500 Index gains but only 66.68% of its losses - a favorable profile for investors.
• Beta of 0.64 may look defensive, but with R2 of 0.07 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R2 of 0.07 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

February Update has an expense ratio of 0.08%, 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.

February Update ranks 22 for risk / return — below 22% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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 February Update Sharpe ratio is 1.43 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 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 February Update compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

February Update provided a 4.74% 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 February Update. 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 February Update was 38.98%, occurring on Oct 26, 2023. Recovery took 338 trading sessions.

The current February Update drawdown is 8.35%.

The chart below shows the rolling one-month volatility.