Test

The chart shows the growth of an initial investment of $10,000 in Test, 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 Jan 31, 2022, Test's average daily return is +0.02%, while the average monthly return is +0.37%. At this rate, an investment would double in approximately 15.6 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2023 with a return of +3.6%, while the worst month was Sep 2022 at -4.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Test closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +2.2%, while the worst single day was Jun 13, 2022 at -1.5%.

Test has an annualized alpha of 1.01%, beta of 0.27, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since January 31, 2022.

• This portfolio participated in 38.79% of S&P 500 Index downside but only 29.98% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.27 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Test has an expense ratio of 0.12%, 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.

Test ranks 81 for risk / return — in the top 81% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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 Test Sharpe ratio is 2.39 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 1.54 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 Test compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Test provided a 2.68% 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 Test. 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 Test was 10.31%, occurring on Oct 14, 2022. Recovery took 301 trading sessions.

The current Test drawdown is 0.74%.

The chart below shows the rolling one-month volatility.