Big

The chart shows the growth of an initial investment of $10,000 in Big, 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 Jun 6, 2025, Big's average daily return is +0.11%, while the average monthly return is +2.27%. At this rate, an investment would double in approximately 2.6 years.

Historically, 45% of months were positive and 55% were negative. The best month was Jun 2025 with a return of +27.4%, while the worst month was Nov 2025 at -12.5%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 6 months.

On a daily basis, Big closed higher 33% of trading days. The best single day was Jul 3, 2025 with a return of +38.4%, while the worst single day was Jul 9, 2025 at -16.7%.

Big has an annualized alpha of -3.30%, beta of 2.23, and R² of 0.17 versus S&P 500 Index. Calculated based on daily prices since June 06, 2025.

• This portfolio participated in 194.16% of S&P 500 Index downside but only 155.65% of its upside — more exposed to losses than it benefited from rallies.
• R² of 0.17 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.

Big has an expense ratio of 0.14%, 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.

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

Big provided a 0.79% 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 Big. 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 Big was 46.83%, occurring on Feb 5, 2026. The portfolio has not yet recovered.

The current Big drawdown is 39.92%.

The chart below shows the rolling one-month volatility.