Yale Underground II

The chart shows the growth of an initial investment of $10,000 in Yale Underground II, 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 year.

As of Jun 24, 2026, the Yale Underground II returned 8.08% Year-To-Date and 20.87% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Aug 7, 2015, Yale Underground II's average daily return is +0.06%, while the average monthly return is +1.70%. At this rate, an investment would double in approximately 3.4 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2023 with a return of +20.3%, while the worst month was Apr 2022 at -20.2%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 8 months.

On a daily basis, Yale Underground II closed higher 38% of trading days. The best single day was Apr 9, 2025 with a return of +14.2%, while the worst single day was Mar 16, 2020 at -13.7%.

Yale Underground II has an annualized alpha of 3.26%, beta of 1.34, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since August 07, 2015.

• This portfolio captured 157.50% of S&P 500 Index gains and 129.69% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 3.26% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Yale Underground II has an expense ratio of 0.47%, 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.

Yale Underground II ranks 13 for risk / return — in the bottom 13% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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. Learn how to interpret the Sharpe ratio.

The current Yale Underground II Sharpe ratio is 0.88 as of Jun 24, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.49 to 2.37, 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 Yale Underground II compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Yale Underground II provided a 0.21% 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 Yale Underground II. 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 Yale Underground II was 57.30%, occurring on Dec 28, 2022. Recovery took 931 trading sessions.

The current Yale Underground II drawdown is 4.73%.

The chart below shows the rolling one-month volatility.