M/D Speculative Port

The chart shows the growth of an initial investment of $10,000 in M/D Speculative Port, 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 Feb 24, 2022, M/D Speculative Port's average daily return is +0.08%, while the average monthly return is +1.63%. At this rate, an investment would double in approximately 3.6 years.

Historically, 62% of months were positive and 38% were negative. The best month was Jan 2023 with a return of +25.5%, while the worst month was Jun 2022 at -7.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, M/D Speculative Port closed higher 53% of trading days. The best single day was Jan 12, 2023 with a return of +15.6%, while the worst single day was Apr 4, 2025 at -5.7%.

M/D Speculative Port has an annualized alpha of 7.17%, beta of 0.92, and R2 of 0.56 versus S&P 500 Index. Calculated based on daily prices since February 24, 2022.

• This portfolio captured 106.67% of S&P 500 Index gains but only 84.08% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 7.17% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• With beta of 0.92 and R2 of 0.56, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

M/D Speculative Port has an expense ratio of 0.56%, 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.

M/D Speculative Port ranks 23 for risk / return — below 23% 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 M/D Speculative Port Sharpe ratio is 1.35 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 M/D Speculative Port compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

M/D Speculative Port provided a 3.93% 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 M/D Speculative Port. 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 M/D Speculative Port was 25.71%, occurring on Oct 14, 2022. Recovery took 72 trading sessions.

The current M/D Speculative Port drawdown is 3.87%.

The chart below shows the rolling one-month volatility.