Vegyes optimum-sharpe

The chart shows the growth of an initial investment of $10,000 in Vegyes optimum-sharpe, 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 29, 2022, Vegyes optimum-sharpe's average daily return is +0.20%, while the average monthly return is +4.29%. At this rate, an investment would double in approximately 1.4 years.

Historically, 71% of months were positive and 29% were negative. The best month was Jan 2023 with a return of +21.0%, while the worst month was Sep 2022 at -11.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 2 months.

On a daily basis, Vegyes optimum-sharpe closed higher 57% of trading days. The best single day was Sep 10, 2025 with a return of +7.0%, while the worst single day was Apr 4, 2025 at -8.4%.

Vegyes optimum-sharpe has an annualized alpha of 37.15%, beta of 0.95, and R2 of 0.34 versus S&P 500 Index. Calculated based on daily prices since June 29, 2022.

• This portfolio captured 237.95% of S&P 500 Index gains but only 95.21% of its losses - a favorable profile for investors.
• R2 of 0.34 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Vegyes optimum-sharpe has an expense ratio of 0.30%, 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.

Vegyes optimum-sharpe ranks 40 for risk / return — below 40% 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. Learn how to interpret the Sharpe ratio.

The current Vegyes optimum-sharpe Sharpe ratio is 1.87 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 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 Vegyes optimum-sharpe compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Vegyes optimum-sharpe provided a 0.64% 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 Vegyes optimum-sharpe. 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 Vegyes optimum-sharpe was 25.34%, occurring on Oct 12, 2022. Recovery took 65 trading sessions.

The current Vegyes optimum-sharpe drawdown is 7.68%.

The chart below shows the rolling one-month volatility.