2025 Base

The chart shows the growth of an initial investment of $10,000 in 2025 Base, 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.

As of Jun 13, 2026, the 2025 Base returned 2.64% Year-To-Date and 20.70% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Sep 29, 2012, 2025 Base's average daily return is +0.06%, while the average monthly return is +1.98%. At this rate, an investment would double in approximately 2.9 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2013 with a return of +64.4%, while the worst month was Dec 2013 at -18.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, 2025 Base closed higher 55% of trading days. The best single day was Nov 18, 2013 with a return of +13.5%, while the worst single day was Mar 12, 2020 at -11.5%.

2025 Base has an annualized alpha of 11.96%, beta of 0.68, and R2 of 0.44 versus S&P 500 Index. Calculated based on daily prices since September 29, 2012.

• This portfolio captured 111.81% of S&P 500 Index gains but only 72.86% of its losses - a favorable profile for investors.
• Beta of 0.68 may look defensive, but with R2 of 0.44 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R2 of 0.44 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

2025 Base has an expense ratio of 0.27%, 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.

2025 Base ranks 16 for risk / return — in the bottom 16% 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 2025 Base Sharpe ratio is 1.15 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 2025 Base compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

2025 Base provided a 1.56% 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 2025 Base. 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 2025 Base was 30.22%, occurring on Aug 24, 2015. Recovery took 546 trading sessions.

The current 2025 Base drawdown is 4.73%.

The chart below shows the rolling one-month volatility.