CTBFTWIG

The chart shows the growth of an initial investment of $10,000 in CTBFTWIG, 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 never rebalanced.

Based on dividend-adjusted daily data since Nov 30, 2022, CTBFTWIG's average daily return is +0.21%, while the average monthly return is +4.10%. At this rate, your investment would double in approximately 1.4 years.

Historically, 71% of months were positive and 29% were negative. The best month was Feb 2024 with a return of +17.7%, while the worst month was Nov 2025 at -9.2%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, CTBFTWIG closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +13.9%, while the worst single day was Apr 4, 2025 at -8.1%.

CTBFTWIG has an annualized alpha of 32.13%, beta of 1.50, and R² of 0.64 versus S&P 500 Index. Calculated based on daily prices since November 30, 2022.

• This portfolio captured 208.00% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -2.34%) — a profile typical of hedging or uncorrelated assets.
• This portfolio generated an annualized alpha of 32.13% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

CTBFTWIG has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

CTBFTWIG ranks 68 for risk / return — better than 68% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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.

CTBFTWIG Sharpe ratios as of Apr 7, 2026 (values are recalculated daily):

• 1-Year: 2.60
• All Time: 2.21

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.63 to 2.54, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of CTBFTWIG compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

CTBFTWIG provided a 1.30% 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 CTBFTWIG. 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 CTBFTWIG was 26.44%, occurring on Apr 4, 2025. Recovery took 26 trading sessions.

The current CTBFTWIG drawdown is 9.46%.

The chart below shows the rolling one-month volatility.