LONG TERM

The chart shows the growth of an initial investment of €10,000 in LONG TERM, 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 9, 2026, the LONG TERM returned 31.77% Year-To-Date and 41.87% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jun 6, 2014, LONG TERM's average daily return is +0.14%, while the average monthly return is +2.95%. At this rate, an investment would double in approximately 2.0 years.

Historically, 70% of months were positive and 30% were negative. The best month was May 2026 with a return of +19.5%, while the worst month was May 2019 at -12.8%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.

On a daily basis, LONG TERM closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +11.5%, while the worst single day was Mar 16, 2020 at -12.2%.

LONG TERM has an annualized alpha of 24.83%, beta of 0.91, and R2 of 0.61 versus S&P 500 Index. Calculated based on daily prices since June 06, 2014.

• This portfolio captured 178.96% of S&P 500 Index gains but only 68.19% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 24.83% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• With beta of 0.91 and R2 of 0.61, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

LONG TERM has an expense ratio of 0.08%, 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.

LONG TERM ranks 90 for risk / return — in the top 90% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

The table below presents risk-adjusted performance metrics for LONG TERM and compares them with S&P 500 Index.

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.

LONG TERM Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

• 1-Year: 3.89
• 5-Year: 2.00
• 10-Year: 1.84
• All Time: 1.77

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 1.59 to 2.46, 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 LONG TERM compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

LONG TERM provided a 0.18% 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 LONG TERM. 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 LONG TERM was 32.99%, occurring on Mar 18, 2020. Recovery took 78 trading sessions.

The current LONG TERM drawdown is 5.26%.

The chart below shows the rolling one-month volatility.