SP500 ROC Stars above 50 and 200

As of May 16, 2025, the SP500 ROC Stars above 50 and 200 returned 1.95% Year-To-Date and 33.27% of annualized return in the last 10 years.

The table below presents the monthly returns of SP500 ROC Stars above 50 and 200, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

SP500 ROC Stars above 50 and 200 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.

With an overall rank of 87, SP500 ROC Stars above 50 and 200 is among the top 13% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

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.

SP500 ROC Stars above 50 and 200 Sharpe ratios as of May 16, 2025 (values are recalculated daily):

• 1-Year: 1.54
• 5-Year: 1.48
• 10-Year: 1.36
• All Time: 1.43

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 0.52 to 1.01, 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 SP500 ROC Stars above 50 and 200 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

SP500 ROC Stars above 50 and 200 provided a 0.39% 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 SP500 ROC Stars above 50 and 200. 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 SP500 ROC Stars above 50 and 200 was 35.42%, occurring on Mar 18, 2020. Recovery took 51 trading sessions.

The current SP500 ROC Stars above 50 and 200 drawdown is 4.25%.

The chart below shows the rolling one-month volatility.