###_main__2

The chart shows the growth of an initial investment of $10,000 in ###_main__2, 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 year.

Based on dividend-adjusted daily data since Aug 30, 2022, ###_main__2's average daily return is +0.13%, while the average monthly return is +2.63%. At this rate, an investment would double in approximately 2.2 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2026 with a return of +25.3%, while the worst month was Sep 2022 at -8.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, ###_main__2 closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +11.5%, while the worst single day was Jun 5, 2026 at -10.2%.

###_main__2 has an annualized alpha of 11.85%, beta of 1.22, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since August 30, 2022.

• This portfolio captured 162.97% of S&P 500 Index gains and 100.18% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 11.85% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

###_main__2 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.

###_main__2 ranks 78 for risk / return — better than 78% 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 table below presents risk-adjusted performance metrics for ###_main__2 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.

###_main__2 Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

• 1-Year: 2.49
• All Time: 1.58

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 ###_main__2 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

###_main__2 provided a 2.88% 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 ###_main__2. 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 ###_main__2 was 21.88%, occurring on Apr 8, 2025. Recovery took 38 trading sessions.

The current ###_main__2 drawdown is 8.48%.

The chart below shows the rolling one-month volatility.