Banking

The chart shows the growth of an initial investment of $10,000 in Banking , 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 Apr 3, 2026, the Banking returned -8.08% Year-To-Date and 21.65% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Mar 9, 2007, Banking 's average daily return is +0.05%, while the average monthly return is +1.02%. At this rate, your investment would double in approximately 5.7 years.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2020 with a return of +32.2%, while the worst month was Mar 2020 at -28.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Banking closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +19.6%, while the worst single day was Jan 20, 2009 at -15.8%.

Banking has an annualized alpha of 0.44%, beta of 1.31, and R² of 0.61 versus S&P 500 Index. Calculated based on daily prices since March 09, 2007.

• This portfolio captured 147.78% of S&P 500 Index gains and 137.28% of its losses — amplifying both gains and losses, but participating more in upside than downside.

Banking 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.

Banking ranks 74 for risk / return — better than 74% 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.

Banking Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 1.63
• 5-Year: 1.19
• 10-Year: 0.80
• All Time: 0.24

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 0.98 to 1.66, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

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

Banking provided a 3.35% 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 Banking . 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 Banking was 75.85%, occurring on Mar 9, 2009. Recovery took 2261 trading sessions.

The current Banking drawdown is 12.44%.

The chart below shows the rolling one-month volatility.