20251112

The chart shows the growth of an initial investment of $10,000 in 20251112, 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.

Based on dividend-adjusted daily data since Sep 4, 2025, 20251112's average daily return is +0.08%, while the average monthly return is +1.57%. At this rate, an investment would double in approximately 3.7 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2026 with a return of +10.1%, while the worst month was Jun 2026 at -5.1%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 2 months.

On a daily basis, 20251112 closed higher 57% of trading days. The best single day was Feb 6, 2026 with a return of +3.0%, while the worst single day was Jun 5, 2026 at -3.4%.

20251112 has an annualized alpha of 1.84%, beta of 0.96, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since September 04, 2025.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (87.17%) than losses (66.69%) - typical of diversified or defensive assets.
• With beta of 0.96 and R2 of 0.70, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

20251112 has an expense ratio of 0.83%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

There isn't enough data available to calculate the Sharpe ratio for 20251112. This metric is based on the past 12 months of trading data. Please check back later for updated information.

20251112 provided a 32.00% 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 20251112. 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 20251112 was 8.04%, occurring on Feb 5, 2026. Recovery took 42 trading sessions.

The current 20251112 drawdown is 5.85%.

The chart below shows the rolling one-month volatility.