1Q19

The chart shows the growth of an initial investment of $10,000 in 1Q19, 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 13, 2026, the 1Q19 returned 11.59% Year-To-Date and 13.22% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Nov 20, 2007, 1Q19's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, an investment would double in approximately 7.5 years.

Historically, 54% of months were positive and 46% were negative. The best month was Oct 2011 with a return of +16.2%, while the worst month was Oct 2008 at -24.4%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.

On a daily basis, 1Q19 closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +17.5%, while the worst single day was Mar 16, 2020 at -15.6%.

1Q19 has an annualized alpha of -1.20%, beta of 1.02, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since November 20, 2007.

• This portfolio participated in 103.20% of S&P 500 Index downside but only 94.28% of its upside - more exposed to losses than it benefited from rallies.
• With beta of 1.02 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.

1Q19 has an expense ratio of 0.45%, 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.

1Q19 ranks 40 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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.

The current 1Q19 Sharpe ratio is 1.83 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 1Q19 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

1Q19 provided a 2.37% 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 1Q19. 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 1Q19 was 56.63%, occurring on Nov 20, 2008. Recovery took 284 trading sessions.

The current 1Q19 drawdown is 3.74%.

The chart below shows the rolling one-month volatility.