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 Apr 2, 2026, the 1Q19 returned 5.23% Year-To-Date and 12.48% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Nov 21, 2007, 1Q19's average daily return is +0.04%, while the average monthly return is +0.75%. At this rate, your investment would double in approximately 7.7 years.

Historically, 55% of months were positive and 45% 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 -0.85%, beta of 1.02, and R² of 0.70 versus S&P 500 Index. Calculated based on daily prices since November 21, 2007.

• This portfolio participated in 103.23% of S&P 500 Index downside but only 95.74% 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 83 for risk / return — in the top 83% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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.

1Q19 Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 1.87
• 5-Year: 0.62
• 10-Year: 0.55
• All Time: 0.28

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 1.00 to 1.69, 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 1Q19 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

1Q19 provided a 2.29% 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 6.87%.

The chart below shows the rolling one-month volatility.