Gage Port 6/13/25

The chart shows the growth of an initial investment of $10,000 in Gage Port 6/13/25, 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 Jan 11, 2024, Gage Port 6/13/25's average daily return is +0.28%, while the average monthly return is +5.84%. At this rate, an investment would double in approximately 1.0 years.

Historically, 70% of months were positive and 30% were negative. The best month was Nov 2024 with a return of +52.5%, while the worst month was Jun 2026 at -7.6%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Gage Port 6/13/25 closed higher 57% of trading days. The best single day was Dec 18, 2024 with a return of +19.3%, while the worst single day was Dec 19, 2024 at -21.6%.

Gage Port 6/13/25 has an annualized alpha of 56.56%, beta of 1.30, and R2 of 0.29 versus S&P 500 Index. Calculated based on daily prices since January 11, 2024.

• This portfolio captured 241.05% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -103.50%) - a profile typical of hedging or uncorrelated assets.
• R2 of 0.29 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Gage Port 6/13/25 has an expense ratio of 0.17%, 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.

Gage Port 6/13/25 ranks 8 for risk / return — in the bottom 8% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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 Gage Port 6/13/25 Sharpe ratio is 0.42 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 places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Gage Port 6/13/25 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Gage Port 6/13/25 provided a 0.43% 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 Gage Port 6/13/25. 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 Gage Port 6/13/25 was 24.86%, occurring on Apr 8, 2025. Recovery took 24 trading sessions.

The current Gage Port 6/13/25 drawdown is 9.05%.

The chart below shows the rolling one-month volatility.