All Word - NQ

The chart shows the growth of an initial investment of $10,000 in All Word - NQ, 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 4, 2026, the All Word - NQ returned -5.83% Year-To-Date and 18.88% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Mar 14, 2007, All Word - NQ's average daily return is +0.07%, while the average monthly return is +1.32%. At this rate, your investment would double in approximately 4.4 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2009 with a return of +14.2%, while the worst month was Sep 2008 at -19.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, All Word - NQ closed higher 55% of trading days. The best single day was Dec 8, 2008 with a return of +10.3%, while the worst single day was Oct 10, 2008 at -8.2%.

All Word - NQ has an annualized alpha of 11.51%, beta of 0.53, and R² of 0.24 versus S&P 500 Index. Calculated based on daily prices since March 14, 2007.

• This portfolio captured 122.57% of S&P 500 Index gains but only 94.68% of its losses — a favorable profile for investors.
• Beta of 0.53 may look defensive, but with R² of 0.24 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R² of 0.24 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.

All Word - NQ has an expense ratio of 0.22%, 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.

All Word - NQ ranks 52 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.

All Word - NQ Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 1.13
• 5-Year: 0.62
• 10-Year: 0.94
• All Time: 0.72

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 0.99 to 1.69, 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 All Word - NQ compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

All Word - NQ provided a 0.00% dividend yield over the last twelve months.

The table below shows the monthly dividends paid by this portfolio.

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 All Word - NQ. 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 All Word - NQ was 52.43%, occurring on Nov 21, 2008. Recovery took 511 trading sessions.

The current All Word - NQ drawdown is 7.98%.

The chart below shows the rolling one-month volatility.