Best performing ETF's

The chart shows the growth of an initial investment of $10,000 in Best performing ETF's, 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 Dec 5, 2019, Best performing ETF's's average daily return is +0.20%, while the average monthly return is +4.15%. At this rate, your investment would double in approximately 1.4 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +41.8%, while the worst month was Jun 2022 at -25.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Best performing ETF's closed higher 54% of trading days. The best single day was Mar 19, 2020 with a return of +22.7%, while the worst single day was Mar 12, 2020 at -22.3%.

Best performing ETF's has an annualized alpha of 39.10%, beta of 1.32, and R² of 0.30 versus S&P 500 Index. Calculated based on daily prices since December 05, 2019.

• This portfolio captured 215.57% of S&P 500 Index gains but only 82.45% of its losses — a favorable profile for investors.
• R² of 0.30 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Best performing ETF's has a high expense ratio of 0.93%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Best performing ETF's ranks 42 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.

Best performing ETF's Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 1.24
• 5-Year: 0.56
• All Time: 0.97

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 0.98 to 1.66, 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 Best performing ETF's compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Best performing ETF's provided a 1.94% 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 Best performing ETF's. 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 Best performing ETF's was 58.53%, occurring on Mar 16, 2020. Recovery took 54 trading sessions.

The current Best performing ETF's drawdown is 16.70%.

The chart below shows the rolling one-month volatility.