CRAIGS WF

The chart shows the growth of an initial investment of $10,000 in CRAIGS WF, 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 3, 2026, the CRAIGS WF returned -0.92% Year-To-Date and 11.70% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Sep 23, 2008, CRAIGS WF's average daily return is +0.05%, while the average monthly return is +0.98%. At this rate, your investment would double in approximately 5.9 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2009 with a return of +12.6%, while the worst month was Oct 2008 at -19.0%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, CRAIGS WF closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +9.5%, while the worst single day was Mar 16, 2020 at -11.3%.

CRAIGS WF has an annualized alpha of 1.88%, beta of 0.89, and R² of 0.96 versus S&P 500 Index. Calculated based on daily prices since September 23, 2008.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (97.94%) than losses (93.50%) — typical of diversified or defensive assets.
• With beta of 0.89 and R² of 0.96, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

CRAIGS WF has an expense ratio of 0.71%, 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.

CRAIGS WF ranks 28 for risk / return — below 28% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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.

CRAIGS WF Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 1.00
• 5-Year: 0.52
• 10-Year: 0.72
• All Time: 0.62

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 CRAIGS WF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

CRAIGS WF provided a 6.88% 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 CRAIGS WF. 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 CRAIGS WF was 42.08%, occurring on Mar 9, 2009. Recovery took 176 trading sessions.

The current CRAIGS WF drawdown is 4.79%.

The chart below shows the rolling one-month volatility.