20 (70%) +1 (30%)

The chart shows the growth of an initial investment of $10,000 in 20 (70%) +1 (30%), 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 month.

As of Apr 4, 2026, the 20 (70%) +1 (30%) returned -2.16% Year-To-Date and 12.52% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Aug 14, 2012, 20 (70%) +1 (30%)'s average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, your investment would double in approximately 6.2 years.

Historically, 69% of months were positive and 31% were negative. The best month was Aug 2020 with a return of +6.1%, while the worst month was Oct 2020 at -3.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 20 (70%) +1 (30%) closed higher 57% of trading days. The best single day was Mar 2, 2020 with a return of +3.0%, while the worst single day was Apr 4, 2025 at -2.5%.

20 (70%) +1 (30%) has an annualized alpha of 8.10%, beta of 0.28, and R² of 0.44 versus S&P 500 Index. Calculated based on daily prices since August 14, 2012.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (46.06%) than losses (13.95%) — typical of diversified or defensive assets.
• Beta of 0.28 may look defensive, but with R² of 0.44 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 0.44 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

20 (70%) +1 (30%) has an expense ratio of 0.28%, 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.

20 (70%) +1 (30%) ranks 25 for risk / return — below 25% 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.

20 (70%) +1 (30%) Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 0.91
• 5-Year: 1.73
• 10-Year: 1.68
• All Time: 1.65

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 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 20 (70%) +1 (30%) compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

20 (70%) +1 (30%) provided a 2.25% 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 20 (70%) +1 (30%). 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 20 (70%) +1 (30%) was 8.09%, occurring on Mar 23, 2020. Recovery took 17 trading sessions.

The current 20 (70%) +1 (30%) drawdown is 2.29%.

The chart below shows the rolling one-month volatility.