ETF 02/04

The chart shows the growth of an initial investment of $10,000 in ETF 02/04, 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 Jun 13, 2026, the ETF 02/04 returned 20.21% Year-To-Date and 21.70% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Oct 6, 2014, ETF 02/04's average daily return is +0.05%, while the average monthly return is +1.46%. At this rate, an investment would double in approximately 4.0 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +17.8%, while the worst month was Mar 2020 at -13.4%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.

On a daily basis, ETF 02/04 closed higher 54% of trading days. The best single day was Oct 22, 2014 with a return of +13.0%, while the worst single day was Mar 12, 2020 at -13.2%.

ETF 02/04 has an annualized alpha of 9.64%, beta of 0.44, and R2 of 0.18 versus S&P 500 Index. Calculated based on daily prices since October 06, 2014.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (82.77%) than losses (67.04%) - typical of diversified or defensive assets.
• Beta of 0.44 may look defensive, but with R2 of 0.18 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 0.18 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.

ETF 02/04 has an expense ratio of 0.23%, 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.

ETF 02/04 ranks 93 for risk / return — in the top 93% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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 ETF 02/04 Sharpe ratio is 3.10 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 is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of ETF 02/04 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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 ETF 02/04. 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 ETF 02/04 was 33.14%, occurring on Mar 18, 2020. Recovery took 243 trading sessions.

The current ETF 02/04 drawdown is 2.69%.

The chart below shows the rolling one-month volatility.