Guessing Sharpe-Optimised

The chart shows the growth of an initial investment of $10,000 in Guessing Sharpe-Optimised, 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 16, 2024, Guessing Sharpe-Optimised's average daily return is +0.41%, while the average monthly return is +8.40%. At this rate, an investment would double in approximately 0.7 years.

Historically, 84% of months were positive and 16% were negative. The best month was Feb 2025 with a return of +24.2%, while the worst month was Mar 2026 at -7.4%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 1 months.

On a daily basis, Guessing Sharpe-Optimised closed higher 58% of trading days. The best single day was Feb 24, 2026 with a return of +10.7%, while the worst single day was Apr 1, 2025 at -7.1%.

Guessing Sharpe-Optimised has an annualized alpha of 148.09%, beta of 0.91, and R2 of 0.21 versus S&P 500 Index. Calculated based on daily prices since December 16, 2024.

• This portfolio captured 370.67% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -392.08%) - a profile typical of hedging or uncorrelated assets.
• R2 of 0.21 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.

Guessing Sharpe-Optimised has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Guessing Sharpe-Optimised ranks 96 for risk / return — in the top 96% 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. Learn how to interpret the Sharpe ratio.

The current Guessing Sharpe-Optimised Sharpe ratio is 3.87 as of Jun 24, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.49 to 2.37, 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 Guessing Sharpe-Optimised compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Guessing Sharpe-Optimised provided a 0.08% 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 Guessing Sharpe-Optimised. 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 Guessing Sharpe-Optimised was 18.17%, occurring on Apr 7, 2025. Recovery took 15 trading sessions.

The current Guessing Sharpe-Optimised drawdown is 2.19%.

The chart below shows the rolling one-month volatility.