class_example

The chart shows the growth of an initial investment of $10,000 in class_example, 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 15, 2026, the class_example returned 2.77% Year-To-Date and 6.10% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Mar 2, 2007, class_example's average daily return is +0.02%, while the average monthly return is +0.42%. At this rate, an investment would double in approximately 13.8 years.

Historically, 64% of months were positive and 36% were negative. The best month was Jan 2015 with a return of +4.6%, while the worst month was Jul 2010 at -2.5%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, class_example closed higher 54% of trading days. The best single day was Mar 13, 2020 with a return of +2.0%, while the worst single day was Mar 16, 2020 at -2.1%.

class_example has an annualized alpha of 4.70%, beta of 0.05, and R² of 0.05 versus S&P 500 Index. Calculated based on daily prices since March 02, 2007.

• This portfolio captured 12.09% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -10.12%) — a profile typical of hedging or uncorrelated assets.
• Beta of 0.05 may look defensive, but with R² of 0.05 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 0.05 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.

class_example has an expense ratio of 0.48%, 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.

class_example ranks 76 for risk / return — better than 76% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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.

class_example Sharpe ratios as of Apr 15, 2026 (values are recalculated daily):

• 1-Year: 2.94
• 5-Year: 1.63
• 10-Year: 1.46
• All Time: 1.18

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 2.14 to 2.98, 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 class_example compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

class_example provided a 2.79% 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 class_example. 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 class_example was 5.16%, occurring on Aug 25, 2015. Recovery took 211 trading sessions.

The current class_example drawdown is 1.15%.

The chart below shows the rolling one-month volatility.