Optimized allocations 2/2/26

The chart shows the growth of an initial investment of $10,000 in Optimized allocations 2/2/26, 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 Sep 12, 2017, Optimized allocations 2/2/26's average daily return is +0.13%, while the average monthly return is +4.41%. At this rate, an investment would double in approximately 1.3 years.

Historically, 59% of months were positive and 41% were negative. The best month was Dec 2017 with a return of +237.1%, while the worst month was Mar 2020 at -22.2%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 7 months.

On a daily basis, Optimized allocations 2/2/26 closed higher 54% of trading days. The best single day was Dec 16, 2017 with a return of +46.0%, while the worst single day was Dec 24, 2017 at -27.7%.

Optimized allocations 2/2/26 has an annualized alpha of 15.47%, beta of 0.64, and R2 of 0.07 versus S&P 500 Index. Calculated based on daily prices since September 12, 2017.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (76.22%) than losses (65.02%) - typical of diversified or defensive assets.
• Beta of 0.64 may look defensive, but with R2 of 0.07 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 0.07 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.

Optimized allocations 2/2/26 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.

Optimized allocations 2/2/26 ranks 16 for risk / return — in the bottom 16% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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 Optimized allocations 2/2/26 Sharpe ratio is 1.25 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 1.56 to 2.44, 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 Optimized allocations 2/2/26 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 Optimized allocations 2/2/26. 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 Optimized allocations 2/2/26 was 71.22%, occurring on Mar 18, 2020. Recovery took 332 trading sessions.

The current Optimized allocations 2/2/26 drawdown is 32.79%.

The chart below shows the rolling one-month volatility.