*2026 March Roth

The chart shows the growth of an initial investment of $10,000 in *2026 March Roth, 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 Jan 12, 2024, *2026 March Roth's average daily return is +0.10%, while the average monthly return is +1.71%. At this rate, your investment would double in approximately 3.4 years.

Historically, 54% of months were positive and 46% were negative. The best month was Sep 2025 with a return of +29.3%, while the worst month was Apr 2024 at -22.2%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 2 months.

On a daily basis, *2026 March Roth closed higher 51% of trading days. The best single day was Sep 18, 2025 with a return of +16.4%, while the worst single day was Aug 2, 2024 at -18.9%.

*2026 March Roth has an annualized alpha of -0.20%, beta of 1.55, and R² of 0.29 versus S&P 500 Index. Calculated based on daily prices since January 12, 2024.

• This portfolio participated in 197.61% of S&P 500 Index downside but only 169.51% of its upside — more exposed to losses than it benefited from rallies.
• R² of 0.29 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.

*2026 March Roth has an expense ratio of 0.02%, 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.

*2026 March Roth ranks 85 for risk / return — in the top 85% 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.

*2026 March Roth Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 1.95
• All Time: 0.32

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 1.00 to 1.70, 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 *2026 March Roth compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

*2026 March Roth provided a 0.18% 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 *2026 March Roth. 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 *2026 March Roth was 44.13%, occurring on Apr 8, 2025. Recovery took 118 trading sessions.

The current *2026 March Roth drawdown is 9.60%.

The chart below shows the rolling one-month volatility.