Charls collection

The chart shows the growth of an initial investment of $10,000 in Charls collection, 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 Charls collection returned 0.38% Year-To-Date and 29.93% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Feb 10, 2012, Charls collection's average daily return is +0.12%, while the average monthly return is +2.39%. At this rate, an investment would double in approximately 2.4 years.

Historically, 66% of months were positive and 34% were negative. The best month was Aug 2020 with a return of +20.6%, while the worst month was Apr 2022 at -13.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Charls collection closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +13.0%, while the worst single day was Mar 16, 2020 at -14.6%.

Charls collection has an annualized alpha of 12.45%, beta of 1.35, and R² of 0.84 versus S&P 500 Index. Calculated based on daily prices since February 10, 2012.

• This portfolio captured 189.73% of S&P 500 Index gains and 112.42% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 12.45% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Charls collection has an expense ratio of 0.16%, 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.

Charls collection ranks 25 for risk / return — below 25% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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.

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

• 1-Year: 2.12
• 5-Year: 0.70
• 10-Year: 1.12
• All Time: 1.22

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 2.17 to 2.99, 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 Charls collection compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Charls collection provided a 0.88% 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 Charls collection. 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 Charls collection was 40.51%, occurring on Oct 14, 2022. Recovery took 178 trading sessions.

The current Charls collection drawdown is 4.08%.

The chart below shows the rolling one-month volatility.