BEST MARTIN

The chart shows the growth of an initial investment of $10,000 in BEST MARTIN, 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 Jul 21, 2026, the BEST MARTIN returned 7.86% Year-To-Date and 19.26% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Dec 18, 2013, BEST MARTIN's average daily return is +0.07%, while the average monthly return is +1.49%. At this rate, an investment would double in approximately 3.9 years.

Historically, 78% of months were positive and 22% were negative. The best month was Mar 2022 with a return of +7.1%, while the worst month was Dec 2018 at -4.2%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, BEST MARTIN closed higher 56% of trading days. The best single day was Mar 17, 2020 with a return of +6.6%, while the worst single day was Mar 16, 2020 at -7.2%.

BEST MARTIN has an annualized alpha of 13.87%, beta of 0.40, and R2 of 0.47 versus S&P 500 Index. Calculated based on daily prices since December 18, 2013.

• This portfolio captured 59.89% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -7.14%) - a profile typical of hedging or uncorrelated assets.
• Beta of 0.40 may look defensive, but with R2 of 0.47 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 0.47 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

BEST MARTIN has an expense ratio of 0.42%, 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.

BEST MARTIN ranks 81 for risk / return — in the top 81% 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 BEST MARTIN Sharpe ratio is 2.09 as of Jul 21, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.20 to 1.99, 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 BEST MARTIN compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

BEST MARTIN provided a 2.02% 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 BEST MARTIN. 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 BEST MARTIN was 13.50%, occurring on Mar 23, 2020. Recovery took 23 trading sessions.

The current BEST MARTIN drawdown is 1.71%.

The chart below shows the rolling one-month volatility.