Special1 with Weights

The chart shows the growth of an initial investment of $10,000 in Special1 with Weights, 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 2, 2026, the Special1 with Weights returned -12.08% Year-To-Date and 19.60% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since May 21, 2012, Special1 with Weights's average daily return is +0.11%, while the average monthly return is +2.23%. At this rate, your investment would double in approximately 2.6 years.

Historically, 61% of months were positive and 39% were negative. The best month was Jul 2013 with a return of +41.7%, while the worst month was Feb 2022 at -28.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Special1 with Weights closed higher 53% of trading days. The best single day was Jul 25, 2013 with a return of +25.3%, while the worst single day was Feb 3, 2022 at -23.2%.

Special1 with Weights has an annualized alpha of 11.89%, beta of 1.25, and R² of 0.34 versus S&P 500 Index. Calculated based on daily prices since May 21, 2012.

• This portfolio captured 138.86% of S&P 500 Index gains but only 89.71% of its losses — a favorable profile for investors.
• R² of 0.34 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Special1 with Weights 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.

Special1 with Weights ranks 6 for risk / return — in the bottom 6% 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.

Special1 with Weights Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 0.07
• 5-Year: 0.38
• 10-Year: 0.56
• All Time: 0.66

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 0.99 to 1.68, 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 Special1 with Weights compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Special1 with Weights provided a 0.36% 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 Special1 with Weights. 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 Special1 with Weights was 72.35%, occurring on Nov 3, 2022. Recovery took 296 trading sessions.

The current Special1 with Weights drawdown is 22.92%.

The chart below shows the rolling one-month volatility.