Optimization risk jan26

The chart shows the growth of an initial investment of $10,000 in Optimization risk jan26, 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 Aug 23, 2023, Optimization risk jan26's average daily return is +0.11%, while the average monthly return is +2.36%. At this rate, your investment would double in approximately 2.5 years.

Historically, 88% of months were positive and 12% were negative. The best month was Sep 2025 with a return of +9.1%, while the worst month was Mar 2026 at -9.0%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 1 months.

On a daily basis, Optimization risk jan26 closed higher 59% of trading days. The best single day was Apr 10, 2025 with a return of +3.2%, while the worst single day was Apr 4, 2025 at -4.3%.

Optimization risk jan26 has an annualized alpha of 23.14%, beta of 0.46, and R² of 0.29 versus S&P 500 Index. Calculated based on daily prices since August 23, 2023.

• This portfolio captured 116.98% of S&P 500 Index gains but only 28.51% of its losses — a favorable profile for investors.
• Beta of 0.46 may look defensive, but with R² of 0.29 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 0.29 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.

Optimization risk jan26 has an expense ratio of 0.23%, 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.

Optimization risk jan26 ranks 93 for risk / return — in the top 93% 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.

Optimization risk jan26 Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 2.55
• All Time: 2.50

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 1.69, 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 Optimization risk jan26 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Optimization risk jan26 provided a 0.27% 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 Optimization risk jan26. 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 Optimization risk jan26 was 12.51%, occurring on Mar 26, 2026. The portfolio has not yet recovered.

The current Optimization risk jan26 drawdown is 9.31%.

The chart below shows the rolling one-month volatility.