Dirk Best of watchlists

The chart shows the growth of an initial investment of $10,000 in Dirk Best of watchlists, 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 May 24, 2022, Dirk Best of watchlists's average daily return is +0.07%, while the average monthly return is +1.55%. At this rate, an investment would double in approximately 3.8 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2022 with a return of +13.2%, while the worst month was Mar 2026 at -7.1%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Dirk Best of watchlists closed higher 54% of trading days. The best single day was May 20, 2025 with a return of +4.2%, while the worst single day was Apr 7, 2025 at -5.4%.

Dirk Best of watchlists has an annualized alpha of 13.74%, beta of 0.34, and R2 of 0.22 versus S&P 500 Index. Calculated based on daily prices since May 24, 2022.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (68.20%) than losses (36.96%) - typical of diversified or defensive assets.
• Beta of 0.34 may look defensive, but with R2 of 0.22 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 0.22 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.

Dirk Best of watchlists has an expense ratio of 0.74%, 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.

Dirk Best of watchlists ranks 21 for risk / return — below 21% 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.

The current Dirk Best of watchlists Sharpe ratio is 1.23 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 Dirk Best of watchlists compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Dirk Best of watchlists provided a 2.65% 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 Dirk Best of watchlists. 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 Dirk Best of watchlists was 13.24%, occurring on Oct 24, 2022. Recovery took 28 trading sessions.

The current Dirk Best of watchlists drawdown is 5.52%.

The chart below shows the rolling one-month volatility.