High Performance - High Volatility

The chart shows the growth of an initial investment of $10,000 in High Performance - High Volatility, 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 3, 2026, the High Performance - High Volatility returned -9.34% Year-To-Date and 53.21% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jun 30, 2010, High Performance - High Volatility's average daily return is +0.18%, while the average monthly return is +3.69%. At this rate, your investment would double in approximately 1.6 years.

Historically, 63% of months were positive and 37% were negative. The best month was Aug 2020 with a return of +33.1%, while the worst month was Apr 2022 at -26.1%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 4 months.

On a daily basis, High Performance - High Volatility closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +24.7%, while the worst single day was Mar 16, 2020 at -21.7%.

High Performance - High Volatility has an annualized alpha of 22.70%, beta of 1.96, and R² of 0.64 versus S&P 500 Index. Calculated based on daily prices since June 30, 2010.

• This portfolio captured 300.16% of S&P 500 Index gains and 138.10% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 22.70% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• Beta of 1.96 means this portfolio moves significantly more than S&P 500 Index — expect amplified gains in rallies and amplified losses in downturns.

High Performance - High Volatility has an expense ratio of 0.38%, 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.

High Performance - High Volatility ranks 65 for risk / return — better than 65% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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.

High Performance - High Volatility Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 1.46
• 5-Year: 0.83
• 10-Year: 1.14
• All Time: 1.08

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 0.98 to 1.66, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of High Performance - High Volatility compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

High Performance - High Volatility provided a 0.33% 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 High Performance - High Volatility. 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 High Performance - High Volatility was 61.48%, occurring on Oct 14, 2022. Recovery took 166 trading sessions.

The current High Performance - High Volatility drawdown is 19.27%.

The chart below shows the rolling one-month volatility.