COW

The chart shows the growth of an initial investment of $10,000 in COW, 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 COW returned 10.33% Year-To-Date and 21.32% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Sep 23, 1993, COW's average daily return is +0.08%, while the average monthly return is +1.55%. At this rate, your investment would double in approximately 3.8 years.

Historically, 61% of months were positive and 39% were negative. The best month was Dec 2000 with a return of +28.6%, while the worst month was Jan 2000 at -17.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 7 months.

On a daily basis, COW closed higher 53% of trading days. The best single day was Mar 16, 2000 with a return of +12.3%, while the worst single day was Aug 31, 1998 at -10.8%.

COW has an annualized alpha of 12.65%, beta of 0.75, and R² of 0.40 versus S&P 500 Index. Calculated based on daily prices since September 23, 1993.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (97.42%) than losses (49.27%) — typical of diversified or defensive assets.
• R² of 0.40 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

COW 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.

COW ranks 24 for risk / return — below 24% 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.

COW Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 0.85
• 5-Year: 1.46
• 10-Year: 1.17
• All Time: 0.85

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

COW provided a 0.42% 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 COW. 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 COW was 32.06%, occurring on Oct 11, 2000. Recovery took 57 trading sessions.

The current COW drawdown is 4.51%.

The chart below shows the rolling one-month volatility.