Portfolio 1

The chart shows the growth of an initial investment of €10,000 in Portfolio 1, 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 never rebalanced.

As of Jul 21, 2026, the Portfolio 1 returned 29.04% Year-To-Date and 31.67% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Dec 13, 2012, Portfolio 1's average daily return is +0.14%, while the average monthly return is +2.89%. At this rate, an investment would double in approximately 2.0 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2026 with a return of +49.3%, while the worst month was Apr 2022 at -27.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Portfolio 1 closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +18.1%, while the worst single day was Mar 12, 2020 at -20.0%.

Portfolio 1 has an annualized alpha of 17.48%, beta of 1.27, and R2 of 0.26 versus S&P 500 Index. Calculated based on daily prices since December 13, 2012.

• This portfolio captured 331.28% of S&P 500 Index gains and 214.64% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• R2 of 0.26 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.

Portfolio 1 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.

Portfolio 1 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. Learn how to interpret the Sharpe ratio.

The current Portfolio 1 Sharpe ratio is 1.13 as of Jul 21, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.20 to 1.99, 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 Portfolio 1 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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 Portfolio 1. 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 Portfolio 1 was 74.50%, occurring on Dec 28, 2022. Recovery took 389 trading sessions.

The current Portfolio 1 drawdown is 17.76%.

The chart below shows the rolling one-month volatility.