2025 US

The chart shows the growth of an initial investment of $10,000 in 2025 US, 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 Nov 4, 2025, 2025 US's average daily return is -0.18%, while the average monthly return is -3.48%.

Historically, 33% of months were positive and 67% were negative. The best month was Dec 2025 with a return of +1.8%, while the worst month was Feb 2026 at -8.6%. The longest winning streak lasted 1 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 2025 US closed higher 49% of trading days. The best single day was Nov 24, 2025 with a return of +7.0%, while the worst single day was Feb 4, 2026 at -7.3%.

2025 US has an annualized alpha of -22.29%, beta of 2.26, and R² of 0.60 versus S&P 500 Index. Calculated based on daily prices since November 04, 2025.

• This portfolio participated in 258.14% of S&P 500 Index downside but only -100.97% of its upside — more exposed to losses than it benefited from rallies.
• This portfolio had an annualized alpha of -22.29% versus S&P 500 Index — delivering less than market exposure alone would predict.
• Beta of 2.26 means this portfolio moves significantly more than S&P 500 Index — expect amplified gains in rallies and amplified losses in downturns.

2025 US has an expense ratio of 0.32%, 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.

There isn't enough data available to calculate the Sharpe ratio for 2025 US. This metric is based on the past 12 months of trading data. Please check back later for updated information.

2025 US provided a 7.06% 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 2025 US. 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 2025 US was 26.63%, occurring on Mar 30, 2026. The portfolio has not yet recovered.

The current 2025 US drawdown is 20.54%.

The chart below shows the rolling one-month volatility.