DLM Securities

The chart shows the growth of an initial investment of $10,000 in DLM Securities, 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.

Based on dividend-adjusted daily data since Jan 29, 2021, DLM Securities's average daily return is +0.11%, while the average monthly return is +2.19%. At this rate, your investment would double in approximately 2.7 years.

Historically, 59% of months were positive and 41% were negative. The best month was May 2024 with a return of +30.2%, while the worst month was Sep 2022 at -25.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, DLM Securities closed higher 52% of trading days. The best single day was Feb 17, 2026 with a return of +15.4%, while the worst single day was Jun 8, 2022 at -10.5%.

DLM Securities has an annualized alpha of 16.73%, beta of 0.91, and R² of 0.19 versus S&P 500 Index. Calculated based on daily prices since January 29, 2021.

• This portfolio captured 136.18% of S&P 500 Index gains but only 91.96% of its losses — a favorable profile for investors.
• R² of 0.19 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.

DLM Securities has an expense ratio of 0.17%, 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.

DLM Securities ranks 43 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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.

DLM Securities Sharpe ratios as of Apr 7, 2026 (values are recalculated daily):

• 1-Year: 2.01
• 5-Year: 0.47
• All Time: 0.63

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 1.63 to 2.54, 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 DLM Securities compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

DLM Securities provided a 14.08% 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 DLM Securities. 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 DLM Securities was 60.64%, occurring on Oct 30, 2023. Recovery took 551 trading sessions.

The current DLM Securities drawdown is 6.32%.

The chart below shows the rolling one-month volatility.