CAROLE BLUE CHIPS

The chart shows the growth of an initial investment of $10,000 in CAROLE BLUE CHIPS, 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 1, 2026, the CAROLE BLUE CHIPS returned 1.27% Year-To-Date and 12.84% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Mar 18, 2008, CAROLE BLUE CHIPS's average daily return is +0.05%, while the average monthly return is +0.99%. At this rate, your investment would double in approximately 5.9 years.

Historically, 60% of months were positive and 40% were negative. The best month was Feb 2025 with a return of +11.4%, while the worst month was Feb 2009 at -13.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, CAROLE BLUE CHIPS closed higher 53% of trading days. The best single day was Mar 10, 2009 with a return of +12.4%, while the worst single day was Mar 16, 2020 at -9.3%.

CAROLE BLUE CHIPS has an annualized alpha of 4.65%, beta of 0.70, and R² of 0.60 versus S&P 500 Index. Calculated based on daily prices since March 18, 2008.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (77.95%) than losses (67.24%) — typical of diversified or defensive assets.
• This portfolio generated an annualized alpha of 4.65% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

CAROLE BLUE CHIPS 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.

CAROLE BLUE CHIPS ranks 8 for risk / return — in the bottom 8% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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.

CAROLE BLUE CHIPS Sharpe ratios as of Apr 1, 2026 (values are recalculated daily):

• 1-Year: 0.26
• 5-Year: 1.05
• 10-Year: 0.77
• All Time: 0.62

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 0.97 to 1.64, 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 CAROLE BLUE CHIPS compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

CAROLE BLUE CHIPS provided a 1.04% 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 CAROLE BLUE CHIPS. 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 CAROLE BLUE CHIPS was 43.55%, occurring on Mar 5, 2009. Recovery took 414 trading sessions.

The current CAROLE BLUE CHIPS drawdown is 5.49%.

The chart below shows the rolling one-month volatility.