12 pre house

The chart shows the growth of an initial investment of $10,000 in 12 pre house, 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 May 25, 2021, 12 pre house's average daily return is +0.01%, while the average monthly return is +0.21%. At this rate, an investment would double in approximately 27.5 years.

Historically, 73% of months were positive and 27% were negative. The best month was May 2026 with a return of +1.3%, while the worst month was Sep 2022 at -0.6%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 12 pre house closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +0.6%, while the worst single day was Jun 5, 2026 at -0.4%.

12 pre house has an annualized alpha of 1.74%, beta of 0.07, and R2 of 0.66 versus S&P 500 Index. Calculated based on daily prices since May 25, 2021.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (8.61%) than losses (3.27%) - typical of diversified or defensive assets.
• Beta of 0.07 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

12 pre house has an expense ratio of 0.07%, 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.

12 pre house ranks 99 for risk / return — in the top 99% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

The table below presents risk-adjusted performance metrics for 12 pre house and compares them with S&P 500 Index.

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.

12 pre house Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

• 1-Year: 4.02
• 5-Year: 1.83
• All Time: 1.83

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 1.59 to 2.46, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of 12 pre house compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

12 pre house provided a 3.71% 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 12 pre house. 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 12 pre house was 1.99%, occurring on Oct 14, 2022. Recovery took 166 trading sessions.

The current 12 pre house drawdown is 0.49%.

The chart below shows the rolling one-month volatility.