33yr-LONG-S-B-G-ETF-diverso

The chart shows the growth of an initial investment of $10,000 in 33yr-LONG-S-B-G-ETF-diverso, 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 Mar 2, 2020, 33yr-LONG-S-B-G-ETF-diverso's average daily return is +0.08%, while the average monthly return is +2.40%. At this rate, an investment would double in approximately 2.4 years.

Historically, 64% of months were positive and 36% were negative. The best month was Dec 2020 with a return of +20.7%, while the worst month was Jun 2022 at -13.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 33yr-LONG-S-B-G-ETF-diverso closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +7.9%, while the worst single day was Mar 12, 2020 at -15.7%.

33yr-LONG-S-B-G-ETF-diverso has an annualized alpha of 12.82%, beta of 0.80, and R2 of 0.53 versus S&P 500 Index. Calculated based on daily prices since March 02, 2020.

• This portfolio captured 123.89% of S&P 500 Index gains but only 88.50% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 12.82% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

33yr-LONG-S-B-G-ETF-diverso has an expense ratio of 0.22%, 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.

33yr-LONG-S-B-G-ETF-diverso ranks 9 for risk / return — in the bottom 9% 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.

The current 33yr-LONG-S-B-G-ETF-diverso Sharpe ratio is 0.69 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, 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 33yr-LONG-S-B-G-ETF-diverso compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

33yr-LONG-S-B-G-ETF-diverso provided a 0.56% 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 33yr-LONG-S-B-G-ETF-diverso. 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 33yr-LONG-S-B-G-ETF-diverso was 41.49%, occurring on Nov 9, 2022. Recovery took 455 trading sessions.

The current 33yr-LONG-S-B-G-ETF-diverso drawdown is 5.69%.

The chart below shows the rolling one-month volatility.