TEST2

The chart shows the growth of an initial investment of $10,000 in TEST2, 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 year.

As of Jun 16, 2026, the TEST2 returned 7.20% Year-To-Date and 30.42% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since May 4, 2015, TEST2's average daily return is +0.11%, while the average monthly return is +2.38%. At this rate, an investment would double in approximately 2.5 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2017 with a return of +43.7%, while the worst month was Sep 2017 at -13.5%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.

On a daily basis, TEST2 closed higher 55% of trading days. The best single day was Dec 18, 2017 with a return of +20.0%, while the worst single day was Dec 21, 2017 at -17.2%.

TEST2 has an annualized alpha of 20.89%, beta of 0.72, and R2 of 0.31 versus S&P 500 Index. Calculated based on daily prices since May 04, 2015.

• This portfolio captured 131.79% of S&P 500 Index gains but only 56.25% of its losses - a favorable profile for investors.
• R2 of 0.31 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

TEST2 has an expense ratio of 0.34%, 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.

TEST2 ranks 21 for risk / return — below 21% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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. Learn how to interpret the Sharpe ratio.

The current TEST2 Sharpe ratio is 1.44 as of Jun 16, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.71 to 2.62, 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 TEST2 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

TEST2 provided a 0.60% 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 TEST2. 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 TEST2 was 42.37%, occurring on Dec 24, 2018. Recovery took 407 trading sessions.

The current TEST2 drawdown is 1.86%.

The chart below shows the rolling one-month volatility.