EN ACTUAL in dollars / Equal weight

The chart shows the growth of an initial investment of $10,000 in EN ACTUAL in dollars / Equal weight, 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 Feb 14, 2025, EN ACTUAL in dollars / Equal weight's average daily return is +0.06%, while the average monthly return is +1.21%. At this rate, an investment would double in approximately 4.8 years.

Historically, 71% of months were positive and 29% were negative. The best month was Jan 2026 with a return of +6.0%, while the worst month was Mar 2026 at -2.4%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 1 months.

On a daily basis, EN ACTUAL in dollars / Equal weight closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +5.3%, while the worst single day was Apr 4, 2025 at -5.4%.

EN ACTUAL in dollars / Equal weight has an annualized alpha of 6.31%, beta of 0.58, and R2 of 0.55 versus S&P 500 Index. Calculated based on daily prices since February 14, 2025.

• This portfolio captured 44.63% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -1.92%) - a profile typical of hedging or uncorrelated assets.
• This portfolio generated an annualized alpha of 6.31% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• Beta of 0.58 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

EN ACTUAL in dollars / Equal weight has an expense ratio of 0.05%, 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.

EN ACTUAL in dollars / Equal weight ranks 22 for risk / return — below 22% 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 table below presents risk-adjusted performance metrics for EN ACTUAL in dollars / Equal weight 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.

EN ACTUAL in dollars / Equal weight Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

• 1-Year: 1.41
• All Time: 1.18

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 1.64 to 2.53, 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 EN ACTUAL in dollars / Equal weight compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

EN ACTUAL in dollars / Equal weight provided a 2.86% 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 EN ACTUAL in dollars / Equal weight. 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 EN ACTUAL in dollars / Equal weight was 12.46%, occurring on Apr 8, 2025. Recovery took 23 trading sessions.

The current EN ACTUAL in dollars / Equal weight drawdown is 2.14%.

The chart below shows the rolling one-month volatility.