1st

The chart shows the growth of an initial investment of $10,000 in 1st, 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 Jan 31, 2024, 1st's average daily return is +0.10%, while the average monthly return is +1.92%. At this rate, your investment would double in approximately 3.0 years.

Historically, 61% of months were positive and 39% were negative. The best month was Feb 2024 with a return of +15.6%, while the worst month was Apr 2024 at -7.2%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 2 months.

On a daily basis, 1st closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +10.6%, while the worst single day was Aug 5, 2024 at -6.4%.

1st has an annualized alpha of 7.37%, beta of 1.25, and R² of 0.69 versus S&P 500 Index. Calculated based on daily prices since January 31, 2024.

• This portfolio captured 162.47% of S&P 500 Index gains and 119.68% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 7.37% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

1st has an expense ratio of 0.79%, 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.

1st ranks 14 for risk / return — in the bottom 14% 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.

1st Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 0.67
• All Time: 1.06

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 0.99 to 1.69, 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 1st compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

1st provided a 30.14% 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 1st. 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 1st was 23.25%, occurring on Apr 8, 2025. Recovery took 33 trading sessions.

The current 1st drawdown is 13.94%.

The chart below shows the rolling one-month volatility.