Best Ideas Equity

Model Portfolio Strategy • Quarterly rebalancing

Performance Summary

As of 2026-07-31
PeriodStrategyBlended Benchmark TRExcess Return
1 Month+0.73%-0.20%+0.93%
3 Month-2.27%+6.36%-8.63%
1 Year+14.61%+27.33%-12.72%
3 Year (Ann.)+20.12%+21.94%-1.82%
5 Year (Ann.)+10.82%+14.60%-3.79%
10 Year (Ann.)+15.11%+13.23%+1.89%
Since Inception (Ann.)+17.11%+7.53%+9.58%

Annual Returns

YearStrategyBlended Benchmark TR
YTD+0.4%+13.4%
2025+20.9%+22.6%
2024+37.4%+25.9%
2023+12.9%+16.5%
2022-18.2%-9.1%
2021+30.9%+21.7%
2020+11.0%+10.1%
2019+21.5%+22.0%
2018+8.2%-4.6%
2017+26.8%+13.2%
2016+25.7%+11.8%

Risk Statistics

Volatility (Annual)11.5%
Max Drawdown-31.2%
Beta0.67
Index Correlation0.70
R-Squared0.49
Sharpe Ratio1.27
Sortino Ratio2.27
Jensen's Alpha11.39%
Tracking Error9.1%
Information Ratio1.06

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Best Ideas Equity | Factor-Based