Best Ideas Equity

Model Portfolio Strategy • Quarterly rebalancing

Performance Summary

As of 2026-07-01
PeriodStrategyBlended Benchmark TRExcess Return
1 Month+0.15%-0.01%+0.16%
3 Month-2.84%+6.56%-9.40%
1 Year+13.94%+27.57%-13.63%
3 Year (Ann.)+20.50%+22.71%-2.20%
5 Year (Ann.)+10.88%+14.91%-4.03%
10 Year (Ann.)+15.18%+13.36%+1.82%
Since Inception (Ann.)+17.14%+7.56%+9.58%

Annual Returns

YearStrategyBlended Benchmark TR
YTD-0.2%+13.6%
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)11.4%
Max Drawdown-31.2%
Beta0.68
Index Correlation0.72
R-Squared0.51
Sharpe Ratio1.32
Sortino Ratio2.38
Jensen's Alpha11.43%
Tracking Error8.8%
Information Ratio1.08

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Best Ideas Equity | Factor-Based