Best Ideas Equity
Model Portfolio Strategy • Quarterly rebalancing
Performance Summary
As of 2026-05-31| Period | Strategy | Blended Benchmark TR | Excess Return |
|---|---|---|---|
| 1 Month | -1.00% | +5.10% | -6.10% |
| 3 Month | -7.90% | +6.00% | -13.90% |
| 1 Year | +14.80% | +33.30% | -18.50% |
| 3 Year (Ann.) | +22.00% | +23.90% | -1.90% |
| 5 Year (Ann.) | +12.80% | +15.40% | -2.60% |
| 10 Year (Ann.) | +16.00% | +13.50% | +2.50% |
| Since Inception (Ann.) | +17.30% | +7.50% | +9.80% |
Annual Returns
| Year | Strategy | Blended Benchmark TR |
|---|---|---|
| 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% |
| 2015 | +16.5% | +5.3% |
Risk Statistics
Volatility (Annual)11.5%
Max Drawdown-31.2%
Sharpe Ratio1.28
Sortino Ratio2.29
Index Correlation0.7
R-Squared0.49
Beta0.68
Jensen's Alpha11.6%
Tracking Error9.07%
Information Ratio0.96
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