BWM Moderate

The chart shows the growth of an initial investment of $10,000 in BWM Moderate, 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, BWM Moderate's average daily return is +0.06%, while the average monthly return is +1.14%. At this rate, your investment would double in approximately 5.1 years.

Historically, 75% of months were positive and 25% were negative. The best month was Nov 2024 with a return of +3.4%, while the worst month was Mar 2026 at -4.5%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 2 months.

On a daily basis, BWM Moderate closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +5.0%, while the worst single day was Apr 4, 2025 at -3.7%.

BWM Moderate has an annualized alpha of 7.44%, beta of 0.53, and R² of 0.78 versus S&P 500 Index. Calculated based on daily prices since January 31, 2024.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (70.45%) than losses (35.57%) — typical of diversified or defensive assets.
• This portfolio generated an annualized alpha of 7.44% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• Beta of 0.53 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

BWM Moderate has an expense ratio of 0.35%, 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.

BWM Moderate ranks 61 for risk / return — better than 61% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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.

BWM Moderate Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 1.41
• All Time: 1.63

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 0.98 to 1.67, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of BWM Moderate compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

BWM Moderate provided a 3.32% 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 BWM Moderate. 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 BWM Moderate was 8.77%, occurring on Apr 8, 2025. Recovery took 17 trading sessions.

The current BWM Moderate drawdown is 4.72%.

The chart below shows the rolling one-month volatility.