Balance Stock Portfolio

The chart shows the growth of an initial investment of $10,000 in Balance Stock Portfolio, 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 Jun 29, 2018, Balance Stock Portfolio's average daily return is +0.07%, while the average monthly return is +1.49%. At this rate, your investment would double in approximately 3.9 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +9.4%, while the worst month was Sep 2022 at -7.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Balance Stock Portfolio closed higher 56% of trading days. The best single day was Mar 13, 2020 with a return of +8.0%, while the worst single day was Mar 16, 2020 at -8.3%.

Balance Stock Portfolio has an annualized alpha of 9.04%, beta of 0.74, and R² of 0.84 versus S&P 500 Index. Calculated based on daily prices since June 29, 2018.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (95.20%) than losses (68.07%) — typical of diversified or defensive assets.
• This portfolio generated an annualized alpha of 9.04% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Balance Stock Portfolio has an expense ratio of 0.02%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Balance Stock Portfolio ranks 24 for risk / return — below 24% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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.

Balance Stock Portfolio Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 0.95
• 5-Year: 1.33
• All Time: 1.20

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 1.00 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 Balance Stock Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Balance Stock Portfolio provided a 1.79% 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 Balance Stock Portfolio. 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 Balance Stock Portfolio was 24.25%, occurring on Mar 23, 2020. Recovery took 50 trading sessions.

The current Balance Stock Portfolio drawdown is 5.40%.

The chart below shows the rolling one-month volatility.