Moderate 50/50

The chart shows the growth of an initial investment of $10,000 in Moderate 50/50, 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.

As of Apr 4, 2026, the Moderate 50/50 returned -0.33% Year-To-Date and 8.25% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since May 31, 2007, Moderate 50/50's average daily return is +0.03%, while the average monthly return is +0.55%. At this rate, your investment would double in approximately 10.5 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +6.8%, while the worst month was Oct 2008 at -9.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Moderate 50/50 closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +6.5%, while the worst single day was Mar 12, 2020 at -5.9%.

Moderate 50/50 has an annualized alpha of 2.15%, beta of 0.48, and R² of 0.97 versus S&P 500 Index. Calculated based on daily prices since May 31, 2007.

• This portfolio participated in 53.35% of S&P 500 Index downside but only 53.05% of its upside — more exposed to losses than it benefited from rallies.
• This portfolio generated an annualized alpha of 2.15% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• Beta of 0.48 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Moderate 50/50 has an expense ratio of 0.07%, 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.

Moderate 50/50 ranks 54 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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.

Moderate 50/50 Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 1.26
• 5-Year: 0.81
• 10-Year: 0.92
• All Time: 0.67

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 1.68, 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 Moderate 50/50 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Moderate 50/50 provided a 2.64% 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 Moderate 50/50. 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 Moderate 50/50 was 30.62%, occurring on Mar 9, 2009. Recovery took 421 trading sessions.

The current Moderate 50/50 drawdown is 2.53%.

The chart below shows the rolling one-month volatility.