Conservative Fund

The chart shows the growth of an initial investment of $10,000 in Conservative Fund, 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 when any position deviates by more than 0.0% from its target allocation.

Based on dividend-adjusted daily data since May 29, 2020, Conservative Fund's average daily return is +0.02%, while the average monthly return is +0.43%. At this rate, an investment would double in approximately 13.5 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2023 with a return of +4.6%, while the worst month was Sep 2022 at -3.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Conservative Fund closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +1.8%, while the worst single day was Jun 13, 2022 at -1.4%.

Conservative Fund has an annualized alpha of 2.40%, beta of 0.18, and R² of 0.66 versus S&P 500 Index. Calculated based on daily prices since May 29, 2020.

• This portfolio participated in 30.97% of S&P 500 Index downside but only 26.65% of its upside — more exposed to losses than it benefited from rallies.
• This portfolio generated an annualized alpha of 2.40% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
• Beta of 0.18 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Conservative Fund has an expense ratio of 0.10%, 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.

Conservative Fund ranks 92 for risk / return — in the top 92% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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.

Conservative Fund Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

• 1-Year: 3.97
• 5-Year: 1.07
• All Time: 1.36

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 2.14 to 3.05, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

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

Conservative Fund provided a 3.24% 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 Conservative Fund. 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 Conservative Fund was 9.47%, occurring on Sep 30, 2022. Recovery took 292 trading sessions.

The current Conservative Fund drawdown is 0.74%.

The chart below shows the rolling one-month volatility.