Intelligent Asset Allocator

The chart shows the growth of an initial investment of $10,000 in Intelligent Asset Allocator, 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 2, 2026, the Intelligent Asset Allocator returned 1.62% Year-To-Date and 7.87% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jan 31, 2011, Intelligent Asset Allocator's average daily return is +0.03%, while the average monthly return is +0.56%. At this rate, your investment would double in approximately 10.3 years.

Historically, 64% of months were positive and 36% were negative. The best month was Oct 2011 with a return of +8.1%, while the worst month was Mar 2020 at -10.1%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Intelligent Asset Allocator closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +4.9%, while the worst single day was Mar 16, 2020 at -7.3%.

Intelligent Asset Allocator has an annualized alpha of 0.13%, beta of 0.55, and R² of 0.80 versus S&P 500 Index. Calculated based on daily prices since January 31, 2011.

• This portfolio participated in 63.26% of S&P 500 Index downside but only 53.83% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.55 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Intelligent Asset Allocator has an expense ratio of 0.08%, 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.

Intelligent Asset Allocator ranks 78 for risk / return — better than 78% 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.

Intelligent Asset Allocator Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 1.68
• 5-Year: 0.63
• 10-Year: 0.74
• All Time: 0.62

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 1.70, 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 Intelligent Asset Allocator compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Intelligent Asset Allocator provided a 2.70% 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 Intelligent Asset Allocator. 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 Intelligent Asset Allocator was 22.25%, occurring on Mar 23, 2020. Recovery took 89 trading sessions.

The current Intelligent Asset Allocator drawdown is 4.95%.

The chart below shows the rolling one-month volatility.