Crypto Balanced & stocks

The chart shows the growth of an initial investment of $10,000 in Crypto Balanced & stocks, 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 10, 2026, the Crypto Balanced & stocks returned -7.19% Year-To-Date and 61.28% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Aug 8, 2015, Crypto Balanced & stocks's average daily return is +0.17%, while the average monthly return is +5.37%. At this rate, your investment would double in approximately 1.1 years.

Historically, 60% of months were positive and 40% were negative. The best month was May 2017 with a return of +55.2%, while the worst month was Jun 2022 at -22.8%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.

On a daily basis, Crypto Balanced & stocks closed higher 55% of trading days. The best single day was Dec 7, 2017 with a return of +15.8%, while the worst single day was Mar 12, 2020 at -27.1%.

Crypto Balanced & stocks has an annualized alpha of 44.15%, beta of 1.03, and R² of 0.23 versus S&P 500 Index. Calculated based on daily prices since August 08, 2015.

• This portfolio captured 218.04% of S&P 500 Index gains but only 48.75% of its losses — a favorable profile for investors.
• R² of 0.23 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Crypto Balanced & stocks 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.

Crypto Balanced & stocks ranks 4 for risk / return — in the bottom 4% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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.

Crypto Balanced & stocks Sharpe ratios as of Apr 10, 2026 (values are recalculated daily):

• 1-Year: 0.78
• 5-Year: 0.42
• 10-Year: 1.48
• All Time: 1.65

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 1.87 to 2.87, 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 Crypto Balanced & stocks compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Crypto Balanced & stocks provided a 0.11% 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 Crypto Balanced & stocks. 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 Crypto Balanced & stocks was 60.90%, occurring on Dec 15, 2018. Recovery took 590 trading sessions.

The current Crypto Balanced & stocks drawdown is 20.97%.

The chart below shows the rolling one-month volatility.