Balanced Strategic Growth Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
BLK BlackRock, Inc.	Financial Services	10%
BRK-B Berkshire Hathaway Inc.	Financial Services	17%
COST Costco Wholesale Corporation	Consumer Defensive	33%
EWBC East West Bancorp, Inc.	Financial Services	10%
LLY Eli Lilly and Company	Healthcare	10%
QQQ Invesco QQQ ETF	Nasdaq-100	20%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Balanced Strategic Growth 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.

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The earliest data available for this chart is Oct 1, 1999, corresponding to the inception date of BLK

Returns By Period

As of Apr 11, 2026, the Balanced Strategic Growth Portfolio returned 3.32% Year-To-Date and 21.47% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-0.11%	2.78%	-0.42%	4.03%	27.10%	18.38%	10.55%	12.70%
Portfolio Balanced Strategic Growth Portfolio	-1.49%	1.49%	3.32%	6.49%	18.62%	27.53%	20.02%	21.47%
Portfolio components:
QQQ Invesco QQQ ETF	0.14%	3.05%	-0.40%	3.92%	35.13%	25.34%	13.31%	19.62%
BRK-B Berkshire Hathaway Inc.	-1.09%	-2.07%	-4.53%	-1.89%	-8.44%	15.22%	12.53%	12.92%
BLK BlackRock, Inc.	-0.23%	8.14%	-6.12%	-10.83%	16.06%	17.00%	6.86%	14.20%
EWBC East West Bancorp, Inc.	-1.01%	10.58%	3.54%	17.91%	64.34%	33.09%	11.99%	16.01%
LLY Eli Lilly and Company	-1.65%	-4.63%	-12.44%	13.07%	29.22%	38.18%	39.87%	31.00%
COST Costco Wholesale Corporation	-3.25%	-0.99%	15.94%	7.66%	4.21%	27.76%	23.76%	22.92%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 4, 1999, Balanced Strategic Growth Portfolio's average daily return is +0.07%, while the average monthly return is +1.34%. At this rate, an investment would double in approximately 4.3 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +12.3%, while the worst month was May 2000 at -16.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, Balanced Strategic Growth Portfolio closed higher 54% of trading days. The best single day was Oct 28, 2008 with a return of +10.3%, while the worst single day was Dec 1, 2008 at -9.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.82%	2.27%	-4.35%	2.73%									3.32%
2025	5.05%	3.16%	-6.00%	2.09%	1.98%	1.37%	-1.72%	2.15%	1.52%	-0.15%	4.14%	-1.53%	12.21%
2024	4.14%	6.95%	1.67%	-3.72%	6.83%	3.96%	2.02%	5.98%	-0.64%	0.52%	7.51%	-4.59%	34.12%
2023	8.26%	-4.11%	0.67%	2.57%	1.87%	6.59%	4.95%	-0.25%	-2.02%	-1.53%	10.27%	7.86%	39.83%
2022	-5.76%	0.09%	6.80%	-9.19%	-3.04%	-4.86%	10.87%	-4.11%	-7.97%	8.34%	6.15%	-8.02%	-12.68%
2021	1.48%	1.31%	3.49%	5.40%	2.68%	3.17%	3.98%	5.13%	-3.93%	8.18%	2.12%	4.82%	44.46%

Benchmark Metrics

Balanced Strategic Growth Portfolio has an annualized alpha of 9.78%, beta of 0.91, and R² of 0.77 versus S&P 500 Index. Calculated based on daily prices since October 04, 1999.

This portfolio captured 115.01% of S&P 500 Index gains but only 73.13% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 9.78% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.91 and R² of 0.77, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha: 9.78%

Beta: 0.91

R²: 0.77

Upside Capture: 115.01%

Downside Capture: 73.13%

Expense Ratio

Balanced Strategic Growth Portfolio has an expense ratio of 0.04%, 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.

QQQ

Invesco QQQ ETF

Return for Risk

Risk / Return Rank

Balanced Strategic Growth Portfolio ranks 23 for risk / return — below 23% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.57	2.23	-0.67
Sortino ratio Return per unit of downside risk	2.25	3.12	-0.87
Omega ratio Gain probability vs. loss probability	1.29	1.42	-0.13
Calmar ratio Return relative to maximum drawdown	3.44	4.05	-0.60
Martin ratio Return relative to average drawdown	13.22	17.91	-4.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
QQQ Invesco QQQ ETF	57	2.23	3.00	1.40	3.98	14.88
BRK-B Berkshire Hathaway Inc.	20	-0.44	-0.49	0.94	-0.17	-0.29
BLK BlackRock, Inc.	52	0.75	1.16	1.16	1.11	2.86
EWBC East West Bancorp, Inc.	83	2.37	3.05	1.39	4.26	11.41
LLY Eli Lilly and Company	52	0.76	1.26	1.18	1.00	2.43
COST Costco Wholesale Corporation	37	0.22	0.45	1.05	0.54	1.08

Sharpe Ratio

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.

Balanced Strategic Growth Portfolio Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

1-Year: 1.57
5-Year: 1.16
10-Year: 1.20
All Time: 0.80

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 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 Balanced Strategic Growth Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Balanced Strategic Growth Portfolio provided a 0.77% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.77%	0.75%	0.77%	1.66%	1.04%	0.74%	1.82%	1.11%	1.24%	2.33%	1.25%	2.22%
Portfolio components:
QQQ Invesco QQQ ETF	0.46%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
BRK-B Berkshire Hathaway Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BLK BlackRock, Inc.	2.14%	1.95%	1.99%	2.46%	2.75%	1.80%	2.01%	2.63%	3.08%	1.95%	2.41%	2.56%
EWBC East West Bancorp, Inc.	2.25%	2.14%	2.30%	2.67%	2.43%	1.68%	2.17%	2.17%	1.98%	1.32%	1.57%	1.92%
LLY Eli Lilly and Company	0.66%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
COST Costco Wholesale Corporation	0.52%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%

Drawdowns

Drawdowns Chart

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Balanced Strategic Growth 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 Balanced Strategic Growth Portfolio was 50.62%, occurring on Mar 9, 2009. Recovery took 258 trading sessions.

The current Balanced Strategic Growth Portfolio drawdown is 2.62%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-50.62%	Dec 11, 2007	312	Mar 9, 2009	258	Mar 17, 2010	570
-29%	Feb 2, 2001	419	Oct 7, 2002	289	Nov 28, 2003	708
-24.33%	Feb 20, 2020	23	Mar 23, 2020	79	Jul 15, 2020	102
-21.47%	Apr 8, 2022	48	Jun 16, 2022	267	Jul 12, 2023	315
-20.05%	May 2, 2000	18	May 25, 2000	50	Aug 7, 2000	68

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 6 assets, with an effective number of assets of 4.81, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	LLY	EWBC	BRK-B	COST	BLK	QQQ	Portfolio
Benchmark	1.00	0.46	0.54	0.52	0.55	0.61	0.87	0.84
LLY	0.46	1.00	0.22	0.26	0.30	0.28	0.36	0.49
EWBC	0.54	0.22	1.00	0.40	0.26	0.45	0.42	0.60
BRK-B	0.52	0.26	0.40	1.00	0.30	0.44	0.39	0.59
COST	0.55	0.30	0.26	0.30	1.00	0.34	0.50	0.78
BLK	0.61	0.28	0.45	0.44	0.34	1.00	0.51	0.64
QQQ	0.87	0.36	0.42	0.39	0.50	0.51	1.00	0.76
Portfolio	0.84	0.49	0.60	0.59	0.78	0.64	0.76	1.00

The correlation results are calculated based on daily price changes starting from Oct 4, 1999

Balanced Strategic Growth Portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table