CRG Balanced ETF Model-Optimized-06-30-25

Asset Allocation

Position	Category/Sector	Target Weight
BND Vanguard Total Bond Market ETF	Total Bond Market	2.50%
BNDX Vanguard Total International Bond ETF	Global Bonds	2.50%
IAU iShares Gold Trust	Gold, Precious Metals	35%
IGIB iShares Intermediate-Term Corporate Bond ETF	Corporate Bonds	2.56%
QQQ Invesco QQQ ETF	Large Cap Growth Equities	2.50%
TIP iShares TIPS Bond ETF	Inflation-Protected Bonds	2.50%
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	35%
VOO Vanguard S&P 500 ETF	S&P 500	17.44%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in CRG Balanced ETF Model-Optimized-06-30-25, 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 Jun 4, 2013, corresponding to the inception date of BNDX

Returns By Period

As of Apr 4, 2026, the CRG Balanced ETF Model-Optimized-06-30-25 returned 3.49% Year-To-Date and 11.94% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-4.18%	-3.84%	-1.98%	21.98%	16.86%	10.37%	12.29%
Portfolio CRG Balanced ETF Model-Optimized-06-30-25	-0.91%	-5.59%	3.49%	9.39%	34.02%	21.35%	13.33%	11.94%
Portfolio components:
QQQ Invesco QQQ ETF	0.11%	-4.10%	-4.65%	-2.77%	30.43%	22.97%	13.18%	19.05%
TIP iShares TIPS Bond ETF	0.41%	-0.40%	0.82%	0.71%	2.69%	3.06%	1.33%	2.52%
VEA Vanguard FTSE Developed Markets ETF	-0.77%	-3.90%	3.65%	7.84%	33.16%	16.09%	8.76%	9.49%
VOO Vanguard S&P 500 ETF	0.11%	-4.01%	-3.55%	-1.41%	23.49%	18.47%	11.96%	14.19%
IGIB iShares Intermediate-Term Corporate Bond ETF	0.28%	-1.22%	-0.09%	0.75%	5.89%	5.69%	1.64%	3.12%
IAU iShares Gold Trust	-1.94%	-9.01%	8.34%	20.10%	50.07%	32.68%	21.72%	14.14%
BND Vanguard Total Bond Market ETF	0.22%	-0.91%	0.31%	0.97%	3.73%	3.53%	0.30%	1.70%
BNDX Vanguard Total International Bond ETF	-0.10%	-1.43%	-0.08%	0.10%	2.25%	3.79%	0.18%	1.74%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 5, 2013, CRG Balanced ETF Model-Optimized-06-30-25's average daily return is +0.04%, while the average monthly return is +0.81%. At this rate, your investment would double in approximately 7.2 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2022 with a return of +8.8%, while the worst month was Mar 2026 at -8.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, CRG Balanced ETF Model-Optimized-06-30-25 closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +6.0%, while the worst single day was Mar 12, 2020 at -7.1%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	6.73%	5.24%	-8.27%	0.44%									3.49%
2025	4.53%	1.36%	2.26%	3.27%	3.04%	2.50%	-0.23%	3.78%	5.89%	2.48%	2.27%	1.86%	38.30%
2024	-0.55%	2.05%	4.98%	-1.10%	3.31%	0.23%	3.33%	2.31%	2.79%	-0.67%	0.29%	-2.25%	15.46%
2023	6.85%	-3.77%	4.86%	1.57%	-1.59%	2.10%	2.56%	-2.19%	-4.18%	0.87%	6.13%	3.65%	17.34%
2022	-3.27%	0.57%	1.20%	-5.33%	-0.60%	-5.62%	3.24%	-4.27%	-6.87%	3.02%	8.81%	-1.16%	-10.84%
2021	-1.60%	-1.01%	1.50%	3.49%	4.05%	-2.27%	1.72%	1.02%	-3.37%	3.09%	-1.91%	3.50%	8.13%

Benchmark Metrics

CRG Balanced ETF Model-Optimized-06-30-25 has an annualized alpha of 3.70%, beta of 0.50, and R² of 0.58 versus S&P 500 Index. Calculated based on daily prices since June 05, 2013.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (58.52%) than losses (52.63%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 3.70% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
Beta of 0.50 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 3.70%

Beta: 0.50

R²: 0.58

Upside Capture: 58.52%

Downside Capture: 52.63%

Expense Ratio

CRG Balanced ETF Model-Optimized-06-30-25 has an expense ratio of 0.12%, 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.

IAU

iShares Gold Trust

TIP

iShares TIPS Bond ETF

QQQ

Invesco QQQ ETF

BNDX

Vanguard Total International Bond ETF

IGIB

iShares Intermediate-Term Corporate Bond ETF

VEA

Vanguard FTSE Developed Markets ETF

VOO

Vanguard S&P 500 ETF

BND

Vanguard Total Bond Market ETF

Return for Risk

Risk / Return Rank

CRG Balanced ETF Model-Optimized-06-30-25 ranks 84 for risk / return — in the top 84% 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.

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	2.03	0.88	+1.15
Sortino ratio Return per unit of downside risk	2.65	1.37	+1.28
Omega ratio Gain probability vs. loss probability	1.41	1.21	+0.20
Calmar ratio Return relative to maximum drawdown	2.76	1.39	+1.37
Martin ratio Return relative to average drawdown	11.53	6.43	+5.09
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	58	1.04	1.62	1.23	1.93	7.00
TIP iShares TIPS Bond ETF	34	0.80	1.11	1.14	1.16	3.36
VEA Vanguard FTSE Developed Markets ETF	81	1.73	2.36	1.35	2.64	10.14
VOO Vanguard S&P 500 ETF	53	0.98	1.49	1.23	1.53	7.13
IGIB iShares Intermediate-Term Corporate Bond ETF	64	1.29	1.80	1.24	2.10	7.41
IAU iShares Gold Trust	79	1.78	2.21	1.33	2.58	9.32
BND Vanguard Total Bond Market ETF	47	1.00	1.42	1.18	1.71	4.64
BNDX Vanguard Total International Bond ETF	33	0.82	1.15	1.15	0.89	3.55

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.

CRG Balanced ETF Model-Optimized-06-30-25 Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 2.03
5-Year: 1.09
10-Year: 1.03
All Time: 0.85

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 0.99 to 1.69, 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 CRG Balanced ETF Model-Optimized-06-30-25 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

CRG Balanced ETF Model-Optimized-06-30-25 provided a 1.63% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.63%	1.74%	1.78%	1.73%	1.69%	1.65%	1.18%	1.70%	1.86%	1.54%	1.65%	1.59%
Portfolio components:
QQQ Invesco QQQ ETF	0.48%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
TIP iShares TIPS Bond ETF	2.79%	3.46%	2.52%	2.73%	6.96%	4.28%	1.17%	1.75%	2.71%	2.07%	1.48%	0.34%
VEA Vanguard FTSE Developed Markets ETF	2.90%	3.22%	3.35%	3.15%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%
VOO Vanguard S&P 500 ETF	1.18%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
IGIB iShares Intermediate-Term Corporate Bond ETF	4.74%	4.59%	4.41%	3.78%	3.04%	2.52%	2.74%	3.44%	3.41%	2.51%	2.45%	2.51%
IAU iShares Gold Trust	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BND Vanguard Total Bond Market ETF	3.92%	3.86%	3.67%	3.09%	2.60%	2.12%	2.38%	2.72%	2.81%	2.54%	2.51%	2.57%
BNDX Vanguard Total International Bond ETF	4.47%	4.39%	4.18%	4.42%	1.51%	3.74%	1.11%	3.40%	3.01%	2.23%	1.89%	1.63%

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 CRG Balanced ETF Model-Optimized-06-30-25. 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 CRG Balanced ETF Model-Optimized-06-30-25 was 20.89%, occurring on Mar 20, 2020. Recovery took 54 trading sessions.

The current CRG Balanced ETF Model-Optimized-06-30-25 drawdown is 7.87%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-20.89%	Feb 24, 2020	20	Mar 20, 2020	54	Jun 8, 2020	74
-20.69%	Nov 15, 2021	231	Oct 14, 2022	281	Nov 28, 2023	512
-13.04%	Jul 3, 2014	390	Jan 20, 2016	119	Jul 11, 2016	509
-13.01%	Jan 29, 2018	229	Dec 24, 2018	122	Jun 20, 2019	351
-11.57%	Mar 2, 2026	19	Mar 26, 2026	—	—	—

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 8 assets, with an effective number of assets of 3.59, 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	IAU	BNDX	TIP	BND	QQQ	IGIB	VOO	VEA	Portfolio
Benchmark	1.00	0.01	0.01	-0.00	-0.02	0.91	0.12	1.00	0.80	0.69
IAU	0.01	1.00	0.25	0.38	0.35	0.01	0.34	0.01	0.16	0.60
BNDX	0.01	0.25	1.00	0.58	0.72	0.03	0.67	0.01	0.03	0.16
TIP	-0.00	0.38	0.58	1.00	0.80	0.01	0.74	-0.00	0.06	0.24
BND	-0.02	0.35	0.72	0.80	1.00	0.01	0.90	-0.01	0.04	0.21
QQQ	0.91	0.01	0.03	0.01	0.01	1.00	0.13	0.91	0.70	0.63
IGIB	0.12	0.34	0.67	0.74	0.90	0.13	1.00	0.12	0.17	0.32
VOO	1.00	0.01	0.01	-0.00	-0.01	0.91	0.12	1.00	0.80	0.69
VEA	0.80	0.16	0.03	0.06	0.04	0.70	0.17	0.80	1.00	0.83
Portfolio	0.69	0.60	0.16	0.24	0.21	0.63	0.32	0.69	0.83	1.00

The correlation results are calculated based on daily price changes starting from Jun 5, 2013

CRG Balanced ETF Model-Optimized-06-30-25

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