Gold Balance 2

The chart shows the growth of an initial investment of $10,000 in Gold Balance 2, 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 4, 2026, the Gold Balance 2 returned 0.43% Year-To-Date and 18.12% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since May 24, 2013, Gold Balance 2's average daily return is +0.05%, while the average monthly return is +1.51%. At this rate, your investment would double in approximately 3.9 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2013 with a return of +64.0%, while the worst month was Dec 2013 at -17.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Gold Balance 2 closed higher 55% of trading days. The best single day was Nov 18, 2013 with a return of +13.9%, while the worst single day was Mar 12, 2020 at -12.3%.

Gold Balance 2 has an annualized alpha of 7.63%, beta of 0.67, and R² of 0.47 versus S&P 500 Index. Calculated based on daily prices since May 24, 2013.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (94.94%) than losses (73.99%) — typical of diversified or defensive assets.
• Beta of 0.67 may look defensive, but with R² of 0.47 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R² of 0.47 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Gold Balance 2 has an expense ratio of 0.31%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Gold Balance 2 ranks 32 for risk / return — below 32% 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.

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.

Gold Balance 2 Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 1.76
• 5-Year: 0.64
• 10-Year: 1.16
• All Time: 0.99

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 Gold Balance 2 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Gold Balance 2 provided a 4.23% 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 Gold Balance 2. 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 Gold Balance 2 was 33.23%, occurring on Mar 23, 2020. Recovery took 231 trading sessions.

The current Gold Balance 2 drawdown is 3.64%.

The chart below shows the rolling one-month volatility.