CAROLE BLUE CHIPS EQUAL BALANCE

The chart shows the growth of an initial investment of $10,000 in CAROLE BLUE CHIPS EQUAL BALANCE, 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 Jun 13, 2026, the CAROLE BLUE CHIPS EQUAL BALANCE returned 10.51% Year-To-Date and 12.68% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Mar 17, 2008, CAROLE BLUE CHIPS EQUAL BALANCE's average daily return is +0.05%, while the average monthly return is +1.03%. At this rate, an investment would double in approximately 5.6 years.

Historically, 63% of months were positive and 37% were negative. The best month was Feb 2025 with a return of +12.8%, while the worst month was Dec 2018 at -13.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, CAROLE BLUE CHIPS EQUAL BALANCE closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +9.9%, while the worst single day was Mar 16, 2020 at -9.1%.

CAROLE BLUE CHIPS EQUAL BALANCE has an annualized alpha of 5.45%, beta of 0.63, and R2 of 0.57 versus S&P 500 Index. Calculated based on daily prices since March 17, 2008.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (76.22%) than losses (64.19%) - typical of diversified or defensive assets.
• This portfolio generated an annualized alpha of 5.45% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• Beta of 0.63 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

CAROLE BLUE CHIPS EQUAL BALANCE has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

CAROLE BLUE CHIPS EQUAL BALANCE ranks 22 for risk / return — below 22% 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.

The current CAROLE BLUE CHIPS EQUAL BALANCE Sharpe ratio is 1.43 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, 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 CAROLE BLUE CHIPS EQUAL BALANCE compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

CAROLE BLUE CHIPS EQUAL BALANCE provided a 1.77% 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 CAROLE BLUE CHIPS EQUAL BALANCE. 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 CAROLE BLUE CHIPS EQUAL BALANCE was 38.46%, occurring on Mar 5, 2009. Recovery took 262 trading sessions.

The current CAROLE BLUE CHIPS EQUAL BALANCE drawdown is 1.80%.

The chart below shows the rolling one-month volatility.