Summit Diversified Allocation

The chart shows the growth of an initial investment of $10,000 in Summit Diversified Allocation, 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 6, 2026, the Summit Diversified Allocation returned 3.97% Year-To-Date and 8.59% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Sep 10, 2010, Summit Diversified Allocation's average daily return is +0.03%, while the average monthly return is +0.65%. At this rate, an investment would double in approximately 8.9 years.

Historically, 59% of months were positive and 41% were negative. The best month was Apr 2011 with a return of +9.0%, while the worst month was Sep 2011 at -10.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Summit Diversified Allocation closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +4.7%, while the worst single day was Jan 30, 2026 at -8.4%.

Summit Diversified Allocation has an annualized alpha of 2.32%, beta of 0.41, and R2 of 0.34 versus S&P 500 Index. Calculated based on daily prices since September 10, 2010.

• This portfolio participated in 54.62% of S&P 500 Index downside but only 48.97% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.41 may look defensive, but with R2 of 0.34 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 0.34 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Summit Diversified Allocation has an expense ratio of 0.17%, 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.

Summit Diversified Allocation ranks 16 for risk / return — in the bottom 16% 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 table below presents risk-adjusted performance metrics for Summit Diversified Allocation and compares them with S&P 500 Index.

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.

Summit Diversified Allocation Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

• 1-Year: 1.45
• 5-Year: 0.68
• 10-Year: 0.67
• All Time: 0.61

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 1.62 to 2.51, 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 Summit Diversified Allocation compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Summit Diversified Allocation provided a 1.81% 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 Summit Diversified Allocation. 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 Summit Diversified Allocation was 24.33%, occurring on Oct 14, 2022. Recovery took 367 trading sessions.

The current Summit Diversified Allocation drawdown is 9.39%.

The chart below shows the rolling one-month volatility.