Balance Beam V1*

The chart shows the growth of an initial investment of $10,000 in Balance Beam V1*, 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.

Based on dividend-adjusted daily data since Jan 4, 2017, Balance Beam V1*'s average daily return is +0.07%, while the average monthly return is +1.51%. At this rate, your investment would double in approximately 3.9 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +11.4%, while the worst month was Mar 2020 at -11.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Balance Beam V1* closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +8.5%, while the worst single day was Mar 16, 2020 at -10.7%.

Balance Beam V1* has an annualized alpha of 9.01%, beta of 0.73, and R² of 0.70 versus S&P 500 Index. Calculated based on daily prices since January 04, 2017.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (99.09%) than losses (70.36%) — typical of diversified or defensive assets.
• This portfolio generated an annualized alpha of 9.01% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Balance Beam V1* has an expense ratio of 0.16%, 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.

Balance Beam V1* ranks 72 for risk / return — better than 72% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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.

Balance Beam V1* Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 1.89
• 5-Year: 1.25
• All Time: 1.15

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 Balance Beam V1* compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Balance Beam V1* provided a 1.18% 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 Balance Beam V1*. 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 Balance Beam V1* was 30.08%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.

The current Balance Beam V1* drawdown is 15.04%.

The chart below shows the rolling one-month volatility.