All Weather w/Utilities

The chart shows the growth of an initial investment of $10,000 in All Weather w/Utilities, 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 year.

Based on dividend-adjusted daily data since Jun 27, 2018, All Weather w/Utilities's average daily return is +0.03%, while the average monthly return is +0.54%. At this rate, your investment would double in approximately 10.7 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2023 with a return of +7.6%, while the worst month was Sep 2022 at -7.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, All Weather w/Utilities closed higher 55% of trading days. The best single day was Nov 10, 2022 with a return of +4.0%, while the worst single day was Mar 12, 2020 at -4.1%.

All Weather w/Utilities has an annualized alpha of 2.69%, beta of 0.29, and R² of 0.38 versus S&P 500 Index. Calculated based on daily prices since June 27, 2018.

• This portfolio participated in 49.30% of S&P 500 Index downside but only 41.53% of its upside — more exposed to losses than it benefited from rallies.
• Beta of 0.29 may look defensive, but with R² of 0.38 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 0.38 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

All Weather w/Utilities has an expense ratio of 0.04%, 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.

All Weather w/Utilities ranks 42 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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.

All Weather w/Utilities Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 1.21
• 5-Year: 0.40
• All Time: 0.68

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 0.98 to 1.67, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of All Weather w/Utilities compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

All Weather w/Utilities provided a 2.99% 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 All Weather w/Utilities. 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 All Weather w/Utilities was 23.95%, occurring on Oct 20, 2022. Recovery took 530 trading sessions.

The current All Weather w/Utilities drawdown is 3.95%.

The chart below shows the rolling one-month volatility.