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ISIN
US02110A5974
CUSIP
02110A597
Inception Date
Oct 1, 2017
Min. Investment
$1,000,000
Distribution Policy
Distributing
Asset Class
Alternatives

Share Price Chart


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Performance

BPRLX Performance Chart

Beacon Planned Return Strategy Fund (BPRLX) is up 5.1% since the beginning of the year. BPRLX is currently trading at $10 per share. Investors who bought $1,000 worth of BPRLX shares 5 years ago would now be looking at an investment worth $1,782.


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S&P 500 Index

Returns By Period

Beacon Planned Return Strategy Fund (BPRLX) has returned 5.08% so far this year and 13.09% over the past 12 months.


Beacon Planned Return Strategy Fund

1D
0.29%
1M
0.49%
YTD
5.08%
6M
4.97%
1Y
13.09%
3Y*
17.97%
5Y*
12.25%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BPRLX Monthly Returns History

Based on dividend-adjusted daily data since Oct 13, 2017, BPRLX's average daily return is +0.04%, while the average monthly return is +0.89%. At this rate, an investment would double in approximately 6.5 years.

Historically, 72% of months were positive and 28% were negative. The best month was Dec 2024 with a return of +19.3%, while the worst month was Mar 2020 at -7.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, BPRLX closed higher 50% of trading days. The best single day was Dec 19, 2024 with a return of +18.2%, while the worst single day was Dec 17, 2021 at -13.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.51%0.20%-2.02%4.74%1.67%0.00%5.08%
20251.10%-0.20%-2.09%-0.30%4.18%2.54%1.14%1.04%1.12%0.83%0.73%0.68%11.18%
20240.95%1.32%0.93%-0.37%1.76%1.00%0.54%0.81%1.15%-0.09%2.11%19.27%31.86%
20235.03%-1.32%2.68%1.51%0.79%3.44%1.42%0.09%-1.59%-0.95%5.28%1.51%19.10%
2022-1.68%-1.41%2.96%-5.65%0.32%-5.45%6.53%-2.60%-6.94%6.31%4.31%-3.31%-7.52%
2021-0.95%1.25%2.65%1.20%0.64%0.81%0.45%0.98%-1.50%2.61%-1.05%2.25%9.62%

Benchmark Metrics

Beacon Planned Return Strategy Fund has an annualized alpha of 3.33%, beta of 0.55, and R2 of 0.50 versus S&P 500 Index. Calculated based on daily prices since October 13, 2017.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (49.23%) than losses (41.83%) - typical of diversified or defensive assets.
  • Beta of 0.55 may look defensive, but with R2 of 0.50 this fund 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 fund's risk.
  • R2 of 0.50 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
3.33%
Beta
0.55
0.50
Upside Capture
49.23%
Downside Capture
41.83%

Expense Ratio

BPRLX has a high expense ratio of 1.19%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

BPRLX ranks 85 for risk / return — in the top 85% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


BPRLX Risk / Return Rank: 8585
Overall Rank
BPRLX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
BPRLX Sortino Ratio Rank: 8686
Sortino Ratio Rank
BPRLX Omega Ratio Rank: 8787
Omega Ratio Rank
BPRLX Calmar Ratio Rank: 7373
Calmar Ratio Rank
BPRLX Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Beacon Planned Return Strategy Fund (BPRLX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BPRLXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.48

Sortino ratioReturn per unit of downside risk

+1.01

Omega ratioGain probability vs. loss probability

1.57

1.37

+0.20

Calmar ratioReturn relative to maximum drawdown

3.16

2.78

+0.38

Martin ratioReturn relative to average drawdown

19.00

12.44

+6.56

Dividends

Dividend History

Beacon Planned Return Strategy Fund provided a 11.94% dividend yield over the last twelve months, with an annual payout of $1.23 per share.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.50201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$1.23$1.23$3.28$0.61$0.00$1.44$0.54$0.68$0.80$0.03

Dividend yield

11.94%12.54%32.86%5.82%0.00%14.20%5.09%6.68%8.70%0.32%

Monthly Dividends

The table displays the monthly dividend distributions for Beacon Planned Return Strategy Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.23$1.23
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.28$3.28
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.61$0.61
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.44$1.44

Drawdowns

Drawdowns Chart

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Beacon Planned Return Strategy Fund. 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 Beacon Planned Return Strategy Fund was 24.28%, occurring on Oct 12, 2022. Recovery took 365 trading sessions.

The current Beacon Planned Return Strategy Fund drawdown is 0.19%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-24.28%Oct 2022
9mo 29d1y 5mo
2y 3moDec 2021 - Mar 2024
COVID crash2020
-23.54%Mar 2020
1mo 2d3mo 29d
5mo 1dFeb 2020 - Jul 2020
Rate-hike selloffLate 2018
-11.80%Dec 2018
2mo 21d2mo
4mo 21dOct 2018 - Feb 2019
2025 selloff2025
-11.63%Apr 2025
1mo 17d1mo 5d
2mo 22dFeb 2025 - May 2025
2026 pullback2026
-4.12%Mar 2026
1mo 2d9d
1mo 11dFeb 2026 - Apr 2026

Drawdown Indicators


BPRLXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-24.28%

-56.78%

+32.50%

Max Drawdown (1Y)

Largest decline over 1 year

-4.12%

-9.10%

+4.98%

Max Drawdown (3Y)

Largest decline over 3 years

-11.63%

-18.90%

+7.27%

Max Drawdown (5Y)

Largest decline over 5 years

-24.28%

-25.43%

+1.15%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.19%

-1.80%

+1.61%

Average Drawdown

Average peak-to-trough decline

-4.09%

-10.71%

+6.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

2.03%

-1.35%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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